In this paper, high order semi-implicit well-balanced and asymptotic preserving finite difference WENO schemes are proposed for the shallow water equations with a non-flat bottom topography. We consider the Froude number ranging from O(1) to 0, which
in the zero Froude limit becomes the lake equations for balanced flow without gravity waves. We apply a well-balanced finite difference WENO reconstruction, coupled with a stiffly accurate implicit-explicit (IMEX) Runge-Kutta time discretization. The resulting semi-implicit scheme can be shown to be well-balanced, asymptotic preserving (AP) and asymptotically accurate (AA) at the same time. Both one- and two-dimensional numerical results are provided to demonstrate the high order accuracy, AP property and good performance of the proposed methods in capturing small perturbations of steady state solutions.
Wave propagation problems have many applications in physics and engineering, and the stochastic effects are important in accurately modeling them due to the uncertainty of the media. This paper considers and analyzes a fully discrete finite element m
ethod for a class of nonlinear stochastic wave equations, where the diffusion term is globally Lipschitz continuous while the drift term is only assumed to satisfy weaker conditions as in [11]. The novelties of this paper are threefold. First, the error estimates cannot not be directly obtained if the numerical scheme in primal form is used. The numerical scheme in mixed form is introduced and several H{o}lder continuity results of the strong solution are proved, which are used to establish the error estimates in both $L^2$ norm and energy norms. Second, two types of discretization of the nonlinear term are proposed to establish the $L^2$ stability and energy stability results of the discrete solutions. These two types of discretization and proper test functions are designed to overcome the challenges arising from the stochastic scaling in time issues and the nonlinear interaction. These stability results play key roles in proving the probability of the set on which the error estimates hold approaches one. Third, higher order moment stability results of the discrete solutions are proved based on an energy argument and the underlying energy decaying property of the method. Numerical experiments are also presented to show the stability results of the discrete solutions and the convergence rates in various norms.
In this paper, we combine the nonlinear HWENO reconstruction in cite{newhwenozq} and the fixed-point iteration with Gauss-Seidel fast sweeping strategy, to solve the static Hamilton-Jacobi equations in a novel HWENO framework recently developed in ci
te{mehweno1}. The proposed HWENO frameworks enjoys several advantages. First, compared with the traditional HWENO framework, the proposed methods do not need to introduce additional auxiliary equations to update the derivatives of the unknown function $phi$. They are now computed from the current value of $phi$ and the previous spatial derivatives of $phi$. This approach saves the computational storage and CPU time, which greatly improves the computational efficiency of the traditional HWENO scheme. In addition, compared with the traditional WENO method, reconstruction stencil of the HWENO methods becomes more compact, their boundary treatment is simpler, and the numerical errors are smaller on the same mesh. Second, the fixed-point fast sweeping method is used to update the numerical approximation. It is an explicit method and does not involve the inverse operation of nonlinear Hamiltonian, therefore any Hamilton-Jacobi equations with complex Hamiltonian can be solved easily. It also resolves some known issues, including that the iterative number is very sensitive to the parameter $varepsilon$ used in the nonlinear weights, as observed in previous studies. Finally, in order to further reduce the computational cost, a hybrid strategy is also presented. Extensive numerical experiments are performed on two-dimensional problems, which demonstrate the good performance of the proposed fixed-point fast sweeping HWENO methods.
In this paper, we propose to combine the fifth order Hermite weighted essentially non-oscillatory (HWENO) scheme and fast sweeping method (FSM) for the solution of the steady-state $S_{N}$ transport equation in the finite volume framework. It is well
-known that the $S_{N}$ transport equation asymptotically converges to a macroscopic diffusion equation in the limit of optically thick systems with small absorption and sources. Numerical methods which can preserve the asymptotic limit are referred to as asymptotic preserving methods. In the one-dimensional case, we provide the analysis to demonstrate the asymptotic preserving property of the high order finite volume HWENO method, by showing that its cell-edge and cell-average fluxes possess the thick diffusion limit. Numerical results in both one- and two- dimensions are presented to validate its asymptotic preserving property. A hybrid strategy to compute the nonlinear weights in the HWENO reconstruction is introduced to save computational cost. Extensive one- and two-dimensional numerical experiments are performed to verify the accuracy, asymptotic preserving property and positivity of the proposed HWENO FSM.
In this paper, we propose a novel Hermite weighted essentially non-oscillatory (HWENO) fast sweeping method to solve the static Hamilton-Jacobi equations efficiently. During the HWENO reconstruction procedure, the proposed method is built upon a new
finite difference fifth order HWENO scheme involving one big stencil and two small stencils. However, one major novelty and difference from the traditional HWENO framework lies in the fact that, we do not need to introduce and solve any additional equations to update the derivatives of the unknown function $phi$. Instead, we use the current $phi$ and the old spatial derivative of $phi$ to update them. The traditional HWENO fast sweeping method is also introduced in this paper for comparison, where additional equations governing the spatial derivatives of $phi$ are introduced. The novel HWENO fast sweeping methods are shown to yield great savings in both computational time and storage, which improves the computational efficiency of the traditional HWENO scheme. In addition, a hybrid strategy is also introduced to further reduce computational costs. Extensive numerical experiments are provided to validate the accuracy and efficiency of the proposed approaches.
