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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.↗

High order explicit local time stepping methods for hyperbolic conservation laws

In this paper we present and analyze a general framework for constructing high order explicit local time stepping (LTS) methods for hyperbolic conservation laws. In particular, we consider the model problem discretized by Runge-Kutta discontinuous Galerkin (RK-DG) methods and design LTS algorithms based on the strong stability preserving Runge-Kutta (SSP-RK) schemes, that allow spatially variable time step sizes to be used for time integration in different regions of the computational domain. The proposed algorithms are of predictor-corrector type, in which the interface information along the time direction is first predicted based on the SSP-RK approximations and Taylor expansions, and then the fluxes over the region of the interface are corrected to conserve mass exactly at each time step. Following the proposed framework, we detail the corresponding LTS schemes with accuracy up to the fourth order, and prove their conservation property and nonlinear stability for the scalar conservation laws. Numerical experiments are also presented to demonstrate excellent performance of the proposed LTS algorithms.

58 GEOSCIENCES↗

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.↗

Hamiltonian Formulations and Momentum Conservation Laws of Reduced Plasma Models (Final Report for Research supported by US DoE grant DE-SC0006721)

A final report is presented on research carried out by Alain J. Brizard (Principal Investigator) with funding provided by the U.S. DoE grant No. DE-SC0006721 during the period of 08/01/2011 to 07/31/2014.The overall goal of this project is to investigate the Hamiltonian structure and momentum conservation laws of several reduced plasma models used for the analytical and numerical studies of long-time-scale turbulent transport processes in strongly magnetized plasmas. The reduced plasma models considered in the proposed activity (associated with the asymptotic elimination of the fast gyromotion time scale) are the guiding-center and gyrokinetic Vlasov-Maxwell equations and the nonlinear gyrofluid equations. The proposed research activity is divided into three parts: Part I - We propose to explore the Vlasov-Maxwell functional bracket for the guiding-center Vlasov-Maxwell equations and extend its applications to the gyrokinetic Vlasov-Maxwell equations. Part II - We propose to develop a new Hamiltonian Lie-transform perturbation method for fields (i.e., in the infinite-dimensional space of functions) in terms of the functional brackets for reduced plasma models developed in Part I of this proposal. Part III - We propose to investigate the exact momentum and angular-momentum conservation laws for several reduced plasma models. In particular, the reduced angular-momentum conservation laws derived from our reduced plasma models contain the effects of intrinsic (spin) angular momentum associated with the process of dynamical reduction.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Fluctuations and Conservation Laws

We report on recent progress concerning effects of global conservation laws on cumulants of conserved quantities. Specifically, we will relate for an arbitrary equation of state cumulants of a conserved charge measured in a subvolume of a thermal system with the corresponding grandcanonical susceptibilities, taking into account exact global conservation of that charge. Applications to actual measurement at the RHIC and LHC as well as extensions to multiple conserved charges will be discussed.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

Cumulants of multiple conserved charges and global conservation laws

We analyze the behavior of cumulants of conserved charges in a subvolume of a thermal system with exact global conservation laws by extending a recently developed subensemble acceptance method (SAM) to multiple conserved charges. Explicit expressions for all diagonal and off-diagonal cumulants up to sixth order that relate them to the grand canonical susceptibilities are obtained. The derivation is presented for an arbitrary equation of state with an arbitrary number of different conserved charges. The global conservation effects cancel out in any ratio of two second order cumulants, in any ratio of two third order cumulants, as well as in a ratio of strongly intensive measures Σ and Δ involving any two conserved charges, making all these quantities particularly suitable for theory-to-experiment comparisons in heavy-ion collisions. We also show that the same cancellation occurs in correlators of a conserved charge, like the electric charge, with any non-conserved quantity such as net proton or net kaon number. The main results of the SAM are illustrated in the framework of the hadron resonance gas model. We also elucidate how net-proton and net-Λ fluctuations are affected by conservation of electric charge and strangeness in addition to baryon number.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

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.↗