Search

In this paper, we perform a stability analysis for classes of second and third order accurate strong-stability-preserving modified Patankar–Runge–Kutta (SSPMPRK) schemes, which were introduced in Huang and Shu [J. Sci. Comput. 78 (2019) 1811–1839] and Huang et al. [J. Sci. Comput. 79 (2019) 1015–1056] and can be used to solve convection equations with stiff source terms, such as reactive Euler equations, with guaranteed positivity under the standard CFL condition due to the convection terms only. The analysis allows us to identify the range of free parameters in these SSPMPRK schemes in order to ensure stability. Numerical experiments are provided to demonstrate the validity of the analysis.

Recent decades have seen increasing concerns regarding air quality in housing locations. This study proposes a predictive continuum dynamic user-optimal model with combined choice of housing location, destination, route, and departure time. A traveler’s choice of housing location is modeled by a logit-type demand distribution function based on air quality, housing rent, and perceived travel costs. Air quality, or air pollutants, within the modeling region are governed by the vehicle-emission model and the advection-diffusion equation for dispersion. In this study, the housing-location problem is formulated as a fixed-point problem and the predictive continuum dynamic user-optimal model with departure-time consideration is formulated as a variational inequality problem. The Lax-Friedrichs scheme, the fast-sweeping method, the Goldstein-Levitin-Polyak projection algorithm, and self-adaptive successive averages are adopted to discretize and solve these problems. A numerical example is given to demonstrate the characteristics of the proposed housing-location choice problem with consideration of air quality and to demonstrate the effectiveness of the solution algorithms.

In this paper, we study the error estimates to sufficiently smooth solutions of the nonlinear scalar conservation laws for the semi-discrete central discontinuous Galerkin (DG) finite element methods on uniform Cartesian meshes. A general approach with an explicitly checkable condition is established for the proof of optimal L2 error estimates of the semi-discrete CDG schemes, and this condition is checked to be valid in one and two dimensions for polynomials of degree up to k = 8. Numerical experiments are given to verify the theoretical results.

Fixed-point fast sweeping WENO methods are a class of efficient high-order numerical methods to solve steady-state solutions of hyperbolic partial differential equations (PDEs). The Gauss-Seidel iterations and alternating sweeping strategy are used to cover characteristics of hyperbolic PDEs in each sweeping order to achieve fast convergence rate to steady-state solutions. A nice property of fixed-point fast sweeping WENO methods which distinguishes them from other fast sweeping methods is that they are explicit and do not require inverse operation of nonlinear local systems. Hence, they are easy to be applied to a general hyperbolic system. To deal with the difficulties associated with numerical boundary treatment when high-order finite difference methods on a Cartesian mesh are used to solve hyperbolic PDEs on complex domains, inverse Lax-Wendroff (ILW) procedures were developed as a very effective approach in the literature. In this paper, we combine a fifth-order fixed-point fast sweeping WENO method with an ILW procedure to solve steady-state solution of hyperbolic conservation laws on complex computing regions. Numerical experiments are performed to test the method in solving various problems including the cases with the physical boundary not aligned with the grids. Numerical results show high-order accuracy and good performance of the method. Furthermore, the method is compared with the popular third-order total variation diminishing Runge-Kutta (TVD-RK3) time-marching method for steady-state computations. Numerical examples show that for most of examples, the fixed-point fast sweeping method saves more than half CPU time costs than TVD-RK3 to converge to steady-state solutions.

The discontinuous Galerkin (DG) method is widely used in numerical solution of partial differential equations, especially for hyperbolic equations. However, for problems containing strong shocks, the DG method often needs to be supplemented by a limiter to control spurious oscillations and to ensure nonlinear stability. The total variation bounded (TVB) limiter is a popular choice and can maintain the original high order accuracy of the DG scheme in smooth regions and keep a sharp and non-oscillatory discontinuity transition, when a certain TVB constant M is chosen adequately. For scalar conservation laws, suitable choice of this constant M can be based on solid mathematical analysis. However, for nonlinear hyperbolic systems, there is no rigorous mathematical guiding principle for the determination of this constant, and numerical experiments often use ad hoc choices based on experience and through trial and error. In this paper, we develop a TVB constant artificial neural network (ANN) based estimator by constructing a multi-layer perceptron (MLP) model. We generate the training data set by constructing piecewise smooth functions containing local maxima, local minima, and discontinuities. By using the supervised learning strategy, the MLP model is trained offline. The proposed method gives the TVB constant M with robust performance to capture sharp and non-oscillatory shock transitions while maintaining the original high order accuracy in smooth regions. Numerical results using this new estimator in the TVB limiter for DG methods in one and two dimensions are given, and its performance is compared with the classical ad hoc choices of this TVB constant.

