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Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

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NASA NTRS1987

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↗
DOE OSTI2026

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↗
NASA NTRS2011

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.↗
DOE OSTI2025

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↗
NASA NTRS2001

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↗
NASA NTRS1994

Energy and maximum norm estimates for nonlinear conservation laws

We have devised a technique that makes it possible to obtain energy estimates for initial-boundary value problems for nonlinear conservation laws. The two major tools to achieve the energy estimates are a certain splitting of the flux vector derivative f(u)(sub x), and a structural hypothesis, referred to as a cone condition, on the flux vector f(u). These hypotheses are fulfilled for many equations that occur in practice, such as the Euler equations of gas dynamics. It should be noted that the energy estimates are obtained without any assumptions on the gradient of the solution u. The results extend to weak solutions that are obtained as point wise limits of vanishing viscosity solutions. As a byproduct we obtain explicit expressions for the entropy function and the entropy flux of symmetrizable systems of conservation laws. Under certain circumstances the proposed technique can be applied repeatedly so as to yield estimates in the maximum norm.

Olsson, Pelle↗
NASA NTRS1994

A note on the accuracy of spectral method applied to nonlinear conservation laws

Fourier spectral method can achieve exponential accuracy both on the approximation level and for solving partial differential equations if the solutions are analytic. For a linear partial differential equation with a discontinuous solution, Fourier spectral method produces poor point-wise accuracy without post-processing, but still maintains exponential accuracy for all moments against analytic functions. In this note we assess the accuracy of Fourier spectral method applied to nonlinear conservation laws through a numerical case study. We find that the moments with respect to analytic functions are no longer very accurate. However the numerical solution does contain accurate information which can be extracted by a post-processing based on Gegenbauer polynomials.

Shu, Chi-Wang↗
NASA NTRS1983

Numerical approximations to nonlinear conservation laws with locally varying time and space grids

Numerical approximations to the initial value problem for nonlinear systems of conservation laws are considered. The considered system is said to be hyperbolic when all eigenvalues of every real linear combination of the Jacobian matrices are real. Solutions may develop discontinuities in finite time, even when the initial data are smooth. In the investigation, explicit finite difference methods which use locally varying time grids are considered. The global CFL restriction is replaced by a local restriction. The numerical flux function is studied from a finite volume viewpoint, and a differencing technique is developed at interface points between regions of distinct time increments.

Osher, S.↗
NASA NTRS2013

High-Order Entropy Stable Finite Difference Schemes for Nonlinear Conservation Laws: Finite Domains

Developing stable and robust high-order finite difference schemes requires mathematical formalism and appropriate methods of analysis. In this work, nonlinear entropy stability is used to derive provably stable high-order finite difference methods with formal boundary closures for conservation laws. Particular emphasis is placed on the entropy stability of the compressible Navier-Stokes equations. A newly derived entropy stable weighted essentially non-oscillatory finite difference method is used to simulate problems with shocks and a conservative, entropy stable, narrow-stencil finite difference approach is used to approximate viscous terms.

Fisher, Travis C.↗
NASA NTRS1999

Practical Aspects of Stabilized FEM Discretizations of Nonlinear Conservation Law Systems with Convex Extension

This talk considers simplified finite element discretization techniques for first-order systems of conservation laws equipped with a convex (entropy) extension. Using newly developed techniques in entropy symmetrization theory, simplified forms of the Galerkin least-squares (GLS) and the discontinuous Galerkin (DG) finite element method have been developed and analyzed. The use of symmetrization variables yields numerical schemes which inherit global entropy stability properties of the POE system. Central to the development of the simplified GLS and DG methods is the Degenerative Scaling Theorem which characterizes right symmetrizes of an arbitrary first-order hyperbolic system in terms of scaled eigenvectors of the corresponding flux Jacobean matrices. A constructive proof is provided for the Eigenvalue Scaling Theorem with detailed consideration given to the Euler, Navier-Stokes, and magnetohydrodynamic (MHD) equations. Linear and nonlinear energy stability is proven for the simplified GLS and DG methods. Spatial convergence properties of the simplified GLS and DO methods are numerical evaluated via the computation of Ringleb flow on a sequence of successively refined triangulations. Finally, we consider a posteriori error estimates for the GLS and DG demoralization assuming error functionals related to the integrated lift and drag of a body. Sample calculations in 20 are shown to validate the theory and implementation.

