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At least 19 records

Positivity-preserving numerical schemes for multidimensional advection

This report describes the construction of an explicit, single time-step, conservative, finite-volume method for multidimensional advective flow, based on a uniformly third-order polynomial interpolation algorithm (UTOPIA). Particular attention is paid to the problem of flow-to-grid angle-dependent, anisotropic distortion typical of one-dimensional schemes used component-wise. The third-order multidimensional scheme automatically includes certain cross-difference terms that guarantee good isotropy (and stability). However, above first-order, polynomial-based advection schemes do not preserve positivity (the multidimensional analogue of monotonicity). For this reason, a multidimensional generalization of the first author's universal flux-limiter is sought. This is a very challenging problem. A simple flux-limiter can be found; but this introduces strong anisotropic distortion. A more sophisticated technique, limiting part of the flux and then restoring the isotropy-maintaining cross-terms afterwards, gives more satisfactory results. Test cases are confined to two dimensions; three-dimensional extensions are briefly discussed.

Leonard, B. P.↗

Comparitive Study of High-Order Positivity-Preserving WENO Schemes

In gas dynamics and magnetohydrodynamics flows, physically, the density ρ and the pressure p should both be positive. In a standard conservative numerical scheme, however, the computed internal energy is The ideas of Zhang & Shu (2012) and Hu et al. (2012) precisely address the aforementioned issue. Zhang & Shu constructed a new conservative positivity-preserving procedure to preserve positive density and pressure for high-order Weighted Essentially Non-Oscillatory (WENO) schemes by the Lax-Friedrichs flux (WENO/LLF). In general, WENO/LLF is obtained by subtracting the kinetic energy from the total energy, resulting in a computed p that may be negative. Examples are problems in which the dominant energy is kinetic. Negative ρ may often emerge in computing blast waves. In such situations the computed eigenvalues of the Jacobian will become imaginary. Consequently, the initial value problem for the linearized system will be ill posed. This explains why failure of preserving positivity of density or pressure may cause blow-ups of the numerical algorithm. The adhoc methods in numerical strategy which modify the computed negative density and/or the computed negative pressure to be positive are neither a conservative cure nor a stable solution. Conservative positivity-preserving schemes are more appropriate for such flow problems. too dissipative for flows such as turbulence with strong shocks computed in direct numerical simulations (DNS) and large eddy simulations (LES). The new conservative positivity-preserving procedure proposed in Hu et al. (2012) can be used with any high-order shock-capturing scheme, including high-order WENO schemes using the Roe's flux (WENO/Roe). The goal of this study is to compare the results obtained by non-positivity-preserving methods with the recently developed positivity-preserving schemes for representative test cases. In particular the more di cult 3D Noh and Sedov problems are considered. These test cases are chosen because of the negative pressure/density most often exhibited by standard high-order shock-capturing schemes. The simulation of a hypersonic nonequilibrium viscous shock tube that is related to the NASA Electric Arc Shock Tube (EAST) is also included. EAST is a high-temperature and high Mach number viscous nonequilibrium ow consisting of 13 species. In addition, as most common shock-capturing schemes have been developed for problems without source terms, when applied to problems with nonlinear and/or sti source terms these methods can result in spurious solutions, even when solving a conservative system of equations with a conservative scheme. This kind of behavior can be observed even for a scalar case as well as for the case consisting of two species and one reaction.. This EAST example indicated that standard high-order shock-capturing methods exhibit instability of density/pressure in addition to grid-dependent discontinuity locations with insufficient grid points. The evaluation of these test cases is based on the stability of the numerical schemes together with the accuracy of the obtained solutions.