In this article, we introduce a new WENO algorithm that aims to calculate an approximation to derivative values of a function in a non-regular grid. We adapt the ideas presented in [Amat et al., SIAM J. Numer. Anal. (2020)] to design the nonlinear weights in a manner such that the order of accuracy is maximum in the intervals close to the discontinuities. Some proofs, remarks on the choice of the stencils and explicit formulas for the weights and smoothness indicators are given. We also present some numerical experiments to confirm the theoretical results.

We propose and analyze a class of robust, uniformly high-order accurate discontinuous Galerkin (DG) schemes for multidimensional relativistic magnetohydrodynamics (RMHD) on general meshes. A distinct feature of the schemes is their physical-constraint-preserving (PCP) property, i.e., they are proven to preserve the subluminal constraint on the fluid velocity and the positivity of density, pressure, and internal energy. This is the first time that provably PCP high-order schemes are achieved for multidimensional RMHD. Developing PCP high-order schemes for RMHD is highly desirable but remains a challenging task, especially in the multidimensional cases, due to the inherent strong nonlinearity in the constraints and the effect of the magnetic divergence-free condition. Inspired by some crucial observations at the PDE level, we construct the provably PCP schemes by using the locally divergence-free DG schemes of the recently proposed symmetrizable RMHD equations as the base schemes, a limiting technique to enforce the PCP property of the DG solutions, and the strong-stability-preserving methods for time discretization. We rigorously prove the PCP property by using a novel “quasi-linearization” approach to handle the highly nonlinear physical constraints, technical splitting to offset the influence of divergence error, and sophisticated estimates to analyze the beneficial effect of the additional source term in the symmetrizable RMHD system. Several two-dimensional numerical examples are provided to further confirm the PCP property and to demonstrate the accuracy, effectiveness and robustness of the proposed PCP schemes.

In this paper we propose and analyze finite element discontinuous Galerkin methods for the one- and two-dimensional stochastic Maxwell equations with multiplicative noise. The discrete energy law of the semi-discrete DG methods were studied. Optimal error estimate of the semi-discrete method is obtained for the one-dimensional case, and the two-dimensional case on both rectangular meshes and triangular meshes under certain mesh assumptions. Strong Taylor 2.0 scheme is used as the temporal discretization. Both one- and two-dimensional numerical results are presented to validate the theoretical analysis results.

In this paper, we propose a local discontinuous Galerkin (LDG) method for nonlinear and possibly degenerate parabolic stochastic partial differential equations, which is a high-order numerical scheme. It extends the discontinuous Galerkin (DG) method for purely hyperbolic equations to parabolic equations and shares with the DG method its advantage and flexibility. We prove theL2-stability of the numerical scheme for fully nonlinear equations. Optimal error estimates (O(h(k+1))) for smooth solutions of semi-linear stochastic equations is shown if polynomials of degreekare used. We use an explicit derivative-free order 1.5 time discretization scheme to solve the matrix-valued stochastic ordinary differential equations derived from the spatial discretization. Numerical examples are given to display the performance of the LDG method.

