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Discretely Conservative Finite-Difference Formulations for Nonlinear Conservation Laws in Split Form: Theory and Boundary Conditions

Simulations of nonlinear conservation laws that admit discontinuous solutions are typically restricted to discretizations of equations that are explicitly written in divergence form. This restriction is, however, unnecessary. Herein, linear combinations of divergence and product rule forms that have been discretized using diagonal-norm skew-symmetric summation-by-parts (SBP) operators, are shown to satisfy the sufficient conditions of the Lax-Wendroff theorem and thus are appropriate for simulations of discontinuous physical phenomena. Furthermore, special treatments are not required at the points that are near physical boundaries (i.e., discrete conservation is achieved throughout the entire computational domain, including the boundaries). Examples are presented of a fourth-order, SBP finite-difference operator with second-order boundary closures. Sixth- and eighth-order constructions are derived, and included in E. Narrow-stencil difference operators for linear viscous terms are also derived; these guarantee the conservative form of the combined operator.

Fisher, Travis C.↗

Non-oscillatory central differencing for hyperbolic conservation laws

Many of the recently developed high resolution schemes for hyperbolic conservation laws are based on upwind differencing. The building block for these schemes is the averaging of an appropriate Godunov solver; its time consuming part involves the field-by-field decomposition which is required in order to identify the direction of the wind. Instead, the use of the more robust Lax-Friedrichs (LxF) solver is proposed. The main advantage is simplicity: no Riemann problems are solved and hence field-by-field decompositions are avoided. The main disadvantage is the excessive numerical viscosity typical to the LxF solver. This is compensated for by using high-resolution MUSCL-type interpolants. Numerical experiments show that the quality of results obtained by such convenient central differencing is comparable with those of the upwind schemes.

Nessyahu, Haim↗

Some observations on boundary conditions for numerical conservation laws

Four choices of outflow boundary conditions are considered for numerical conservation laws. All four methods are stable for linear problems, for which examples are presented where either a boundary layer forms or the numerical scheme, together with the boundary condition, is unstable due to the formation of a reflected shock. A simple heuristic argument is presented for determining the suitability of the boundary condition.

Kamowitz, David↗

High order filtering methods for approximating hyberbolic systems of conservation laws

In the computation of discontinuous solutions of hyperbolic systems of conservation laws, the recently developed essentially non-oscillatory (ENO) schemes appear to be very useful. However, they are computationally costly compared to simple central difference methods. A filtering method which is developed uses simple central differencing of arbitrarily high order accuracy, except when a novel local test indicates the development of spurious oscillations. At these points, the full ENO apparatus is used, maintaining the high order of accuracy, but removing spurious oscillations. Numerical results indicate the success of the method. High order of accuracy was obtained in regions of smooth flow without spurious oscillations for a wide range of problems and a significant speed up of generally a factor of almost three over the full ENO method.

Lafon, F.↗

Non-oscillatory central differencing for hyperbolic conservation laws

Many of the recently developed high resolution schemes for hyperbolic conservation laws are based on upwind differencing. The building block for these schemes is the averaging of an appropriate Godunov solver; its time consuming part involves the field-by-field decomposition which is required in order to identify the direction of the wind. Instead, the use of the more robust Lax-Friedrichs (LxF) solver is proposed. The main advantage is simplicity: no Riemann problems are solved and hence field-by-field decompositions are avoided. The main disadvantage is the excessive numerical viscosity typical to the LxF solver. This is compensated for by using high-resolution MUSCL-type interpolants. Numerical experiments show that the quality of results obtained by such convenient central differencing is comparable with those of the upwind schemes.

Nessyahu, Haim↗

On the construction and application of implicit factored schemes for conservation laws

Efficient, noniterative, implicit finite difference algorithms are systematically developed for nonlinear conservation laws including purely hyperbolic systems and mixed hyperbolic parabolic systems. Utilization of a rational fraction or Pade time differencing formulas, yields a direct and natural derivation of an implicit scheme in a delta form. Attention is given to advantages of the delta formation and to various properties of one- and two-dimensional algorithms.

Warming, R. F.↗

Parallel, adaptive finite element methods for conservation laws

We construct parallel finite element methods for the solution of hyperbolic conservation laws in one and two dimensions. Spatial discretization is performed by a discontinuous Galerkin finite element method using a basis of piecewise Legendre polynomials. Temporal discretization utilizes a Runge-Kutta method. Dissipative fluxes and projection limiting prevent oscillations near solution discontinuities. A posteriori estimates of spatial errors are obtained by a p-refinement technique using superconvergence at Radau points. The resulting method is of high order and may be parallelized efficiently on MIMD computers. We compare results using different limiting schemes and demonstrate parallel efficiency through computations on an NCUBE/2 hypercube. We also present results using adaptive h- and p-refinement to reduce the computational cost of the method.

Biswas, Rupak↗

A convergent series expansion for hyperbolic systems of conservation laws

The discontinuities piecewise analytic initial value problem for a wide class of conservation laws is considered which includes the full three-dimensional Euler equations. The initial interaction at an arbitrary curved surface is resolved in time by a convergent series. Among other features the solution exhibits shock, contact, and expansion waves as well as sound waves propagating on characteristic surfaces. The expansion waves correspond to he one-dimensional rarefactions but have a more complicated structure. The sound waves are generated in place of zero strength shocks, and they are caused by mismatches in derivatives.

