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High resolution schemes for hyperbolic conservation laws

A class of new explicit second order accurate finite difference schemes for the computation of weak solutions of hyperbolic conservation laws is presented. These highly nonlinear schemes are obtained by applying a nonoscillatory first order accurate scheme to an appropriately modified flux function. The so-derived second order accurate schemes achieve high resolution while preserving the robustness of the original nonoscillatory first order accurate scheme. Numerical experiments are presented to demonstrate the performance of these new schemes.

Harten, A.↗

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

Two approaches are used to extend the essentially non-oscillatory (ENO) schemes to treat conservation laws with stiff source terms. One approach is the application of the Strang time-splitting method. Here the basic ENO scheme and the Harten modification using subcell resolution (SR), ENO/SR scheme, are extended this way. The other approach is a direct method and a modification of the ENO/SR. Here the technique of ENO reconstruction with subcell resolution is used to locate the discontinuity within a cell and the time evolution is then accomplished by solving the differential equation along characteristics locally and advancing in the characteristic direction. This scheme is denoted ENO/SRCD (subcell resolution - characteristic direction). All the schemes are tested on the equation of LeVeque and Yee (NASA-TM-100075, 1988) modeling reacting flow problems. Numerical results show that these schemes handle this intriguing model problem very well, especially with ENO/SRCD which produces perfect resolution at the discontinuity.

Chang, Shih-Hung↗

Numerical methods for systems of conservation laws of mixed type using flux splitting

The essentially non-oscillatory (ENO) finite difference scheme is applied to systems of conservation laws of mixed hyperbolic-elliptic type. A flux splitting, with the corresponding Jacobi matrices having real and positive/negative eigenvalues, is used. The hyperbolic ENO operator is applied separately. The scheme is numerically tested on the van der Waals equation in fluid dynamics. Convergence was observed with good resolution to weak solutions for various Riemann problems, which are then numerically checked to be admissible as the viscosity-capillarity limits. The interesting phenomena of the shrinking of elliptic regions if they are present in the initial conditions were also observed.

Shu, Chi-Wang↗

Solution of steady-state, two-dimensional conservation laws by mathematical programming

A truly two-dimensional algorithm is created for solving the steady-state two-dimensional conservation-law problem. An overdetermined system of algebraic equations is obtained through discretization by finite-volume formulas. These equations are perturbed nonsingularly and are solved by an efficient geometrically oriented l(1) procedure. The basic algorithm and the theory for the linear case f(u) = u are presented, and computational results for the nonlinear case f(u) = sq u are also analyzed. It is noted that the l(1) procedure captures boundary shocks as well as oblige and zigzag interior shocks in bands that are one cell wide, and the solution values are accurate up to the edge of the shock.

Lavery, John E.↗

On the Total Variation of High-Order Semi-Discrete Central Schemes for Conservation Laws

We discuss a new fifth-order, semi-discrete, central-upwind scheme for solving one-dimensional systems of conservation laws. This scheme combines a fifth-order WENO reconstruction, a semi-discrete central-upwind numerical flux, and a strong stability preserving Runge-Kutta method. We test our method with various examples, and give particular attention to the evolution of the total variation of the approximations.

Bryson, Steve↗

A mixed-mode crack analysis of isotropic solids using conservation laws of elasticity

A simple and convenient method of analysis for studying two-dimensional mixed-mode crack problems is presented. The analysis is formulated on the basis of conservation laws of elasticity and of fundamental relationships in fracture mechanics. The problem is reduced to the determination of mixed-mode stress-intensity factor solutions in terms of conservation integrals involving known auxiliary solutions. One of the salient features of the present analysis is that the stress-intensity solutions can be determined directly by using information extracted in the far field. Several examples with solutions available in the literature are solved to examine the accuracy and other characteristics of the current approach. This method is demonstrated to be superior in its numerical simplicity and computational efficiency to other approaches. Solutions of more complicated and practical engineering fracture problems dealing with the crack emanating from a circular hole are presented also to illustrate the capacity of this method

Yau, J. F.↗

A study of numerical methods for hyperbolic conservation laws with stiff source terms

The proper modeling of nonequilibrium gas dynamics is required in certain regimes of hypersonic flow. For inviscid flow this gives a system of conservation laws coupled with source terms representing the chemistry. Often a wide range of time scales is present in the problem, leading to numerical difficulties as in stiff systems of ordinary differential equations. Stability can be achieved by using implicit methods, but other numerical difficulties are observed. The behavior of typical numerical methods on a simple advection equation with a parameter-dependent source term was studied. Two approaches to incorporate the source term were utilized: MacCormack type predictor-corrector methods with flux limiters, and splitting methods in which the fluid dynamics and chemistry are handled in separate steps. Various comparisons over a wide range of parameter values were made. In the stiff case where the solution contains discontinuities, incorrect numerical propagation speeds are observed with all of the methods considered. This phenomenon is studied and explained.

