Showing papers on "Conservation law published in 1998"

Essentially Non-Oscillatory and Weighted Essentially Non-Oscillatory Schemes for Hyperbolic Conservation Laws

Abstract: In these lecture notes we describe the construction, analysis, and application of ENO (Essentially Non-Oscillatory) and WENO (Weighted Essentially Non-Oscillatory) schemes for hyperbolic conservation laws and related Hamilton-Jacobi equations. ENO and WENO schemes are high order accurate finite difference schemes designed for problems with piecewise smooth solutions containing discontinuities. The key idea lies at the approximation level, where a nonlinear adaptive procedure is used to automatically choose the locally smoothest stencil, hence avoiding crossing discontinuities in the interpolation procedure as much as possible. ENO and WENO schemes have been quite successful in applications, especially for problems containing both shocks and complicated smooth solution structures, such as compressible turbulence simulations and aeroacoustics.

Solution of Two-Dimensional Riemann Problems of Gas Dynamics by Positive Schemes

Abstract: The positivity principle and positive schemes to solve multidimensional hyperbolic systems of conservation laws have been introduced in [X.-D. Liu and P. D. Lax, J. Fluid Dynam., 5 (1996), pp. 133--156]. Some numerical experiments presented there show how well the method works. In this paper we use positive schemes to solve Riemann problems for two-dimensional gas dynamics.

Analytical Comparison of the Acoustic Analogy and Kirchhoff Formulation for Moving Surfaces

Abstract: The Lighthill acoustic analogy, as embodied in the Ffowcs Williams-Hawkings (FW-H) equation, is compared with the Kirchhoff formulation for moving surfaces. A comparison of the two governing equations reveals that the primary advantage of the Kirchhoff formulation (namely, that nonlinear flow effects are included in the surface integration) is also available to the FW-H method if the integration surface used in the FW-H equation is not assumed to be impenetrable. The FW-H equation is analytically superior for aeroacoustics because it is based on the conservation laws of fluid mechanics rather than on the wave equation. Thus, the FW-H equation is valid even if the integration surface is in the nonlinear region. This advantage is demonstrated numerically. With the Kirchhoff approach, substantial errors can result if the integration surface is not positioned in the linear region, and these errors may be hard to identify. Finally, new metrics, based on the Sobolev norm, are introduced that may be used to compare input data for both quadrupole noise calculations and Kirchhoff noise predictions.

Discretization on Unstructured Grids for Inhomogeneous, Anisotropic Media. Part I: Derivation of the Methods

Abstract: Discretization methods are proposed for control-volume formulations on polygonal and triangular grid cells in two space dimensions. The methods are applicable for any system of conservation laws where the flow density is defined by a gradient law, like Darcy's law for porous-media flow. A strong feature of the methods is the ability to handle media inhomogeneities in combination with full-tensor anisotropy. This paper gives a derivation of the methods, and the relation to previously published methods is also discussed. A further discussion of the methods, including numerical examples, is given in the companion paper, Part II [SIAM J. Sci. Comput., pp. 1717--1736].

Nonoscillatory Central Schemes for Multidimensional Hyperbolic Conservation Laws

Abstract: We construct, analyze, and implement a new nonoscillatory high-resolution scheme for two-dimensional hyperbolic conservation laws. The scheme is a predictor-corrector method which consists of two steps: starting with given cell averages, we first predict pointvalues which are based on nonoscillatory piecewise-linear reconstructions from the given cell averages; at the second corrector step, we use staggered averaging, together with the predicted midvalues, to realize the evolution of these averages. This results in a second-order, nonoscillatory central scheme, a natural extension of the one-dimensional second-order central scheme of Nessyahu and Tadmor [J. Comput. Phys., 87 (1990), pp. 408--448]. As in the one-dimensional case, the main feature of our two-dimensional scheme is simplicity. In particular, this central scheme does not require the intricate and time-consuming (approximate) Riemann solvers which are essential for the high-resolution upwind schemes; in fact, even the computation of the exact Jacobians can be avoided. Moreover, the central scheme is "genuinely multidimensional" in the sense that it does not necessitate dimensional splitting. We prove that the scheme satisfies the scalar maximum principle, and in the more general context of systems, our proof indicates that the scheme is positive (in the sense of Lax and Liu [CFD Journal, 5 (1996), pp. 1--24]). We demonstrate the application of our central scheme to several prototype two-dimensional Euler problems. Our numerical experiments include the resolution of shocks oblique to the computational grid; they show how our central scheme solves with high resolution the intricate wave interactions in the so-called double Mach reflection problem [J. Comput. Phys., 54 (1988), pp. 115--173] without following the characteristics; and finally we report on the accurate ray solutions of a weakly hyperbolic system [J. Comput. Appl. Math., 74 (1996), pp. 175--192], rays which otherwise are missed by the dimensional splitting approach. Thus, a considerable amount of simplicity and robustness is gained while achieving stability and high resolution.

