Handbook of Numerical Methods for Hyperbolic Problems :Basic and Fundamental Issues ( Volume 17 )

Publication subTitle :Basic and Fundamental Issues

Publication series :Volume 17

Author: Abgrall   Remi;Shu   Chi-Wang;Du   Qiang  

Publisher: Elsevier Science‎

Publication year: 2016

E-ISBN: 9780444637956

P-ISBN(Paperback): 9780444637895

Subject: O175.27 Hyperbolic Equation

Keyword: 数值分析,数学

Language: ENG

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Description

Handbook of Numerical Methods for Hyperbolic Problems explores the changes that have taken place in the past few decades regarding literature in the design, analysis and application of various numerical algorithms for solving hyperbolic equations.

This volume provides concise summaries from experts in different types of algorithms, so that readers can find a variety of algorithms under different situations and readily understand their relative advantages and limitations.

  • Provides detailed, cutting-edge background explanations of existing algorithms and their analysis
  • Ideal for readers working on the theoretical aspects of algorithm development and its numerical analysis
  • Presents a method of different algorithms for specific applications and the relative advantages and limitations of different algorithms for engineers or readers involved in applications
  • Written by leading subject experts in each field who provide breadth and depth of content coverage

Chapter

3. Strictly Hyperbolic Systems in One Spatial Dimension

References

Chapter 2: The Riemann Problem: Solvers and Numerical Fluxes

1. Preliminaries

1.1. Definitions and Simple Examples

1.2. Hyperbolic Systems and Finite Volume Methods

2. Exact Solution of the Riemann Problem for the Euler Equations

2.1. Equations and Structure of the Solution

2.2. Pressure and Velocity in the Star Region

2.3. The Complete Solution and the 3D Case

2.4. Uses of the Exact Solution of the Riemann Problem

2.5. Approximate Riemann Solvers: Beware

3. The Roe Approximate Riemann Solver

4. The HLL Approximate Riemann Solver

5. The HLLC Approximate Riemann Solver

5.1. Derivation of the HLLC Flux

5.2. Wave Speed Estimates for HLL and HLLC

6. A Numerical Version of the Osher-Solomon Riemann Solver

7. Other Approaches to Constructing Numerical Fluxes

8. Concluding Remarks

Acknowledgements

References

Chapter 3: Classical Finite Volume Methods

1. Some Philosophical Remarks

2. On the Lax-Wendroff Theorem

3. Historical Remarks

4. Weak Solutions and Finite Volume Methods

5. The Cell-Centred Scheme of Jameson, Schmidt and Turkel

6. Cell-Vertex Schemes on Quadrilateral Grids

7. Finite Volume Methods on Unstructured Grids

7.1. Cell-Centred Finite Volume Methods

7.2. Vertex-Centred Finite Volume Methods

7.3. Remarks on Recovery

References

Chapter 4: Sharpening Methods for Finite Volume Schemes

1. Introduction

2. Sharpening Methods for Linear Equations

2.1. High-Order Methods

2.2. Compression Within a BV Setting

2.3. Inequality and Antidiffusion

2.4. Glimm's Method

2.5. PDE Models and Sharpening Methods

2.6. Nature of the Grid/Mesh

2.7. Interface Reconstruction and VOF

2.8. Vofire

3. Coupling With Hyperbolic Nonlinear Equations

3.1. An Example of Discretization for Compressible Flows With Two Components Separated by a Sharp Interface

3.2. Example of Other Evolution Equation Involving Sharp Interfaces

3.3. Cut-Cells and CFL Condition

References

Chapter 5: ENO and WENO Schemes

1. Introduction

2. ENO and WENO Approximations

2.1. Reconstruction

2.2. ENO Approximation

2.3. WENO Approximation

3. ENO and WENO Schemes for Hyperbolic Conservation Laws

3.1. Finite Volume Schemes

3.2. Finite Difference Schemes

3.3. Remarks on Multidimensional Problems and Systems

4. Selected Topics of Recent Developments

4.1. Unstructured Meshes

4.2. Steady State Problems

4.3. Time Discretizations for Convection-Diffusion Problems

4.4. Accuracy Enhancement

Acknowledgements

References

Chapter 6: Stability Properties of the ENO Method

1. Introduction

2. The ENO Reconstruction Method

2.1. Choosing the Stencil Index

3. Application to Conservation Laws

3.1. Finite Volume Methods

3.2. TVD ENO Schemes

3.3. Convergence of High-Order Schemes

3.3.1. Motivation

3.3.2. TECNO Schemes

4. ENO Stability Properties

4.1. Immediate Properties

4.1.1. Mesh Invariance and Linearity

4.1.2. Discontinuity Across Cell Edges

4.1.3. Uniform kth-Order Accuracy

4.2. The Sign Property

4.3. Upper Bound on Jumps

4.4. The ENO TV Conjecture

4.5. Mesh-Dependent Properties

4.5.1. Uniform kth-Order Accuracy up to Discontinuities

4.5.2. Monotonicity in Shocked Cells

4.5.3. Essentially Nonoscillatory

4.6. ENO Deficiencies

4.6.1. R Is Discontinuous

4.6.2. Inefficient Use of Information

4.6.3. Instabilities in Linear Problems

5. Summary

Acknowledgements

References

Chapter 7: Stability, Error Estimate and Limiters of Discontinuous Galerkin Methods

