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Robust numerical methods for CFD applications, such as WENO schemes, quickly evolved in the past few decades. Together with the Inverse Lax–Wendroff (ILW) procedure, WENO ideas were also applied in the boundary treatment. Those methods are known for their high-resolution property, i.e., good representation of nonlinear phenomena, which is an important property in solving challenging engineering problems. In light of that, the objective of this work is to present a review of well-established high-resolution numerical methods to solve the Euler equations and adapt the Navier–Stokes viscous terms discretization and boundary treatment. To test the modifications, we employed the positivity-preserving Lax–Friedrichs splitting, multi-resolution WENO scheme, third-order strong stability preserving Runge–Kutta time discretization, and ILW boundary treatment. The first problems were simple flows with analytical solutions for accuracy tests. We also tested the accuracy with nontrivial phenomena in the vortex flow. Oblique shock and complicated flow structures were captured in the Rayleigh–Taylor instability and flow past a cylinder. We showed the discretization and boundary treatment can handle non-constant viscosity, are high-order, high-resolution, and behave similarly to the well-established numerical methods. Furthermore, the methods discussed here can preserve symmetry and no approximations regarding the boundary layer were made. Therefore, the discretization and boundary treatment can be considered when solving direct numerical simulations.

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.

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.

Weighted essentially non-oscillatory (WENO) schemes are a class of high-order shock capturing schemes which have been designed and applied to solve many fluid dynamics problems to study the detailed flow structures and their evolutions. However, like many other high-order shock capturing schemes, WENO schemes also suffer from the problem that it can not easily converge to a steady state solution if there is a strong shock wave. This is a long-standing difficulty for high-order shock capturing schemes. In recent years, this non-convergence problem has been studied extensively for WENO schemes. Numerical tests show that the key reason of the non-convergence to steady state is the slight post shock oscillations, which are at the small local truncation error level but prevent the residue to settle down to machine zero. Several strategies have been proposed to reduce these slight post shock oscillations, including the design of new smoothness indicators for the fifth-order WENO scheme, the development of a high-order weighted interpolation in the procedure of the local characteristic projection for WENO schemes of higher order of accuracy, and the design of a new type of WENO schemes. With these strategies, the convergence to steady states is improved significantly. Moreover, the strategies are applicable to other types of weighted schemes. In this paper, we give a brief review on the topic of convergence to steady state solutions for WENO schemes applied to Euler 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.

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.

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.

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 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).

A new class of high order weighted essentially non-oscillatory (WENO) schemes (Zhu and Qiu, 2016, [50] ) is applied to solve Euler equations with steady state solutions. It is known that the classical WENO schemes (Jiang and Shu, 1996, [23] ) might suffer from slight post-shock oscillations. Even though such post-shock oscillations are small enough in magnitude and do not visually affect the essentially non-oscillatory property, they are truly responsible for the residue to hang at a truncation error level instead of converging to machine zero. With the application of this new class of WENO schemes, such slight post-shock oscillations are essentially removed and the residue can settle down to machine zero in steady state simulations. This new class of WENO schemes uses a convex combination of a quartic polynomial with two linear polynomials on unequal size spatial stencils in one dimension and is extended to two dimensions in a dimension-by-dimension fashion. By doing so, such WENO schemes use the same information as the classical WENO schemes in Jiang and Shu (1996) [23] and yield the same formal order of accuracy in smooth regions, yet they could converge to steady state solutions with very tiny residue close to machine zero for our extensive list of test problems including shocks, contact discontinuities, rarefaction waves or their interactions, and with these complex waves passing through the boundaries of the computational domain.

We introduce a new troubled-cell indicator for the discontinuous Galerkin (DG) methods for solving hyperbolic conservation laws. This indicator can be defined on unstructured meshes for high order DG methods and depends only on data from the target cell and its immediate neighbors. It is able to identify shocks without PDE sensitive parameters to tune. Extensive one- and two-dimensional simulations on the hyperbolic systems of Euler equations indicate the good performance of this new troubled-cell indicator coupled with a simple minmod-type TVD limiter for the Runge–Kutta DG (RKDG) methods.

It is well known that semi-discrete high order discontinuous Galerkin (DG) methods satisfy cell entropy inequalities for the square entropy for both scalar conservation laws (Jiang and Shu (1994) [39] ) and symmetric hyperbolic systems (Hou and Liu (2007) [36] ), in any space dimension and for any triangulations. However, this property holds only for the square entropy and the integrations in the DG methods must be exact. It is significantly more difficult to design DG methods to satisfy entropy inequalities for a non-square convex entropy, and/or when the integration is approximated by a numerical quadrature. In this paper, we develop a unified framework for designing high order DG methods which will satisfy entropy inequalities for any given single convex entropy, through suitable numerical quadrature which is specific to this given entropy. Our framework applies from one-dimensional scalar cases all the way to multi-dimensional systems of conservation laws. For the one-dimensional case, our numerical quadrature is based on the methodology established in Carpenter et al. (2014) [5] and Gassner (2013) [19] . The main ingredients are summation-by-parts (SBP) operators derived from Legendre Gauss–Lobatto quadrature, the entropy conservative flux within elements, and the entropy stable flux at element interfaces. We then generalize the scheme to two-dimensional triangular meshes by constructing SBP operators on triangles based on a special quadrature rule. A local discontinuous Galerkin (LDG) type treatment is also incorporated to achieve the generalization to convection–diffusion equations. Extensive numerical experiments are performed to validate the accuracy and shock capturing efficacy of these entropy stable DG methods.