Sticky Particles and Scalar Conservation Laws

Abstract: One-dimensional scalar conservation laws with nondecreasing initial conditions and general fluxes are shown to be the appropriate equations to describe large systems of free particles on the real line, which stick under collision with conservation of mass and momentum.

Euler-poincare models of ideal fluids with nonlinear dispersion

Abstract: We propose a new class of models for the mean motion of ideal incompressible fluids in three dimensions, including stratification and rotation. In these models, the amplitude of the rapid fluctuations introduces a length scale, α, below which wave activity is filtered by both linear and nonlinear dispersion. This filtering enhances the stability and regularity of the new fluid models without compromising either their large scale behavior, or their conservation laws. These models also describe geodesic motion on the volume-preserving diffeomorphism group for a metric containing the H1 norm of the fluid velocity.

Existence and stability of entropy solutions for the hyperbolic systems of isentropic gas dynamics in Eulerian and Lagrangian coordinates

Abstract: We prove the existence and compactness (stability) of entropy solutions for the hyperbolic systems of conservation laws corresponding to the isentropic gas dynamics, where the pressure and density are related by a γ-law, for any γ > 1. Our results considerably extend and simplify the program initiated by DiPerna and provide a complete existence proof. Our methods are based on the compensated compactness and the kinetic formulation of systems of conservation laws. © 1996 John Wiley & Sons, Inc.

Adaptive Mesh Refinement Using Wave-Propagation Algorithms for Hyperbolic Systems

Abstract: An adaptive mesh refinement algorithm developed for the Euler equations of gas dynamics has been extended to employ high-resolution wave-propagation algorithms in a more general framework. This allows its use on a variety of new problems, including hyperbolic equations not in conservation form, problems with source terms or capacity functions, and logically rectangular curvilinear grids. This framework requires a modified approach to maintaining consistency and conservation at grid interfaces, which is described in detail. The algorithm is implemented in the AMRCLAW package, which is freely available.

Advanced Numerical Approximation of Nonlinear Hyperbolic Equations

Abstract: Approximate solutions of nonlinear conservation laws.- An introduction to the Discontinuous Galerkin method for convection-dominated problems.- Adaptive finite element methods for conservation laws.- Essentially non-oscillatory and weighted essentially non-oscillatory schemes for hyperbolic conservation laws.

Computational methods for astrophysical fluid flow

Abstract: Nonlinear Conservation Laws and Finite Volume Methods.- Radiation Hydrodynamics.- Radiation Hydrodynamics: Numerical Aspects and Applications.- Simulation of Astrophysical Fluid Flow.

How self-organized criticality works: A unified mean-field picture

Abstract: We present a unified dynamical mean-field theory, based on the single site approximation to the master-equation, for stochastic self-organized critical models. In particular, we analyze in detail the properties of sandpile and forest-fire (FF) models. In analogy with other nonequilibrium critical phenomena, we identify an order parameter with the density of ``active'' sites, and control parameters with the driving rates. Depending on the values of the control parameters, the system is shown to reach a subcritical (absorbing) or supercritical (active) stationary state. Criticality is analyzed in terms of the singularities of the zero-field susceptibility. In the limit of vanishing control parameters, the stationary state displays scaling characteristics of self-organized criticality (SOC). We show that this limit corresponds to the breakdown of space-time locality in the dynamical rules of the models. We define a complete set of critical exponents, describing the scaling of order parameter, response functions, susceptibility and correlation length in the subcritical and supercritical states. In the subcritical state, the response of the system to small perturbations takes place in avalanches. We analyze their scaling behavior in relation with branching processes. In sandpile models, because of conservation laws, a critical exponents subset displays mean-field values $(\ensuremath{ u}=$$\frac{1}{2}$ and $\ensuremath{\gamma}=1)$ in any dimensions. We treat bulk and boundary dissipation and introduce a critical exponent relating dissipation and finite size effects. We present numerical simulations that confirm our results. In the case of the forest-fire model, our approach can distinguish between different regimes (SOC-FF and deterministic FF) studied in the literature, and determine the full spectrum of critical exponents.

