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A least-squares finite element method based on the Helmholtz decomposition for hyperbolic balance laws

In this paper, a least-squares finite element method for scalar nonlinear hyperbolic balance laws is proposed and studied. The approach is based on a formulation that utilizes an appropriate Helmholtz decomposition of the flux vector and is related to the standard notion of a weak solution. This relationship, together with a corresponding connection to negative-norm least-squares, is described in detail. As a consequence, an important numerical conservation theorem is obtained, similar to the famous Lax–Wendroff theorem. The numerical conservation properties of the method in this paper do not fall precisely in the framework introduced by Lax and Wendroff, but they are similar in spirit as they guarantee that when L 2 convergence holds, the resulting approximations approach a weak solution to the hyperbolic problem. The least-squares functional is continuous and coercive in an H -1 -type norm, but not L 2 -coercive. Nevertheless, the L 2 convergence properties of the method are discussed. Convergence can be obtained either by an explicit regularization of the functional, that provides control of the L 2 norm, or by properly choosing the finite element spaces, providing implicit control of the L 2 norm. Numerical results for the inviscid Burgers equation with discontinuous source terms are shown, demonstrating the L 2 convergence of the obtained approximations to the physically admissible solution. The numerical method utilizes a least-squares functional, minimized on finite element spaces, and a Gauss–Newton technique with nested iteration. Finally, we believe that the linear systems encountered with this formulation are amenable to multigrid techniques and combining the method with adaptive mesh refinement would make this approach an efficient tool for solving balance laws (this is the focus of a future study).

97 MATHEMATICS AND COMPUTING↗

Convergence properties of finite-difference hydrodynamics schemes in the presence of shocks

We investigate the asymptotic convergence of finite-difference schemes for the Euler equations when the limiting solution contains shocks. The Lax-Wendroff theorem guarantees that certain conservative schemes converge to correct, physically valid solutions. We focus on two one-dimensional operator-split schemes with explicit artificial-viscosity terms. One, an internal-energy scheme, does not satisfy the assumptions of Lax-Wendroff; the other, a conservative total-energy scheme, does. With viscous lengths chosen proportional to the grid size, we find that both schemes converge to their zero-grid-size limits at the theoretically expected rate, but only the conversative scheme converges toward correct solutions of the inviscid fluid equations. We show that the difference in their behaviors results directly from the presence of shocks in the limiting solution. Empirically, we find that when the viscous lenghts tend toward zero more slowly than the grid size, however the nonconservative scheme also converges toward correct solutions. We characterize the asymptotic behavior of the total-energy scheme in a particular problem in which a shock forms. As the grid is refined, a Cauchy error approaches the expected rate of change slowly. We show that the changes in the artificial viscosity alter the diffusion of small-amplitude waves. The differences associated with such waves make the dominant contribution to the Cauchy error. We formulate an analytic model to relate the rate of approach to the effect of varying diffusion in waves and find quantitative agreement with our numerical results.

Kimoto, Paul A.↗

On One Integrable Discrete System

In this paper, we study a system of nonlinear equations on a square graph related to the affine algebra A{sup (1)}{sub 1} . This system is the simplest representative of the class of discrete systems corresponding to affine Lie algebras. We find the Lax representation and construct hierarchies of higher symmetries. In neighborhoods of singular points ⋋ = 0 and ⋋ = ∞, we construct formal asymptotic expansions of eigenfunctions of the Lax pair and, based on these expansions, find series of local conservation laws for the system considered.

97 MATHEMATICS AND COMPUTING↗

On the Conservation and Convergence to Weak Solutions of Global Schemes

In this paper we discuss the issue of conservation and convergence to weak solutions of several global schemes, including the commonly used compact schemes and spectral collocation schemes, for solving hyperbolic conservation laws. It is shown that such schemes, if convergent boundedly almost everywhere, will converge to weak solutions. The results are extensions of the classical Lax-Wendroff theorem concerning conservative schemes.

Carpenter, Mark H.↗

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.↗

Almost periodic solutions to difference equations

The theory of Massera and Schaeffer relating the existence of unique almost periodic solutions of an inhomogeneous linear equation to an exponential dichotomy for the homogeneous equation was completely extended to discretizations by a strongly stable difference scheme. In addition it is shown that the almost periodic sequence solution will converge to the differential equation solution. The preceding theory was applied to a class of exponentially stable partial differential equations to which one can apply the Hille-Yoshida theorem. It is possible to prove the existence of unique almost periodic solutions of the inhomogeneous equation (which can be approximated by almost periodic sequences) which are the solutions to appropriate discretizations. Two methods of discretizations are discussed: the strongly stable scheme and the Lax-Wendroff scheme.

Bayliss, A.↗

Electromagnetic Scattering by Discrete Random Media. I: The Dispersion Equation and the Configuration-Averaged Exciting Field

We consider the scattering of a plane electromagnetic wave obliquely incident on a plane-parallel layer of discrete random medium with non-scattering boundaries. We solve the Lax integral equation for the conditional configuration-averaged exciting field coefficients by assuming a special-form solution, that is, by representing the conditional configuration-averaged exciting field coefficients as a linear combination of the coefficients corresponding to an up-going and a down-going wave. This solution representation is supposed to be valid within the whole domain occupied by the particles, even in the close proximity of the boundaries. By balancing the waves with different propagation directions and wavenumbers we derive two homogeneous systems of equations corresponding to the generalized Lorenz–Lorentz law and two inhomogeneous systems of equations corresponding to the generalized Ewald–Oseen extinction theorem. It is shown that (i) the two homogeneous systems of equations of the generalized Lorenz–Lorentz law reduce to a single homogeneous system of equations corresponding to a semi-infinite discrete random medium at normal incidence; (ii) the dispersion equation is direction and polarization independent; and (iii) the two inhomogeneous systems of equations of the generalized Ewald–Oseen extinction theorem can be reduced to two scalar equations by means of the addition theorem for vector spherical harmonics. It is also shown that the same dispersion equation can be obtained without assuming a special-form solution representation in the proximity of the boundaries.

Adrian Doicu↗

Optimum testing of multiple hypotheses in quantum detection theory

The problem of specifying the optimum quantum detector in multiple hypotheses testing is considered for application to optical communications. The quantum digital detection problem is formulated as a linear programming problem on an infinite-dimensional space. A necessary and sufficient condition is derived by the application of a general duality theorem specifying the optimum detector in terms of a set of linear operator equations and inequalities. Existence of the optimum quantum detector is also established. The optimality of commuting detection operators is discussed in some examples. The structure and performance of the optimal receiver are derived for the quantum detection of narrow-band coherent orthogonal and simplex signals. It is shown that modal photon counting is asymptotically optimum in the limit of a large signaling alphabet and that the capacity goes to infinity in the absence of a bandwidth limitation.

Yuen, H. P.↗