1. Introduction

2. Implementation of DG Methods

2.1. Semidiscrete Version

2.2. SSPRK Algorithms

2.3. Limiters

3. Stability

3.1. Linear Stability in L2-Norm

3.2. Nonlinear Stability

4. Error Estimates

4.1. Scalar Equation with Smooth Solution

4.2. Symmetrizable System with Smooth Solution

4.3. Scalar Equation with Discontinuous Initial Solution

4.4. Other Error Estimates

5. Limiters for Discontinuous Galerkin Methods

5.1. Traditional Limiters

5.2. WENO Reconstruction as a Limiter for the RKDG Method

5.3. Hermite WENO Reconstruction

5.4. A Simple WENO-Type Limiter

5.5. A Simple and Compact HWENO Limiter

6. Concluding and Remarks

References

Chapter 8: HDG Methods for Hyperbolic Problems

1. Introduction

2. The Acoustics Wave Equation

2.1. Spatial Discretization

2.2. Temporal Discretization

2.2.1. BDF Methods

2.2.2. DIRK Methods

2.2.3. Adams-Bashforth Methods

2.3. SSP-RK Methods

2.4. Postprocessing

2.5. Numerical Results

3. The Elastic Wave Equations

3.1. Spatial Discretization

3.2. Local Postprocessing

3.3. Numerical Results

4. The Electromagnetic Wave Equations

4.1. Numerical Discretization

4.2. Local Postprocessing

4.3. Numerical Results

5. Bibliographic Notes

5.1. Time-Dependent Wave Propagation

5.2. Time-Harmonic Wave Propagation

5.3. Further Reading Material

Acknowledgements

References

Chapter 9: Spectral Volume and Spectral Difference Methods

1. Introduction

2. One-Dimensional Formulations

2.1. SV Method

2.2. SD Method

2.3. Equivalence of the SV and SD Methods and Their Stability

3. Two-Dimensional Formulation on the Simplex

3.1. SV Method

3.2. SD Method

3.3. Efficiency and Stability

4. Numerical Examples

4.1. Double Mach Reflection

4.2. Rayleigh-Taylor Instability Problem With Solution-Based Grid Adaptation

4.3. Aerodynamic Performance of Flapping Wing

5. Conclusions

Acknowledgements

References

Chapter 10: High-Order Flux Reconstruction Schemes

1. Introduction

2. FR in 1D

2.1. Advection Problems

2.2. Advection Diffusion

3. FR in Multidimensions

3.1. Overview

3.2. Tensor Product Elements

3.3. Simplex Elements

4. Stability and Accuracy of FR Schemes

4.1. Energy Stability

4.2. von Neumann Analysis

4.3. Nonlinear Stability

5. Implementation

5.1. Overview

5.2. Salient Aspects of an FR Implementation

6. Applications

6.1. Solving the Euler and Navier-Stokes Equations

6.2. Flow Over a Circular Cylinder

6.2.1. Domain and Mesh

6.2.2. Methodology

6.2.3. Accuracy

6.3. Flow Over an SD7003 Wing

6.4. T106c Low-Pressure Turbine Cascade

7. Summary

References

Chapter 11: Linear Stabilization for First-Order PDEs

1. Friedrichs Systems

1.1. Basic Ideas and Model Problem

1.2. Example 1: Advection-Reaction Equation

1.3. Example 2: Maxwell's Equations

2. Weak Formulation and Well-Posedness for Friedrichs Systems

2.1. The Graph Space

2.2. The Boundary Operators

2.3. Well-Posedness

3. Residual-Based Stabilization

3.1. Least-Squares Formulation

3.2. Least-Squares Approximation Using Finite Elements

3.3. Galerkin/Least-Squares

4. Boundary Penalty for Friedrichs Systems

4.1. Model Problem

4.2. Boundary Penalty Method

4.3. Galerkin Least-Squares Stabilization with Boundary Penalty

5. Fluctuation-Based Stabilization

5.1. Abstract Theory for Fluctuation-Based Stabilization

5.2. Continuous Interior Penalty

5.3. Two-Scale Stabilization, Local Projection and Subgrid Viscosity

5.3.1. The Two-Scale Decomposition

