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At least 19 records

ECLEIRS: Exact conservation law embedded identification of reduced states for parameterized nonlinear conservation laws from sparse and noisy data

Multi-query applications such as parameter estimation, uncertainty quantification and design optimization for parameterized partial differential equation (PDE) systems are expensive. While reduced/latent state dynamics approaches for parameterized PDEs offer a viable alternative, these approaches rely on high-quality data and struggle with highly sparse spatiotemporal noisy measurements typically obtained from experiments. Furthermore, there is no guarantee that these models satisfy governing physical conservation laws. In this article, we propose a reduced state dynamics approach, referred to as ECLEIRS, that embeds exact conservation in the solution and flux representation by utilizing a space-time divergence-free neural network formulation. We compare ECLEIRS with other reduced state dynamics approaches, those that do not enforce any physical constraints and those with physics-informed loss functions, for three shock-propagation problems: 1-D advection, 1-D Burgers and 2-D Euler equations. In conclusion, the numerical experiments conducted in this study demonstrate that ECLEIRS provides the most accurate prediction of dynamics for unseen parameters even in the presence of highly sparse and noisy data.

97 MATHEMATICS AND COMPUTING

Frequency modulation at a moving material interface and a conservation law for wave number

An integral conservation law for wave numbers is considered. In order to test the validity of the proposed conservation law, a complete solution for the reflection and transmission of an acoustic wave impinging normally on a material interface moving at a constant speed is derived. The agreement between the frequency condition thus deduced from the dynamic equations of motion and the frequency condition derived from the jump condition associated with the integral equation supports the proposed law as a true conservation law. Additional comparisons such as amplitude discontinuities and Snells' law in a moving media further confirm the stated proposition. Results are stated concerning frequency and wave number relations across a shock front as predicted by the proposed conservation law.

Kleinstein, G. G.

A new numerical framework for solving conservation laws: The method of space-time conservation element and solution element

A new numerical framework for solving conservation laws is being developed. It employs: (1) a nontraditional formulation of the conservation laws in which space and time are treated on the same footing, and (2) a nontraditional use of discrete variables such as numerical marching can be carried out by using a set of relations that represents both local and global flux conservation.

Chang, Sin-Chung

High-Resolution Genuinely Multidimensional Solution of Conservation Laws by the Space-Time Conservation Element and Solution Element Method

In this overview paper, we review the basic principles of the method of space-time conservation element and solution element for solving the conservation laws in one and two spatial dimensions. The present method is developed on the basis of local and global flux conservation in a space-time domain, in which space and time are treated in a unified manner. In contrast to the modern upwind schemes, the approach here does not use the Riemann solver and the reconstruction procedure as the building blocks. The drawbacks of the upwind approach, such as the difficulty of rationally extending the 1D scalar approach to systems of equations and particularly to multiple dimensions is here contrasted with the uniformity and ease of generalization of the Conservation Element and Solution Element (CE/SE) 1D scalar schemes to systems of equations and to multiple spatial dimensions. The assured compatibility with the simplest type of unstructured meshes, and the uniquely simple nonreflecting boundary conditions of the present method are also discussed. The present approach has yielded high-resolution shocks, rarefaction waves, acoustic waves, vortices, ZND detonation waves, and shock/acoustic waves/vortices interactions. Moreover, since no directional splitting is employed, numerical resolution of two-dimensional calculations is comparable to that of the one-dimensional calculations. Some sample applications displaying the strengths and broad applicability of the CE/SE method are reviewed.

Himansu, Ananda

A brief description of a new numerical framework for solving conservation laws: The method of space-time conservation element and solution element

A new numerical method for solving conservation laws is being developed. It differs substantially from the well established methods, i.e., finite difference, finite volume, finite element, and spectral methods, in both concept and methodology. It is much simpler than a typical high resolution method. No flux limiter or any technique related to characteristics is involved. No artificial viscosity or smoothing is introduced, and no moving mesh is used. Yet this method is capable of generating highly accurate shock tube solutions. The slight numerical overshoot and/or oscillations generated can be removed if a simple averaging formula initially used is replaced by a weighted formula. This modification has little effect on other parts of the solution. Because of its simplicity, generalization of this new method for multi-dimensional problems is straightforward.