Third order nonoscillatory central scheme for hyperbolic conservation laws

Abstract: A third-order accurate Godunov-type scheme for the approximate solution of hyperbolic systems of conservation laws is presented. Its two main ingredients include: 1. A non-oscillatory piecewise-quadratic reconstruction of pointvalues from their given cell averages; and 2. A central differencing based on staggered evolution of the reconstructed cell averages. This results in a third-order central scheme, an extension along the lines of the second-order central scheme of Nessyahu and Tadmor \cite{NT}. The scalar scheme is non-oscillatory (and hence – convergent), in the sense that it does not increase the number of initial extrema (– as does the exact entropy solution operator). Extension to systems is carried out by componentwise application of the scalar framework. In particular, we have the advantage that, unlike upwind schemes, no (approximate) Riemann solvers, field-by-field characteristic decompositions, etc., are required. Numerical experiments confirm the high-resolution content of the proposed scheme. Thus, a considerable amount of simplicity and robustness is gained while retaining the expected third-order resolution.

On the Divergence-free Condition and Conservation Laws in Numerical Simulations for Supersonic Magnetohydrodynamical Flows

Abstract: An approach to maintain exactly the eight conservation laws and the divergence-free condition of magnetic fields is proposed for numerical simulations of multidimensional magnetohdyrodynamic (MHD) equations. The approach is simple and may be easily applied to both dimensionally split and unsplit Godunov schemes for supersonic MHD flows. The numerical schemes based on the approach are second-order accurate in both space and time if the original Godunov schemes are. As an example of such schemes, a scheme based on the approach and an approximate MHD Riemann solver is presented. The Riemann solver is simple and is used to approximately calculate the time-averaged flux. The correctness, accuracy, and robustness of the scheme are shown through numerical examples. A comparison in numerical solutions between the proposed scheme and a Godunov scheme without the divergence-free constraint implemented is presented.

Phase segregation dynamics in particle systems with long range interactions II: interface motion

Abstract: We study properties of the solutions of a family of second-order integrodifferential equations, which describe the large scale dynamics of a class of microscopic phase segregation models with particle conserving dynamics. We first establish existence and uniqueness as well as some properties of the instantonic solutions. Then we concentrate on formal asymptotic (sharp interface) limits. We argue that the obtained interface evolution laws (a Stefan-like problem and the Mullins--Sekerka solidification model) coincide with the ones which can be obtained in the analogous limits from the Cahn--Hilliard equation, the fourth-order PDE which is the standard macroscopic model for phase segregation with one conservation law.

The Coupled Modified Korteweg-de Vries Equations

Abstract: Generalization of the modified KdV equation to a multi-component system, that is expressed by \(\frac{\partial u_i}{\partial t} + 6 \bigl( \sum_{j,k=0}^{M-1} C_{jk} u_j u_k \bigr) \frac{\partial u_i}{\partial x} + \frac{\partial^3 u_{i}}{\partial x^3} =0\), i =0, 1, …, M -1, is studied. We apply a new extended version of the inverse scattering method to this system. It is shown that this system has an infinite number of conservation laws and multi-soliton solutions. Further, the initial value problem of the model is solved.

The physical defects of the hyperbolic heat conduction equation

Abstract: In this paper the HHCE is inspected on a microscopic level from a physical point of view. Starting from the Boltzmann transport equations we study the underlying approximations. We find that the hyperbolic approach to the heat current density violates the fundamental law of energy conservation. As a consequence, the HHCE predicts physically impossible solutions with a negative local heat content. This behaviour is demonstrated in detail for a standard problem in heat conduction, the solution for a point source.

