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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↗

Fronts propagating with curvature dependent speed: Algorithms based on Hamilton-Jacobi formulations

New numerical algorithms are devised (PSC algorithms) for following fronts propagating with curvature-dependent speed. The speed may be an arbitrary function of curvature, and the front can also be passively advected by an underlying flow. These algorithms approximate the equations of motion, which resemble Hamilton-Jacobi equations with parabolic right-hand-sides, by using techniques from the hyperbolic conservation laws. Non-oscillatory schemes of various orders of accuracy are used to solve the equations, providing methods that accurately capture the formation of sharp gradients and cusps in the moving fronts. The algorithms handle topological merging and breaking naturally, work in any number of space dimensions, and do not require that the moving surface be written as a function. The methods can be used also for more general Hamilton-Jacobi-type problems. The algorithms are demonstrated by computing the solution to a variety of surface motion problems.

Osher, Stanley↗

The Delta x B = 0 Constraint Versus Minimization of Numerical Errors in MHD Simulations

The MHD equations are a system of non-strictly hyperbolic conservation laws. The non-convexity of the inviscid flux vector resulted in corresponding Jacobian matrices with undesirable properties. It has previously been shown by Powell et al. (1995) that an 'almost' equivalent MHD system in non-conservative form can be derived. This non-conservative system has a better conditioned eigensystem. Aside from Powell et al., the MHD equations can be derived from basic principles in either conservative or non-conservative form. The Delta x B = 0 constraint of the MHD equations is only an initial condition constraint, it is very different from the incompressible Navier-Stokes equations in which the divergence condition is needed to close the system (i.e., to have the same number of equations and the same number of unknown). In the MHD formulations, if Delta x B = 0 initially, all one needs is to construct appropriate numerical schemes that preserve this constraint at later time evolutions. In other words, one does not need the Delta x B condition to close the MHD system. We formulate our new scheme together with the Cargo & Gallice (1997) form of the MHD approximate Riemann solver in curvilinear grids for both versions of the MHD equations. A novel feature of our new method is that the well-conditioned eigen-decomposition of the non-conservative MHD equations is used to solve the conservative equations. This new feature of the method provides well-conditioned eigenvectors for the conservative formulation, so that correct wave speeds for discontinuities are assured. The justification for using the non-conservative eigen-decomposition to solve the conservative equations is that our scheme has a better control of the numerical error associated with the divergence of the magnetic condition. Consequently, computing both forms of the equations with the same eigen-decomposition is almost equivalent. It will be shown that this approach, using the non-conservative eigensystem when solving the conservative equations, also works well in the context of standard shock-capturing schemes.

Yee, H. C.↗

Hyperbolic three-string vertex

We begin developing tools to compute off-shell string amplitudes with the recently proposed hyperbolic string vertices of Costello and Zwiebach. Exploiting the relation between a boundary value problem for Liouville’s equation and a monodromy problem for a Fuchsian equation, we construct the local coordinates around the punctures for the generalized hyperbolic three-string vertex and investigate their various limits. This vertex corresponds to the general pants diagram with three boundary geodesics of unequal lengths. We derive the conservation laws associated with such vertex and perform sample computations. We note the relevance of our construction to the calculations of the higher-order string vertices using the pants decomposition of hyperbolic Riemann surfaces.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Efficient Low Dissipative High Order Schemes for Multiscale MHD Flows

Accurate numerical simulations of complex multiscale compressible viscous flows, especially high speed turbulence combustion and acoustics, demand high order schemes with adaptive numerical dissipation controls. Standard high resolution shock-capturing methods are too dissipative to capture the small scales and/or long-time wave propagations without extreme grid refinements and small time steps. An integrated approach for the control of numerical dissipation in high order schemes for the compressible Euler and Navier-Stokes equations has been developed and verified by the authors and collaborators. These schemes are suitable for the problems in question. Basically, the scheme consists of sixth-order or higher non-dissipative spatial difference operators as the base scheme. To control the amount of numerical dissipation, multiresolution wavelets are used as sensors to adaptively limit the amount and to aid the selection and/or blending of the appropriate types of numerical dissipation to be used. Magnetohydrodynamics (MHD) waves play a key role in drag reduction in highly maneuverable high speed combat aircraft, in space weather forecasting, and in the understanding of the dynamics of the evolution of our solar system and the main sequence stars. Although there exist a few well-studied second and third-order high-resolution shock-capturing schemes for the MHD in the literature, these schemes are too diffusive and not practical for turbulence/combustion MHD flows. On the other hand, extension of higher than third-order high-resolution schemes to the MHD system of equations is not straightforward. Unlike the hydrodynamic equations, the inviscid MHD system is non-strictly hyperbolic with non-convex fluxes. The wave structures and shock types are different from their hydrodynamic counterparts. Many of the non-traditional hydrodynamic shocks are not fully understood. Consequently, reliable and highly accurate numerical schemes for multiscale MHD equations pose a great challenge to algorithm development. In addition, controlling the numerical error of the divergence free condition of the magnetic fields for high order methods has been a stumbling block. Lower order methods are not practical for the astrophysical problems in question. We propose to extend our hydrodynamics schemes to the MHD equations with several desired properties over commonly used MHD schemes.