This paper presents a class of novel high-order accurate discontinuous Galerkin (DG) schemes for the compressible Euler equations under gravitational fields. A notable feature of these schemes is that they are well-balanced for a general hydrostatic
equilibrium state, and at the same time, provably preserve the positivity of density and pressure. In order to achieve the well-balanced and positivity-preserving properties simultaneously, a novel DG spatial discretization is carefully designed with suitable source term reformulation and a properly modified Harten-Lax-van Leer contact (HLLC) flux. Based on some technical decompositions as well as several key properties of the admissible states and HLLC flux, rigorous positivity-preserving analyses are carried out. It is proven that the resulting well-balanced DG schemes, coupled with strong stability preserving time discretizations, satisfy a weak positivity property, which implies that one can apply a simple existing limiter to effectively enforce the positivity-preserving property, without losing high-order accuracy and conservation. The proposed methods and analyses are applicable to the Euler system with general equation of state. Extensive one- and two-dimensional numerical tests demonstrate the desired properties of these schemes, including the exact preservation of the equilibrium state, the ability to capture small perturbation of such state, the robustness for solving problems involving low density and/or low pressure, and good resolution for smooth and discontinuous solutions.
In this paper, we present and study discontinuous Galerkin (DG) methods for one-dimensional multi-symplectic Hamiltonian partial differential equations. We particularly focus on semi-discrete schemes with spatial discretization only, and show that th
e proposed DG methods can simultaneously preserve the multi-symplectic structure and energy conservation with a general class of numerical fluxes, which includes the well-known central and alternating fluxes. Applications to the wave equation, the Benjamin-Bona-Mahony equation, the Camassa-Holm equation, the Korteweg-de Vries equation and the nonlinear Schrodinger equation are discussed. Some numerical results are provided to demonstrate the accuracy and long time behavior of the proposed methods. Numerically, we observe that certain choices of numerical fluxes in the discussed class may help achieve better accuracy compared with the commonly used ones including the central fluxes.
This paper proposes and analyzes two fully discrete mixed interior penalty discontinuous Galerkin (DG) methods for the fourth order nonlinear Cahn-Hilliard equation. Both methods use the backward Euler method for time discretization and interior pena
lty discontinuous Galerkin methods for spatial discretization. They differ from each other on how the nonlinear term is treated, one of them is based on fully implicit time-stepping and the other uses the energy-splitting time-stepping. The primary goal of the paper is to prove the convergence of the numerical interfaces of the DG methods to the interface of the Hele-Shaw flow. This is achieved by establishing error estimates that depend on $epsilon^{-1}$ only in some low polynomial orders, instead of exponential orders. Similar to [14], the crux is to prove a discrete spectrum estimate in the discontinuous Galerkin finite element space. However, the validity of such a result is not obvious because the DG space is not a subspace of the (energy) space $H^1$ and it is larger than the finite element space. This difficult is overcome by a delicate perturbation argument which relies on the discrete spectrum estimate in the finite element space proved in cite{Feng_Prohl04}. Numerical experiment results are also presented to gauge the theoretical results and the performance of the proposed fully discrete mixed DG methods.
This note aims at demonstrating the advantage of moving-water well-balanced schemes over still-water well-balanced schemes for the shallow water equations. We concentrate on numerical examples with solutions near a moving-water equilibrium. For such
examples, still-water well-balanced methods are not capable of capturing the small perturbations of the moving-water equilibrium and may generate significant spurious oscillations, unless an extremely refined mesh is used. On the other hand, moving- water well-balanced methods perform well in these tests. The numerical examples in this note clearly demonstrate the importance of utilizing moving-water well-balanced methods for solutions near a moving-water equilibrium.
We extend the positivity-preserving method of Zhang & Shu (2010, JCP, 229, 3091-3120) to simulate the advection of neutral particles in phase space using curvilinear coordinates. The ability to utilize these coordinates is important for non-equilibri
um transport problems in general relativity and also in science and engineering applications with specific geometries. The method achieves high-order accuracy using Discontinuous Galerkin (DG) discretization of phase space and strong stability-preserving, Runge-Kutta (SSP-RK) time integration. Special care in taken to ensure that the method preserves strict bounds for the phase space distribution function $f$; i.e., $fin[0,1]$. The combination of suitable CFL conditions and the use of the high-order limiter proposed in Zhang & Shu (2010) is sufficient to ensure positivity of the distribution function. However, to ensure that the distribution function satisfies the upper bound, the discretization must, in addition, preserve the divergence-free property of the phase space flow. Proofs that highlight the necessary conditions are presented for general curvilinear coordinates, and the details of these conditions are worked out for some commonly used coordinate systems (i.e., spherical polar spatial coordinates in spherical symmetry and cylindrical spatial coordinates in axial symmetry, both with spherical momentum coordinates). Results from numerical experiments --- including one example in spherical symmetry adopting the Schwarzschild metric --- demonstrate that the method achieves high-order accuracy and that the distribution function satisfies the maximum principle.