When interpolating data with certain regularity, spline functions are useful. They are defined as piecewise polynomials that satisfy certain regularity conditions at the joints. In the literature about splines it is possible to find several references that study the apparition of Gibbs phenomenon close to jump discontinuities in the results obtained by spline interpolation. This work is devoted to the construction and analysis of a new nonlinear technique that allows to improve the accuracy of splines near jump discontinuities eliminating the Gibbs phenomenon. The adaption is easily attained through a nonlinear modification of the right hand side of the system of equations of the spline, that contains divided differences. The modification is based on the use of a new limiter specifically designed to attain adaption close to jumps in the function. The new limiter can be seen as a nonlinear weighted mean that has better adaption properties than the linear weighted mean. We will prove that the nonlinear modification introduced in the spline keeps the maximum theoretical accuracy in all the domain except at the intervals that contain a jump discontinuity, where Gibbs oscillations are eliminated. Diffusion is introduced, but this is fine if the discontinuity appears due to a discretization of a high gradient with not enough accuracy. The new technique is introduced for cubic splines, but the theory presented allows to generalize the results very easily to splines of any order. The experiments presented satisfy the theoretical aspects analyzed in the paper. We would like to thank the anonymous referees for their valuable comments, which have helped to significantly improve this work. This work was funded by project 20928/PI/18 (Proyecto financiado por la Comunidad Autónoma de la Región de Murcia a través de la convocatoria de Ayudas a proyectos para el desarrollo de investigación científica y técnica por grupos competitivos, incluida en el Programa Regional de Fomento de la Investigación Científica y Técnica (Plan de Actuación 2018) de la Fundación Séneca-Agencia de Ciencia y Tecnología de la Región de Murcia), by the national research project MTM2015- 64382-P (MINECO/FEDER) and by NSF grant DMS-1719410.

In this paper, we study the central discontinuous Galerkin (DG) method on overlapping meshes for second order wave equations. We consider the first order hyperbolic system, which is equivalent to the second order scalar equation, and construct the corresponding central DG scheme. We then provide the stability analysis and the optimal error estimates for the proposed central DG scheme for one- and multi-dimensional cases with piecewise Pk elements. The optimal error estimates are valid for uniform Cartesian meshes and polynomials of arbitrary degree k ≥ 0. In particular, we adopt the techniques in Liu et al. (SIAM J. Numer. Anal. 56 (2018) 520–541; ESAIM: M2AN 54 (2020) 705–726) and obtain the local projection that is crucial in deriving the optimal order of convergence. The construction of the projection here is more challenging since the unknowns are highly coupled in the proposed scheme. Dispersion analysis is performed on the proposed scheme for one dimensional problems, indicating that the numerical solution with P1 elements reaches its minimum with a suitable parameter in the dissipation term. Several numerical examples including accuracy tests and long time simulation are presented to validate the theoretical results.

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 explicit schemes from Courant--Friedrichs--Lewy (CFL) conditions (really via von Neumann stability analysis). Nevertheless, it is highly parallelizable and easy-to-implement. In particular, no nonlinear inversions are required! Specifically, we illustrate our approach using the finite difference scheme and discontinuous Galerkin method for the spatial scheme; backward Euler and backward differentiation formulas for implicit discretization in time. Numerical experiments illustrate the effectiveness and robustness of the approach. In future work, we will demonstrate that our idea of replacing an initial-value evolution equation with this primal-dual hybrid gradient approach has great advantages in many other situations.

In this paper, a high-order moment-based multi-resolution Hermite weighted essentially non-oscillatory (HWENO) scheme is designed for hyperbolic conservation laws. The main idea of this scheme is derived from our previous work [J. Comput. Phys., 446 (2021) 110653], in which the integral averages of the function and its first order derivative are used to reconstruct both the function and its first order derivative values at the boundaries. However, in this paper, only the function values at the Gauss-Lobatto points in the one or two dimensional case need to be reconstructed by using the information of the zeroth and first order moments. In addition, an extra modification procedure is used to modify those first order moments in the troubled-cells, which leads to an improvement of stability and an enhancement of resolution near discontinuities. To obtain the same order of accuracy, the size of the stencil required by this moment-based multi-resolution HWENO scheme is still the same as the general HWENO scheme and is more compact than the general WENO scheme. Moreover, the linear weights can also be any positive numbers as long as their sum equals one and the CFL number can still be 0.6 whether for the one or two dimensional case. Extensive numerical examples are given to demonstrate the stability and resolution of such moment-based multi-resolution HWENO scheme., 36pages, 8 figures

One- and multi-dimensional stochastic Maxwell equations with additive noise are considered in this paper. It is known that such system can be written in the multi-symplectic structure, and the stochastic energy increases linearly in time. High order discontinuous Galerkin methods are designed for the stochastic Maxwell equations with additive noise, and we show that the proposed methods satisfy the discrete form of the stochastic energy linear growth property and preserve the multi-symplectic structure on the discrete level. Optimal error estimate of the semi-discrete DG method is also analyzed. The fully discrete methods are obtained by coupling with symplectic temporal discretizations. One- and two-dimensional numerical results are provided to demonstrate the performance of the proposed methods, and optimal error estimates and linear growth of the discrete energy can be observed for all cases.

