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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↗

Analysis of the Zero Relaxation Limit of Hyperbolic Balance Laws with Random Initial Data

We show the convergence of the zero relaxation limit of $2 \times 2$ systems of hyperbolic balance laws with stochastic initial data. Precisely, solutions converge to a solution of the local equilibrium approximation as the relaxation time tends to zero. The initial data are assumed to depend on finitely many random variables, and the convergence is then proved via the appropriate analogues of the compensated compactness methods used in treating the deterministic case. We also demonstrate the validity of this limit in the case of the semilinear $p$-system; the well-posedness of both the system and its equilibrium approximation is proved, and the convergence is shown with no a priori conditions on solutions. Here, this model serves as a prototype for understanding how asymptotic approximations can be used as control variates for hyperbolic balance laws with uncertainty.

$p$-system↗

Uncertainty quantification methodology for hyperbolic systems with application to blood flow in arteries

We present a Stochastic Finite Volume - ADER (SFV-ADER) methodology for Uncertainty Quantification (UQ) in the general framework of systems of hyperbolic balance laws with uncertainty in parameters. The resulting method is weakly intrusive, meaning that deterministic solvers need minor modifications to include random contributions, and has no theoretical accuracy barrier. An illustration of the second-order version for the viscous Burgers equation with uncertain viscosity coefficient is first given in detail, under different deterministic initial conditions; the attainment of the theoretically expected convergence rate is demonstrated empirically; results and features of our scheme are discussed. We then extend the SFV-ADER method to a non-linear hyperbolic system with source terms that models one-dimensional blood flow in arteries, assuming uncertainties in a set of parameters of the problem. Results are then compared with measurements in a well-defined 1:1 experimental replica of the network of largest arteries in the human systemic circulation. For a 99%-confidence level, severe influence of parameter fluctuations is seen in pressure profiles, while secondary effects on flow rate profiles become visible, particularly in terminal branches. In conclusion, results suggest that the proposed methodology could successfully be applied to other physical problems involving hyperbolic balance laws.

60 APPLIED LIFE SCIENCES↗

Analysis of the SBP-SAT Stabilization for Finite Element Methods Part I: Linear Problems

In the hyperbolic community, discontinuous Galerkin (DG) approaches are mainly applied when finite element methods are considered. As the name suggested, the DG framework allows a discontinuity at the element interfaces, which seems for many researchers a favorable property in case of hyperbolic balance laws. On the contrary, continuous Galerkin methods appear to be unsuitable for hyperbolic problems and there exists still the perception that continuous Galerkin methods are notoriously unstable. To remedy this issue, stabilization terms are usually added and various formulations can be found in the literature. However, this perception is not true and the stabilization terms are unnecessary, in general. In this paper, we deal with this problem, but present a different approach. We use the boundary conditions to stabilize the scheme following a procedure that are frequently used in the finite difference community. Here, the main idea is to impose the boundary conditions weakly and specific boundary operators are constructed such that they guarantee stability. This approach has already been used in the discontinuous Galerkin framework, but here we apply it with a continuous Galerkin scheme. No internal dissipation is needed even if unstructured grids are used. Further, we point out that we do not need exact integration, it suffices if the quadrature rule and the norm in the differential operator are the same, such that the summation-by-parts property is fulfilled meaning that a discrete Gauss Theorem is valid. This contradicts the perception in the hyperbolic community that stability issues for pure Galerkin scheme exist. In numerical simulations, we verify our theoretical analysis.

97 MATHEMATICS AND COMPUTING↗

Hyperbolic reformulation of a 1D viscoelastic blood flow model and ADER finite volume schemes

The applicability of ADER finite volume methods to solve hyperbolic balance laws with stiff source terms in the context of well-balanced and non-conservative schemes is extended to solve a one-dimensional blood flow model for viscoelastic vessels, reformulated as a hyperbolic system, via a relaxation time. A criterion for selecting relaxation times is found and an empirical convergence rate assessment is carried out to support this result. The proposed methodology is validated by applying it to a network of viscoelastic vessels for which experimental and numerical results are available. The agreement between the results obtained in the present paper and those available in the literature is satisfactory. Key features of the present formulation and numerical methodologies, such as accuracy, efficiency and robustness, are fully discussed in the paper.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

On the eigenstructure of spherical harmonic equations for radiative transport

The spherical harmonic equations for radiative transport are a linear, hyperbolic set of balance laws that describe the state of a system of particles as they advect through and collide with a material medium. For regimes in which the collisionality of the system is light to moderate, significant qualitative differences have been observed between solutions, based on whether the angular approximation used to derive the equations occurs in a subspace of even or odd degree. This difference can be traced back to the eigenstructure of the coefficient matrices in the advection operator of the hyperbolic system. In this paper, we use classical properties of the spherical harmonics to examine this structure. In particular, we show how elements in the null space of the coefficient matrices depend on the parity of the spherical harmonic approximation and we relate these results to observed differences in even and odd expansions.