Harabetian, E.↗

Asymptotic-induced numerical methods for conservation laws

Asymptotic-induced methods are presented for the numerical solution of hyperbolic conservation laws with or without viscosity. The methods consist of multiple stages. The first stage is to obtain a first approximation by using a first-order method, such as the Godunov scheme. Subsequent stages of the method involve solving internal-layer problems identified by using techniques derived via asymptotics. Finally, a residual correction increases the accuracy of the scheme. The method is derived and justified with singular perturbation techniques.

Garbey, Marc↗

The convergence rate of approximate solutions for nonlinear scalar conservation laws

The convergence rate is discussed of approximate solutions for the nonlinear scalar conservation law. The linear convergence theory is extended into a weak regime. The extension is based on the usual two ingredients of stability and consistency. On the one hand, the counterexamples show that one must strengthen the linearized L(sup 2)-stability requirement. It is assumed that the approximate solutions are Lip(sup +)-stable in the sense that they satisfy a one-sided Lipschitz condition, in agreement with Oleinik's E-condition for the entropy solution. On the other hand, the lack of smoothness requires to weaken the consistency requirement, which is measured in the Lip'-(semi)norm. It is proved for Lip(sup +)-stable approximate solutions, that their Lip'convergence rate to the entropy solution is of the same order as their Lip'-consistency. The Lip'-convergence rate is then converted into stronger L(sup p) convergence rate estimates.

Nessyahu, Haim↗

Second-order accurate nonoscillatory schemes for scalar conservation laws

Explicit finite difference schemes for the computation of weak solutions of nonlinear scalar conservation laws is presented and analyzed. These schemes are uniformly second-order accurate and nonoscillatory in the sense that the number of extrema of the discrete solution is not increasing in time.

Huynh, Hung T.↗

Solution of steady-state one-dimensional conservation laws by mathematical programming

Solution techniques for a class of steady-state scalar conservation laws are developed analytically. Discretization by finite-volume formulas is employed to obtain an overdetermined system of algebraic equations, which are then perturbed nonsingularly (with perturbation coefficient = epsilon) and solved using the l(1) mathematical-programming algorithm of Seneta and Steiger (1984); this approach limits the matrix bandwidth to two, so that an explicit solution can be found efficiently. It is shown that, for small values of epsilon, the l(1) solutions exhibit sharp correctly located shocks and are nonoscillatory O(epsilon) approximations of the physically relevant solutions.

Lavery, J. E.↗

Second-order accurate nonoscillatory schemes for scalar conservation laws

Explicit finite difference schemes for the computation of weak solutions of nonlinear scalar conservation laws is presented and analyzed. These schemes are uniformly second-order accurate and nonoscillatory in the sense that the number of extrema of the discrete solution is not increasing in time.

Huynh, Hung T.↗

An hp-adaptivity and error estimation for hyperbolic conservation laws

This paper presents an hp-adaptive discontinuous Galerkin method for linear hyperbolic conservation laws. A priori and a posteriori error estimates are derived in mesh-dependent norms which reflect the dependence of the approximate solution on the element size (h) and the degree (p) of the local polynomial approximation. The a posteriori error estimate, based on the element residual method, provides bounds on the actual global error in the approximate solution. The adaptive strategy is designed to deliver an approximate solution with the specified level of error in three steps. The a posteriori estimate is used to assess the accuracy of a given approximate solution and the a priori estimate is used to predict the mesh refinements and polynomial enrichment needed to deliver the desired solution. Numerical examples demonstrate the reliability of the a posteriori error estimates and the effectiveness of the hp-adaptive strategy.

Bey, Kim S.↗

Triangle based TVD schemes for hyperbolic conservation laws

A triangle based total variation diminishing (TVD) scheme for the numerical approximation of hyperbolic conservation laws in two space dimensions is constructed. The novelty of the scheme lies in the nature of the preprocessing of the cell averaged data, which is accomplished via a nearest neighbor linear interpolation followed by a slope limiting procedures. Two such limiting procedures are suggested. The resulting method is considerably more simple than other triangle based non-oscillatory approximations which, like this scheme, approximate the flux up to second order accuracy. Numerical results for linear advection and Burgers' equation are presented.

Durlofsky, Louis J.↗

Triangle based adaptive stencils for the solution of hyperbolic conservation laws

A triangle based total variation diminishing (TVD) scheme for the numerical approximation of hyperbolic conservation laws in two space dimensions is constructed. The novelty of the scheme lies in the nature of the preprocessing of the cell averaged data, which is accomplished via a nearest neighbor linear interpolation followed by a slope limiting procedures. Two such limiting procedures are suggested. The resulting method is considerably more simple than other triangle based non-oscillatory approximations which, like this scheme, approximate the flux up to second order accuracy. Numerical results for linear advection and Burgers' equation are presented.

Durlofsky, Louis J.↗

A-Posteriori Error Estimation for Hyperbolic Conservation Laws with Constraint

This lecture considers a-posteriori error estimates for the numerical solution of conservation laws with time invariant constraints such as those arising in magnetohydrodynamics (MHD) and gravitational physics. Using standard duality arguments, a-posteriori error estimates for the discontinuous Galerkin finite element method are then presented for MHD with solenoidal constraint. From these estimates, a procedure for adaptive discretization is outlined. A taxonomy of Green's functions for the linearized MHD operator is given which characterizes the domain of dependence for pointwise errors. The extension to other constrained systems such as the Einstein equations of gravitational physics are then considered. Finally, future directions and open problems are discussed.

Barth, Timothy↗