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.

In this paper, we develop a second-order asymptotic-preserving and positivity-preserving discontinuous Galerkin (DG) scheme for the Kerr–Debye model. By using the approach first introduced by Zhang and Shu in [Q. Zhang and C.-W. Shu, Error estimates to smooth solutions of Runge–Kutta discontinuous Galerkin methods for scalar conservation laws, SIAM J. Numer. Anal. 42 (2004) 641–666.] with an energy estimate and Taylor expansion, the asymptotic-preserving property of the semi-discrete DG methods is proved rigorously. In addition, we propose a class of unconditional positivity-preserving implicit–explicit (IMEX) Runge–Kutta methods for the system of ordinary differential equations arising from the semi-discretization of the Kerr–Debye model. The new IMEX Runge–Kutta methods are based on the modification of the strong-stability-preserving (SSP) implicit Runge–Kutta method and have second-order accuracy. The numerical results validate our analysis.

Fixed-point iterative sweeping methods were developed in the literature to efficiently solve static Hamilton-Jacobi equations. This class of methods utilizes the Gauss-Seidel iterations and alternating sweeping strategy to achieve fast convergence rate. They take advantage of the properties of hyperbolic partial differential equations (PDEs) and try to cover a family of characteristics of the corresponding Hamilton-Jacobi equation in a certain direction simultaneously in each sweeping order. Different from other fast sweeping methods, fixed-point iterative sweeping methods have the advantages such as that they have explicit forms and do not involve inverse operation of nonlinear local systems. In principle, it can be applied in solving very general equations using any monotone numerical fluxes and high order approximations easily. In this paper, based on the recently developed fifth order WENO schemes which improve the convergence of the classical WENO schemes by removing slight post-shock oscillations, we design fifth order fixed-point sweeping WENO methods for efficient computation of steady state solution of hyperbolic conservation laws. Especially, we show that although the methods do not have linear computational complexity, they converge to steady state solutions much faster than regular time-marching approach by stability improvement for high order schemes with a forward Euler time-marching.

A new interface treating method is proposed to simulate compressible two-medium problems with the Runge-Kutta discontinuous Galerkin (RKDG) method. In the present work, both the Euler equation and the level-set equation are discretized with the RKDG method which is compact and of high-order accuracy. The linearized interface inside an interface cell is recovered by the level-set function. The new solution of this cell is taken as a convex combination of two auxiliary solutions. One is the solution obtained by the RKDG method for a single-medium cell with proper numerical fluxes, and the other one is the intermediate state of the two-medium Riemann problem constructed in the normal direction. The weights of the two auxiliary solutions are carefully chosen according to the location of the interface inside the cell. Thus, it ensures a smooth transition when the interface leaves one cell and enters a neighboring cell. The entropy-fix technique is adopted to minimize the overshoots or undershoots in problems with large entropy ratio across the interface. The scheme is justified in a 1-dimensional situation and extended to 2-dimensional problems. Several 1-dimensional two-medium problems, including both smooth and discontinuous examples, are simulated and compared with exact solutions. Also, three 2-dimensional benchmark problems are simulated to validate the present method in two-medium problems.

In this paper, we reconsider the inverse Lax-Wendroff (ILW) procedure, which is a numerical boundary treatment for solving hyperbolic conservation laws, and propose a new approach to evaluate the values on the ghost points. The ILW procedure was firstly proposed to deal with the “cut cell” problems, when the physical boundary intersects with the Cartesian mesh in an arbitrary fashion. The key idea of the ILW procedure is repeatedly utilizing the partial differential equations (PDEs) and inflow boundary conditions to obtain the normal derivatives of each order on the boundary. A simplified ILW procedure was proposed in [28] and used the ILW procedure for the evaluation of the first order normal derivatives only. The main difference between the simplified ILW procedure and the proposed ILW procedure here is that we define the unknown u and the flux f ( u ) on the ghost points separately. One advantage of this treatment is that it allows the eigenvalues of the Jacobian f ′ ( u ) to be close to zero on the boundary, which may appear in many physical problems. We also propose a new weighted essentially non-oscillatory (WENO) type extrapolation at the outflow boundaries, whose idea comes from the multi-resolution WENO schemes in [32] . The WENO type extrapolation maintains high order accuracy if the solution is smooth near the boundary and it becomes a low order extrapolation automatically if a shock is close to the boundary. This WENO type extrapolation preserves the property of self-similarity, thus it is more preferable in computing the hyperbolic conservation laws. We provide extensive numerical examples to demonstrate that our method is stable, high order accurate and has good performance for various problems with different kinds of boundary conditions including the solid wall boundary condition, when the physical boundary is not aligned with the grids.

