A variety of real-world applications are modeled via hyperbolic conservation laws. To account for uncertainties or insufficient measurements, random coefficients may be incorporated. These random fields may depend discontinuously on the state space, e.g., to represent permeability in a heterogeneous or fractured medium. We introduce a suitable admissibility criterion for the resulting stochastic discontinuous-flux conservation law and prove its well-posedness. Therefore, we ensure the pathwise existence and uniqueness of the corresponding deterministic setting and present a novel proof for the measurability of the solution, since classical approaches fail in the discontinuous-flux case. As an example of the developed theory, we present a specific advection coefficient, which is modeled as a sum of a continuous random field and a pure jump field. This random field is employed in the stochastic conservation law, in particular a stochastic Burgers' equation, for numerical experiments. We approximate the solution to this problem via the Finite Volume method and introduce a new meshing strategy that accounts for the resulting standing wave profiles caused by the flux-discontinuities. The ability of this new meshing method to reduce the sample-wise variance is demonstrated in numerous numerical investigations.
We prove that adapted entropy solutions of scalar conservation laws with discontinuous flux are stable with respect to changes in the flux under the assumption that the flux is strictly monotone in u and the spatial dependency is piecewise constant with finitely many discontinuities. We use this stability result to prove a convergence rate for the front tracking method -- a numerical method which is widely used in the field of conservation laws with discontinuous flux. To the best of our knowledge, both of these results are the first of their kind in the literature on conservation laws with di…
This article concerns a scalar multidimensional conservation law where the flux is of Panov type and may contain spatial discontinuities. We define a notion of entropy solution and prove that entropy solutions are unique. We propose a Godunov-type finite volume scheme and prove that the Godunov approximations converge to an entropy solution, thus establishing existence of entropy solutions. We also show that our numerical scheme converges at an optimal rate of $\mathcal{O}(\sqrt{\D t}).$ To the best of our knowledge, convergence of the Godunov type methods in multi-dimension and error estimate…
Stabilizing Discontinuous Galerkin Methods Using Dafermos' Entropy Rate Criterion: II -- Systems of Conservation Laws and Entropy Inequality Predictors
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 class of high-order discontinuous-Galerkin methods satisfying infinitely many entropy conditions with provable error estimates and strong convergence for general nonlinear conservation laws
We develop a family of cut finite element methods of different orders based on the discontinuous Galerkin framework, for hyperbolic conservation laws with stationary interfaces in both one and two space dimensions, and for moving interfaces in one space dimension. Interface conditions are imposed weakly and so that both conservation and stability are ensured. A CutFEM with discontinuous elements in space is developed and coupled to standard explicit time-stepping schemes for linear advection problems and the acoustic wave problem with stationary interfaces. In the case of moving interfaces, we…
We prove that a class of monotone finite volume schemes for scalar conservation laws with discontinuous flux converge at a rate of $\sqrt{Δx}$ in $\mathrm{L}^1$, whenever the flux is strictly monotone in $u$ and the spatial dependency of the flux is piecewise constant with finitely many discontinuities. We also present numerical experiments to illustrate the main result. To the best of our knowledge, this is the first proof of any type of convergence rate for numerical methods for conservation laws with discontinuous, nonlinear flux. Our proof relies on convergence rates for conservation laws …
In this paper, we develop a family of high order cut discontinuous Galerkin (DG) methods for hyperbolic conservation laws in one space dimension. The ghost penalty stabilization is used to stabilize the scheme for small cut elements. The analysis shows that our proposed methods have similar stability and accuracy properties as the standard DG methods on a regular mesh. We also prove that the cut DG method with piecewise constants in space is total variation diminishing (TVD). We use the strong stability preserving Runge-Kutta method for time discretization and the time step is independent of t…
In this article, we present an extension of the splitting algorithm proposed in [22] to networks of conservation laws with piecewise linear discontinuous flux functions in the unknown. We start with the discussion of a suitable Riemann solver at the junction and then describe a strategy how to use the splitting algorithm on the network. In particular, we focus on two types of junctions, i.e., junctions where the number of outgoing roads does not exceed the number of incoming roads (dispersing type) and junctions with two incoming and one outgoing road (merging type). Finally, numerical example…