The discontinuous Galerkin (DG) method is a class of finite element methods using completely discontinuous piecewise smooth functions (typically polynomials) as basis and test functions. Since its inception in 1973 [10], it has seen a sustained development, both in the computational mathematics community and in many scientific and engineering application communities. The DG methods have several advantages, such as its extreme flexibility in dealing with complex geometry and adaptive computation (both h- and p-adaptivities are easy to implement), extremely high parallel efficiency, good stability properties (energy and entropy stability has been established for DG methods in many situations), nice convergence and superconvergence properties, and capability to solve hyperbolic and convection- dominated problems effectively.

This paper proposes and analyzes arbitrarily high-order discontinuous Galerkin (DG) and finite volume methods which provably preserve the positivity of density and pressure for the ideal MHD on general meshes. Unified auxiliary theories are built for rigorously analyzing the positivity-preserving (PP) property of MHD schemes with a HLL type flux on polytopal meshes in any space dimension. The main challenges overcome here include establishing relation between the PP property and discrete divergence of magnetic field on general meshes, and estimating proper wave speeds in the HLL flux to ensure the PP property. In 1D case, we prove that the standard DG and finite volume methods with the proposed HLL flux are PP, under condition accessible by a PP limiter. For multidimensional conservative MHD system, standard DG methods with a PP limiter are not PP in general, due to the effect of unavoidable divergence-error. We construct provably PP high-order DG and finite volume schemes by proper discretization of symmetrizable MHD system, with two divergence-controlling techniques: locally divergence-free elements and a penalty term. The former leads to zero divergence within each cell, while the latter controls the divergence error across cell interfaces. Our analysis reveals that a coupling of them is important for positivity preservation, as they exactly contribute the discrete divergence-terms absent in standard DG schemes but crucial for ensuring the PP property. Numerical tests confirm the PP property and the effectiveness of proposed PP schemes. Unlike conservative MHD system, the exact smooth solutions of symmetrizable MHD system are proved to retain the positivity even if the divergence-free condition is not satisfied. Our analysis and findings further the understanding, at both discrete and continuous levels, of the relation between the PP property and the divergence-free constraint., Comment: 49 pages, 11 figures

In this paper, a new type of high order Hermite weighted essentially non-oscillatory (HWENO) methods is proposed to solve the Hamilton–Jacobi (HJ) equations on unstructured meshes. We use a fourth order accurate scheme to demonstrate our procedure. Both the solution and its spatial derivatives are evolved in time. Our schemes have three advantages. First, they are more compact than the one in [38] as more information is used at each node which allows us to achieve the same high order accuracy with a more compact stencil. Second, the new HWENO approximation on the unstructured mesh allows arbitrary positive linear weights, which enhances the stability of our scheme. Third, the new HWENO procedure produces an approximation polynomial on each triangle, which allows us to compute all the spatial derivatives at the three nodes of each triangle based on this single polynomial, instead of computing each derivative individually with different linear weights in the classical HWENO framework, which improves the efficiency of our scheme. Extensive numerical experiments are performed to verify the accuracy, high resolution and efficiency of this new scheme.

We propose an energy-conserving ultra-weak discontinuous Galerkin (DG) method for the generalized Korteweg-De Vries(KdV) equation in one dimension. Optimal a priori error estimate of order $k + 1$ is obtained for the semi-discrete scheme for the KdV equation without convection term on general nonuniform meshes when polynomials of degree $k\ge 2$ is used. We also numerically observed optimal convergence of the method for the KdV equation with linear or nonlinear convection terms. It is numerically observed for the new method to have a superior performance for long-time simulations over existing DG methods., Comment: 12 pages. arXiv admin note: substantial text overlap with arXiv:1804.10307