Radiation hydrodynamics (RH) describes the interaction between matter and radiation which affects the thermodynamic states and the dynamic flow characteristics of the matter-radiation system. Its application areas are mainly in high-temperature hydrodynamics, including gaseous stars in astrophysics, combustion phenomena, reentry vehicles fusion physics and inertial confinement fusion (ICF). Solving the radiation hydrodynamics equations (RHE), even in the equilibrium-diffusion limit, is a difficult task. In this paper, we will discuss the methodology to construct fully explicit and implicit-explicit (IMEX) high order Lagrangian schemes solving one dimensional RHE in the equilibrium-diffusion limit respectively, which can be used to simulate multi-material problems with the coupling of radiation and hydrodynamics. The schemes are based on the HLLC numerical flux, the essentially non-oscillatory (ENO) reconstruction for the advection term, ENO reconstruction or high order central reconstruction and interpolation for the radiation diffusion term, the Newton iteration method (for the IMEX scheme), and the strong stability preserving (SSP) high order time discretizations. The schemes can maintain conservation and uniformly high order accuracy both in space and time. The issue of positivity-preserving for the high order explicit Lagrangian scheme is also discussed. Various numerical tests for the high order Lagrangian schemes are provided to demonstrate the desired properties of the schemes such as high order accuracy, non-oscillation, and positivity-preserving.

Based on the double shockwave approximation procedure, a local Riemann solver for strongly nonlinear equations of state (EOS) such as the Jones–Wilkins–Lee (JWL) EOS is presented, which has suppressed successfully numerical oscillation caused by high-density ratio and high-pressure ratio across the interface between explosion products and air. The real ghost fluid method (RGFM) and the level set method have been used for converting multi-medium flows into pure flows and for implicitly tracking the interface, respectively. A fifth order finite difference weighted essentially non-oscillatory (WENO) scheme and a third order TVD Runge–Kutta method are utilized for the spatial discretization and the time advance, respectively. An enclosed-type MPI-based parallel methodology for the RGFM procedure on a uniform structured mesh is presented to realize the parallelization of three-dimensional (3D) air explosion. The overall process of 3D air explosion of both TNT and aluminized explosives has been successfully simulated. The overpressures at different locations of 3D air explosion for both explosives mentioned above are monitored and analyzed for revealing the influence of aluminum powder combustion on the overpressure of the explosion wave. Numerical results indicate that, due to aluminum powder afterburning, the attenuation of the explosion wave formed by aluminized explosives is slower than that caused by TNT.

In this article, we focus on error estimates to smooth solutions of semi-discrete discontinuous Galerkin (DG) methods with quadrature rules for scalar conservation laws. The main techniques we use are energy estimate and Taylor expansion first introduced by Zhang and Shu in (Zhang and Shu, SIAM J Num Anal 42 (2004), 641–666). We show that, with P k (piecewise polynomials of degree k) finite elements in 1D problems, if the quadrature over elements is exact for polynomials of degree ( 2 k ) , error estimates of O ( h k + 1 / 2 ) are obtained for general monotone fluxes, and optimal estimates of O ( h k + 1 ) are obtained for upwind fluxes. For multidimensional problems, if in addition quadrature over edges is exact for polynomials of degree ( 2 k + 1 ) , error estimates of O ( h k ) are obtained for general monotone fluxes, and O ( h k + 1 / 2 ) are obtained for monotone and sufficiently smooth numerical fluxes. Numerical results validate our analysis.© 2016 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2016

In this paper, we propose a new type of weighted essentially non-oscillatory (WENO) limiter, which belongs to the class of Hermite WENO (HWENO) limiters, for the Runge-Kutta discontinuous Galerkin (RKDG) methods solving hyperbolic conservation laws. This new HWENO limiter is a modification of the simple WENO limiter proposed recently by Zhong and Shu [29]. Both limiters use information of the DG solutions only from the target cell and its immediate neighboring cells, thus maintaining the original compactness of the DG scheme. The goal of both limiters is to obtain high order accuracy and non-oscillatory properties simultaneously. The main novelty of the new HWENO limiter in this paper is to reconstruct the polynomial on the target cell in a least square fashion [8] while the simple WENO limiter [29] is to use the entire polynomial of the original DG solutions in the neighboring cells with an addition of a constant for conservation. The modification in this paper improves the robustness in the computation of problems with strong shocks or contact discontinuities, without changing the compact stencil of the DG scheme. Numerical results for both one and two dimensional equations including Euler equations of compressible gas dynamics are provided to illustrate the viability of this modified limiter.

