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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.

Since the classical WENO schemes [27] might suffer from slight post-shock oscillations (which are responsible for the numerical residual to hang at a truncation error level) and the new high-order multi-resolution WENO schemes [59] are successful to solve for steady-state problems, we apply these high-order finite volume multi-resolution WENO techniques to serve as limiters for high-order Runge-Kutta discontinuous Galerkin (RKDG) methods in simulating steady-state problems. Firstly, a new troubled cell indicator is designed to precisely detect the cells which would need further limiting procedures. Then the high-order multi-resolution WENO limiting procedures are adopted on a sequence of hierarchical L 2 projection polynomials of the DG solution within the troubled cell itself. By doing so, these RKDG methods with multi-resolution WENO limiters could gradually degrade from the optimal high-order accuracy to the first-order accuracy near strong discontinuities, suppress the slight post-shock oscillations, and push the numerical residual to settle down to machine zero in steady-state simulations. These new multi-resolution WENO limiters are very simple to construct and can be easily implemented to arbitrary high-order accuracy for solving steady-state problems in multi-dimensions.

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 a novel discontinuous Galerkin (DG) method to control the spurious oscillations when solving the scalar hyperbolic conservation laws. Usually, the high order linear numeri...

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 paper, we study superconvergence properties of the ultraweak-local discontinuous Galerkin (UWLDG) method in Tao et al. [To appear in Math. Comput. DOI: https://doi.org/10.1090/mcom/3562 (2020).] for an one-dimensional linear fourth-order equation. With special initial discretizations, we prove the numerical solution of the semi-discrete UWLDG scheme superconverges to a special projection of the exact solution. The order of this superconvergence is proved to be k + min(3, k) when piecewise ℙk polynomials with k ≥ 2 are used. We also prove a 2k-th order superconvergence rate for the cell averages and for the function values and derivatives of the UWLDG approximation at cell boundaries. Moreover, we prove superconvergence of (k + 2)-th and (k + 1)-th order of the function values and the first order derivatives of the UWLDG solution at a class of special quadrature points, respectively. Our proof is valid for arbitrary non-uniform regular meshes and for arbitrary k ≥ 2. Numerical experiments verify that all theoretical findings are sharp.

In this paper, high-order Runge-Kutta discontinuous Galerkin (RKDG) methods with multi-resolution weighted essentially non-oscillatory (WENO) limiters are designed for solving hyperbolic conservation laws on triangular meshes. These multi-resolution WENO limiters are new extensions of the associated multi-resolution WENO finite volume schemes [49] , [50] which serve as limiters for RKDG methods from structured meshes [47] to triangular meshes. Such new WENO limiters use information of the DG solution essentially only within the troubled cell itself which is identified by a new modified version of the original KXRCF indicator [24] , to build a sequence of hierarchical L 2 projection polynomials from zeroth degree to the highest degree of the RKDG method. The second-order, third-order, and fourth-order RKDG methods with associated multi-resolution WENO limiters are developed as examples, which could maintain the original order of accuracy in smooth regions and keep essentially non-oscillatory property near strong shocks or contact discontinuities by gradually degrading from the highest order to the first order. The linear weights inside the procedure of the new multi-resolution WENO limiters can be any positive numbers on the condition that their sum equals one. This is the first time that a series of polynomials of different degrees within the troubled cell itself are applied in a WENO fashion to modify the DG solutions in the troubled cell on triangular meshes. These new WENO limiters are very simple to construct, and can be easily implemented to arbitrary high-order accuracy and in higher dimensions on unstructured meshes. Such spatial reconstruction methodology improves the robustness in the simulation on the same compact spatial stencil of the original DG methods on triangular meshes. Extensive one-dimensional (run as two-dimensional problems on triangular meshes) and two-dimensional tests are performed to demonstrate the effectiveness of these RKDG methods with the new multi-resolution WENO limiters.

Essentially non-oscillatory (ENO) and weighted ENO (WENO) schemes were designed for solving hyperbolic and convection–diffusion equations with possibly discontinuous solutions or solutions with sharp gradient regions. The main idea of ENO and WENO schemes is actually an approximation procedure, aimed at achieving arbitrarily high-order accuracy in smooth regions and resolving shocks or other discontinuities sharply and in an essentially non-oscillatory fashion. Both finite volume and finite difference schemes have been designed using the ENO or WENO procedure, and these schemes are very popular in applications, most noticeably in computational fluid dynamics but also in other areas of computational physics and engineering. Since the main idea of the ENO and WENO schemes is an approximation procedure not directly related to partial differential equations (PDEs), ENO and WENO schemes also have non-PDE applications. In this paper we will survey the basic ideas behind ENO and WENO schemes, discuss their properties, and present examples of their applications to different types of PDEs as well as to non-PDE problems.

