In this work, we modify a continuous Galerkin discretization of a scalar hyperbolic conservation law using new algebraic correction procedures. Discrete entropy conditions are used to determine the minimal amount of entropy stabilization and constrain antidiffusive corrections of a property-preserving low-order scheme. The addition of a second-order entropy dissipative component to the antidiffusive part of a nearly entropy conservative numerical flux is generally insufficient to prevent violations of local bounds in shock regions. Our monolithic convex limiting technique adjusts a given target flux in a manner which guarantees preservation of invariant domains, validity of local maximum principles, and entropy stability. The new methodology combines the advantages of modern entropy stable/entropy conservative schemes and their local extremum diminishing counterparts. The process of algebraic flux correction is based on inequality constraints which provably provide the desired properties. No free parameters are involved. The proposed algebraic fixes are readily applicable to unstructured meshes, finite element methods, general time discretizations, and steady-state residuals. Numerical studies of explicit entropy-constrained schemes are performed for linear and nonlinear test problems.
Conservation properties of iterative methods applied to implicit finite volume discretizations of nonlinear conservation laws are analyzed. It is shown that any consistent multistep or Runge-Kutta method is globally conservative. Further, it is shown that Newton's method, Krylov subspace methods and pseudo-time iterations are globally conservative while the Jacobi and Gauss-Seidel methods are not in general. If pseudo-time iterations using an explicit Runge-Kutta method are applied to a locally conservative discretization, then the resulting scheme is also locally conservative. However, the co…
In this work we present a framework for enforcing discrete maximum principles in discontinuous Galerkin (DG) discretizations. The developed schemes are applicable to scalar conservation laws as well as hyperbolic systems. Our methodology for limiting volume terms is similar to recently proposed methods for continuous Galerkin approximations, while DG flux terms require novel stabilization techniques. Piecewise Bernstein polynomials are employed as shape functions for the DG spaces, thus facilitating the use of very high order spatial approximations. We discuss the design of a new, provably inv…
We introduce a general framework for enforcing local or global maximum principles in high-order space-time discretizations of a scalar hyperbolic conservation law. We begin with sufficient conditions for a space discretization to be bound preserving (BP) and satisfy a semi-discrete maximum principle. Next, we propose a global monolithic convex (GMC) flux limiter which has the structure of a flux-corrected transport (FCT) algorithm but is applicable to spatial semi-discretizations and ensures the BP property of the fully discrete scheme for strong stability preserving (SSP) Runge-Kutta time dis…
A Two-Stage Fourth Order Time-Accurate Discretization for Lax-Wendroff Type Flow Solvers. I. Hyperbolic Conservation Laws
Laboratory of Computational Physics, Institute of Applied Physics and Computational Mathematics（计算物理实验室，应用物理与计算数学研究所）；School of Mathematical Sciences, Beijing Normal University（北京师范大学数学科学学院）
We present an a posteriori error analysis for one-dimensional random hyperbolic systems of conservation laws. For the discretization of the random space we consider the Non-Intrusive Spectral Projection method, the spatio-temporal discretization uses the Runge--Kutta Discontinuous Galerkin method. We derive an a posteriori error estimator using smooth reconstructions of the numerical solution, which combined with the relative entropy stability framework yields computable error bounds for the space-stochastic discretization error. Moreover, we show that the estimator admits a splitting into a s…
The paper describes the construction of entropy-stable discontinuous Galerkin difference (DGD) discretizations for hyperbolic conservation laws on unstructured grids. The construction takes advantage of existing theory for entropy-stable summation-by-parts (SBP) discretizations. In particular, the paper shows how DGD discretizations -- both linear and nonlinear -- can be constructed by defining the SBP trial and test functions in terms of interpolated DGD degrees of freedom. In the case of entropy-stable discretizations, the entropy variables rather than the conservative variables must be inte…
This paper presents a structure-preserving spatial discretization method for distributed parameter port-Hamiltonian systems. The class of considered systems are hyperbolic systems of two conservation laws in arbitrary spatial dimension and geometries. For these systems, a partioned finite element method is derived, based on the integration by parts of one of the two conservation laws written in weak form. The nonlinear 1D Shallow Water Equation (SWE) is first considered as a motivation example. Then the method is investigated on the example of the nonlinear 2D SWE. Complete derivation of the r…
This work extends the concepts of algebraic flux correction and convex limiting to continuous high-order Bernstein finite element discretizations of scalar hyperbolic problems. Using an array of adjustable diffusive fluxes, the standard Galerkin approximation is transformed into a nonlinear high-resolution scheme which has the compact sparsity pattern of the piecewise-linear or multilinear subcell discretization. The representation of this scheme in terms of invariant domain preserving states makes it possible to prove the validity of local discrete maximum principles under CFL-like conditions…
Invariant domain preserving limiting of time explicit and time implicit discretizations for systems of conservation laws
ONERA, Institut Polytechnique de Paris（法国航空航天研究院，巴黎理工学院）；MONHADE, Equipe Inria-ONERA, DAAA, ONERA, Institut Polytechnique de Paris（MONHADE，Inria-ONERA团队，DAAA，法国航空航天研究院，巴黎理工学院）
Spectral approximation based on Hermite-Fourier expansion of the Vlasov-Poisson model for a collisionless plasma in the electro-static limit is provided, by including high-order artificial collision operators of Lenard-Bernstein type. These differential operators are suitably designed in order to preserve the physically-meaningful invariants (number of particles, momentum, energy). In view of time-discretization, stability results in appropriate norms are presented. In this study, necessary conditions link the magnitude of the artificial collision term, the number of spectral modes of the disc…