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 develop and analyze a new multiscale discontinuous Galerkin (DG) method for one-dimensional stationary Schrodinger equations with open boundary conditions which have highly oscillating solutions. Our method uses a smaller finite element space than the WKB local DG method proposed in Wang and Shu (J Comput Phys 218:295---323, 2006) while achieving the same order of accuracy with no resonance errors. We prove that the DG approximation converges optimally with respect to the mesh size $$h$$h in $$L^2$$L2 norm without the typical constraint that $$h$$h has to be smaller than the wave length. Numerical experiments were carried out to verify the second order optimal convergence rate of the method and to demonstrate its ability to capture oscillating solutions on coarse meshes in the applications to Schrodinger equations.

In this paper, we adapt a simple weighted essentially non-oscillatory (WENO) limiter, originally designed for discontinuous Galerkin (DG) schemes on two-dimensional unstructured triangular meshes [39], to the correction procedure via reconstruction (CPR) framework for solving nonlinear hyperbolic conservation laws on two-dimensional unstructured triangular meshes with straight or curved edges. This is an extension of our earlier work [4] in which the WENO limiter was designed for the CPR framework on regular meshes. The objective of this simple WENO limiter is to simultaneously maintain uniform high order accuracy of the CPR framework in smooth regions and control spurious numerical oscillations near discontinuities. The WENO limiter we adopt in this paper uses information only from the target cell and its immediate neighbors. Hence, it is particularly simple to implement and will not harm the conservativeness and compactness of the CPR framework. Since the CPR framework with this WENO limiter does not in general satisfy the positivity preserving property, we also extend the positivity-preserving limiters [36,33] to the CPR framework. Numerical results for both scalar equations and Euler systems of compressible gas dynamics are provided to illustrate the good behavior of this procedure.

Fourier spectral methods achieve exponential accuracy both on the approximation level and for solving partial differential equations, if the solution is analytic. If the solution is discontinuous but piecewise analytic up to the discontinuities, Fourier spectral methods produce poor pointwise accuracy, but still maintain exponential accuracy after post-processing (Gottlieb and Shu in SIAM Rev 30:644---668, 1997) . In Chen and Shu (J Comput Appl Math 265:83---95, 2014), an extended technique is provided to recover exponential accuracy for functions which have end-point singularities, from the knowledge of point values on standard collocation points. In this paper, we develop a technique to recover exponential accuracy from the first $$N$$N Fourier coefficients of functions which are analytic in the open interval but have unbounded derivative singularities at end points. With this post-processing method, we are able to obtain exponential accuracy of spectral methods applied to linear transport equations involving such functions.

nitride semiconductor material, microwave power device, power electronic device High-resolution numerical simulation of explosion problems is of significant theoretical value owing to the numerous potential applications in both national defense and civilian projects, such as ammunition design, damage assessment, target protection, and industrial gas explosion prevention. In this paper, we review the research history of explosion mechanics and present the highest-order numerical simulation in decades. Building upon the authors research work in recent years, we specifically discuss the development of high-order positivity-preserving schemes, high-order boundary treatment, an adaptive mesh method, and multi-material interface treatment. We extended the WENO and RKDG methods and constructed conservative positivity-preserving high-order schemes. The problems of negative density and pressure were solved through the simulation of complex detonation propagation. The detonation wave front structure and flow characteristics were captured clearly. In this paper, a high-order inverse Lax-Wendroff method on a Cartesian mesh is presented to treat the complex boundary. The main principle is that the first-order normal derivative can be obtained by the inverse Lax-Wendroff method, while all the higher-order normal derivatives can simply be obtained by fifth-order WENO-type extrapolation. The efficient implementation in the detonation process further indicates that the inverse Lax-Wendroff method is stable and robust when applied to a complex-geometry boundary. An a posteriori error estimate, which is often used as a refinement criterion, is applied to solve the Euler equations. To achieve mesh refinement, WENO and Hermite interpolations are used to prolong the solutions from coarse to fine grid in space and time, respectively. For mesh merging, the direct point value replacement method is employed to update the solutions of coarse grids. For this study, a local level-set tracking method was developed to treat the multi- material interface, and the velocity field in the computational domain was modified in order to effectively avoid errors caused by velocity field discontinuity when the interface position was solved. The method presented in this paper combines the GFM (Ghost Fluid Method) with the RGFM (Real Ghost Fluid Method) to deal with the material interface, thereby avoiding non-physical solutions when the GFM is used to deal with a strong discontinuity, and the CPU running time is increased when RGFM is employed to deal with a weak discontinuity in solving the Riemann problem repeatedly. Finally, the future of high-order numerical simulation of explosion mechanics is discussed.

In applications such as astrophysics and inertial confinement fusion, there are many three-dimensional cylindrical-symmetric multi-material problems which are usually simulated by Lagrangian schemes in the two-dimensional cylindrical coordinates. For this type of simulation, a critical issue for the schemes is to keep spherical symmetry in the cylindrical coordinate system if the original physical problem has this symmetry. In the past decades, several Lagrangian schemes with such symmetry property have been developed, but all of them are only first order accurate. In this paper, we develop a second order cell-centered Lagrangian scheme for solving compressible Euler equations in cylindrical coordinates, based on the control volume discretizations, which is designed to have uniformly second order accuracy and capability to preserve one-dimensional spherical symmetry in a two-dimensional cylindrical geometry when computed on an equal-angle-zoned initial grid. The scheme maintains several good properties such as conservation for mass, momentum and total energy, and the geometric conservation law. Several two-dimensional numerical examples in cylindrical coordinates are presented to demonstrate the good performance of the scheme in terms of accuracy, symmetry, non-oscillation and robustness. The advantage of higher order accuracy is demonstrated in these examples.