This paper is devoted to the construction and analysis of new nonlinear optimal weights for weighted ENO (WENO) interpolation capable of raising the order of accuracy close to discontinuities. The new nonlinear optimal weights are constructed using a strategy inspired by the original WENO algorithm, and they work very well for corner or jump singularities, leading to optimal theoretical accuracy. This is the first part of a series of two papers. In this first part we analyze the performance of the new algorithms proposed for univariate function approximation in the point values (interpolation problem). In the second part, we will extend the analysis to univariate function approximation in the cell averages (reconstruction problem). Our aim is twofold: to raise the order of accuracy of the WENO type interpolation schemes both near discontinuities and in the interval which contains the singularity. The first problem can be solved using the new nonlinear optimal weights, but the second one requires a new strategy that locates the position of the singularity inside the cell in order to attain adaption. This new strategy is inspired by the ENO-SR schemes proposed by Harten [J. Comput. Phys., 83 (1989), pp. 148--184]. Thus, we will introduce two different algorithms in the point values. The first one can deal with corner singularities and jump discontinuities for intervals not containing the singularity. The second algorithm can also deal with intervals containing corner singularities, as they can be detected from the point values, but jump discontinuities cannot, as the information of their position is lost during the discretization process. As mentioned before, the second part of this work will be devoted to the cell averages and, in this context, it will be possible to work with jump discontinuities as well. The work of the authors was supported by the Programa de Apoyo a la Investigatión de la Fundación Séneca-Agencia de Ciencia y Tecnología de la Región de Murcia 20928/PI/18, by the national research project MTM2015-64382-P (MINECO/FEDER), and by National Science Foundation grant DMS-1719410.

Motivated by studies on fully discrete numerical schemes for linear hyperbolic conservation laws, we present a framework on analyzing the strong stability of explicit Runge-Kutta (RK) time discretizations for semi-negative autonomous linear systems. The analysis is based on the energy method and can be performed with the aid of a computer. Strong stability of various RK methods, including a sixteen-stage embedded pair of order nine and eight, has been examined under this framework. Based on numerous numerical observations, we further characterize the features of strongly stable schemes. A both necessary and sufficient condition is given for the strong stability of RK methods of odd linear order.

In this follow-up work, we extend the discontinuous Galerkin (DG) methods previously developed on rectangular meshes (Li et al., 2017) to triangular meshes. The DG schemes in Li et al. (2017) are both optimally convergent and energy conserving. However, as we shall see in the numerical results section, the DG schemes on triangular meshes only have suboptimal convergence rate. We prove the energy conservation and an error estimate for the semi-discrete schemes. The stability of the fully discrete scheme is proved and its error estimate is stated. We present extensive numerical results with convergence consistent of our error estimate, and simulations of wave propagation in Drude metamaterials to demonstrate the flexibility of triangular meshes.

To avoid the order reduction when third order implicit–explicit Runge–Kutta time discretization is used together with the local discontinuous Galerkin (LDG) spatial discretization, for solving convection–diffusion problems with time-dependent Dirichlet boundary conditions, we propose a strategy of boundary treatment at each intermediate stage in this paper. The proposed strategy can achieve optimal order of accuracy by numerical verification. Also by suitably setting numerical flux on the boundary in the LDG methods, and by establishing an important relationship between the gradient and interface jump of the numerical solution with the independent numerical solution of the gradient and the given boundary conditions, we build up the unconditional stability of the corresponding scheme, in the sense that the time step is only required to be upper bounded by a suitable positive constant, which is independent of the mesh size.

We present this special issue of the Journal of Scientific Computing to celebrate Bernardo Cockburn’s sixtieth birthday. The theme of this issue is discontinuous Galerkin methods, a hallmark of Bernardo’s distinguished professional career. This foreword provides an informal but rigorous account of what enabled Bernardo’s achievements, based on the concluding presentation he gave at the the IMA workshop “Recent Advances and Challenges in Discontinuous Galerkin Methods and Related Approaches” on July 1, 2017 which was widely deemed as the best lecture of his career so far.