In this paper, we study the optimal error estimates of the classical discontinuous Galerkin method for time-dependent 2-D hyperbolic equations using Pk elements on uniform Cartesian meshes, and prove that the error in the L2 norm achieves optimal (k + 1)th order convergence when upwind fluxes are used. For the linear constant coefficient case, the results hold true for arbitrary piecewise polynomials of degree k ≥ 0. For variable coefficient and nonlinear cases, we give the proof for piecewise polynomials of degree k = 0, 1, 2, 3 and k = 2, 3, respectively, under the condition that the wind direction does not change. The theoretical results are verified by numerical examples.

In this paper we present a discontinuous Galerkin (DG) method to approximate stochastic conservation laws, which is an efficient high-order scheme. We study the stability for the semidiscrete DG me...

In this paper we consider the Runge--Kutta discontinuous Galerkin (RKDG) method to solve linear constant-coefficient hyperbolic equations, where the fourth-order explicit Runge--Kutta time-marching...

The meaning of weak solutions of a nonconservative hyperbolic system with discontinuous coefficients modeling traffic flows involving hysteresis is defined. An upwinding approximation scheme for th...

Local discontinuous Galerkin methods with generalized alternating numerical fluxes coupled with implicit–explicit time marching for solving convection–diffusion problems is analyzed in this paper, where the explicit part is treated by a strong-stability-preserving Runge–Kutta scheme, and the implicit part is treated by an L-stable diagonally implicit Runge–Kutta method. Based on the generalized alternating numerical flux, we establish the important relationship between the gradient and interface jump of the numerical solution with the independent numerical solution of the gradient, which plays a key role in obtaining the unconditional stability of the proposed schemes. Also by the aid of the generalized Gauss–Radau projection, optimal error estimates can be shown. Numerical experiments are given to verify the stability and accuracy of the proposed schemes with different numerical fluxes.

Solutions to many hyperbolic equations have convex invariant regions, for example, solutions to scalar conservation laws satisfy the maximum principle, solutions to compressible Euler equations satisfy the positivity-preserving property for density and internal energy. It is, however, a challenge to design schemes whose solutions also honor such invariant regions. This is especially the case for high-order accurate schemes. In this contribution, we survey strategies in the recent literature to design high-order bound-preserving schemes, including a general framework in constructing high-order bound-preserving finite volume and discontinuous Galerkin schemes for scalar and systems of hyperbolic equations through a simple scaling limiter and a convex combination argument based on first-order bound-preserving building blocks, and various flux limiters to design high-order bound-preserving finite difference schemes. We also discuss a few recent developments, including high-order bound-preserving schemes for relativistic hydrodynamics, high-order discontinuous Galerkin Lagrangian schemes, and high-order discontinuous Galerkin methods for radiative transfer equations.

In this paper, we propose, analyze, and implement a new reduced basis method (RBM) tailored for the linear (ordinary and partial) differential equations driven by arbitrary (i.e. not necessarily Gaussian) types of noise. There are four main ingredients of our algorithm. First, we propose a new space-time-like treatment of time in the numerical schemes for ODEs and PDEs. The second ingredient is an accurate yet efficient compression technique for the spatial component of the space-time snapshots that the RBM is adopting as bases. The third ingredient is a non-conventional “parameterization” of a non-parametric problem. The last is a RBM that is free of any dedicated offline procedure yet is still efficient online. The numerical experiments verify the effectiveness and robustness of our algorithms for both types of differential equations.

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.

In this paper, we study the superconvergence properties of the energy-conserving discontinuous Galerkin (DG) method in [18] for one-dimensional linear hyperbolic equations. We prove the approximate solution superconverges to a particular projection of the exact solution. The order of this superconvergence is proved to be $$k+2$$ when piecewise $$\mathbb {P}^k$$ polynomials with $$k \ge 1$$ are used. The proof is valid for arbitrary non-uniform regular meshes and for piecewise $$\mathbb {P}^k$$ polynomials with arbitrary $$k \ge 1$$ . Furthermore, we find that the derivative and function value approximations of the DG solution are superconvergent at a class of special points, with an order of $$k+1$$ and $$k+2$$ , respectively. We also prove, under suitable choice of initial discretization, a ( $$2k+1$$ )-th order superconvergence rate of the DG solution for the numerical fluxes and the cell averages. Numerical experiments are given to demonstrate these theoretical results.