Gibbs phenomenon is the particular manner how a global spectral approximation of a piecewise analytic function behaves at the jump discontinuity. The truncated spectral series has large oscillations near the jump, and the overshoot does not decay as the number of terms in the truncated series increases. There is therefore no convergence in the maximum norm, and convergence in smooth regions away from the discontinuity is also slow. In Gottlieb and Shu (1995) [5], a methodology is proposed to completely overcome this difficulty in the context of spectral collocation methods, resulting in the recovery of exponential accuracy from collocation point values of a piecewise analytic function. In this paper, we extend this methodology to handle spectral collocation methods for functions which are analytic in the open interval but have singularities at end-points. With this extension, we are able to obtain exponential accuracy from collocation point values of such functions. Similar to Gottlieb and Shu (1995) [5], the proof is constructive and uses the Gegenbauer polynomials C"n^@l(x). The result implies that the Gibbs phenomenon can be overcome for smooth functions with endpoint singularities.

Robustness of numerical methods has attracted an increasing interest in the community of computational fluid dynamics. One mathematical aspect of robustness for numerical methods is the positivity-preserving property. At high Mach numbers or for flows near vacuum, solving the conservative Euler equations may generate negative density or internal energy numerically, which may lead to nonlinear instability and crash of the code. This difficulty is particularly profound for high order methods, for multi-material flows and for problems with moving meshes, such as the Lagrangian methods. In this paper, we construct both first order and uniformly high order accurate conservative Lagrangian schemes which preserve positivity of physically positive variables such as density and internal energy in the simulation of compressible multi-material flows with general equations of state (EOS). We first develop a positivity-preserving approximate Riemann solver for the Lagrangian scheme solving compressible Euler equations with both ideal and non-ideal EOS. Then we design a class of high order positivity-preserving and conservative Lagrangian schemes by using the essentially non-oscillatory (ENO) reconstruction, the strong stability preserving (SSP) high order time discretizations and the positivity-preserving scaling limiter which can be proven to maintain conservation and uniformly high order accuracy and is easy to implement. One-dimensional and two-dimensional numerical tests for the positivity-preserving Lagrangian schemes are provided to demonstrate the effectiveness of these methods.

In this paper, we apply discontinuous Galerkin (DG) methods to solve two model equations: [email protected]?s consensus models and pressureless Euler equations. These two models are used to describe the collisions of particles, and the distributions can be identified as density functions. If the particles are placed at a single point, then the density function turns out to be a @d-function and is difficult to be well approximated numerically. In this paper, we use DG method to approximate such a singularity and demonstrate the good performance of the scheme. Since the density functions are always positive, we apply a positivity-preserving limiter to them. Moreover, for pressureless Euler equations, the velocity satisfies the maximum principle. We also construct special limiters to fulfill this requirement.

In this paper we generalize a new type of limiters based on the weighted essentially non-oscillatory (WENO) finite volume methodology for the Runge–Kutta discontinuous Galerkin (RKDG) methods solving nonlinear hyperbolic conservation laws, which were recently developed in [32] for structured meshes, to two-dimensional unstructured triangular meshes. The key idea of such limiters is to use the entire polynomials of the DG solutions from the troubled cell and its immediate neighboring cells, and then apply the classical WENO procedure to form a convex combination of these polynomials based on smoothness indicators and nonlinear weights, with suitable adjustments to guarantee conservation. The main advantage of this new limiter is its simplicity in implementation, especially for the unstructured meshes considered in this paper, as only information from immediate neighbors is needed and the usage of complicated geometric information of the meshes is largely avoided. Numerical results for both scalar equations and Euler systems of compressible gas dynamics are provided to illustrate the good performance of this procedure.

In this paper, we design a new class of central compact schemes based on the cell-centered compact schemes of Lele [S.K. Lele, Compact finite difference schemes with spectral-like resolution, Journal of Computational Physics 103 (1992) 16–42]. These schemes equate a weighted sum of the nodal derivatives of a smooth function to a weighted sum of the function on both the grid points (cell boundaries) and the cell-centers. In our approach, instead of using a compact interpolation to compute the values on cell-centers, the physical values on these half grid points are stored as independent variables and updated using the same scheme as the physical values on the grid points. This approach increases the memory requirement but not the computational costs. Through systematic Fourier analysis and numerical tests, we observe that the schemes have excellent properties of high order, high resolution and low dissipation. It is an ideal class of schemes for the simulation of multi-scale problems such as aeroacoustics and turbulence.