In this paper, we develop an adaptive multiresolution discontinuous Galerkin (DG) scheme for scalar hyperbolic conservation laws in multidimensions. Compared with previous work for linear hyperbolic equations \cite{guo2016transport, guo2017adaptive}, a class of interpolatory multiwavelets are applied to efficiently compute the nonlinear integrals over elements and edges in DG schemes. The resulting algorithm, therefore can achieve similar computational complexity as the sparse grid DG method for smooth solutions. Theoretical and numerical studies are performed taking into consideration of accu…
We study an identification problem which estimates the parameters of the underlying random distribution for uncertain scalar conservation laws. The hyperbolic equations are discretized with the so-called discontinuous stochastic Galerkin method, i.e., using a spatial discontinuous Galerkin scheme and a Multielement stochastic Galerkin ansatz in the random space. We assume an uncertain flux or uncertain initial conditions and that a data set of an observed solution is given. The uncertainty is assumed to be uniformly distributed on an unknown interval and we focus on identifying the correct end…
We consider conservation laws with discontinuous flux where the initial datum, the flux function, and the discontinuous spatial dependency coefficient are subject to randomness. We establish a notion of random adapted entropy solutions to these equations and prove well-posedness provided that the spatial dependency coefficient is piecewise constant with finitely many discontinuities. In particular, the setting under consideration allows the flux to change across finitely many points in space whose positions are uncertain. We propose a single- and multilevel Monte Carlo method based on a finite…
In this paper, we present and study discontinuous Galerkin (DG) methods for one-dimensional multi-symplectic Hamiltonian partial differential equations. We particularly focus on semi-discrete schemes with spatial discretization only, and show that the proposed DG methods can simultaneously preserve the multi-symplectic structure and energy conservation with a general class of numerical fluxes, which includes the well-known central and alternating fluxes. Applications to the wave equation, the Benjamin-Bona-Mahony equation, the Camassa-Holm equation, the Korteweg-de Vries equation and the nonli…
We study a class of variational problems for regularized conservation laws with Lax's entropy-entropy flux pairs. We first introduce a modified optimal transport space based on conservation laws with diffusion. Using this space, we demonstrate that conservation laws with diffusion are "flux--gradient flows". We next construct variational problems for these flows, for which we derive dual PDE systems for regularized conservation laws. Several examples, including traffic flow and Burgers' equation, are presented. Incorporating both primal-dual algorithms and monotone schemes, we successfully com…
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…
Reduced order models of nonlinear conservation laws in fluid dynamics do not typically inherit stability properties of the full order model. We introduce projection-based hyper-reduced models of nonlinear conservation laws which are globally conservative and inherit a semi-discrete entropy inequality independently of the choice of basis and choice of parameters.
A moving discontinuous Galerkin finite element method with interface conservation enforcement (MDG+ICE) is developed for solving the compressible Euler equations. The MDG+ICE method is based on the space-time DG formulation, where both flow field and grid geometry are considered as independent variables and the conservation laws are enforced both on discrete elements and element interfaces. The element conservation laws are solved in the standard discontinuous solution space to determine conservative quantities, while the interface conservation is enforced using a variational formulation in a …
We are interested in building schemes for the compressible Euler equations that are also locally conserving the angular momentum. We present a general framework, describe a few examples of schemes and show results. These schemes can be of arbitrary order.
In this paper, we solve nonlinear conservation laws using the radial basis function generated finite difference (RBF-FD) method. Nonlinear conservation laws have solutions that entail strong discontinuities and shocks, which give rise to numerical instabilities when the solution is approximated by a numerical method. We introduce a residual-based artificial viscosity (RV) stabilization framework adjusted to the RBF-FD method, where the residual of the conservation law adaptively locates discontinuities and shocks. The RV stabilization framework is applied to the collocation RBF-FD method and t…
This paper introduces a new symbolic-numeric strategy for finding semidiscretizations of a given PDE that preserve multiple local conservation laws. We prove that for one spatial dimension, various one-step time integrators from the literature preserve fully discrete local conservation laws whose densities are either quadratic or a Hamiltonian. The approach generalizes to time integrators with more steps and conservation laws of other kinds; higher-dimensional PDEs can be treated by iterating the new strategy. We use the Boussinesq equation as a benchmark and introduce new families of schemes …