Chang, Sin-Chung

Semi-discrete approximations to nonlinear systems of conservation laws; consistency and L(infinity)-stability imply convergence

A convergence theory for semi-discrete approximations to nonlinear systems of conservation laws is developed. It is shown, by a series of scalar counter-examples, that consistency with the conservation law alone does not guarantee convergence. Instead, a notion of consistency which takes into account both the conservation law and its augmenting entropy condition is introduced. In this context it is concluded that consistency and L(infinity)-stability guarantee for a relevant class of admissible entropy functions, that their entropy production rate belongs to a compact subset of H(loc)sup -1 (x,t). One can now use compensated compactness arguments in order to turn this conclusion into a convergence proof. The current state of the art for these arguments includes the scalar and a wide class of 2 x 2 systems of conservation laws. The general framework of the vanishing viscosity method is studied as an effective way to meet the consistency and L(infinity)-stability requirements. How this method is utilized to enforce consistency and stability for scalar conservation laws is shown. In this context we prove, under the appropriate assumptions, the convergence of finite difference approximations (e.g., the high resolution TVD and UNO methods), finite element approximations (e.g., the Streamline-Diffusion methods) and spectral and pseudospectral approximations (e.g., the Spectral Viscosity methods).

Tadmor, Eitan

Neural entropy-stable conservative flux form neural networks for learning hyperbolic conservation laws

We propose a neural entropy-stable conservative flux form neural network (NESCFN) for learning hyperbolic conservation laws and their associated entropy functions directly from solution trajectories, without requiring any predefined numerical discretization. While recent neural network architectures have successfully integrated classical numerical principles into learned models, most rely on prior knowledge of the governing equations or assume a fixed discretization. Our approach removes this dependency by embedding entropy-stable design principles into the learning process itself, enabling the discovery of physically consistent dynamics in a fully data-driven setting. By jointly learning both the flux function and a corresponding entropy, NESCFN promotes conservation and entropy dissipation, which is critical for long-term stability and fidelity in the system of hyperbolic conservation laws. Furthermore, numerical results demonstrate that the method achieves stability and conservation over extended time horizons and accurately captures shock propagation speeds, even without oracle access to future-time solution profiles in the training data.

Conservative flux form

Numerical simulation of conservation laws

A new numerical framework for solving conservation laws is being developed. This new approach differs substantially from the well established methods, i.e., finite difference, finite volume, finite element and spectral methods, in both concept and methodology. The key features of the current scheme include: (1) direct discretization of the integral forms of conservation laws, (2) treating space and time on the same footing, (3) flux conservation in space and time, and (4) unified treatment of the convection and diffusion fluxes. The model equation considered in the initial study is the standard one dimensional unsteady constant-coefficient convection-diffusion equation. In a stability study, it is shown that the principal and spurious amplification factors of the current scheme, respectively, are structurally similar to those of the leapfrog/DuFort-Frankel scheme. As a result, the current scheme has no numerical diffusion in the special case of pure convection and is unconditionally stable in the special case of pure diffusion. Assuming smooth initial data, it will be shown theoretically and numerically that, by using an easily determined optimal time step, the accuracy of the current scheme may reach a level which is several orders of magnitude higher than that of the MacCormack scheme, with virtually identical operation count.

Chang, Sin-Chung

An HP Adaptive Discontinuous Galerkin Method for Hyperbolic Conservation Laws

This dissertation addresses various issues for model classes of hyperbolic conservation laws. The basic approach developed in this work employs a new family of adaptive, hp-version, finite element methods based on a special discontinuous Galerkin formulation for hyperbolic problems. The discontinuous Galerkin formulation admits high-order local approximations on domains of quite general geometry, while providing a natural framework for finite element approximations and for theoretical developments. The use of hp-versions of the finite element method makes possible exponentially convergent schemes with very high accuracies in certain cases; the use of adaptive hp-schemes allows h-refinement in regions of low regularity and p-enrichment to deliver high accuracy, while keeping problem sizes manageable and dramatically smaller than many conventional approaches. The use of discontinuous Galerkin methods is uncommon in applications, but the methods rest on a reasonable mathematical basis for low-order cases and has local approximation features that can be exploited to produce very efficient schemes, especially in a parallel, multiprocessor environment. The place of this work is to first and primarily focus on a model class of linear hyperbolic conservation laws for which concrete mathematical results, methodologies, error estimates, convergence criteria, and parallel adaptive strategies can be developed, and to then briefly explore some extensions to more general cases. Next, we provide preliminaries to the study and a review of some aspects of the theory of hyperbolic conservation laws. We also provide a review of relevant literature on this subject and on the numerical analysis of these types of problems.