The convergence to steady state solutions of the Euler equations for weighted compact nonlinear schemes (WCNS) [Deng X. and Zhang H. (2000), J. Comput. Phys. 165, 22–44 and Zhang S., Jiang S. and Shu C.-W. (2008), J. Comput. Phys. 227, 7294–7321] is studied through numerical tests. Like most other shock capturing schemes, WCNS also suffers from the problem that the residue can not settle down to machine zero for the computation of the steady state solution which contains shock waves but hangs at the truncation error level. In this paper, the techniques studied in [Zhang S. and Shu. C.-W. (2007), J. Sci. Comput. 31, 273–305 and Zhang S., Jiang S and Shu. C.-W. (2011), J. Sci. Comput. 47, 216–238], to improve the convergence to steady state solutions for WENO schemes, are generalized to the WCNS. Detailed numerical studies in one and two dimensional cases are performed. Numerical tests demonstrate the effectiveness of these techniques when applied to WCNS. The residue of various order WCNS can settle down to machine zero for typical cases while the small post-shock oscillations can be removed.

In this work a simple method to enforce the positivity-preserving property for general high-order conservative schemes is proposed for solving compressible Euler equations. The method detects critical numerical fluxes which may lead to negative density and pressure, and for such critical fluxes imposes a simple flux limiter by combining the high-order numerical flux with the first-order Lax-Friedrichs flux to satisfy a sufficient condition for preserving positivity. Though an extra time-step size condition is required to maintain the formal order of accuracy, it is less restrictive than those in previous works. A number of numerical examples suggest that this method, when applied on an essentially non-oscillatory scheme, can be used to prevent positivity failure when the flow involves vacuum or near vacuum and very strong discontinuities.

We propose second order accurate discontinuous Galerkin (DG) schemes which satisfy a strict maximum principle for general nonlinear convection-diffusion equations on unstructured triangular meshes. Motivated by genuinely high order maximum-principle-satisfying DG schemes for hyperbolic conservation laws (Perthame, 1996) and (Zhang, 2010) [14,26], we prove that under suitable time step restriction for forward Euler time stepping, for general nonlinear convection-diffusion equations, the same scaling limiter coupled with second order DG methods preserves the physical bounds indicated by the initial condition while maintaining uniform second order accuracy. Similar to the purely convection cases, the limiters are mass conservative and easy to implement. Strong stability preserving (SSP) high order time discretizations will keep the maximum principle. Following the idea in Zhang (2012) [30], we extend the schemes to two-dimensional convection-diffusion equations on triangular meshes. There are no geometric constraints on the mesh such as angle acuteness. Numerical results including incompressible Navier-Stokes equations are presented to validate and demonstrate the effectiveness of the numerical methods.

Lagrangian methods are widely used in many fields for multi-material compressible flow simulations such as in astrophysics and inertial confinement fusion (ICF), due to their distinguished advantage in capturing material interfaces automatically. In some of these applications, multiple internal energy equations such as those for electron, ion and radiation are involved. In the past decades, several staggered-grid based Lagrangian schemes have been developed which are designed to solve the internal energy equation directly. These schemes can be easily extended to solve problems with multiple internal energy equations. However such schemes are typically not conservative for the total energy. Recently, significant progress has been made in developing cell-centered Lagrangian schemes which have several good properties such as conservation for all the conserved variables and easiness for remapping. However, these schemes are commonly designed to solve the Euler equations in the form of the total energy, therefore they cannot be directly applied to the solution of either the single internal energy equation or the multiple internal energy equations without significant modifications. Such modifications, if not designed carefully, may lead to the loss of some of the nice properties of the original schemes such as conservation of the total energy. In this paper, we establish an equivalency relationship between the cell-centered discretizations of the Euler equations in the forms of the total energy and of the internal energy. By a carefully designed modification in the implementation, the cell-centered Lagrangian scheme can be used to solve the compressible fluid flow with one or multiple internal energy equations and meanwhile it does not lose its total energy conservation property. An advantage of this approach is that it can be easily applied to many existing large application codes which are based on the framework of solving multiple internal energy equations. Several two dimensional numerical examples for both Euler equations and three-temperature hydrodynamic equations in cylindrical coordinates are presented to demonstrate the performance of the scheme in terms of symmetry preserving, accuracy and non-oscillatory performance.

