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Hyperbolic conservation laws and numerical methods

The mathematical structure of hyperbolic systems and the scalar equation case of conservation laws are discussed. Linear, nonlinear systems and the Riemann problem for the Euler equations are also studied. The numerical methods for conservation laws are presented in a nonstandard manner which leads to large time steps generalizations and computations on irregular grids. The solution of conservation laws with stiff source terms is examined.

Leveque, Randall J.↗

Deep Conservation: A latent dynamics model for exact satisfaction of physical conservation laws [Report]

This work proposes an approach for latent dynamics learning that exactly enforces physical conservation laws. The method comprises two steps. First, we compute a low-dimensional embedding of the high-dimensional dynamical-system state using deep convolutional autoencoders. This defines a low-dimensional nonlinear manifold on which the state is subsequently enforced to evolve. Second, we define a latent dynamics model that associates with a constrained optimization problem. Specifically, the objective function is defined as the sum of squares of conservation-law violations over control volumes in a finite-volume discretization of the problem; nonlinear equality constraints explicitly enforce conservation over prescribed subdomains of the problem. The resulting dynamics model—which can be considered as a projection-based reduced-order model—ensures that the time-evolution of the latent state exactly satisfies conservation laws over the prescribed subdomains. In contrast to existing methods for latent dynamics learning, this is the only method that both employs a nonlinear embedding and computes dynamics for the latent state that guarantee the satisfaction of prescribed physical properties. Numerical experiments on a benchmark advection problem illustrate the method's ability to significantly reduce the dimensionality while enforcing physical conservation.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

The entropy rate admissibility criterion for solution of hyperbolic conservation laws

The entropy rate admissibility criterion for solutions of hyperbolic conservation laws is numerically analyzed. The following admissibility criterion for solutions of hyperbolic conservation laws is proposed: a weak solution is admissible if the total entropy decays with the highest possible rate. The equivalence of this criterion and viscosity criterion is established for the single equation and the system of equations of one dimensional nonlinear elasticity.

Dafermos, C. M.↗

The convergence of spectral methods for nonlinear conservation laws

The convergence of the Fourier method for scalar nonlinear conservation laws which exhibit spontaneous shock discontinuities is discussed. Numerical tests indicate that the convergence may (and in fact in some cases must) fail, with or without post-processing of the numerical solution. Instead, a new kind of spectrally accurate vanishing viscosity is introduced to augment the Fourier approximation of such nonlinear conservation laws. Using compensated compactness arguments, it is shown that this spectral viscosity prevents oscillations, and convergence to the unique entropy solution follows.

Tadmor, Eitan↗

An analysis of finite-difference and finite-volume formulations of conservation laws

Finite-difference and finite-volume formulations are analyzed in order to clear up the confusion concerning their application to the numerical solution of conservation laws. A new coordinate-free formulation of systems of conservation laws is developed, which clearly distinguishes the role of physical vectors from that of algebraic vectors which characterize the system. The analysis considers general types of equations--potential, Euler, and Navier-Stokes. Three-dimensional unsteady flows with time-varying grids are described using a single, consistent nomeclature for both formulations. Grid motion due to a non-inertial reference frame as well as flow adaptation is covered. In comparing the two formulations, it is found useful to distinguish between differences in numerical methods and differences in grid definition. The former plays a role for non-Cartesian grids, and results in only cosmetic differences in the manner in which geometric terms are handled. The differences in grid definition for the two formulations is found to be more important, since it affects the manner in which boundary conditions, zonal procedures, and grid singularities are handled at computational boundaries. The proper interpretation of strong and weak conservation-law forms for quasi-one-dimensional and axisymmetric flows is brought out.

Vinokur, Marcel↗

An analysis of finite-difference and finite-volume formulations of conservation laws

Finite-difference and finite-volume formulations are analyzed in order to clear up the confusion concerning their application to the numerical solution of conservation laws. A new coordinate-free formulation of systems of conservation laws is developed, which clearly distinguishes the role of physical vectors from that of algebraic vectors which characterize the system. The analysis considers general types of equations: potential, Euler, and Navier-Stokes. Three-dimensional unsteady flows with time-varying grids are described using a single, consistent nomenclature for both formulations. Grid motion due to a non-inertial reference frame as well as flow adaptation is covered. In comparing the two formulations, it is found useful to distinguish between differences in numerical methods and differences in grid definition. The former plays a role for non-Cartesian grids, and results in only cosmetic differences in the manner in which geometric terms are handled. The differences in grid definition for the two formulations is found to be more important, since it affects the manner in which boundary conditions, zonal procedures, and grid singularities are handled at computational boundaries. The proper interpretation of strong and weak conservation-law forms for quasi-one-dimensional and axisymmetric flows is brought out.