Sjoegreen, Bjoern↗

Some Aspects of Essentially Nonoscillatory (ENO) Formulations for the Euler Equations, Part 3

An essentially nonoscillatory (ENO) formulation is described for hyperbolic systems of conservation laws. ENO approaches are based on smart interpolation to avoid spurious numerical oscillations. ENO schemes are a superset of Total Variation Diminishing (TVD) schemes. In the recent past, TVD formulations were used to construct shock capturing finite difference methods. At extremum points of the solution, TVD schemes automatically reduce to being first-order accurate discretizations locally, while away from extrema they can be constructed to be of higher order accuracy. The new framework helps construct essentially non-oscillatory finite difference methods without recourse to local reductions of accuracy to first order. Thus arbitrarily high orders of accuracy can be obtained. The basic general ideas of the new approach can be specialized in several ways and one specific implementation is described based on: (1) the integral form of the conservation laws; (2) reconstruction based on the primitive functions; (3) extension to multiple dimensions in a tensor product fashion; and (4) Runge-Kutta time integration. The resulting method is fourth-order accurate in time and space and is applicable to uniform Cartesian grids. The construction of such schemes for scalar equations and systems in one and two space dimensions is described along with several examples which illustrate interesting aspects of the new approach.

Chakravarthy, Sukumar R.↗

Vectorizable implicit algorithms for the flux-difference split, three-dimensional Navier-Stokes equations

The computational efficiency of four vectorizable implicit algorithms is assessed when applied to calculate steady-state solutions to the three-dimensional, incompressible Navier-Stokes equations in general coordinates. Two of these algorithms are characterized as hybrid schemes; that is, they combine some approximate factorization in two coordinate directions with relaxation in the remaining spatial direction. The other two algorithms utilize an approximate factorization approach which yields two-factor algorithms for three-dimensional systems. All four algorithms are implemented in identical high-resolution upwind schemes for the flux-difference split Navier-Stokes equations. These highly nonlinear schemes are obtained by extending an implicit Total Variation Diminishing (TVD) scheme recently developed for linear one-dimensional systems of hyperbolic conservation laws to the three-dimensional Navier-Stokes equations. The computation of vortical flow over a sharp-edged, thin delta wing has been chosen as a common numerical test case. The convergence of the algorithms is discussed and the accuracy of the computed flow-field results is assessed. The validity of the present results are demonstrated by a comparison with experimental data.

Hartwich, P. M.↗

The solution of the Elrod algorithm for a dynamically loaded journal bearing using multigrid techniques

A numerical solution to a theoretical model of vapor cavitation in a dynamically loaded journal bearing is developed utilizing a multigrid iteration technique. The method is compared with a noniterative approach in terms of computational time and accuracy. The computational model is based on the Elrod algorithm, a control volume approach to the Reynolds equation which mimics the Jakobsson-Floberg and Olsson cavitation theory. Besides accounting for a moving cavitation boundary and conservation of mass at the boundary, it also conserves mass within the cavitated region via a smeared mass or striated flow extending to both surfaces in the film gap. The mixed nature of the equations (parabolic in the full film zone and hyperbolic in the cavitated zone) coupled with the dynamic aspects of the problem create interesting difficulties for the present solution approach. Emphasis is placed on the methods found to eliminate solution instabilities. Excellent results are obtained for both accuracy and reduction of computational time.