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.

In this paper, we discuss the stability and error estimates of the fully discrete schemes for linear conservation laws, which consists of an arbitrary Lagrangian–Eulerian discontinuous Galerkin method in space and explicit total variation diminishing Runge–Kutta (TVD-RK) methods up to third order accuracy in time. The scaling arguments and the standard energy analysis are the key techniques used in our work. We present a rigorous proof to obtain stability for the three fully discrete schemes under suitable CFL conditions. With the help of the reference cell, the error equations are easy to establish and we derive the quasi-optimal error estimates in space and optimal convergence rates in time. For the Euler-forward scheme with piecewise constant elements, the second order TVD-RK method with piecewise linear elements and the third order TVD-RK scheme with polynomials of any order, the usual CFL condition is required, while for other cases, stronger time step restrictions are needed for the results to hold true. More precisely, the Euler-forward scheme needs τ ≤ ρh2 and the second order TVD-RK scheme needs $ \tau \le \rho {h}^{\frac{4}{3}}$ for higher order polynomials in space, where τ and h are the time and maximum space step, respectively, and ρ is a positive constant independent of τ and h.

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 paper, we extend our previous work in Huang and Shu (J Sci Comput, 2018. https://doi.org/10.1007/s10915-018-0852-1 ) and develop a third-order unconditionally positivity-preserving modified Patankar Runge–Kutta method for production–destruction equations. The necessary and sufficient conditions for the method to be of third-order accuracy are derived. With the same approach as Huang and Shu (2018), this time integration method is then generalized to solve a class of ODEs arising from semi-discrete schemes for PDEs and coupled with the positivity-preserving finite difference weighted essentially non-oscillatory schemes for non-equilibrium flows. Numerical experiments are provided to demonstrate the performance of our proposed scheme.

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 construct a family of modified Patankar Runge–Kutta methods, which is conservative and unconditionally positivity-preserving, for production–destruction equations, and derive necessary and sufficient conditions to obtain second-order accuracy. This ordinary differential equation solver is then extended to solve a class of semi-discrete schemes for PDEs. Combining this time integration method with the positivity-preserving finite difference weighted essentially non-oscillatory (WENO) schemes, we successfully obtain a positivity-preserving WENO scheme for non-equilibrium flows. Various numerical tests are reported to demonstrate the effectiveness of the methods.

In this paper, we shall establish the superconvergence property of the Runge–Kutta discontinuous Galerkin (RKDG) method for solving a linear constant-coefficient hyperbolic equation. The RKDG method is made of the discontinuous Galerkin (DG) scheme with upwind-biased numerical fluxes coupled with the explicit Runge–Kutta algorithm of arbitrary orders and stages. Superconvergence results for the numerical flux, cell averages as well as the solution and derivative at some special points are shown, which are based on a systematical study of the $$\hbox {L}^2$$ -norm stability for the RKDG method and the incomplete correction techniques for the well-defined reference functions at each time stage. The result demonstrates that the superconvergence property of the semi-discrete DG method is preserved, and the optimal order in time is provided under the smoothness assumption that is independent of the number of stages. As a byproduct of the above superconvergence study, the expected order of the post-processed solution is obtained when a special initial solution is used. Some numerical experiments are also given.

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 paper, an ultra-weak discontinuous Galerkin (DG) method is developed to solve the generalized stochastic Korteweg–de Vries (KdV) equations driven by a multiplicative temporal noise. This method is an extension of the DG method for purely hyperbolic equations and shares the advantage and flexibility of the DG method. Stability is analyzed for the general nonlinear equations. The ultra-weak DG method is shown to admit the optimal error of order $$k+1$$ in the sense of the spatial $$L^2(0,2\pi )$$-norm for semi-linear stochastic equations, when polynomials of degree $$k\ge 2$$ are used in the spatial discretization. A second order implicit–explicit derivative-free time discretization scheme is also proposed for the matrix-valued stochastic ordinary differential equations derived from the spatial discretization. Numerical examples using Monte Carlo simulation are provided to illustrate the theoretical results.