5.3.2. Local Projection Stabilization

5.3.3. Subgrid Viscosity

References

Chapter 12: Least-Squares Methods for Hyperbolic Problems

1. Introduction

2. LSFEM for Hyperbolic Problems

3. Conservation Laws

4. Energy Balances

4.1. Energy Balances in Hilbert Spaces

4.2. Energy Balances in Banach Spaces

5. Continuous Least-Squares Principles

5.1. Extension to Time-Dependent Conservation Laws

6. LSFEM in a Hilbert Space Setting

6.1. Conforming LSFEMs

6.2. Nonconforming Methods

6.2.1. Discontinuous LSFEM

6.2.2. H1(Omega) LSFEM

7. Residual Minimization Methods in a Banach Space Setting

7.1. An L1(Omega) Minimization Method

7.2. Regularized L1(Omega) Minimization Method

8. LSFEMs Based on Adaptively Weighted L2(Omega) Norms

8.1. An Iteratively Reweighted LSFEM

8.2. A Feedback LSFEM

9. Examples

9.1. Approximation of Smooth Solutions

9.2. Approximation of Discontinuous Solutions

10. A Summary of Conclusions and Recommendations

Acknowledgements

References

Chapter 13: Staggered and Colocated Finite Volume Schemes for Lagrangian Hydrodynamics

1. Historical Background on Lagrangian Computational Fluid Dynamics

2. Lagrangian Hydrodynamics

2.1. Physical Conservation Laws Written Under Integral Form

2.2. Thermodynamic Closure

2.3. Physical Conservation Laws Written Under Local Form

2.4. Geometrical Conservation Law

3. GCL and Related Discrete Operators

3.1. Grid Notation and Assumptions

3.2. Compatible Discretization of the GCL

3.3. Discrete Divergence and Gradient Operators

3.4. Hourglass Fixes

3.4.1. Hourglass Filtering

3.4.2. Subcelling

3.4.3. Viscous Damping

4. Discrete Compatible Staggered Lagrangian Hydrodynamics-SGH

4.1. Notation and Assumptions

4.2. Semidiscrete Compatible Discretization of the GCL

4.3. Semidiscrete Momentum Equation on the Dual Cell ωp

4.4. Semidiscrete Internal Energy Equation on the Primal Cell ωc

4.5. Compatible Discretization of Additional Subcell Forces

4.5.1. Artificial Viscosity Force

4.5.2. Edge q

4.5.3. Oriented q

4.5.4. Tensor q

4.5.5. Subcelled q

4.6. Time Discretization

4.6.1. Predictor-Corrector Algorithm

4.6.2. Time Step Monitoring

5. Discrete Colocated Lagrangian Hydrodynamics-CLH

5.1. Notation and Assumptions

5.2. Subcell Force-Based Discretization

5.3. Local Entropy Inequality

5.4. Conservation of Total Energy and Momentum

5.5. Nodal Solver

5.6. First-Order Time Discretization

5.7. Second-Order Extension

Acknowledgements

References

Chapter 14: High-Order Mass-Conservative Semi-Lagrangian Methods for Transport Problems

1. Introduction

2. Mass-Conservative SL Schemes

2.1. SL Finite Difference WENO Scheme

2.1.1. Mass Conservation, Maximum Principle and Positivity-Preserving Numerical Stability

2.1.2. Extension to 2-D Problems

2.1.3. Comparison with a Mass-Conservative Finite Volume SL Scheme

2.2. Mass-Conservative SL DG Scheme

2.2.1. Mass Conservation, Maximum Principle and Positivity-Preserving Stability and Error Estimate

2.2.2. Extension to 2-D Problems

2.2.3. Comparison with SL Finite Difference and Finite Volume Schemes

3. Standard Test Sets

3.1. 1-D Problems

3.2. 2-D Linear Passive Advection Problems

4. Nonlinear Vlasov-SL DG and Incompressible Euler System

4.1. Vlasov-Poisson Simulations

4.1.1. Landau Damping

4.1.2. Two-Stream Instability (Filbet and Sonnendrücker, 2003)

4.2. Guiding Center Model for a Kelvin-Helmholtz Instability

4.3. 2-D Incompressible Euler (Bell et al., 1989)