Woods, Claudia M.↗

The solution of the Elrod algorithm for a dynamically loaded journal bearing using multigrid techniques

A numerical solution to a theoretical model of vapor cavitation in a dynamically loaded journal bearing is developed utilizing a multigrid iteration technique. The method is compared with a noniterative approach in terms of computational time and accuracy. The computational model is based on the Elrod algorithm, a control volume approach to the Reynolds equation which mimics the Jakobsson-Floberg and Olsson cavitation theory. Besides accounting for a moving cavitation boundary and conservation of mass at the boundary, it also conserves mass within the cavitated region via a smeared mass or striated flow extending to both surfaces in the film gap. The mixed nature of the equations (parabolic in the full film zone and hyperbolic in the cavitated zone) coupled with the dynamic aspects of the problem create interesting difficulties for the present solution approach. Emphasis is placed on the methods found to eliminate solution instabilities. Excellent results are obtained for both accuracy and reduction of computational time.

Woods, C. M.↗

Fourier analysis of finite element preconditioned collocation schemes

The spectrum of the iteration operator of some finite element preconditioned Fourier collocation schemes is investigated. The first part of the paper analyses one-dimensional elliptic and hyperbolic model problems and the advection-diffusion equation. Analytical expressions of the eigenvalues are obtained with use of symbolic computation. The second part of the paper considers the set of one-dimensional differential equations resulting from Fourier analysis (in the tranverse direction) of the 2-D Stokes problem. All results agree with previous conclusions on the numerical efficiency of finite element preconditioning schemes.

Deville, Michel O.↗

Macroscopic Models of Radiative Transfer as Applied to Computation of the Radiation Field in the Solar Atmosphere

In this paper a new three dimensional half-moment model for radiative transfer is presented for a gray medium. It describes the evolution of the zeroth and first directional half moments of the radiative intensity. The closure is provided, similarly to Dubroca and Klar, by the maximum entropy concept. This work generalizes that model to three dimensions. The model presented here (the derivation being done in Ripoll and Wray, called the M(sup 1/2)(sub 1) model, is a hyperbolic system consisting of a total of eight equations in three dimensions, four equations for each direction. Each half model has the classical form of a macroscopic moment model in which the pressure tensor is constructed from the well-known Eddington tensor with a particular Eddington factor. Moreover, different source and border terms occur. The latter introduce couplings between the macroscopic and microscopic quantities and between the + and - streams, through the intensity in the plane perpendicular to the flux. The main theoretical application of the half moment model, treated in this paper, is its reduction to a full moment model, called M(sup +)(sub 1), for the particular but important case of a hot, opaque source radiating in a cold transparent (or semi-transparent) medium for very specific applications, such as stellar interiors or atmospheres, or combustion problems. The structure of the paper is as follows. In section 2, the model M(sup 1/2)(sub 1) is presented. In section 3, for the particular case of a hot, opaque source radiating into a cold medium, the half moment model is reduced to the M(sup +)(sub 1) model. In section 4, we first solve a simple and academic problem to validate the models, followed by a simplified solar atmosphere.

Ripoll, J.-F.↗

Material capture by double lunar gravity assist

The equations yielding the performance of a single lunar flyby in removing incoming hyperbolic excess velocity to capture payloads on interplanetary trajectories are briefly derived. The impossibility of using a single lunar flyby to capture a body entering the earth-moon system with a hyperbolic velocity in excess of about 1.9 km/s is discussed, and a method of using a double flyby of the moon to significantly improve this performance is developed. The equations for achieving a double lunar flyby are derived by solving the orbital equations and Lambert's problem both for the incoming trajectory in the plane of the moon's orbit and for arbitrary declination. For the in-plane case it is shown that the maximum removable hyperbolic excess velocity is 2.2687 km/s. For the inclined case, it is shown that the use of a double lunar flyby allows capture for declinations in excess of 54 degrees, and that for declinations less than 38 degrees the double lunar flyby offers better performance than the single lunar flyby.

Ross, D. J.↗

Second-Order Invariant Domain Preserving ALE Approximation of Euler Equations

Abstract An invariant domain preserving arbitrary Lagrangian-Eulerian method for solving non-linear hyperbolic systems is developed. The numerical scheme is explicit in time and the approximation in space is done with continuous finite elements. The method is made invariant domain preserving for the Euler equations using convex limiting and is tested on various benchmarks.

