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1 Eleuterio F. Toro Laboratory of Applied Mathematics University of Trento, Italy www.ing.unitn.it/toro [email protected] FORCE-type schemes for hyperbolic conservation laws. Toro E F. II i-Math School on Numerical Solutions of Partial Differential Equations, February 8-12, 2010, Malaga, Spain
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Page 1: FORCE-type schemes for hyperbolic conservation laws.Physics, Manchester Metropolitan University, 1996,UK 12 Glimm’s method on a staggered mesh 13 Recall the integral form of the

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Eleuterio F. Toro Laboratory of Applied Mathematics

University of Trento, Italy www.ing.unitn.it/toro

[email protected]

FORCE-type schemes for hyperbolic conservation laws.

Toro E F. II i-Math School on Numerical Solutions of Partial Differential Equations, February 8-12, 2010, Malaga, Spain

Page 2: FORCE-type schemes for hyperbolic conservation laws.Physics, Manchester Metropolitan University, 1996,UK 12 Glimm’s method on a staggered mesh 13 Recall the integral form of the

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The big picture: numerical methods to solve

Source terms S(Q) may be stiff

Advective terms may not admit a conservative form (nonconservative products)

Meshes are assumed unstructured

Very high order of accuracy in both space and time

May use upwind or centred approaches for numerical fluxes

Page 3: FORCE-type schemes for hyperbolic conservation laws.Physics, Manchester Metropolitan University, 1996,UK 12 Glimm’s method on a staggered mesh 13 Recall the integral form of the

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Recall the integral form of the conservation laws

in a control volume is

Page 4: FORCE-type schemes for hyperbolic conservation laws.Physics, Manchester Metropolitan University, 1996,UK 12 Glimm’s method on a staggered mesh 13 Recall the integral form of the

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Conservative schemes in 1D

Task: define numerical flux

Basic property required: MONOTONICITY

Page 5: FORCE-type schemes for hyperbolic conservation laws.Physics, Manchester Metropolitan University, 1996,UK 12 Glimm’s method on a staggered mesh 13 Recall the integral form of the

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There are two approaches:

I: Upwind approach. Solve the Riemann problem

II: Centred approach. The numerical flux is

Page 6: FORCE-type schemes for hyperbolic conservation laws.Physics, Manchester Metropolitan University, 1996,UK 12 Glimm’s method on a staggered mesh 13 Recall the integral form of the

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Properties required from 2-point flux

Consistency:

Definition: a monotone scheme satisfies

Monotonicity:

Page 7: FORCE-type schemes for hyperbolic conservation laws.Physics, Manchester Metropolitan University, 1996,UK 12 Glimm’s method on a staggered mesh 13 Recall the integral form of the

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Properties required from 2-point flux

Theorem: for a two-point flux, necessary conditions for monotonicity are

Remark: for a linear scheme

monotonicity requires positivity of coefficients:

Page 8: FORCE-type schemes for hyperbolic conservation laws.Physics, Manchester Metropolitan University, 1996,UK 12 Glimm’s method on a staggered mesh 13 Recall the integral form of the

Classical centred numerical fluxes

The Lax-Friedrichs flux

Properties

1.  Linearly stable for 2.  Monotone for all CFL numbers in the stability range 3.  Largest local truncation error of all monotone schemes

the Courant number

8

Page 9: FORCE-type schemes for hyperbolic conservation laws.Physics, Manchester Metropolitan University, 1996,UK 12 Glimm’s method on a staggered mesh 13 Recall the integral form of the

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Classical centred numerical fluxes, contin...

The Lax-Wendroff flux (2 versions)

Properties

1.  Linearly stable for 2.  Non-monotone (oscillatory) 3.  Second-order accurate in space and time

Page 10: FORCE-type schemes for hyperbolic conservation laws.Physics, Manchester Metropolitan University, 1996,UK 12 Glimm’s method on a staggered mesh 13 Recall the integral form of the

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Classical centred numerical fluxes, contin...

The Godunov centred flux (1961)

Properties

1.  Linearly stable for

2. Monotone for

3. Non-monotone for

Page 11: FORCE-type schemes for hyperbolic conservation laws.Physics, Manchester Metropolitan University, 1996,UK 12 Glimm’s method on a staggered mesh 13 Recall the integral form of the

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The FORCE flux (First ORder CEntred)

Toro E F. On Glimm-related schemes for conservation laws.

Technical Report MMU-9602, Department of Mathematics and Physics, Manchester Metropolitan University, 1996,UK

Page 12: FORCE-type schemes for hyperbolic conservation laws.Physics, Manchester Metropolitan University, 1996,UK 12 Glimm’s method on a staggered mesh 13 Recall the integral form of the

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Glimm’s method on a staggered mesh

Page 13: FORCE-type schemes for hyperbolic conservation laws.Physics, Manchester Metropolitan University, 1996,UK 12 Glimm’s method on a staggered mesh 13 Recall the integral form of the

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Recall the integral form of the conservation laws

in a control volume

Page 14: FORCE-type schemes for hyperbolic conservation laws.Physics, Manchester Metropolitan University, 1996,UK 12 Glimm’s method on a staggered mesh 13 Recall the integral form of the