In this paper, we develop a new discontinuous Galerkin method for solving several types of partial differential equations (PDEs) with high order spatial derivatives. We combine the advantages of local discontinuous Galerkin (LDG) method and ultra-weak discontinuous Galerkin (UWDG) method. Firstly, we rewrite the PDEs with high order spatial derivatives into a lower order system, then apply the UWDG method to the system. We first consider the fourth order and fifth order nonlinear PDEs in one space dimension, and then extend our method to general high order problems and two space dimensions. The main advantage of our method over the LDG method is that we have introduced fewer auxiliary variables, thereby reducing memory and computational costs. The main advantage of our method over the UWDG method is that no internal penalty terms are necessary in order to ensure stability for both even and odd order PDEs. We prove stability of our method in the general nonlinear case and provide optimal error estimates for linear PDEs for the solution itself as well as for the auxiliary variables approximating its derivatives. A key ingredient in the proof of the error estimates is the construction of the relationship between the derivative and the element interface jump of the numerical solution and the auxiliary variable solution of the solution derivative. With this relationship, we can then use the discrete Sobolev and Poincar\'{e} inequalities to obtain the optimal error estimates. The theoretical findings are confirmed by numerical experiments., Comment: 39 pages

In this article we present a modification of the algorithm for data discretized in the point values introduced in [S. Amat, J. Ruiz, C.-W. Shu, On a new WENO algorithm of order 2r with improved accuracy close to discontinuities, App. Math. Lett. 105 (2020), 106-298]. In the aforementioned work, we managed to obtain an algorithm that reaches a progressive and optimal order of accuracy close to discontinuities for WENO-6. For higher orders, i.e. WENO-8, WENO-10, etc. We have found that the previous algorithm presents some shadows in the detection of discontinuities, meaning that the order of accuracy is better than the one attained by WENO of the same order, but not optimal. In this article we present a modification of the smoothness indicators used in the original algorithm, oriented to solve this problem and to attain a WENO-2r algorithm with progressive order of accuracy close to the discontinuities. We also present proofs for the accuracy and explicit formulas for all the weights used for any order 2r of the algorithm., Comment: 21 pages, 12 tables and 1 figure

Well balanced and free energy dissipative first- and second-order accurate finite volume schemes are proposed for a general class of hydrodynamic systems with linear and nonlinear damping. The natural Liapunov functional of the system, given by its free energy, allows for a characterization of the stationary states by its variation. An analog property at the discrete level enables us to preserve stationary states at machine precision while keeping the dissipation of the discrete free energy. These schemes allow for analysing accurately the stability properties of stationary states in challeging problems such as: phase transitions in collective behavior, generalized Euler-Poisson systems in chemotaxis and astrophysics, and models in dynamic density functional theories; having done a careful validation in a battery of relevant test cases., Videos from the simulations of this work are available at https://figshare.com/projects/Well-balanced_finite_volume_schemes_for_hydrodynamic_equations_with_general_free_energy/60122

A time discretization method is called strongly stable, if the norm of its numerical solution is nonincreasing. It is known that, even for linear semi-negative problems, many explicit Runge--Kutta (RK) methods fail to preserve this property. In this paper, we enforce strong stability by modifying the method with superviscosity, which is a numerical technique commonly used in spectral methods. We propose two approaches, the modified method and the filtering method for stabilization. The modified method is achieved by modifying the semi-negative operator with a high order superviscosity term; the filtering method is to post-process the solution by solving a diffusive or dispersive problem with small superviscosity. For linear problems, most explicit RK methods can be stabilized with either approach without accuracy degeneration. Furthermore, we prove a sharp bound (up to an equal sign) on diffusive superviscosity for ensuring strong stability. The bound we derived for general dispersive-diffusive superviscosity is also verified to be sharp numerically. For nonlinear problems, a filtering method is investigated for stabilization. Numerical examples with linear non-normal ordinary differential equation systems and for discontinuous Galerkin approximation of conservation laws are performed to validate our analysis and to test the performance., 40 pages

International audience; Two new classes of compact weighted essentially nonoscillatory (WENO) polynomial limiters are presented for second-, third-, fourth-, and fifth-order discontinuous Galerkin (DG) schemes on irregular simplex elements. The presented WENO-DG procedures are extensions of the high-order WENO finite-volume and finite-difference schemes of Zhu and Shu (2017) [25], (2019) [26] to high-order unstructured DG schemes. A compact positivity preserving limiter is applied to the solutions to ensure pressure and density remain within physical ranges at all time. It is then verified that the bounded WENO-DG maintains the formal order of accuracy of the underlying DG schemes in the smooth regions. The performance of the proposed WENO-DG is also demonstrated with inviscid test cases including the classical Riemann problems, shock-turbulence interaction, scramjet, blunt body flows, and the double Mach Reflection problems.