Garrett, Charles K.↗

On the arithmetic intensity of high-order finite-volume discretizations for hyperbolic systems of conservation laws

It has been conjectured that higher-order discretizations for partial differential equations will have advantages over the lower-order counterparts commonly used today. The reasoning is that the increase in arithmetic operations will be more than offset by the reduction in data transfers and the increase in concurrent floating-point units. To evaluate this conjecture, the arithmetic intensity of a class of high-order finite-volume discretizations for hyperbolic systems of conservation laws is theoretically analyzed for spatial discretizations from orders three through eight in arbitrary dimensions. Additionally, three cache models are considered: the limiting cases of no cache and infinite cache as well as a finite-sized cache model. Models are validated experimentally by measuring floating-point operations and data transfers on an IBM Blue Gene/Q node. Theory and experiments demonstrate that high-order finite-volume methods will be able to provide increases in arithmetic intensity that will be necessary to make better utilization of on-node floating-point capability.

97 MATHEMATICS AND COMPUTING↗

A balanced diagnostic system compatible with a barotropic prognostic model

A system of diagnostic equations for the velocity field, or wind laws, for a barotropic primitive-equation model of large-scale atmospheric flow is derived. Attention is given to the classical balance equation and its ellipticity condition. Numerical solutions of the diagnostic system are presented, including examples of cases of the mixed elliptic-hyperbolic type and cases with non-zero divergence. Procedures for implementing such a system are outlined, along with a review of factors in using the technique for operational numerical weather prediction.

Ghil, M.↗

Multigrid Methods for Fully Implicit Oil Reservoir Simulation

In this paper we consider the simultaneous flow of oil and water in reservoir rock. This displacement process is modeled by two basic equations: the material balance or continuity equations and the equation of motion (Darcy's law). For the numerical solution of this system of nonlinear partial differential equations there are two approaches: the fully implicit or simultaneous solution method and the sequential solution method. In the sequential solution method the system of partial differential equations is manipulated to give an elliptic pressure equation and a hyperbolic (or parabolic) saturation equation. In the IMPES approach the pressure equation is first solved, using values for the saturation from the previous time level. Next the saturations are updated by some explicit time stepping method; this implies that the method is only conditionally stable. For the numerical solution of the linear, elliptic pressure equation multigrid methods have become an accepted technique. On the other hand, the fully implicit method is unconditionally stable, but it has the disadvantage that in every time step a large system of nonlinear algebraic equations has to be solved. The most time-consuming part of any fully implicit reservoir simulator is the solution of this large system of equations. Usually this is done by Newton's method. The resulting systems of linear equations are then either solved by a direct method or by some conjugate gradient type method. In this paper we consider the possibility of applying multigrid methods for the iterative solution of the systems of nonlinear equations. There are two ways of using multigrid for this job: either we use a nonlinear multigrid method or we use a linear multigrid method to deal with the linear systems that arise in Newton's method. So far only a few authors have reported on the use of multigrid methods for fully implicit simulations. Two-level FAS algorithm is presented for the black-oil equations, and linear multigrid for two-phase flow problems with strong heterogeneities and anisotropies is studied. Here we consider both possibilities. Moreover we present a novel way for constructing the coarse grid correction operator in linear multigrid algorithms. This approach has the advantage in that it preserves the sparsity pattern of the fine grid matrix and it can be extended to systems of equations in a straightforward manner. We compare the linear and nonlinear multigrid algorithms by means of a numerical experiment.

Molenaar, J.↗

A new efficient formulation of the HLLEM Riemann solver for general conservative and non-conservative hyperbolic systems

In this paper a new, simple and universal formulation of the HLLEM Riemann solver (RS) is proposed that works for general conservative and non-conservative systems of hyperbolic equations. For non-conservative PDE, a path-conservative formulation of the HLLEM RS is presented for the first time in this paper. The HLLEM Riemann solver is built on top of a novel and very robust path-conservative HLL method. It thus naturally inherits the positivity properties and the entropy enforcement of the underlying HLL scheme. However, with just the slight additional cost of evaluating eigenvectors and eigenvalues of intermediate characteristic fields, we can represent linearly degenerate intermediate waves with a minimum of smearing. For conservative systems, our paper provides the easiest and most seamless path for taking a pre-existing HLL RS and quickly and effortlessly converting it to a RS that provides improved results, comparable with those of an HLLC, HLLD, Osher or Roe-type RS. This is done with minimal additional computational complexity, making our variant of the HLLEM RS also a very fast RS that can accurately represent linearly degenerate discontinuities. Our present HLLEM RS also transparently extends these advantages to non-conservative systems. For shallow water-type systems, the resulting method is proven to be well-balanced. Several test problems are presented for shallow water-type equations and two-phase flow models, as well as for gas dynamics with real equation of state, magnetohydrodynamics (MHD & RMHD), and nonlinear elasticity. Since our new formulation accommodates multiple intermediate waves and has a broader applicability than the original HLLEM method, it could alternatively be called the HLLI Riemann solver, where the “I” stands for the intermediate characteristic fields that can be accounted for. -- Highlights: •New simple and general path-conservative formulation of the HLLEM Riemann solver. •Application to general conservative and non-conservative hyperbolic systems. •Inclusion of sub-structure and resolution of intermediate characteristic fields. •Well-balanced for single- and two-layer shallow water equations and multi-phase flows. •Euler equations with real equation of state, MHD equations, nonlinear elasticity.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Development, Implementation, and Verification of Partially-Ionized Collisional Multifluid Plasma Models in Drekar

