In this paper, we propose a new conservative high-order semi-Lagrangian finite difference (SLFD) method to solve linear advection equation and the nonlinear Vlasov and BGK models. The finite difference scheme has better computational flexibility by working with point values, especially when working with high-dimensional problems in an operator splitting setting. The reconstruction procedure in the proposed SLFD scheme is motivated from the SL finite volume scheme. In particular, we define a new sliding average function, whose cell averages agree with point values of the underlying function. By developing the SL finite volume scheme for the sliding average function, we derive the proposed SLFD scheme, which is high-order accurate, mass conservative and unconditionally stable for linear problems. The performance of the scheme is showcased by linear transport applications, as well as the nonlinear Vlasov-Poisson and BGK models. Furthermore, we apply the Fourier stability analysis to a fully discrete SLFD scheme coupled with diagonally implicit Runge-Kutta (DIRK) method when applied to a stiff two-velocity hyperbolic relaxation system. Numerical stability and asymptotic accuracy properties of DIRK methods are discussed in theoretical and computational aspects.
Many interesting applications of hyperbolic systems of equations are stiff, and require the time step to satisfy restrictive stability conditions. One way to avoid small time steps is to use implicit time integration. Implicit integration is quite straightforward for first-order schemes. High order schemes instead also need to control spurious oscillations, which requires limiting in space and time also in the linear case. We propose a framework to simplify considerably the application of high order non-oscillatory schemes through the introduction of a low order implicit predictor, which is used both to set up the nonlinear weights of a standard high order space reconstruction, and to achieve limiting in time. In this preliminary work, we concentrate on the case of a third-order scheme, based on diagonally implicit Runge Kutta ($\mathsf {DIRK}$) integration in time and central weighted essentially non-oscillatory ($\mathsf {CWENO}$) reconstruction in space. The numerical tests involve linear and nonlinear scalar conservation laws.
We show how to combine in a natural way (i.e., without any test nor switch) the conservative and non-conservative formulations of an hyperbolic system that has a conservative form. This is inspired from two different classes of schemes: the residual distribution one (Abgrall in Commun Appl Math Comput 2(3): 341–368, 2020), and the active flux formulations (Eyman and Roe in 49th AIAA Aerospace Science Meeting, 2011; Eyman in active flux. PhD thesis, University of Michigan, 2013; Helzel et al. in J Sci Comput 80(3): 35–61, 2019; Barsukow in J Sci Comput 86(1): paper No. 3, 34, 2021; Roe in J Sci Comput 73: 1094–1114, 2017). The solution is globally continuous, and as in the active flux method, described by a combination of point values and average values. Unlike the “classical” active flux methods, the meaning of the point-wise and cell average degrees of freedom is different, and hence follow different forms of PDEs; it is a conservative version of the cell average, and a possibly non-conservative one for the points. This new class of scheme is proved to satisfy a Lax-Wendroff-like theorem. We also develop a method to perform non-linear stability. We illustrate the behaviour on several benchmarks, some quite challenging.
Fixed-point fast sweeping WENO methods are a class of efficient high-order numerical methods to solve steady-state solutions of hyperbolic partial differential equations (PDEs). The Gauss-Seidel iterations and alternating sweeping strategy are used to cover characteristics of hyperbolic PDEs in each sweeping order to achieve fast convergence rate to steady-state solutions. A nice property of fixed-point fast sweeping WENO methods which distinguishes them from other fast sweeping methods is that they are explicit and do not require inverse operation of nonlinear local systems. Hence, they are easy to be applied to a general hyperbolic system. To deal with the difficulties associated with numerical boundary treatment when high-order finite difference methods on a Cartesian mesh are used to solve hyperbolic PDEs on complex domains, inverse Lax-Wendroff (ILW) procedures were developed as a very effective approach in the literature. In this paper, we combine a fifth-order fixed-point fast sweeping WENO method with an ILW procedure to solve steady-state solution of hyperbolic conservation laws on complex computing regions. Numerical experiments are performed to test the method in solving various problems including the cases with the physical boundary not aligned with the grids. Numerical results show high-order accuracy and good performance of the method. Furthermore, the method is compared with the popular third-order total variation diminishing Runge-Kutta (TVD-RK3) time-marching method for steady-state computations. Numerical examples show that for most of examples, the fixed-point fast sweeping method saves more than half CPU time costs than TVD-RK3 to converge to steady-state solutions.
Adaptive mesh refinement (AMR) is the art of solving PDEs on a mesh hierarchy with increasing mesh refinement at each level of the hierarchy. Accurate treatment on AMR hierarchies requires accurate prolongation of the solution from a coarse mesh to a newly defined finer mesh. For scalar variables, suitably high-order finite volume WENO methods can carry out such a prolongation. However, classes of PDEs, such as computational electrodynamics (CED) and magnetohydrodynamics (MHD), require that vector fields preserve a divergence constraint. The primal variables in such schemes consist of normal components of the vector field that are collocated at the faces of the mesh. As a result, the reconstruction and prolongation strategies for divergence constraint-preserving vector fields are necessarily more intricate. In this paper we present a fourth-order divergence constraint-preserving prolongation strategy that is analytically exact. Extension to higher orders using analytically exact methods is very challenging. To overcome that challenge, a novel WENO-like reconstruction strategy is invented that matches the moments of the vector field in the faces, where the vector field components are collocated. This approach is almost divergence constraint-preserving, therefore, we call it WENO-ADP. To make it exactly divergence constraint-preserving, a touch-up procedure is developed that is based on a constrained least squares (CLSQ) method for restoring the divergence constraint up to machine accuracy. With the touch-up, it is called WENO-ADPT. It is shown that refinement ratios of two and higher can be accommodated. An item of broader interest in this work is that we have also been able to invent very efficient finite volume WENO methods, where the coefficients are very easily obtained and the multidimensional smoothness indicators can be expressed as perfect squares. We demonstrate that the divergence constraint-preserving strategy works at several high orders for divergence-free vector fields as well as vector fields, where the divergence of the vector field has to match a charge density and its higher moments. We also show that our methods overcome the late time instability that has been known to plague adaptive computations in CED.
A high order finite difference numerical scheme is developed for the shallow water equations on curvilinear meshes based on an alternative flux formulation of the weighted essentially non-oscillatory (WENO) scheme. The exact C-property is investigated, and comparison with the standard finite difference WENO scheme is made. Theoretical derivation and numerical results show that the proposed finite difference WENO scheme can maintain the exact C-property on both stationarily and dynamically generalized coordinate systems. The Harten-Lax-van Leer type flux is developed on general curvilinear meshes in two dimensions and verified on a number of benchmark problems, indicating smaller errors compared with the Lax-Friedrichs solver. In addition, we propose a positivity-preserving limiter on stationary meshes such that the scheme can preserve the non-negativity of the water height without loss of mass conservation.