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

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 continue our research on the numerical study of convergence to steady-state solutions for a new class of finite volume weighted essentially non-oscillatory (WENO) schemes in Zhu and Shu (J Comput Phys 349:80–96, 2017), from tensor product meshes to triangular meshes. For the case of triangular meshes, this new class of finite volume WENO schemes was designed for time-dependent conservation laws in Zhu and Qiu (SIAM J Sci Comput 40(2):A903–A928, 2018) for the third- and fourth-order versions. In this paper, we extend the design to a new fifth-order version in the same framework to keep the essentially non-oscillatory property near discontinuities. Similar to the case of tensor product meshes in Zhu and Shu (2017), by performing such spatial reconstruction procedures together with a TVD Runge–Kutta time discretization, these WENO schemes do not suffer from slight post-shock oscillations that are responsible for the phenomenon wherein the residues of classical WENO schemes hang at a truncation error level instead of converging to machine zero. The third-, fourth-, and fifth-order finite volume WENO schemes in this paper can suppress the slight post-shock oscillations and have their residues settling down to a tiny number close to machine zero in steady-state simulations in our extensive numerical experiments.

So far the theory and numerical practice of stochastic partial differential equations (SPDEs) have dealt almost exclusively with Gaussian noise or Levy noise. Recently, Mikulevicius and Rozovskii (Stoch Partial Differ Equ Anal Comput 4:319–360, 2016) proposed a distribution-free Skorokhod–Malliavin calculus framework that is based on generalized stochastic polynomial chaos expansion, and is compatible with arbitrary driving noise. In this paper, we conduct systematic investigation on numerical results of these newly developed distribution-free SPDEs, exhibiting the efficiency of truncated polynomial chaos solutions in approximating moments and distributions. We obtain an estimate for the mean square truncation error in the linear case. The theoretical convergence rate, also verified by numerical experiments, is exponential with respect to polynomial order and cubic with respect to number of random variables included.

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 develop bound-preserving modified exponential Runge–Kutta (RK) discontinuous Galerkin (DG) schemes to solve scalar hyperbolic equations with stiff source terms by extending the idea in Zhang and Shu [43] . Exponential strong stability preserving (SSP) high order time discretizations are constructed and then modified to overcome the stiffness and preserve the bound of the numerical solutions. It is also straightforward to extend the method to two dimensions on rectangular and triangular meshes. Even though we only discuss the bound-preserving limiter for DG schemes, it can also be applied to high order finite volume schemes, such as weighted essentially non-oscillatory (WENO) finite volume schemes as well.

We further investigate the high order positivity-preserving discontinuous Galerkin (DG) methods for linear hyperbolic and radiative transfer equations developed in Yuan et al. (SIAM J Sci Comput 38:A2987–A3019, 2016). The DG methods in Yuan et al. (2016) can maintain positivity and high order accuracy, but they rely both on the scaling limiter in Zhang and Shu (J Comput Phys 229:8918–8934, 2010) and a rotational limiter, the latter may alter cell averages of the unmodulated DG scheme, thereby affecting conservation. Even though a Lax–Wendroff type theorem is proved in Yuan et al. (2016), guaranteeing convergence to weak solutions with correct shock speed when such rotational limiter is applied, it would still be desirable if a conservative DG method without changing the cell averages can be obtained which has both high order accuracy and positivity-preserving capability. In this paper, we develop and analyze such a DG method for both linear hyperbolic equations and radiative transfer equations. In the one-dimensional case, the method uses traditional DG space $$P^k$$ of piecewise polynomials of degree at most k. A key result is proved that the unmodulated DG solver in this case can maintain positivity of the cell average if the inflow boundary value and the source term are both positive, therefore the positivity-preserving framework in Zhang and Shu (2010) can be used to obtain a high order conservative positivity-preserving DG scheme. Unfortunately, in two-dimensions this is no longer the case. We show that the unmodulated DG solver based either on $$P^k$$ or $$Q^k$$ spaces (piecewise kth degree polynomials or piecewise tensor-product kth degree polynomials) could generate negative cell averages. We augment the DG space with additional functions so that the positivity of cell averages from the unmodulated DG solver can be restored, thereby leading to high order conservative positivity-preserving DG scheme based on these augmented DG spaces following the framework in Zhang and Shu (2010). Computational results are provided to demonstrate the good performance of our DG schemes.