Acknowledgements

References

Chapter 15: Front-Tracking Methods

1. Introduction

2. FT as a Numerical Algorithm

2.1. FTI Overview

2.2. Application Specific (Client) Algorithms, Nonconservative Tracking

2.2.1. Components, the Front Defined Topology and One-Sided Interpolation

2.2.2. Front States and Front Point Propagate

2.2.3. Ghost States and Nonconservative Tracking

2.3. Client Algorithms, Conservative Tracking

2.3.1. Small Cell Merger

2.3.2. Interior State Propagation, Conservative Tracking

2.3.3. Cut Cell Polyhedral Volumes

2.3.4. Directional Tri Propagate

2.3.5. Cut Cell Top, Side Flux and Lagrangian Surface Integrals

2.4. Geometric (FTI) Algorithms

2.4.1. Interface Smoothing

2.4.2. Elimination of Self-Intersections

2.4.3. Robust Parallel Communication of Front Data

3. Scientific Uses of FT

3.1. Benchmark Problems

3.2. Verification and Validation Examples

3.3. A Complex Physics Example

4. Conclusions

References

Chapter 16: Moretti's Shock-Fitting Methods on Structured and Unstructured Meshes

Introduction

Shock-Fitting, Upwinding and Modern Shock-Capturing Schemes

Boundary Shock-Fitting

Floating Shock-Fitting

Floating Shock-Fitting Results

Viscous Flows

Complex Flows

Shock-Fitting for Unstructured Grids

Unstructured Shock-Fitting: Algorithmic Features

Cell Removal Around the Shock Front

Local Remeshing Around the Shock Front

Computation of the Tangent and Normal Unit Vectors

Solution Update Using the Shock-Capturing Code

Enforcement of the Jump Relations

Shock Displacement

Interpolation of the Phantom Nodes

Unstructured Shock-Fitting: Applications

Transonic (M∞=0.8) Flow Past the NACA 0012 Airfoil

Planar, Transonic Compressible Point-Source Flow

Type IV Shock-Shock Interaction

Hypersonic (M∞ = 24) and Supersonic (M∞ = 4.04) Three-Dimensional Blunt-Body Flows

Un-Steady, Two-Dimensional Flows

Conclusions

References

Chapter 17: Spectral Methods for Hyperbolic Problems1

1. Introduction

2. The Spectral Expansion

2.1. Smooth Problems

2.2. Nonsmooth Problems

2.3. The Duality Between Modes and Nodes

3. Spectral Methods

3.1. Galerkin Methods

3.2. Collocation Methods

3.3. Interlude on Polynomial Methods and Boundary Conditions

3.3.1. Strongly Imposed Boundary Conditions

3.3.2. Weakly Imposed Boundary Conditions

4. Stability and Convergence of Nonlinear Problems

4.1. Skew-Symmetric Form

4.2. Filtering for Stability

4.3. Vanishing Viscosity Techniques

5. Postprocessing Techniques

5.1. Filtering for Accuracy

5.2. Gegenbauer Reconstruction

References

Chapter 18: Entropy Stable Schemes

1. Entropic Systems of Conservation Laws

1.1. Entropy Pairs

1.2. Entropy Inequality

1.3. The One-Dimensional Setup

2. Discrete Approximations and Entropy Stability

2.1. Examples

2.2. Entropy Stability

3. Entropy Stable Schemes for Scalar Conservation Laws

3.1. Monotone Schemes

3.2. E-Schemes

3.3. Numerical Viscosity I

4. Semidiscrete Schemes for Systems of Conservation Laws

4.1. Entropy Variables (Godunov, 1961; Mock, 1980; see also Godunov and Peshkov, 2008)

4.2. Entropy Conservative Fluxes

4.3. How Much Numerical Viscosity

4.4. Scalar Entropy Stability Revisited

4.5. Numerical Viscosity II

4.6. Entropy Conservative Fluxes-Systems of Conservation Laws

5. Fully Discrete Schemes for Systems of Conservation Laws

5.1. Numerical Viscosity III

5.2. A Homotopy Method

6. Higher-Order Methods

7. Multidimensional Systems of Conservation Laws

7.1. Cartesian Grids

7.2. Unstructured Grids

Acknowledgements

References

Chapter 19: Entropy Stable Summation-by-Parts Formulations for Compressible Computational Fluid Dynamics