In this paper we introduce a definition of the local conservation property for numerical methods solving time dependent conservation laws, which generalizes the classical local conservation definition. The motivation of our definition is the Lax–Wendroff theorem, and thus we prove it for locally conservative numerical schemes per our definition in one and two space dimensions. Several numerical methods, including continuous Galerkin methods and compact schemes, which do not fit the classical local conservation definition, are given as examples of locally conservative methods under our generalized definition.

In this paper we derive a priori $L^{\infty }(L^{2})$ and L2(L2) error estimates for a linear advection–reaction equation with inlet and outlet boundary conditions. The goal is to derive error estimates for the discontinuous Galerkin method that do not blow up exponentially with respect to time, unlike the usual case when Gronwall’s inequality is used. While this is possible in special cases, such as divergence-free advection fields, we take a more general approach using exponential scaling of the exact and discrete solutions. Here we use a special scaling function, which corresponds to time taken along individual pathlines of the flow. For advection fields, where the time that massless particles carried by the flow spend inside the spatial domain is uniformly bounded from above by some $\widehat{T}$, we derive $\mathcal{O}$(hp+1/2) error estimates where the constant factor depends only on $\widehat{T}$, but not on the final time T. This can be interpreted as applying Gronwall’s inequality in the error analysis along individual pathlines (Lagrangian setting), instead of physical time (Eulerian setting).

For a Lagrangian scheme solving the compressible Euler equations in cylindrical coordinates, two important issues are whether the scheme can maintain spherical symmetry (symmetry-preserving) and whether the scheme can maintain positivity of density and internal energy (positivity-preserving). While there were previous results in the literature either for symmetry-preserving in the cylindrical coordinates or for positivity-preserving in cartesian coordinates, the design of a Lagrangian scheme in cylindrical coordinates, which is high order in one-dimension and second order in two-dimensions, and can maintain both spherical symmetry-preservation and positivity-preservation simultaneously, is challenging. In this paper we design such a Lagrangian scheme and provide numerical results to demonstrate its good behavior.

In this paper we translate to the cell-average setting the algorithm for the point-value discretization presented in S. Amat, J. Ruiz, C.-W. Shu, D. F. Y\'a\~nez, A new WENO-2r algorithm with progressive order of accuracy close to discontinuities, submitted to SIAM J. Numer. Anal.. This new strategy tries to improve the results of WENO-($2r-1$) algorithm close to the singularities, resulting in an optimal order of accuracy at these zones. The main idea is to modify the optimal weights so that they have a nonlinear expression that depends on the position of the discontinuities. In this paper we study the application of the new algorithm to signal processing using Harten's multiresolution. Several numerical experiments are performed in order to confirm the theoretical results obtained., Comment: 23 pages, 4 figures

This paper is concerned with an interior penalty discontinuous Galerkin (IPDG) method based on a flexible type of non-polynomial local approximation space for the Helmholtz equation with varying wavenumber. The local approximation space consists of multiple polynomial-modulated phase functions which can be chosen according to the phase information of the solution. We obtain some approximation properties for this space and a priori L2L2 error estimates for the h-convergence of the IPDG method using duality argument. We also provide ample numerical examples to show that, building phase information into the local spaces often gives more accurate results comparing to using the standard polynomial spaces.

In this paper, a new type of finite difference Hermite weighted essentially non-oscillatory (HWENO) schemes are constructed for solving Hamilton–Jacobi (HJ) equations. Point values of both the solution and its first derivatives are used in the HWENO reconstruction and evolved via time advancing. While the evolution of the solution is still through the classical numerical fluxes to ensure convergence to weak solutions, the evolution of the first derivatives of the solution is through a simple dimension-by-dimension non-conservative procedure to gain efficiency. The main advantages of this new scheme include its compactness in the spatial field and its simplicity in the reconstructions. Extensive numerical experiments in one and two dimensional cases are performed to verify the accuracy, high resolution and efficiency of this new scheme.

