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The numerical viscosity of entropy stable schemes for systems of conservation laws. I

Discrete approximations to hyperbolic systems of conservation laws are studied. The amount of numerical viscosity present in such schemes is quantified and related to their entropy stability by means of comparison.To this end, conservative schemes which are also entropy-conservative are constructed. These entropy-conservative schemes enjoy second-order accuracy; moreover, they can be interpreted as piecewise-linear finite-element methods, and hence can be formulated on various mesh configurations. It is then shown that conservative schemes are entropy stable, if and (for three-point schemes) only they contain more viscosity than that present in the above-mentioned entropy-conservative ones.

Tadmor, Eitan↗

The numerical viscosity of entropy stable schemes for systems of conservation laws

Discrete approximations to hyperbolic systems of conservation laws are studied. The amount of numerical viscosity present in such schemes, is quantified and related to their entropy stability by means of comparison. To this end, conservative schemes which are also entropy conservative are constructed. These entropy conservative schemes enjoy second-order accuracy; moreover, they admit a particular interpretation within the finite-element frameworks, and hence can be formulated on various mesh configurations. It is then shown that conservative schemes are entropy stable if and only if they contain more viscosity than the mentioned above entropy conservative ones.

Tadmor, E.↗

On the convergence of difference approximations to scalar conservation laws

A unified treatment of explicit in time, two level, second order resolution, total variation diminishing, approximations to scalar conservation laws are presented. The schemes are assumed only to have conservation form and incremental form. A modified flux and a viscosity coefficient are introduced and results in terms of the latter are obtained. The existence of a cell entropy inequality is discussed and such an equality for all entropies is shown to imply that the scheme is an E scheme on monotone (actually more general) data, hence at most only first order accurate in general. Convergence for total variation diminishing-second order resolution schemes approximating convex or concave conservation laws is shown by enforcing a single discrete entropy inequality.

Osher, S.↗

On the application of subcell resolution to conservation laws with stiff source terms

LeVeque and Yee recently investigated a one-dimensional scalar conservation law with stiff source terms modeling the reacting flow problems and discovered that for the very stiff case most of the current finite difference methods developed for non-reacting flows would produce wrong solutions when there is a propagating discontinuity. A numerical scheme, essentially nonoscillatory/subcell resolution - characteristic direction (ENO/SRCD), is proposed for solving conservation laws with stiff source terms. This scheme is a modification of Harten's ENO scheme with subcell resolution, ENO/SR. The locations of the discontinuities and the characteristic directions are essential in the design. Strang's time-splitting method is used and time evolutions are done by advancing along the characteristics. Numerical experiment using this scheme shows excellent results on the model problem of LeVeque and Yee. Comparisons of the results of ENO, ENO/SR, and ENO/SRCD are also presented.

Chang, Shih-Hung↗

On the symmetric form of systems of conservation laws with entropy

The present investigation has the objective to review the general structure of system of conservation laws with entropy, giving particular attention to a presentation of symmetric formulations of the equations of gas dynamics. Systems of hyperbolic conservation laws are considered, taking into account the case in which a system of equations is symmetric hyperbolic, questions of symmetrization, and entropy functions. The Euler equations for a polytropic gas in conservation form are considered. The symmetric form retains the conservation properties of the equations. Weak solutions remain, therefore, unchanged. Of particular computational interest is the possibility of using the symmetric form.

Harten, A.↗

Coefficient matrices for implicit finite difference solution of the inviscid fluid conservation law equations

Although the Navier-Stokes equations describe most flows of interest in aerodynamics, the inviscid conservation law equations may be used for small regions with viscous forces. Thus, Euler equations and several time-accurate finite difference procedures, explicit and implicit, are discussed. Although implicit techniques require more computational work, they permit larger time steps to be taken without instability. It is noted that the Jacobian matrices for Euler equations in conservation-law form have certain eigenvalue-eigenvector properties which may be used to construct conservative-form coefficient matrices. This reduces the computation time of several implicit and semiimplicit schemes. Extensions of the basic approach to other areas are suggested.