We consider the development of multifluid models for partially ionized multispecies plasmas. The models are composed of a standard set of five-moment fluid equations for each species plus a description of electromagnetics. The most general model considered utilizes a full set of fluid equations for each charge state of each atomic species, plus a set of fluid equations for electrons. The fluid equations are coupled through source terms describing electromagnetic coupling, ionization, recombination, charge exchange, and elastic scattering collisions in the low-density coronal limit. The form of each of these source terms is described in detail, and references for required rate coefficients are identified for a diverse range of atomic species. Initial efforts have been made to extend these models to incorporate some higher-density collisional effects, including ionization potential depression and three- body recombination. Some reductions of the general multifluid model are considered. First, a reduced multifluid model is derived which averages over all of the charge states (including neutrals) of each atomic species in the general multifluid model. The resulting model maintains full consistency with the general multifluid model from which it is derived by leveraging a quasi-steady-state collisional ionization equilibrium assumption to recover the ionization fractions required to make use of the general collision models. Further reductions are briefly considered to derive certain components of a single-fluid magnetohydrodynamics (MHD) model. In this case, a generalized Ohm's law is obtained, and the standard MHD resistivity is expressed in terms of the collisional models used in the general multifluid model. A number of numerical considerations required to obtain robust implementations of these multifluid models are discussed. First, an algebraic flux correction (AFC) stabilization approach for a continuous Galerkin finite element discretization of the multifluid system is described in which the characteristic speeds used in the stabilization of the fluid systems are synchronized across all species in the model. It is demonstrated that this synchronization is crucial in order to obtain a robust discretization of the multifluid system. Additionally, several different formulations are considered for describing the electromagnetics portion of the multifluid system using nodal continuous Galerkin finite element discretizations. The formulations considered include a parabolic divergence cleaning method and an implicit projection method for the traditional curl formulation of Maxwell's equations, a purely- hyperbolic potential-based formulation of Maxwell's equations, and a mixed hyperbolic-elliptic potential-based formulation of Maxwell's equations. Some advantages and disadvantages of each formulation are explored to compare solution robustness and the ease of use of each formulation. Numerical results are presented to demonstrate the accuracy and robustness of various components of our implementation. Analytic solutions for a spatially homogeneous damped plasma oscillation are derived in order to verify the implementation of the source terms for electromagnetic coupling and elastic collisions between fluid species. Ionization balance as a function of electron temperature is evaluated for several atomic species of interest by comparing to steady-state calculations using various sets of ionization and recombination rate coefficients. Several test problems in one and two spatial dimensions are used to demonstrate the accuracy and robustness of the discretization and stabilization approach for the fluid components of the multifluid system. This includes standard test problems for electrostatic and electromagnetic shock tubes in the two-fluid and ideal shock-MHD limits, a cylindrical diocotron instability, and the GEM challenge magnetic reconnection problem. A one-dimensional simplified prototype of an argon gas puff configuration as deployed on Sandia's Z-machine is used as a demonstration to exercise the full range of capabilities associated with the general multifluid model.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

DG-IMEX method for a two-moment model for radiation transport in the $\mathscr{O}$($v$/$c$) limit

Here, we consider neutral particle systems described by moments of a phase-space density and propose a realizability-preserving numerical method to evolve a spectral two-moment model for particles interacting with a background fluid moving with nonrelativistic velocities. The system of nonlinear moment equations, with special relativistic corrections to $\mathscr{O}$($v$/$c$), expresses a balance between phase-space advection and collisions and includes velocity-dependent terms that account for spatial advection, Doppler shift, and angular aberration. The model is conservative for the correct $\mathscr{O}$($v$/$c$) Eulerian-frame number density and is consistent, to $\mathscr{O}$($v$/$c$), with Eulerian-frame energy and momentum conservation. This model is closely related to the one promoted by Lowrie et al. and similar to models currently used to study transport phenomena in large-scale simulations of astrophysical environments. The proposed numerical method is designed to preserve moment realizability, which guarantees that the moments correspond to a nonnegative phase-space density. The realizability-preserving scheme consists of the following key components: (i) a strong stability-preserving implicit-explicit (IMEX) time-integration method; (ii) a discontinuous Galerkin (DG) phase-space discretization with carefully constructed numerical uxes; (iii) a realizability-preserving implicit collision update; and(iv) a realizability-enforcing limiter. In time integration, nonlinearity of the moment model necessitates solution of nonlinear equations, which we formulate as fixed-point problems and solve with tailored iterative solvers that preserve moment realizability with guaranteed global convergence. We also analyze the simultaneous Eulerian-frame number and energy conservation properties of the semi-discrete DG scheme and propose a "spectral redistribution" scheme that promotes Eulerian-frame energy conservation. Through numerical experiments, we demonstrate the accuracy and robustness of this DG-IMEX method and investigate its Eulerian-frame energy conservation properties.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