Lie–Bäcklund and Noether Symmetries with Applications

Abstract: New identities relating the Euler–Lagrange, Lie–Backlund and Noether operators are obtained Some important results are shown to be consequences of these fundamental identities Furthermore, we generalise an interesting example presented by Noether in her celebrated paper and prove that any Noether symmetry is equivalent to a strict Noether symmetry, ie a Noether symmetry with zero divergence We then use the symmetry based results deduced from the new identities to construct Lagrangians for partial differential equations In particular, we show how the knowledge of a symmetry and its corresponding conservation law of a given partial differential equation can be utilised to construct a Lagrangian for the equation Several examples are given

Kruzkov’s estimates for scalar conservation laws revisited

Abstract: We give a synthetic statement of Kružkov-type estimates for multidimensional scalar conservation laws. We apply it to obtain various estimates for different approximation problems. In particular we recover for a model equation the rate of convergence in h1/4 known for finite volume methods on unstructured grids. Les estimations de Kružkov pour les lois de conservation scalaires revisitées Résumé Nous donnons un énoncé synthétique des estimations de type de Kružkov pour les lois de conservation scalaires multidimensionnelles. Nous l’appliquons pour obtenir d’estimations nombreuses pour problèmes différents d’approximation. En particulier, nous retrouvons pour une équation modèle la vitesse de convergence en h1/4 connue pour les méthodes de volumes finis sur des maillages non structurés.

Fermi systems with strong forward scattering

Abstract: We review the theory of interacting Fermi systems whose low-energy physics is dominated by forward scattering, that is scattering processes generated by effective interactions with small momentum transfers. These systems include Fermi liquids as well as several important non-Fermi-liquid phases: one-dimensional Luttinger liquids, systems with long-range interactions, and fermions coupled to a gauge field. We report results for the critical dimensions separating different 'universality classes' and discuss the behaviour of physical quantities such as the momentum distribution function, the single-particle propagator and low-energy response functions in each class. The renormalization group for Fermi systems will be reviewed and applied as a link between microscopic models and effective lowenergy theories. Particular attention is paid to conservation laws, which constrain any effective low-energy theory of interacting Fermi systems. In scattering processes with small momentum transfers the velocity of each ...

Driving, conservation, and absorbing states in sandpiles

Abstract: We use a phenomenological field theory, reflecting the symmetries and conservation laws of sandpiles, to compare the driven dissipative sandpile, widely studied in the context of self-organized criticality, with the corresponding fixed-energy model. The latter displays an absorbing-state phase transition with upper critical dimension $d_c=4$. We show that the driven model exhibits a fundamentally different approach to the critical point, and compute a subset of critical exponents. We present numerical simulations in support of our theoretical predictions.

Composite Schemes for Conservation Laws

Abstract: Global composition of several time steps of the two-step Lax--Wendroff scheme followed by a Lax--Friedrichs step seems to enhance the best features of both, although it is only first order accurate. We show this by means of some examples of one-dimensional shallow water flow over an obstacle. In two dimensions we present a new version of Lax--Friedrichs and an associated second order predictor-corrector method. Composition of these schemes is shown to be effective and efficient for some two-dimensional Riemann problems and for Noh's infinite strength cylindrical shock problem. We also show comparable results for composition of the predictor-corrector scheme with a modified second order accurate weighted essentially nonoscillatory (WENO) scheme. That composition is second order but is more efficient and has better symmetry properties than WENO alone. For scalar advection in two dimensions the optimal stability of the new predictor-corrector scheme is shown using computer algebra. We also show that the generalization of this scheme to three dimensions is unstable, but by using sampling we are able to show that the composites are suboptimally stable.

Positive Linear Observers for Linear Compartmental Systems

Abstract: Linear compartmental systems are mathematical systems that are frequently used in biology and mathematics. The inputs, states, and outputs of such systems are positive, because they denote amounts or concentrations of material. For linear dynamic systems the observer problem has been solved. The purpose of the observer problem is to determine a linear observer such that the state can be approximated. The difference between the state and its estimate should converge to zero. The interpretation in terms of a physical system requires that an estimate of the state be positive, like the state itself. In this paper conditions on the system matrices are presented that guarantee that there exists a positive linear observer such that both the error converges to zero and the estimate is positive.