Schemes↗

Comparative Study on High-Order Positivity-preserving WENO Schemes

In gas dynamics and magnetohydrodynamics flows, physically, the density and the pressure p should both be positive. In a standard conservative numerical scheme, however, the computed internal energy is obtained by subtracting the kinetic energy from the total energy, resulting in a computed p that may be negative. Examples are problems in which the dominant energy is kinetic. Negative may often emerge in computing blast waves. In such situations the computed eigenvalues of the Jacobian will become imaginary. Consequently, the initial value problem for the linearized system will be ill posed. This explains why failure of preserving positivity of density or pressure may cause blow-ups of the numerical algorithm. The adhoc methods in numerical strategy which modify the computed negative density and/or the computed negative pressure to be positive are neither a conservative cure nor a stable solution. Conservative positivity-preserving schemes are more appropriate for such flow problems. The ideas of Zhang & Shu (2012) and Hu et al. (2012) precisely address the aforementioned issue. Zhang & Shu constructed a new conservative positivity-preserving procedure to preserve positive density and pressure for high-order WENO schemes by the Lax-Friedrichs flux (WENO/LLF). In general, WENO/LLF is too dissipative for flows such as turbulence with strong shocks computed in direct numerical simulations (DNS) and large eddy simulations (LES). The new conservative positivity-preserving procedure proposed in Hu et al. (2012) can be used with any high-order shock-capturing scheme, including high-order WENO schemes using the Roe's flux (WENO/Roe). The goal of this study is to compare the results obtained by non-positivity-preserving methods with the recently developed positivity-preserving schemes for representative test cases. In particular the more difficult 3D Noh and Sedov problems are considered. These test cases are chosen because of the negative pressure/density most often exhibited by standard high-order shock-capturing schemes. The simulation of a hypersonic nonequilibrium viscous shock tube that is related to the NASA Electric Arc Shock Tube (EAST) is also included. EAST is a high-temperature and high Mach number viscous nonequilibrium flow consisting of 13 species. In addition, as most common shock-capturing schemes have been developed for problems without source terms, when applied to problems with nonlinear and/or sti source terms these methods can result in spurious solutions, even when solving a conservative system of equations with a conservative scheme. This kind of behavior can be observed even for a scalar case (LeVeque & Yee 1990) as well as for the case consisting of two species and one reaction (Wang et al. 2012). For further information concerning this issue see (LeVeque & Yee 1990; Griffiths et al. 1992; Lafon & Yee 1996; Yee et al. 2012). This EAST example indicated that standard high-order shock-capturing methods exhibit instability of density/pressure in addition to grid-dependent discontinuity locations with insufficient grid points. The evaluation of these test cases is based on the stability of the numerical schemes together with the accuracy of the obtained solutions.

WENO↗

On positivity preserving finite volume schemes for compressible Euler equations

Positivity preserving property of first and higher order finite volume schemes for one and two dimensional compressible Euler equations of gas dynamics is considered. A general framework is established which shows the positivity of density and pressure whenever the underlying one dimensional first order building block based on exact or approximate Riemann solver and the reconstruction are both positivity preserving. Appropriate limitation to achieve high order positivity preserving reconstruction is described.

Perthame, Benoit↗

Anti-symmetric and positivity preserving formulation of a spectral method for Vlasov-Poisson equations

We analyze the anti-symmetric properties of a spectral discretization for the one-dimensional Vlasov-Poisson equations. The discretization is based on a spectral expansion in velocity with the symmetrically weighted Hermite basis functions, central finite differencing in space, and an implicit Runge Kutta integrator in time. The proposed discretization preserves the anti-symmetric structure of the advection operator in the Vlasov equation, resulting in a stable numerical method. We apply such discretization to two formulations: the canonical Vlasov-Poisson equations and their continuously transformed square-root representation. The latter preserves the positivity of the particle distribution function. We derive analytically the conservation properties of both formulations, including particle number, momentum, and energy, which are verified numerically on the following benchmark problems: manufactured solution, linear and nonlinear Landau damping, two-stream instability, bump-on-tail instability, and ion-acoustic wave.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Comparative Study on High-Order Positivity-preserving WENO Schemes

The goal of this study is to compare the results obtained by non-positivity-preserving methods with the recently developed positivity-preserving schemes for representative test cases. In particular the more di cult 3D Noh and Sedov problems are considered. These test cases are chosen because of the negative pressure/density most often exhibited by standard high-order shock-capturing schemes. The simulation of a hypersonic nonequilibrium viscous shock tube that is related to the NASA Electric Arc Shock Tube (EAST) is also included. EAST is a high-temperature and high Mach number viscous nonequilibrium ow consisting of 13 species. In addition, as most common shock-capturing schemes have been developed for problems without source terms, when applied to problems with nonlinear and/or sti source terms these methods can result in spurious solutions, even when solving a conservative system of equations with a conservative scheme. This kind of behavior can be observed even for a scalar case (LeVeque & Yee 1990) as well as for the case consisting of two species and one reaction (Wang et al. 2012). For further information concerning this issue see (LeVeque & Yee 1990; Griffiths et al. 1992; Lafon & Yee 1996; Yee et al. 2012). This EAST example indicated that standard high-order shock-capturing methods exhibit instability of density/pressure in addition to grid-dependent discontinuity locations with insufficient grid points. The evaluation of these test cases is based on the stability of the numerical schemes together with the accuracy of the obtained solutions.