Simulation of electromagnetic wave propagation in metamaterials leads to more complicated time domain Maxwells equations than the standard Maxwells equations in free space. In this paper, we develop and analyze a non-dissipative discontinuous Galerkin (DG) method for solving the Maxwells equations in Drude metamaterials. Previous discontinuous Galerkin methods in the literature for electromagnetic wave propagation in metamaterials were either non-dissipative but sub-optimal, or dissipative and optimal. Our method uses a different and simple choice of numerical fluxes, achieving provable non-dissipative stability and optimal error estimates simultaneously. We prove the stability and optimal error estimates for both semi- and fully discrete DG schemes, with the leap-frog time discretization for the fully discrete case. Numerical results are given to demonstrate that the DG method can solve metamaterial Maxwells equations effectively.

A maximum-principle-satisfying space-time conservation element and solution element (CE/SE) scheme is constructed to solve a reduced five-equation model coupled with the stiffened equation of state for compressible multifluids. We first derive a sufficient condition for CE/SE schemes to satisfy maximum-principle when solving a general conservation law. And then we introduce a slope limiter to ensure the sufficient condition which is applicative for both central and upwind CE/SE schemes. Finally, we implement the upwind maximum-principle-satisfying CE/SE scheme to solve the volume-fraction-based five-equation model for compressible multifluids. Several numerical examples are carried out to carefully examine the accuracy, efficiency, conservativeness and maximum-principle-satisfying property of the proposed approach.

Finite difference WENO schemes have established themselves as very worthy performers for entire classes of applications that involve hyperbolic conservation laws. In this paper we report on two major advances that make finite difference WENO schemes more efficient.The first advance consists of realizing that WENO schemes require us to carry out stencil operations very efficiently. In this paper we show that the reconstructed polynomials for any one-dimensional stencil can be expressed most efficiently and economically in Legendre polynomials. By using Legendre basis, we show that the reconstruction polynomials and their corresponding smoothness indicators can be written very compactly. The smoothness indicators are written as a sum of perfect squares. Since this is a computationally expensive step, the efficiency of finite difference WENO schemes is enhanced by the innovation which is reported here.The second advance consists of realizing that one can make a non-linear hybridization between a large, centered, very high accuracy stencil and a lower order WENO scheme that is nevertheless very stable and capable of capturing physically meaningful extrema. This yields a class of adaptive order WENO schemes, which we call WENO-AO (for adaptive order). Thus we arrive at a WENO-AO(5,3) scheme that is at best fifth order accurate by virtue of its centered stencil with five zones and at worst third order accurate by virtue of being non-linearly hybridized with an r=3 CWENO scheme. The process can be extended to arrive at a WENO-AO(7,3) scheme that is at best seventh order accurate by virtue of its centered stencil with seven zones and at worst third order accurate. We then recursively combine the above two schemes to arrive at a WENO-AO(7,5,3) scheme which can achieve seventh order accuracy when that is possible; graciously drop down to fifth order accuracy when that is the best one can do; and also operate stably with an r=3 CWENO scheme when that is the only thing that one can do. Schemes with ninth order of accuracy are also presented.Several accuracy tests and several stringent test problems are presented to demonstrate that the method works very well.

This paper presents entropy symmetrization and high-order accurate entropy stable schemes for the relativistic magnetohydrodynamic (RMHD) equations. It is shown that the conservative RMHD equations are not symmetrizable and do not admit a thermodynamic entropy pair. To address this issue, a symmetrizable RMHD system, equipped with a convex thermodynamic entropy pair, is proposed by adding a source term into the equations, providing an analogue to the non-relativistic Godunov--Powell system. Arbitrarily high-order accurate entropy stable finite difference schemes are developed on Cartesian meshes based on the symmetrizable RMHD system. The crucial ingredients of these schemes include (i) affordable explicit entropy conservative fluxes which are technically derived through carefully selected parameter variables, (ii) a special high-order discretization of the source term in the symmetrizable RMHD system, and (iii) suitable high-order dissipative operators based on essentially non-oscillatory reconstruction to ensure the entropy stability. Several numerical tests demonstrate the accuracy and robustness of the proposed entropy stable schemes., 32 pages; 11 figures; add some references on entropy symmetrization