1. Introduction

2. The Compressible NSE

2.1. Governing Equations

2.2. Continuous Entropy Analysis

3. SBP Operators

3.1. Mimetic Operators

3.2. Complementary Grid and Telescopic Flux Form

3.3. Extension to Multiple Dimensions

3.4. Diagonal-Norm SBP Operators

3.5. The Semidiscrete Operators With Boundary and Interface Conditions

4. Semidiscrete and Fully Discrete Entropy Analysis

4.1. Fully Discrete Operators

5. Entropy Stable Interior Interface Coupling

6. Entropy Stable Solid Wall Boundary Conditions

7. Entropy Stable WENO Formulations

7.1. An Entropy Comparison Approach

8. Conservation of Entropy in Curvilinear Coordinates

8.1. Coordinate Transformations and Geometric Conservation Laws

8.2. Curvilinear Conservation and Stability

9. Results: Accuracy and Robustness

9.1. Taylor-Green Vortex

9.2. Computation of a Square Cylinder in Supersonic Free Stream

9.3. Supersonic Cylinder

10. Conclusions

References

Chapter 20: Central Schemes: A Powerful Black-Box Solver for Nonlinear Hyperbolic PDEs

1. A Very Brief Theoretical Background

2. Finite-Volume Framework

3. First-Order Upwind Schemes

4. First-Order Central Schemes

5. High-Order Finite-Volume Methods

5.1. Second-Order Upwind Schemes

5.2. Second-Order Nessyahu-Tadmor Scheme

5.3. High-Order Schemes

6. Central-Upwind Schemes

6.1. Semidiscrete Central-Upwind Schemes

Acknowledgements

References

Chapter 21: Time Discretization Techniques

1. Overview

2. Classical Methods

2.1. Runge-Kutta

2.2. Multistep

2.3. Multistage Multistep Methods

2.4. Taylor Series Methods

2.5. Multistage Multiderivative Methods

3. Deferred Correction Methods

4. Strong Stability Preserving Methods

4.1. The SSP Property

4.2. Optimal Explicit Methods

4.3. Optimal Implicit Methods

4.4. Optimal SSP Runge-Kutta Methods for Linear Constant Coefficient Problems

4.5. Optimal Multistep Runge-Kutta Methods

4.6. Strong Stability Properties of Multiderivative Methods

4.7. Widespread Applicability of SSP Methods

5. Other Numerically Optimized Methods

6. IMEX Methods

7. Exponential Time Differencing

8. Multirate Time Stepping

9. Parallel in Time Methods

9.1. Concurrency Across the Method

9.2. Concurrency Across the Time Domain

References

Chapter 22: The Fast Sweeping Method for Stationary Hamilton-Jacobi Equations

1. Introduction to Hamilton-Jacobi Equation

2. Survey of Numerical Methods for Hamilton-Jacobi Equations

3. The FSM

3.1. The FSM on a Rectangular Grid

3.2. The FSM for General Convex Hamilton-Jacobi Equations and on Triangular Meshes

3.3. Extension of the FSM

Acknowledgement

References

Chapter 23: Numerical Methods for Hamilton-Jacobi Type Equations

1. Introduction and Motivations

1.1. Front Propagation via Level Set Method

1.2. The Infinite Horizon Problem

2. Basics on Viscosity Solutions

2.1. Convergence Results

3. Evolutive Problems

3.1. Monotone Schemes in Differenced Form

3.1.1. Upwind Discretization

3.1.1.1. Construction of the Scheme

3.1.1.2. Consistency

3.1.1.3. Monotonicity

3.1.2. Central Discretization

3.1.2.1. Construction of the Scheme

3.1.2.2. Consistency

3.1.2.3. Monotonicity

3.2. SL Discretization

3.2.1. Construction of the Scheme

3.2.1.1. Consistency

3.2.1.2. Monotonicity

3.3. Convergence

3.3.1. A Numerical Example

4. Stationary Problems

4.1. Discretization in Differenced Form

4.2. SL Discretization

4.3. Convergence and a Priori Error Estimates

5. High-order Approximation Methods

5.1. Theoretical Tools

5.1.1. -Monotonicity

5.1.2. Lin-Tadmor Theory

5.2. High-order FD Schemes

5.3. High-order SL Schemes

5.4. Discontinuous Galerkin

5.5. Filtered Schemes

References

Index

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