Kotov, Dmitry V.↗

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↗

A positivity-preserving and conservative intersection-distribution-based remapping algorithm for staggered ALE hydrodynamics on arbitrary meshes

In this study, we introduce new intersection-distribution-based remapping tools for indirect staggered arbitrary Lagrangian-Eulerian (ALE) simulations of multi-material shock hydrodynamics on arbitrary meshes. In addition to conserving momentum and total energy, the three-stage remapper proposed in this work preserves non-negativity of the internal energy. At the first stage, we construct slope-limited piecewise-linear reconstructions of all conserved quantities on zones of the source mesh and perform intersection-based remap to obtain bound-preserving zonal quantities on the target mesh. At the second stage, we define bound-preserving nodal quantities of the staggered ALE discretization as convex combinations of corner quantities. The nodal internal energy is corrected in a way which keeps it non-negative, while providing exact conservation of total energy. At the final stage, we distribute the non-negative nodal internal energy to corners, zones and materials using non-negative weights. Proofs of positivity preservation are provided for each stage. This work is a natural extension of our paper [14] in which a similar intersection-distribution-based remapping procedure was employed. The original version used a nodal kinetic energy fix which did not provably ensure positivity preservation for the zonal internal energy after the final distribution stage. The new algorithm cures this potential drawback by using ‘coordinated’ limiters for piecewise-linear reconstructions, remapping the internal energy to nodes and correcting it before redistribution. The effectiveness of the new nodal fix is illustrated by numerical examples.

97 MATHEMATICS AND COMPUTING↗

Mass Conservation and Positivity Preservation with Ensemble-type Kalman Filter Algorithms

Maintaining conservative physical laws numerically has long been recognized as being important in the development of numerical weather prediction (NWP) models. In the broader context of data assimilation, concerted efforts to maintain conservation laws numerically and to understand the significance of doing so have begun only recently. In order to enforce physically based conservation laws of total mass and positivity in the ensemble Kalman filter, we incorporate constraints to ensure that the filter ensemble members and the ensemble mean conserve mass and remain nonnegative through measurement updates. We show that the analysis steps of ensemble transform Kalman filter (ETKF) algorithm and ensemble Kalman filter algorithm (EnKF) can conserve the mass integral, but do not preserve positivity. Further, if localization is applied or if negative values are simply set to zero, then the total mass is not conserved either. In order to ensure mass conservation, a projection matrix that corrects for localization effects is constructed. In order to maintain both mass conservation and positivity preservation through the analysis step, we construct a data assimilation algorithms based on quadratic programming and ensemble Kalman filtering. Mass and positivity are both preserved by formulating the filter update as a set of quadratic programming problems that incorporate constraints. Some simple numerical experiments indicate that this approach can have a significant positive impact on the posterior ensemble distribution, giving results that are more physically plausible both for individual ensemble members and for the ensemble mean. The results show clear improvements in both analyses and forecasts, particularly in the presence of localized features. Behavior of the algorithm is also tested in presence of model error.

EnKR↗

Conservation of Mass and Preservation of Positivity with Ensemble-Type Kalman Filter Algorithms

This paper considers the incorporation of constraints to enforce physically based conservation laws in the ensemble Kalman filter. In particular, constraints are used to ensure that the ensemble members and the ensemble mean conserve mass and remain nonnegative through measurement updates. In certain situations filtering algorithms such as the ensemble Kalman filter (EnKF) and ensemble transform Kalman filter (ETKF) yield updated ensembles that conserve mass but are negative, even though the actual states must be nonnegative. In such situations if negative values are set to zero, or a log transform is introduced, the total mass will not be conserved. In this study, mass and positivity are both preserved by formulating the filter update as a set of quadratic programming problems that incorporate non-negativity constraints. Simple numerical experiments indicate that this approach can have a significant positive impact on the posterior ensemble distribution, giving results that are more physically plausible both for individual ensemble members and for the ensemble mean. In two examples, an update that includes a non-negativity constraint is able to properly describe the transport of a sharp feature (e.g., a triangle or cone). A number of implementation questions still need to be addressed, particularly the need to develop a computationally efficient quadratic programming update for large ensemble.