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).

We present a discontinuous Galerkin (DG) scheme with suitable quadrature rules [15] for ideal compressible magnetohydrodynamic (MHD) equations on structural meshes. The semi-discrete scheme is analyzed to be entropy stable by using the symmetrizable version of the equations as introduced by Godunov [32] , the entropy stable DG framework with suitable quadrature rules [15] , the entropy conservative flux in [14] inside each cell and the entropy dissipative approximate Godunov type numerical flux at cell interfaces to make the scheme entropy stable. The main difficulty in the generalization of the results in [15] is the appearance of the non-conservative “source terms” added in the modified MHD model introduced by Godunov [32] , which do not exist in the general hyperbolic system studied in [15] . Special care must be taken to discretize these “source terms” adequately so that the resulting DG scheme satisfies entropy stability. Total variation diminishing / bounded (TVD/TVB) limiters and bound-preserving limiters are applied to control spurious oscillations. We demonstrate the accuracy and robustness of this new scheme on standard MHD examples.

In this paper, we study the superconvergence behavior of the semi-discrete discontinuous Galerkin (DG) method for scalar nonlinear hyperbolic equations in one spatial dimension. Superconvergence results for problems with fixed and alternating wind directions are established. On the one hand, we prove that, if the wind direction is fixed (i.e., the derivative of the flux function is bounded away from zero), both the cell average error and numerical flux error at cell interfaces converge at a rate of $2k+1$ when upwind fluxes and piecewise polynomials of degree $k$ are used. Moreover, we also prove that the function value approximation of the DG solution is superconvergent at interior right Radau points, and the derivative value approximation is superconvergent at interior left Radau points, with an order of k+2 and k+1, respectively. As a byproduct, we show a (k+2)th order superconvergence of the DG solution towards the Gauss--Radau projection of the exact solution. On the other hand, superconvergence resu...

We analyze the central discontinuous Galerkin method for time-dependent linear conservation laws. In one dimension, optimal a priori $L^2$ error estimates of order $k+1$ are obtained for the semidiscrete scheme when piecewise polynomials of degree at most $k$ ($k\geq0$) are used on overlapping uniform meshes. We then extend the analysis to multidimensions on uniform Cartesian meshes when piecewise tensor-product polynomials are used on overlapping meshes. Numerical experiments are given to demonstrate the theoretical results.

Positivity-preserving discontinuous Galerkin (DG) methods for solving hyperbolic conservation laws have been extensively studied in the last several years, but nearly all the developed schemes are coupled with explicit time discretizations. Explicit discretizations suffer from the constraint for the Courant--Friedrichs--Lewy (CFL) number. This makes explicit methods impractical for problems involving unstructured and extremely varying meshes or long-time simulations. Instead, implicit DG schemes are often popular in practice, especially in the computational fluid dynamics (CFD) community. In this paper we develop a high-order positivity-preserving DG method with the backward Euler time discretization for conservation laws. We focus on one spatial dimension. However, the result easily generalizes to multidimensional tensor product meshes and polynomial spaces. This work is based on a generalization of the positivity-preserving limiters in [X. Zhang and C.-W. Shu, J. Comput. Phys., 229 (2010), pp. 3091--312...

In this paper, a new type of high-order finite volume and finite difference multi-resolution Hermite weighted essentially non-oscillatory (HWENO) schemes are designed for solving hyperbolic conservation laws on structured meshes. Here we only use the information defined on a hierarchy of nested central spatial stencils but do not introduce any equivalent multi-resolution representation, the terminology of multi-resolution HWENO follows that of the multi-resolution WENO schemes (Zhu and Shu, 2018) [29] . The main idea of our spatial reconstruction is derived from the original HWENO schemes (Qiu and Shu, 2004) [19] , in which both the function and its first-order derivative values are evolved in time and used in the reconstruction. Our HWENO schemes use the same large stencils as the classical HWENO schemes which are narrower than the stencils of the classical WENO schemes for the same order of accuracy. Only the function values need to be reconstructed by our HWENO schemes, the first-order derivative values are obtained from the high-order linear polynomials directly. Furthermore, the linear weights of such HWENO schemes can be any positive numbers as long as their sum equals one, and there is no need to do any modification or positivity-preserving flux limiting in our numerical experiments. Extensive benchmark examples are performed to illustrate the robustness and good performance of such finite volume and finite difference HWENO schemes.