Bey, Kim S.

Energy Stable Flux Formulas For The Discontinuous Galerkin Discretization Of First Order Nonlinear Conservation Laws

We consider the discontinuous Galerkin (DG) finite element discretization of first order systems of conservation laws derivable as moments of the kinetic Boltzmann equation. This includes well known conservation law systems such as the Euler For the class of first order nonlinear conservation laws equipped with an entropy extension, an energy analysis of the DG method for the Cauchy initial value problem is developed. Using this DG energy analysis, several new variants of existing numerical flux functions are derived and shown to be energy stable.

Barth, Timothy

Discontinuous Spectral Difference Method for Conservation Laws on Unstructured Grids

A new, high-order, conservative, and efficient discontinuous spectral finite difference (SD) method for conservation laws on unstructured grids is developed. The concept of discontinuous and high-order local representations to achieve conservation and high accuracy is utilized in a manner similar to the Discontinuous Galerkin (DG) and the Spectral Volume (SV) methods, but while these methods are based on the integrated forms of the equations, the new method is based on the differential form to attain a simpler formulation and higher efficiency. Conventional unstructured finite-difference and finite-volume methods require data reconstruction based on the least-squares formulation using neighboring point or cell data. Since each unknown employs a different stencil, one must repeat the least-squares inversion for every point or cell at each time step, or to store the inversion coefficients. In a high-order, three-dimensional computation, the former would involve impractically large CPU time, while for the latter the memory requirement becomes prohibitive. In addition, the finite-difference method does not satisfy the integral conservation in general. By contrast, the DG and SV methods employ a local, universal reconstruction of a given order of accuracy in each cell in terms of internally defined conservative unknowns. Since the solution is discontinuous across cell boundaries, a Riemann solver is necessary to evaluate boundary flux terms and maintain conservation. In the DG method, a Galerkin finite-element method is employed to update the nodal unknowns within each cell. This requires the inversion of a mass matrix, and the use of quadratures of twice the order of accuracy of the reconstruction to evaluate the surface integrals and additional volume integrals for nonlinear flux functions. In the SV method, the integral conservation law is used to update volume averages over subcells defined by a geometrically similar partition of each grid cell. As the order of accuracy increases, the partitioning for 3D requires the introduction of a large number of parameters, whose optimization to achieve convergence becomes increasingly more difficult. Also, the number of interior facets required to subdivide non-planar faces, and the additional increase in the number of quadrature points for each facet, increases the computational cost greatly.

Liu, Yen

Residual Distribution Schemes for Conservation Laws Via Adaptive Quadrature

This paper considers a family of nonconservative numerical discretizations for conservation laws which retains the correct weak solution behavior in the limit of mesh refinement whenever sufficient order numerical quadrature is used. Our analysis of 2-D discretizations in nonconservative form follows the 1-D analysis of Hou and Le Floch. For a specific family of nonconservative discretizations, it is shown under mild assumptions that the error arising from non-conservation is strictly smaller than the discretization error in the scheme. In the limit of mesh refinement under the same assumptions, solutions are shown to satisfy an entropy inequality. Using results from this analysis, a variant of the "N" (Narrow) residual distribution scheme of van der Weide and Deconinck is developed for first-order systems of conservation laws. The modified form of the N-scheme supplants the usual exact single-state mean-value linearization of flux divergence, typically used for the Euler equations of gasdynamics, by an equivalent integral form on simplex interiors. This integral form is then numerically approximated using an adaptive quadrature procedure. This renders the scheme nonconservative in the sense described earlier so that correct weak solutions are still obtained in the limit of mesh refinement. Consequently, we then show that the modified form of the N-scheme can be easily applied to general (non-simplicial) element shapes and general systems of first-order conservation laws equipped with an entropy inequality where exact mean-value linearization of the flux divergence is not readily obtained, e.g. magnetohydrodynamics, the Euler equations with certain forms of chemistry, etc. Numerical examples of subsonic, transonic and supersonic flows containing discontinuities together with multi-level mesh refinement are provided to verify the analysis.

Barth, Timothy

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.

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

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