Symmetry-preserving (mimetic) discretization aims to preserve certain properties of a continuous differential operator in its discrete counterpart. For these discretizations, stability and (discrete) conservation of mass, momentum and energy are proven in the same way as for the original continuous model. This paper presents a new finite-difference symmetry-preserving space discretization. Boundary conditions and time integration are not addressed. The novelty is that it combines arbitrary order of convergence, orthogonal and non-orthogonal structured curvilinear staggered meshes, and the appl…
A dual-field structure-preserving mixed finite element discretization for incompressible Hall MHD equations
School of Mathematics and Computing Science, Guilin University of Electronic Technology（桂林电子科技大学数学与计算科学学院）；Center for Applied Mathematics of Guangxi (GUET)（广西应用数学中心（桂林电子科技大学））
Semi-discretization for stochastic scalar conservation laws with multiple rough fluxes
Max-Planck Institute for Mathematics in the Sciences（马克斯·普朗克科学促进学院数学研究所）；Sorbonne Universités, UPMC Univ. Paris 06, CNRS, INRIA, UMR 7598, Laboratoire Jacques-Louis Lions（索邦大学，巴黎第六大学，法国国家科学研究中心，法国国家信息与自动化研究所，雅克-路易·利翁斯实验室）；Department of Mathematics University of Chicago（芝加哥大学数学系）
A fully discretization, unconditionally energy stable finite element method solving the thermodynamically consistent diffuse interface model for incompressible two-phase MHD flows with large density ratios
We consider the quasi-static Biot's consolidation model in a three-field formulation with the three unknown physical quantities of interest being the displacement $\boldsymbol{u}$ of the solid matrix, the seepage velocity $\boldsymbol{v}$ of the fluid and the pore pressure $p$. As conservation of fluid mass is a leading physical principle in poromechanics, we preserve this property using an $\boldsymbol{H}(\operatorname{div})$-conforming ansatz for $\boldsymbol{u}$ and $\boldsymbol{v}$ together with an appropriate pressure space. This results in Stokes and Darcy stability and exact, that is, p…
We present a high-order entropy stable discontinuous Galerkin (ESDG) method for nonlinear conservation laws on both multi-dimensional domains and on networks constructed from one-dimensional domains. These methods utilize treatments of multi-dimensional interfaces and network junctions which retain entropy stability when coupling together entropy stable discretizations. Numerical experiments verify the stability of the proposed schemes, and comparisons with fully 2D implementations demonstrate the accuracy of each type of junction treatment.
A Hermite WENO reconstruction for fourth order temporal accurate schemes based on the GRP solver for hyperbolic conservation laws
School of Mathematical Sciences, Beijing Normal University（北京师范大学数学科学学院）；Laboratory of Computational Physics, Institute of Applied Physics and Computational Mathematics（应用物理与计算力学研究所计算物理实验室）
In this work, we present a modification of explicit Runge-Kutta temporal integration schemes that guarantees the preservation of any locally-defined quasiconvex set of bounds for the solution. These schemes operate on the basis of a bijective mapping between an admissible set of solutions and the real domain to strictly enforce bounds. Within this framework, we show that it is possible to recover a wide range of methods independently of the spatial discretization, including positivity preserving, discrete maximum principle satisfying, entropy dissipative, and invariant domain preserving scheme…
We consider a coupled model of free-flow and porous medium flow, governed by stationary Stokes and Darcy flow, respectively. The coupling between the two systems is enforced by introducing a single variable representing the normal flux across the interface. The problem is reduced to a system concerning only the interface flux variable, which is shown to be well-posed in appropriately weighted norms. An iterative solution scheme is then proposed to solve the reduced problem such that mass is conserved at each iteration. By introducing a preconditioner based on the weighted norms from the analys…
Layer-wise discrete certificates in multicomponent reacting-flow discretizations
Hangzhou International Innovation Institute, Beihang University（北京航空航天大学杭州创新研究院）；School of Aeronautic Science and Engineering, Beihang University（北京航空航天大学航空科学与工程学院）
In this paper, we propose a hybrid finite volume Hermite weighted essentially non-oscillatory (HWENO) scheme for solving one and two dimensional hyperbolic conservation laws. The zeroth-order and the first-order moments are used in the spatial reconstruction, with total variation diminishing Runge-Kutta time discretization. The main idea of the hybrid HWENO scheme is that we first use a shock-detection technique to identify the troubled cell, then, if the cell is identified as a troubled cell, we would modify the first order moment in the troubled cell and employ HWENO reconstruction in spatia…
In this work, we propose a novel framework for the numerical solution of time-dependent conservation laws with implicit schemes via primal-dual hybrid gradient methods. We solve an initial value problem (IVP) for the partial differential equation (PDE) by casting it as a saddle point of a min-max problem and using iterative optimization methods to find the saddle point. Our approach is flexible with the choice of both time and spatial discretization schemes. It benefits from the implicit structure and gains large regions of stability, and overcomes the restriction on the mesh size in time by e…
A solution technique is proposed for flows in porous media that guarantees local conservation of mass. We first compute a flux field to balance the mass source and then exploit exact co-chain complexes to generate a solenoidal correction. A reduced basis method based on proper orthogonal decomposition is employed to construct the correction and we show that mass balance is ensured regardless of the quality of the reduced basis approximation. The method is directly applicable to mixed finite and virtual element methods, among other structure-preserving discretization techniques, and we present …