EnKF↗

High-order limiting methods using maximum principle bounds derived from the Boltzmann equation I: Euler equations

The use of limiting methods for high-order numerical approximations of hyperbolic conservation laws generally requires defining an admissible region/bounds for the solution. In this work, we present a novel approach for computing solution bounds and limiting for the Euler equations through the kinetic representation provided by the Boltzmann equation, which allows for extending limiters designed for linear advection directly to the Euler equations. Given an arbitrary set of solution values to compute bounds over (e.g., numerical stencil) and a desired linear advection limiter, the proposed approach yields an analytic expression for the admissible region of particle distribution function values, which may be numerically integrated to yield a set of bounds for the density, momentum, and total energy. Further, these solution bounds are shown to preserve positivity of density/pressure/internal energy and, when paired with a limiting technique, can robustly resolve strong discontinuities while recovering high-order accuracy in smooth regions without any ad hoc corrections (e.g., relaxing the bounds). This approach is demonstrated in the context of an explicit unstructured high-order discontinuous Galerkin/flux reconstruction scheme for a variety of difficult problems in gas dynamics, including cases with extreme shocks and shock-vortex interactions. Furthermore, this work presents a foundation for limiting techniques for more complex macroscopic governing equations that can be derived from an underlying kinetic representation for which admissible solution bounds are not well-understood.

42 ENGINEERING↗

The Reconstruction Problem Revisited

The role of reconstruction in avoiding oscillations in upwind schemes is reexamined, with the aim of providing simple, concise proofs. In one dimension, it is shown that if the reconstruction is any arbitrary function bounded by neighboring cell averages and increasing within a cell for increasing data, the resulting scheme is monotonicity preserving, even though the reconstructed function may have overshoots and undershoots at the cell edges and is in general not a monotone function. In the special case of linear reconstruction, it is shown that merely bounding the reconstruction between neighboring cell averages is sufficient to obtain a monotonicity preservinc,y scheme. In two dimensions, it is shown that some ID TVD limiters applied in each direction result in schemes that are not positivity preserving, i.e. do not give positive updates when the data are positive. A simple proof is given to show that if the reconstruction inside the cell is bounded by the neighboring cell averages (including corner neighbors), then the scheme is positivity preserving. A new limiter that enforces this condition but is not as dissipative as the Minmod limiter is also presented.

Suresh, Ambaby↗

Continuously bounds-preserving discontinuous Galerkin methods for hyperbolic conservation laws

For finite element approximations of transport phenomena, it is often necessary to apply a form of limiting to ensure that the discrete solution remains well-behaved and satisfies physical constraints. However, these limiting procedures are typically performed at discrete nodal locations, which is not sufficient to ensure the robustness of the scheme when the solution must be evaluated at arbitrary locations (e.g., for adaptive mesh refinement, remapping in arbitrary Lagrangian–Eulerian solvers, overset meshes, etc.). In this work, a novel limiting approach for discontinuous Galerkin methods is presented which ensures that the solution is continuously bounds-preserving (i.e., across the entire solution polynomial) for any arbitrary choice of basis, approximation order, and mesh element type. Through a modified formulation for the constraint functionals, the proposed approach requires only the solution of a single spatial scalar minimization problem per element for which a highly efficient numerical optimization procedure is presented. Here, the efficacy of this approach is shown in numerical experiments by enforcing continuous constraints in high-order unstructured discontinuous Galerkin discretizations of hyperbolic conservation laws, ranging from scalar transport with maximum principle preserving constraints to compressible gas dynamics with positivity-preserving constraints.

97 MATHEMATICS AND COMPUTING↗

High Order Strong Stability Preserving MultiDerivative Implicit and IMEX Runge--Kutta Methods with Asymptotic Preserving Properties

In this article we present a class of high order unconditionally strong stability preserving (SSP) implicit two-derivative Runge--Kutta schemes and SSP implicit-explicit (IMEX) multi-derivative Runge--Kutta schemes where the time-step restriction is independent of the stiff term. The unconditional SSP property for a method of order $p>2$ is unique among SSP methods and depends on a backward-in-time assumption on the derivative of the operator. We show that this backward derivative condition is satisfied in many relevant cases where SSP IMEX schemes are desired. We devise unconditionally SSP implicit Runge--Kutta schemes of order up to $p=4$ and IMEX Runge--Kutta schemes of order up to $p=3$. For the multiderivative IMEX schemes, we also derive and present the order conditions, which have not appeared previously. The unconditional SSP condition ensures that these methods are positivity preserving, and we present sufficient conditions under which such methods are also asymptotic preserving when applied to a range of problems, including a hyperbolic relaxation system, the Broadwell model, and the Bhatnagar--Gross--Krook kinetic equation. We present numerical results to support the theoretical results on a variety of problems.

97 MATHEMATICS AND COMPUTING↗