Steger, J. L.↗

On the convergence of difference approximations to scalar conservation laws

A unified treatment is given for time-explicit, two-level, second-order-resolution (SOR), total-variation-diminishing (TVD) approximations to scalar conservation laws. The schemes are assumed only to have conservation form and incremental form. A modified flux and a viscosity coefficient are introduced to obtain results in terms of the latter. The existence of a cell entropy inequality is discussed, and such an equality for all entropies is shown to imply that the scheme is an E scheme on monotone (actually more general) data, hence at most only first-order accurate in general. Convergence for TVD-SOR schemes approximating convex or concave conservation laws is shown by enforcing a single discrete entropy inequality.

Osher, Stanley↗

The Space-Time Conservation Element and Solution Element Method: A New High-Resolution and Genuinely Multidimensional Paradigm for Solving Conservation Laws: The Two Dimensional Time Marching Schemes - 1

A new high resolution and genuinely multidimensional numerical method for solving conservation laws is being, developed. It was designed to avoid the limitations of the traditional methods. and was built from round zero with extensive physics considerations. Nevertheless, its foundation is mathmatically simple enough that one can build from it a coherent, robust. efficient and accurate numerical framework. Two basic beliefs that set the new method apart from the established methods are at the core of its development. The first belief is that, in order to capture physics more efficiently and realistically, the modeling, focus should be placed on the original integral form of the physical conservation laws, rather than the differential form. The latter form follows from the integral form under the additional assumption that the physical solution is smooth, an assumption that is difficult to realize numerically in a region of rapid chance. such as a boundary layer or a shock. The second belief is that, with proper modeling of the integral and differential forms themselves, the resulting, numerical solution should automatically be consistent with the properties derived front the integral and differential forms, e.g., the jump conditions across a shock and the properties of characteristics. Therefore a much simpler and more robust method can be developed by not using the above derived properties explicitly.

Chang, Sin-Chung↗

A kinetic equation with kinetic entropy functions for scalar conservation laws

A nonlinear kinetic equation is constructed and proved to be well-adapted to describe general multidimensional scalar conservation laws. In particular, it is proved to be well-posed uniformly in epsilon - the microscopic scale. It is also shown that the proposed kinetic equation is equipped with a family of kinetic entropy functions - analogous to Boltzmann's microscopic H-function, such that they recover Krushkov-type entropy inequality on the macroscopic scale. Finally, it is proved by both - BV compactness arguments in the one-dimensional case, that the local density of kinetic particles admits a continuum limit, as it converges strongly with epsilon below 0 to the unique entropy solution of the corresponding conservation law.

Perthame, Benoit↗

Energy and maximum norm estimates for nonlinear conservation laws

We have devised a technique that makes it possible to obtain energy estimates for initial-boundary value problems for nonlinear conservation laws. The two major tools to achieve the energy estimates are a certain splitting of the flux vector derivative f(u)(sub x), and a structural hypothesis, referred to as a cone condition, on the flux vector f(u). These hypotheses are fulfilled for many equations that occur in practice, such as the Euler equations of gas dynamics. It should be noted that the energy estimates are obtained without any assumptions on the gradient of the solution u. The results extend to weak solutions that are obtained as point wise limits of vanishing viscosity solutions. As a byproduct we obtain explicit expressions for the entropy function and the entropy flux of symmetrizable systems of conservation laws. Under certain circumstances the proposed technique can be applied repeatedly so as to yield estimates in the maximum norm.

Olsson, Pelle↗

Flux-vector splitting algorithm for chain-rule conservation-law form

A flux-vector splitting algorithm with Newton-Raphson iteration was developed for the 'full compressible' Navier-Stokes equations cast in chain-rule conservation-law form. The algorithm is intended for problems with deforming spatial domains and for problems whose governing equations cannot be cast in strong conservation-law form. The usefulness of the algorithm for such problems was demonstrated by applying it to analyze the unsteady, two- and three-dimensional flows inside one combustion chamber of a Wankel engine under nonfiring conditions. Solutions were obtained to examine the algorithm in terms of conservation error, robustness, and ability to handle complex flows on time-dependent grid systems.

Shih, T. I.-P.↗

Discontinuous Spectral Difference Method for Conservation Laws on Unstructured Grids

A new, high-order, conservative, and efficient method for conservation laws on unstructured grids is developed. The concept of discontinuous and high-order local representations to achieve conservation and high accuracy is utilized in a manner similar to the Discontinuous Galerkin (DG) and the Spectral Volume (SV) methods, but while these methods are based on the integrated forms of the equations, the new method is based on the differential form to attain a simpler formulation and higher efficiency. A discussion on the Discontinuous Spectral Difference (SD) Method, locations of the unknowns and flux points and numerical results are also presented.