Barth, Timothy↗
DOE OSTI2024

A High-Order Eulerian–Lagrangian Runge–Kutta Finite Volume (EL–RK–FV) Method for Scalar Nonlinear Conservation Laws

Abstract We present a class of high-order Eulerian–Lagrangian Runge–Kutta finite volume methods that can numerically solve Burgers’ equation with shock formations, which could be extended to general scalar conservation laws. Eulerian–Lagrangian (EL) and semi-Lagrangian (SL) methods have recently seen increased development and have become a staple for allowing large time-stepping sizes. Yet, maintaining relatively large time-stepping sizes post shock formation remains quite challenging. Our proposed scheme integrates the partial differential equation on a space-time region partitioned by linear approximations to the characteristics determined by the Rankine–Hugoniot jump condition. We trace the characteristics forward in time and present a merging procedure for the mesh cells to handle intersecting characteristics due to shocks. Following this partitioning, we write the equation in a time-differential form and evolve with Runge–Kutta methods in a method-of-lines fashion. High-resolution methods such as ENO and WENO-AO schemes are used for spatial reconstruction. Extension to higher dimensions is done via dimensional splitting. Numerical experiments demonstrate our scheme’s high-order accuracy and ability to sharply capture post-shock solutions with large time-stepping sizes.

Chen, Jiajie↗
NASA NTRS1991

The convergence rate of approximate solutions for nonlinear scalar conservation laws

The convergence rate is discussed of approximate solutions for the nonlinear scalar conservation law. The linear convergence theory is extended into a weak regime. The extension is based on the usual two ingredients of stability and consistency. On the one hand, the counterexamples show that one must strengthen the linearized L(sup 2)-stability requirement. It is assumed that the approximate solutions are Lip(sup +)-stable in the sense that they satisfy a one-sided Lipschitz condition, in agreement with Oleinik's E-condition for the entropy solution. On the other hand, the lack of smoothness requires to weaken the consistency requirement, which is measured in the Lip'-(semi)norm. It is proved for Lip(sup +)-stable approximate solutions, that their Lip'convergence rate to the entropy solution is of the same order as their Lip'-consistency. The Lip'-convergence rate is then converted into stronger L(sup p) convergence rate estimates.

Nessyahu, Haim↗
NASA NTRS1978

On the construction and application of implicit factored schemes for conservation laws

Efficient, noniterative, implicit finite difference algorithms are systematically developed for nonlinear conservation laws including purely hyperbolic systems and mixed hyperbolic parabolic systems. Utilization of a rational fraction or Pade time differencing formulas, yields a direct and natural derivation of an implicit scheme in a delta form. Attention is given to advantages of the delta formation and to various properties of one- and two-dimensional algorithms.

Warming, R. F.↗
NASA NTRS1988

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↗
NASA NTRS1989

Shock capturing by the spectral viscosity method

A main disadvantage of using spectral methods for nonlinear conservation laws lies in the formation of Gibbs phenomenon, once spontaneous shock discontinuities appear in the solution. The global nature of spectral methods than pollutes the unstable Gibbs oscillations overall the computational domain, and the lack of entropy dissipation prevents convergences in these cases. The Spectral Viscosity method, which is based on high frequency dependent vanishing viscosity regularization of the classical spectral methods is discussed. It is shown that this method enforces the convergence of nonlinear spectral approximations without sacrificing their overall spectral accuracy.

Tadmor, Eitan↗
NASA NTRS1983

The large-time behavior of the scalar, genuinely nonlinear Lax-Friedrichs scheme

The Lax-Friedrichs scheme, approximating the scalar, genuinely nonlinear conservation law u sub t + f sub x (u) = 0 where f(u) is, say, strictly convex double dot f dot a sub asterisk 0 is studied. The divided differences of the numerical solution at time t do not exceed 2 (t dot a sub asterisk) to the -1. This one-sided Lipschitz boundedness is in complete agreement with the corresponding estimate one has in the differential case; in particular, it is independent of the initial amplitude in sharp contrast to liner problems. It guarantees the entropy compactness of the scheme in this case, as well as providing a quantitive insight into the large-time behavior of the numerical computation.

Tadmor, E.↗
NASA NTRS1983

Computational methods for ideal compressible flow

Conservative dissipative difference schemes for computing one dimensional flow are introduced, and the recognition and representation of flow discontinuities are discussed. Multidimensional methods are outlined. Second order finite volume schemes are introduced. Conversion of difference schemes for a single linear convection equation into schemes for the hyperbolic system of the nonlinear conservation laws of ideal compressible flow is explained. Approximate Riemann solvers are presented. Monotone initial value interpolation; and limiters, switches, and artificial dissipation are considered.

Vanleer, B.↗
NASA NTRS1984

The large-time behavior of the scalar, genuinely nonlinear Lax-Friedrichs scheme

The Lax-Friedrichs scheme, approximating the scalar, genuinely nonlinear conservation law u sub t + f sub x (u) = O where f(u) is, say, strictly double dot f dot a sub asterisk O is studied. The divided differences of the numerical solution at time t do not exceed 2 (t dot a sub asterisk) to the -1. This one-sided Lipschitz boundedness is in complete agreement with the corresponding estimate one has in the differential case; in particular, it is independent of the initial amplitude in sharp contrast to linear problems. It guarantees the entropy compactness of the scheme in this case, as well as providing a quantitative insight into the large-time behavior of the numerical computation.

Tadmor, E.↗