One of the main issues in the field of numerical schemes is to ally robustness with accuracy. Considering gas dynamics, numerical approximations may generate negative density or pressure, which may lead to nonlinear instability and crash of the code. This phenomenon is even more critical using a Lagrangian formalism, the grid moving and being deformed during the calculation. Furthermore, most of the problems studied in this framework contain very intense rarefaction and shock waves. In this paper, the admissibility of numerical solutions obtained by high-order finite-volume-scheme-based methods, such as the discontinuous Galerkin (DG) method, the essentially non-oscillatory (ENO) and the weighted ENO (WENO) finite volume schemes, is addressed in the one-dimensional Lagrangian gas dynamics framework. After briefly recalling how to derive Lagrangian forms of the 1D gas dynamics system of equations, a discussion on positivity-preserving approximate Riemann solvers, ensuring first-order finite volume schemes to be positive, is then given. This study is conducted for both ideal gas and non-ideal gas equations of state (EOS), such as the Jones-Wilkins-Lee (JWL) EOS or the Mie-Gruneisen (MG) EOS, and relies on two different techniques: either a particular definition of the local approximation of the acoustic impedances arising from the approximate Riemann solver, or an additional time step constraint relative to the cell volume variation. Then, making use of the work presented in 89,90,22, this positivity study is extended to high-orders of accuracy, where new time step constraints are obtained, and proper limitation is required. Through this new procedure, scheme robustness is highly improved and hence new problems can be tackled. Numerical results are provided to demonstrate the effectiveness of these methods.This paper is the first part of a series of two. The whole analysis presented here is extended to the two-dimensional case in 85, and proves to fit a wide range of numerical schemes in the literature, such as those presented in 19,64,15,82,84.

In, Maire developed a class of cell-centered Lagrangian schemes for solving Euler equations of compressible gas dynamics in cylindrical coordinates. These schemes use a node-based discretization of the numerical fluxes. The control volume version has several distinguished properties, including the conservation of mass, momentum and total energy and compatibility with the geometric conservation law (GCL). However it also has a limitation in that it cannot preserve spherical symmetry for one-dimensional spherical flow. An alternative is also given to use the first order area-weighted approach which can ensure spherical symmetry, at the price of sacrificing conservation of momentum. In this paper, we apply the methodology proposed in our recent work to the first order control volume scheme of Maire in to obtain the spherical symmetry property. The modified scheme can preserve one-dimensional spherical symmetry in a two-dimensional cylindrical geometry when computed on an equal-angle-zoned initial grid, and meanwhile it maintains its original good properties such as conservation and GCL. Several two-dimensional numerical examples in cylindrical coordinates are presented to demonstrate the good performance of the scheme in terms of symmetry, non-oscillation and robustness properties.

The gas dynamics equations, coupled with a static gravitational field, admit the hydrostatic balance where the flux produced by the pressure is exactly canceled by the gravitational source term. Many astrophysical problems involve the hydrodynamical evolution in a gravitational field, therefore it is essential to correctly capture the effect of gravitational force in the simulations. Improper treatment of the gravitational force can lead to a solution which either oscillates around the equilibrium, or deviates from the equilibrium after a long time run. In this paper we design high order well-balanced finite difference WENO schemes to this system, which can preserve the hydrostatic balance state exactly and at the same time can maintain genuine high order accuracy. Numerical tests are performed to verify high order accuracy, well-balanced property, and good resolution for smooth and discontinuous solutions. The main purpose of the well-balanced schemes designed in this paper is to well resolve small perturbations of the hydrostatic balance state on coarse meshes. The more difficult issue of convergence towards such hydrostatic balance state from an arbitrary initial condition is not addressed in this paper.

In Zhang and Shu (2010) [20], Zhang and Shu (2011) [21] and Zhang et al. (in press) [23], we constructed uniformly high order accurate discontinuous Galerkin (DG) and finite volume schemes which preserve positivity of density and pressure for the Euler equations of compressible gas dynamics. In this paper, we present an extension of this framework to construct positivity-preserving high order essentially non-oscillatory (ENO) and weighted essentially non-oscillatory (WENO) finite difference schemes for compressible Euler equations. General equations of state and source terms are also discussed. Numerical tests of the fifth order finite difference WENO scheme are reported to demonstrate the good behavior of such schemes.

In [20], two of the authors developed a high order accurate numerical boundary condition procedure for hyperbolic conservation laws, which allows the computation using high order finite difference schemes on Cartesian meshes to solve problems in arbitrary physical domains whose boundaries do not coincide with grid lines. This procedure is based on the so-called inverse Lax-Wendroff (ILW) procedure for inflow boundary conditions and high order extrapolation for outflow boundary conditions. However, the algebra of the ILW procedure is quite heavy for two dimensional (2D) hyperbolic systems, which makes it difficult to implement the procedure for order of accuracy higher than three. In this paper, we first discuss a simplified and improved implementation for this procedure, which uses the relatively complicated ILW procedure only for the evaluation of the first order normal derivatives. Fifth order WENO type extrapolation is used for all other derivatives, regardless of the direction of the local characteristics and the smoothness of the solution. This makes the implementation of a fifth order boundary treatment practical for 2D systems with source terms. For no-penetration boundary condition of compressible inviscid flows, a further simplification is discussed, in which the evaluation of the tangential derivatives involved in the ILW procedure is avoided. We test our simplified and improved boundary treatment for Euler equations with or without source terms representing chemical reactions in detonations. The results demonstrate the designed fifth order accuracy, stability, and good performance for problems involving complicated interactions between detonation/shock waves and solid boundaries.