Liu, Yen↗

Second- and third-order upwind difference schemes for hyperbolic conservation laws

Second- and third-order two time-level five-point explicit upwind-difference schemes are described for the numerical solution of hyperbolic systems of conservation laws and applied to the Euler equations of inviscid gas dynamics. Nonliner smoothing techniques are used to make the schemes total variation diminishing. In the method both hyperbolicity and conservation properties of the hyperbolic conservation laws are combined in a very natural way by introducing a normalized Jacobian matrix of the hyperbolic system. Entropy satisfying shock transition operators which are consistent with the upwind differencing are locally introduced when transonic shock transition is detected. Schemes thus constructed are suitable for shockcapturing calculations. The stability and the global order of accuracy of the proposed schemes are examined. Numerical experiments for the inviscid Burgers equation and the compressible Euler equations in one and two space dimensions involving various situations of aerodynamic interest are included and compared.

Yang, J. Y.↗

Implicit TVD schemes for hyperbolic conservation laws in curvilinear coordinates

The Harten (1983, 1984) total variation-diminishing (TVD) schemes, constituting a one-parameter explicit and implicit, second-order-accurate family, have the property of not generating spurious oscillations when applied to one-dimensional, nonlinear scalar hyperbolic conservation laws and constant coefficient hyperbolic systems. These methods are presently extended to the multidimensional hyperbolic conservation laws in curvilinear coordinates. Means by which to linearize the implicit operator and solution strategies, in order to improve the computation efficiency of the implicit algorithm, are discussed. Numerical experiments with steady state airfoil calculations indicate that the proposed linearized implicit TVD schemes are accurate and robust.

Yee, H. C.↗

A High-Order Finite Spectral Volume Method for Conservation Laws on Unstructured Grids

A time accurate, high-order, conservative, yet efficient method named Finite Spectral Volume (FSV) is developed for conservation laws on unstructured grids. The concept of a 'spectral volume' is introduced to achieve high-order accuracy in an efficient manner similar to spectral element and multi-domain spectral methods. In addition, each spectral volume is further sub-divided into control volumes (CVs), and cell-averaged data from these control volumes is used to reconstruct a high-order approximation in the spectral volume. Riemann solvers are used to compute the fluxes at spectral volume boundaries. Then cell-averaged state variables in the control volumes are updated independently. Furthermore, TVD (Total Variation Diminishing) and TVB (Total Variation Bounded) limiters are introduced in the FSV method to remove/reduce spurious oscillations near discontinuities. A very desirable feature of the FSV method is that the reconstruction is carried out only once, and analytically, and is the same for all cells of the same type, and that the reconstruction stencil is always non-singular, in contrast to the memory and CPU-intensive reconstruction in a high-order finite volume (FV) method. Discussions are made concerning why the FSV method is significantly more efficient than high-order finite volume and the Discontinuous Galerkin (DG) methods. Fundamental properties of the FSV method are studied and high-order accuracy is demonstrated for several model problems with and without discontinuities.

Wang, Z. J.↗

Similarity considerations and conservation laws for magneto-static atmospheres

The equations of magnetohydrostatic equilibria for a plasma in a gravitational field are investigated analytically. For equilibria with one ignorable spatial coordinate, the equations reduce to a single nonlinear elliptic equation for the magnetic potential. Similarity solutions of the elliptic equation are obtained for the case of an isothermal atmosphere in a uniform gravitational field. The solutions are obtained from a consideration of the invariance group of the elliptic equation. The importance of symmetries of the elliptic equation also appears in the determination of conservation laws. It turns out that the elliptic equation can be written as a variational principle, and the symmetries of the variational functional lead (via Noether's theorem) to conservation laws for the equation. As an example of the application of the similarity solutions, a model magnetostatic atmosphere is constructed in which the current density J is proportional to the cube of the magnetic potential, and falls off exponentially with distance vertical to the base, with an 'e-folding' distance equal to the gravitational scale height. The solutions show the interplay between the gravitational force, the J x B force (B, magnetic field induction) and the gas pressure gradient.

Webb, G. M.↗