Leveque, R. J.↗

Essentially Non-Oscillatory and Weighted Essentially Non-Oscillatory Schemes for Hyperbolic Conservation Laws

In these lecture notes we describe the construction, analysis, and application of ENO (Essentially Non-Oscillatory) and WENO (Weighted Essentially Non-Oscillatory) schemes for hyperbolic conservation laws and related Hamilton- Jacobi equations. ENO and WENO schemes are high order accurate finite difference schemes designed for problems with piecewise smooth solutions containing discontinuities. The key idea lies at the approximation level, where a nonlinear adaptive procedure is used to automatically choose the locally smoothest stencil, hence avoiding crossing discontinuities in the interpolation procedure as much as possible. ENO and WENO schemes have been quite successful in applications, especially for problems containing both shocks and complicated smooth solution structures, such as compressible turbulence simulations and aeroacoustics. These lecture notes are basically self-contained. It is our hope that with these notes and with the help of the quoted references, the reader can understand the algorithms and code them up for applications.

Shu, Chi-Wang↗

An adaptive mesh-moving and refinement procedure for one-dimensional conservation laws

We examine the performance of an adaptive mesh-moving and /or local mesh refinement procedure for the finite difference solution of one-dimensional hyperbolic systems of conservation laws. Adaptive motion of a base mesh is designed to isolate spatially distinct phenomena, and recursive local refinement of the time step and cells of the stationary or moving base mesh is performed in regions where a refinement indicator exceeds a prescribed tolerance. These adaptive procedures are incorporated into a computer code that includes a MacCormack finite difference scheme wih Davis' artificial viscosity model and a discretization error estimate based on Richardson's extrapolation. Experiments are conducted on three problems in order to qualify the advantages of adaptive techniques relative to uniform mesh computations and the relative benefits of mesh moving and refinement. Key results indicate that local mesh refinement, with and without mesh moving, can provide reliable solutions at much lower computational cost than possible on uniform meshes; that mesh motion can be used to improve the results of uniform mesh solutions for a modest computational effort; that the cost of managing the tree data structure associated with refinement is small; and that a combination of mesh motion and refinement reliably produces solutions for the least cost per unit accuracy.

Biswas, Rupak↗

Conservation law for electromagnetic fields in a space-time-varying medium and its implications

We discuss the propagation of electromagnetic waves in a space-time modulated medium, for which neither energy nor momentum remains conserved. We have found a new conservation law when modulation moves at a constant speed v in a traveling-wave fashion. We use this law to study how light is scattered inside such a medium. We consider both the subluminal (v < c) andsuperluminal (v > c) cases and find that they differ considerably in terms of what remains conserved. We show that the total number of photons is conserved in the subluminal case. In contrast, it is the difference between the forward and backward moving photons that remains conserved in the superluminal case. We also study the reciprocity issue for a space-time modulated medium and found that reciprocity holds in all situations. Here, we develop a quantum formulation of our scattering problem and show that the subluminal case is similar to the action of a beam splitter. In the superluminal case, photon pairs can be generated from vacuum in a fashion analogous to the two-mode frequency down-conversion process.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

On a fourth order accurate implicit finite difference scheme for hyperbolic conservation laws. II - Five-point schemes

This paper presents a family of two-level five-point implicit schemes for the solution of one-dimensional systems of hyperbolic conservation laws, which generalized the Crank-Nicholson scheme to fourth order accuracy (4-4) in both time and space. These 4-4 schemes are nondissipative and unconditionally stable. Special attention is given to the system of linear equations associated with these 4-4 implicit schemes. The regularity of this system is analyzed and efficiency of solution-algorithms is examined. A two-datum representation of these 4-4 implicit schemes brings about a compactification of the stencil to three mesh points at each time-level. This compact two-datum representation is particularly useful in deriving boundary treatments. Numerical results are presented to illustrate some properties of the proposed scheme.