High order path-conservative schemes have been developed for solving nonconservative hyperbolic systems in (Pares, SIAM J. Numer. Anal. 44:300---321, 2006; Castro et al., Math. Comput. 75:1103---1134, 2006; J. Sci. Comput. 39:67---114, 2009). Recently, it has been observed in (Abgrall and Karni, J. Comput. Phys. 229:2759---2763, 2010) that this approach may have some computational issues and shortcomings. In this paper, a modification to the high order path-conservative scheme in (Castro et al., Math. Comput. 75:1103---1134, 2006) is proposed to improve its computational performance and to overcome some of the shortcomings. This modification is based on the high order finite volume WENO scheme with subcell resolution and it uses an exact Riemann solver to catch the right paths at the discontinuities. An application to one-dimensional compressible two-medium flows of nonconservative or primitive Euler equations is carried out to show the effectiveness of this new approach.

In this paper, we introduce a general approach for proving optimal $L^2$ error estimates for the semidiscrete local discontinuous Galerkin (LDG) methods solving linear high order wave equations. The optimal order of error estimates holds not only for the solution itself but also for the auxiliary variables in the LDG method approximating the various order derivatives of the solution. Examples including the one-dimensional third order wave equation, one-dimensional fifth order wave equation, and multidimensional Schrodinger equation are explored to demonstrate this approach. The main idea is to derive energy stability for the various auxiliary variables in the LDG discretization by using the scheme and its time derivatives with different test functions. Special projections are utilized to eliminate the jump terms at the cell boundaries in the error estimate in order to achieve the optimal order of accuracy.

One of the main challenges in computational simulations of gas detonation propagation is that negative density or negative pressure may emerge during the time evolution, which will cause blow-ups. Therefore, schemes with provable positivity-preserving of density and pressure are desired. First order and second order positivity-preserving schemes were well studied, e.g., [6,10]. For high order discontinuous Galerkin (DG) method, even though the characteristicwise TVB limiter in [1,2] can kill oscillations, it is not sufficient to maintain the positivity. A simple solution for arbitrarily high order positivity-preserving schemes solving Euler equations was proposed recently in [22]. In this paper, we first discuss an extension of the technique in [22-24] to design arbitrarily high order positivity-preserving DG schemes for reactive Euler equations. We then present a simpler and more robust implementation of the positivity-preserving limiter than the one in [22]. Numerical tests, including very demanding examples in gaseous detonations, indicate that the third order DG scheme with the new positivity-preserving limiter produces satisfying results even without the TVB limiter.

A class of high order central compact schemes with spectral-like resolution are designed for the computational aeroacousitcs (CAA). The schemes have the features of high order, high resolution, low dissipation and the ability to capture strong shock wave in flow field, which are perfect methods for computational aeroacoustics. Typical problems are solved through direct numerical simulation, including the merging process of two co-rotating Gaussian vortices, the interaction between an oblique shock wave and a shear layer and cavity flow. The mechanisms of noise generation are studied.

The entropy solutions of the compressible Euler equations satisfy a minimum principle for the specific entropy (Tadmor in Appl Numer Math 2:211–219, 1986). First order schemes such as Godunov-type and Lax-Friedrichs schemes and the second order kinetic schemes (Khobalatte and Perthame in Math Comput 62:119–131, 1994) also satisfy a discrete minimum entropy principle. In this paper, we show an extension of the positivity-preserving high order schemes for the compressible Euler equations in Zhang and Shu (J Comput Phys 229:8918–8934, 2010) and Zhang et al. (J Scientific Comput, in press), to enforce the minimum entropy principle for high order finite volume and discontinuous Galerkin (DG) schemes.

The discontinuous Galerkin (DG) method is known to provide good wave resolution properties, especially for long time simulation. In this paper, using Fourier analysis, we provide a quantitative error analysis for the semi-discrete DG method applied to time dependent linear convection equations with periodic boundary conditions. We apply the same technique to show that the error is of order k + 2 superconvergent at Radau points on each element and of order 2 k + 1 superconvergent at the downwind point of each element, when using piecewise polynomials of degree k . An analysis of the fully discretized approximation is also provided. We compute the number of points per wavelength required to obtain a fixed error for several fully discrete schemes. Numerical results are provided to verify our error analysis.

We develop a high order numerical boundary condition for compressible inviscid flows involving complex moving geometries. It is based on finite difference methods on fixed Cartesian meshes which pose a challenge that the moving boundaries intersect the grid lines in an arbitrary fashion. Our method is an extension of the so-called inverse Lax-Wendroff procedure proposed in [17] for conservation laws in static geometries. This procedure helps us obtain normal spatial derivatives at inflow boundaries from Lagrangian time derivatives and tangential derivatives by repeated use of the Euler equations. Together with high order extrapolation at outflow boundaries, we can impose accurate values of ghost points near the boundaries by a Taylor expansion. To maintain high order accuracy in time, we need some special time matching technique at the two intermediate Runge-Kutta stages. Numerical examples in one and two dimensions show that our boundary treatment is high order accurate for problems with smooth solutions. Our method also performs well for problems involving interactions between shocks and moving rigid bodies.