Guermond, Jean-Luc↗

A sweeping positivity-preserving high-order finite difference WENO scheme for Euler equations

We develop a simple, high-order, conservative and robust positivity-preserving sweeping procedure for the density and the nonlinear pressure function in the compressible Euler equations. Using the scaling limiter in Zhang and Shu (J Comput Phys 229:3091–3120, 2010), we obtain a non-trivial extension of the scalar sweeping technique in Liu et al. (J Sci Comput 73:1028–1071, 2017) for the positivity of pressure. The sweeping procedure developed in this paper is a post-processing technique, which can be applied to any concave functions of the conserved variables in hyperbolic conservation law systems. Thus, it has applications beyond the Euler equations. This procedure preserves positivity and conservation of physical quantities without destroying the accuracy of the underlying scheme. The algorithm works for general schemes including finite difference, finite volume and discontinuous Galerkin methods; however, in this paper we focus on finite difference weighted essentially non-oscillatory (WENO) methods. As a result, we provide numerical tests of the fifth-order finite difference WENO scheme to demonstrate the accuracy and robustness of the technique.

Compressible Euler equations↗

Stable boundary approximations for a class of implicit schemes for the one-dimensional inviscid equations of gas dynamics

The applicability to practical calculations of recent theoretical developments in the stability analysis of difference approximations for initial-boundary-value problems of the hyperbolic type. For the numerical experiments, select the one-dimensional inviscid gas-dynamic equations in conservation-law form is selected. A class of implicit schemes based on linear multistep methods for ordinary differential equations is chosen and the use of space or space-time extrapolations as implicit or explicit boundary schemes is emphasized. Some numerical examples with various inflow-outflow conditions highlight the commonly discussed issues: explicit versus implicit boundary schemes, unconditionally stable schemes, and underspecification or overspecification of boundary conditions.

Yee, H. C.↗

Analysis of embedded shock waves calculated by relaxation methods.

The requirements for uniqueness of the calculated jump conditions across embedded shock waves are investigated for type-dependent difference systems used in transonic flow studies. A mathematical analysis shows that sufficient conditions are (1) the equations should be differenced in conservative form and (2) a special difference operator should be used when switching from a hyperbolic to an elliptic operator. The latter results in a consistency condition on the integral equations, rather than the differential, at these points. Calculated jump conditions for several embedded and detached shock waves are analyzed in the physical and hodograph planes. Comparisons are made with previous results, a time-dependent calculation, and data.

Murman, E. M.↗

On various treatments of potential equations at shocks

The potential equation that governs transonic inviscid flowfields is elliptic in subsonic regions and hyperbolic in supersonic regions. The transition from supersonic to subsonic flow may occur either continuously or across a surface of discontinuity known as a shock. Because of the changing type of governing equation and the presence of the surfaces of discontinuity, special treatments of the governing equations are needed at shocks to preserve mass conservation and to ensure satisfaction of the governing equation. In the so-called shock-capturing techniques, shocks are captured by smearing the discontinuity over several mesh cells in the computational domain. Most existing conservative schemes conserve mass flux throughout the flowfield, including shock boundaries; however, they also introduce zero-order errors in the approximation to the governing equation. It is shown that the zero-order errors, which do not diminish as the mesh spacing approaches zero, can cause discrepancies in the prediction of shock strength and location. These parameters are extremely sensitive features of transonic inviscid flowfield calculations. It is also shown that the zero-order errors can be avoided by developing higher-order schemes that properly model the governing equation at shocks.

Chen, L. T.↗

Variable thermal properties and thermal relaxation time in hyperbolic heat conduction

Numerical solutions were obtained for a finite slab with an applied surface heat flux at one boundary using both the hyperbolic (MacCormack's method) and parabolic (Crank-Nicolson method) heat conduction equations. The effects on the temperature distributions of varying density, specific heat, and thermal relaxation time were calculated. Each of these properties had an effect on the thermal front velocity (in the hyperbolic solution) as well as the temperatures in the medium. In the hyperbolic solutions, as the density or specific heat decreased with temperature, both the temperatures within the medium and the thermal front velocity increased. The value taken for the thermal relaxation time was found to determine the 'hyperbolicity' of the heat conduction model. The use of a time dependent relaxation time allowed for solutions where the thermal energy propagated as a high temperature wave initially, but approached a diffusion process more rapidly than was possible with a constant large relaxation time.

Glass, David E.↗