Vinokur, Marcel↗

Learning Conservation Laws in Unknown Quantum Dynamics

We present a learning algorithm for discovering conservation laws given as sums of geometrically local observables in quantum dynamics. This includes conserved quantities that arise from local and global symmetries in closed and open quantum many-body systems. The algorithm combines the classical shadow formalism for estimating expectation values of observable and data analysis techniques based on singular value decompositions and robust polynomial interpolation to discover all such conservation laws in unknown quantum dynamics with rigorous performance guarantees. Our method can be directly realized in quantum experiments, which we illustrate with numerical simulations, using closed and open quantum system dynamics in a ℤ 2 gauge theory and in many-body localized spin chains.

Machine learning↗

Parallel-in-Time Solution of Scalar Nonlinear Conservation Laws

Here, we consider the parallel-in-time solution of scalar nonlinear conservation laws in one spatial dimension. The equations are discretized in space with a conservative finite-volume method using weighted essentially nonoscillatory (WENO) reconstructions, and in time with high-order explicit Runge–Kutta methods. The solution of the global, discretized space-time problem is sought via a nonlinear iteration that uses a novel linearization strategy in cases of nondifferentiable equations. Under certain choices of discretization and algorithmic parameters, the nonlinear iteration coincides with Newton’s method, although, more generally, it is a preconditioned residual correction scheme. At each nonlinear iteration, the linearized problem takes the form of a certain discretization of a linear conservation law over the space-time domain in question. An approximate parallel-in-time solution of the linearized problem is computed with a single multigrid reduction-in-time (MGRIT) iteration; however, any other effective parallel-in-time method could be used in its place. The MGRIT iteration employs a novel coarse-grid operator that is a modified conservative semi-Lagrangian discretization and generalizes those we have developed previously for nonconservative scalar linear hyperbolic problems. Numerical tests are performed for the inviscid Burgers and Buckley–Leverett equations. For many test problems, the solver converges in just a handful of iterations with a convergence rate independent of mesh resolution, including problems with (interacting) shocks and rarefactions.

97 MATHEMATICS AND COMPUTING↗

The discrete one-sided Lipschitz condition for convex scalar conservation laws

Physical solutions to convex scalar conservation laws satisfy a one-sided Lipschitz condition (OSLC) that enforces both the entropy condition and their variation boundedness. Consistency with this condition is therefore desirable for a numerical scheme and was proved for both the Godunov and the Lax-Friedrichs scheme--also, in a weakened version, for the Roe scheme, all of them being only first order accurate. A new, fully second order scheme is introduced here, which is consistent with the OSLC. The modified equation is considered and shows interesting features. Another second order scheme is then considered and numerical results are discussed.

Brenier, Yann↗

On resonance in linear conservation laws without source terms

A phenomena is described occuring in wave propagation for systems of conservation laws which are not hyperbolic. The nature of the wave propagation for linear systems of conservation laws which are degenerate in the sense that they are not equivalent to diagonal systems is examined. It is concluded that in the degenerate case, 'resonance' occurs, that is, the solutions are combinations of traveling waves and 'resonance waves'. Here resonance means that the solution may become unbounded even if the initial values are bounded. The solutions (waves) can be described as a superposition of 'packets' (groups) of 'resonance waves' traveling with the same speed. These are linear systems with constant coefficients which are self-exciting, which is what one would expect to encounter in nonlinear systems.

Gingold, H.↗

The artificial compression method for computation of shocks and contact discontinuities. I - Single conservation laws

The paper discusses the use of the artificial compression method for the computation of discontinuous solutions of a single conservation law by finite difference methods. The single conservation law has either a shock or a contact discontinuity. Any monotone finite difference scheme applied to the original equation smears the discontinuity, while the same scheme applied to the equation modified by an artificial compression flux produces steady progressing profiles. If L is any finite difference scheme in conservation form and C is an artificial compressor, the split flux artificial compression method CL is a corrective scheme: L smears the discontinuity while propagating it; C compresses the smeared transition toward a sharp discontinuity. Numerical implementation of artificial compression is described.

Harten, A.↗

The numerical viscosity of entropy stable schemes for systems of conservation laws. I

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 can be interpreted as piecewise-linear finite-element methods, and hence can be formulated on various mesh configurations. It is then shown that conservative schemes are entropy stable, if and (for three-point schemes) only they contain more viscosity than that present in the above-mentioned entropy-conservative ones.

Tadmor, Eitan↗

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.↗