Harten, A.↗

A priori error estimates for an hp-version of the discontinuous Galerkin method for hyperbolic conservation laws

A priori error estimates are derived for hp-versions of the finite element method for discontinuous Galerkin approximations of a model class of linear, scalar, first-order hyperbolic conservation laws. These estimates are derived in a mesh dependent norm in which the coefficients depend upon both the local mesh size h(sub K) and a number p(sub k) which can be identified with the spectral order of the local approximations over each element.

Bey, Kim S.↗

A mixed-mode crack analysis of rectilinear anisotropic solids using conservation laws of elasticity

A very simple and convenient method of analysis for studying two-dimensional mixed-mode crack problems in rectilinear anisotropic solids is presented. The analysis is formulated on the basis of conservation laws of anisotropic elasticity and of fundamental relationships in anisotropic fracture mechanics. The problem is reduced to a system of linear algebraic equations in mixed-mode stress intensity factors. One of the salient features of the present approach is that it can determine directly the mixed-mode stress intensity solutions from the conservation integrals evaluated along a path removed from the crack-tip region without the need of solving the corresponding complex near-field boundary value problem. Several examples with solutions available in the literature are solved to ensure the accuracy of the current analysis. This method is further demonstrated to be superior to other approaches in its numerical simplicity and computational efficiency. Solutions of more complicated and practical engineering problems dealing with the crack emanating from a circular hole in composites are presented also to illustrate the capacity of this method.

Wang, S. S.↗

On a fourth order accurate implicit finite difference scheme for hyperbolic conservation laws. I - Nonstiff strongly dynamic problems

An implicit finite difference method of fourth order accuracy in space and time is introduced for the numerical solution of one-dimensional systems of hyperbolic conservation laws. The basic form of the method is a two-level scheme which is unconditionally stable and nondissipative. The scheme uses only three mesh points at level t and three mesh points at level t + delta t. The dissipative version of the basic method given is conditionally stable under the CFL (Courant-Friedrichs-Lewy) condition. This version is particularly useful for the numerical solution of problems with strong but nonstiff dynamic features, where the CFL restriction is reasonable on accuracy grounds. Numerical results are provided to illustrate properties of the proposed method.

Harten, A.↗

A High-Order Eulerian–Lagrangian Runge–Kutta Finite Volume (EL–RK–FV) Method for Scalar Nonlinear Conservation Laws

Abstract We present a class of high-order Eulerian–Lagrangian Runge–Kutta finite volume methods that can numerically solve Burgers’ equation with shock formations, which could be extended to general scalar conservation laws. Eulerian–Lagrangian (EL) and semi-Lagrangian (SL) methods have recently seen increased development and have become a staple for allowing large time-stepping sizes. Yet, maintaining relatively large time-stepping sizes post shock formation remains quite challenging. Our proposed scheme integrates the partial differential equation on a space-time region partitioned by linear approximations to the characteristics determined by the Rankine–Hugoniot jump condition. We trace the characteristics forward in time and present a merging procedure for the mesh cells to handle intersecting characteristics due to shocks. Following this partitioning, we write the equation in a time-differential form and evolve with Runge–Kutta methods in a method-of-lines fashion. High-resolution methods such as ENO and WENO-AO schemes are used for spatial reconstruction. Extension to higher dimensions is done via dimensional splitting. Numerical experiments demonstrate our scheme’s high-order accuracy and ability to sharply capture post-shock solutions with large time-stepping sizes.

Chen, Jiajie↗

High-Order Entropy Stable Finite Difference Schemes for Nonlinear Conservation Laws: Finite Domains

Developing stable and robust high-order finite difference schemes requires mathematical formalism and appropriate methods of analysis. In this work, nonlinear entropy stability is used to derive provably stable high-order finite difference methods with formal boundary closures for conservation laws. Particular emphasis is placed on the entropy stability of the compressible Navier-Stokes equations. A newly derived entropy stable weighted essentially non-oscillatory finite difference method is used to simulate problems with shocks and a conservative, entropy stable, narrow-stencil finite difference approach is used to approximate viscous terms.

Fisher, Travis C.↗

Conservation laws of wave action and potential enstrophy for Rossby waves in a stratified atmosphere

The evolution of wave energy, enstrophy, and wave motion for atmospheric Rossby waves in a variable mean flow are discussed from a theoretical and pedagogic standpoint. In the absence of mean flow gradients, the wave energy density satisfies a local conservation law, with the appropriate flow velocity being the group velocity. In the presence of mean flow variations, wave energy is not conserved, but wave action is, provided the mean flow is independent of longitude. Wave enstrophy is conserved for arbitrary variations of the mean flow. Connections with Eliassen-Palm flux are also discussed.

Straus, D. M.↗