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Step I

Step II

Page 15: FORCE-type schemes for hyperbolic conservation laws.Physics, Manchester Metropolitan University, 1996,UK 12 Glimm’s method on a staggered mesh 13 Recall the integral form of the

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Question: can we write

as a one-step conservative method

with a given numerical flux

Page 16: FORCE-type schemes for hyperbolic conservation laws.Physics, Manchester Metropolitan University, 1996,UK 12 Glimm’s method on a staggered mesh 13 Recall the integral form of the

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Answer: YES

The numerical flux is

But recall

Page 17: FORCE-type schemes for hyperbolic conservation laws.Physics, Manchester Metropolitan University, 1996,UK 12 Glimm’s method on a staggered mesh 13 Recall the integral form of the

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The numerical flux is in fact

with

Page 18: FORCE-type schemes for hyperbolic conservation laws.Physics, Manchester Metropolitan University, 1996,UK 12 Glimm’s method on a staggered mesh 13 Recall the integral form of the

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Properties of the FORCE scheme

Page 19: FORCE-type schemes for hyperbolic conservation laws.Physics, Manchester Metropolitan University, 1996,UK 12 Glimm’s method on a staggered mesh 13 Recall the integral form of the

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Properties of the FORCE scheme, cont.

Proof of convergence of FORCE scheme in:

Chen C Q and Toro E F. Centred schemes for non-linear hyperbolic equations.

J Hyperbolic . Differential. Equations. 1 (1), pp 531-566, 2004.

Page 20: FORCE-type schemes for hyperbolic conservation laws.Physics, Manchester Metropolitan University, 1996,UK 12 Glimm’s method on a staggered mesh 13 Recall the integral form of the

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The FORCE flux for the scalar case: more general averaging.

Special cases:

Page 21: FORCE-type schemes for hyperbolic conservation laws.Physics, Manchester Metropolitan University, 1996,UK 12 Glimm’s method on a staggered mesh 13 Recall the integral form of the

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Monotonocity

Page 22: FORCE-type schemes for hyperbolic conservation laws.Physics, Manchester Metropolitan University, 1996,UK 12 Glimm’s method on a staggered mesh 13 Recall the integral form of the

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FORCE’s friends and relatives

•  The composite schemes of Liska and Wendroff (friend)

Liska R and Wendroff B. Composite schemes for conservation laws. SIAM J. Numerical Analysis, Vol. 35, pp 2250-2271, 1998

•  The centred scheme of Nessyahu and Tadmor (relative)

Non-oscillatory central differencing for hyperbolic conservation Laws. J. Computational Physics, Vol 87, pp 408-463, 1990.

Page 23: FORCE-type schemes for hyperbolic conservation laws.Physics, Manchester Metropolitan University, 1996,UK 12 Glimm’s method on a staggered mesh 13 Recall the integral form of the

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Numerical results

Page 24: FORCE-type schemes for hyperbolic conservation laws.Physics, Manchester Metropolitan University, 1996,UK 12 Glimm’s method on a staggered mesh 13 Recall the integral form of the

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Page 25: FORCE-type schemes for hyperbolic conservation laws.Physics, Manchester Metropolitan University, 1996,UK 12 Glimm’s method on a staggered mesh 13 Recall the integral form of the

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Page 26: FORCE-type schemes for hyperbolic conservation laws.Physics, Manchester Metropolitan University, 1996,UK 12 Glimm’s method on a staggered mesh 13 Recall the integral form of the

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Page 27: FORCE-type schemes for hyperbolic conservation laws.Physics, Manchester Metropolitan University, 1996,UK 12 Glimm’s method on a staggered mesh 13 Recall the integral form of the

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Page 28: FORCE-type schemes for hyperbolic conservation laws.Physics, Manchester Metropolitan University, 1996,UK 12 Glimm’s method on a staggered mesh 13 Recall the integral form of the

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Page 29: FORCE-type schemes for hyperbolic conservation laws.Physics, Manchester Metropolitan University, 1996,UK 12 Glimm’s method on a staggered mesh 13 Recall the integral form of the

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How about extensions of FORCE ?

•  High-order non-oscillatory extensions

•  Source terms

•  Multiple space dimensions

•  Unstructured meshes

Page 30: FORCE-type schemes for hyperbolic conservation laws.Physics, Manchester Metropolitan University, 1996,UK 12 Glimm’s method on a staggered mesh 13 Recall the integral form of the

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Toro E F, Hidalgo A and Dumbser M.

FORCE schemes on unstructured meshes I: Conservative hyperbolic systems.

(Journal of Computational Physics, Vol. 228, pp 3368-3389, 2009)

FORCE schemes on unstructured meshes

Page 31: FORCE-type schemes for hyperbolic conservation laws.Physics, Manchester Metropolitan University, 1996,UK 12 Glimm’s method on a staggered mesh 13 Recall the integral form of the

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Illustration in 2D

Triangular primary mesh Primary and secondary mesh

Page 32: FORCE-type schemes for hyperbolic conservation laws.Physics, Manchester Metropolitan University, 1996,UK 12 Glimm’s method on a staggered mesh 13 Recall the integral form of the

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Averaging operator applied on edge-base control volume gives

Initial condition: integral averages at time n

Portion of j edge-base volume inside cell i

Portion of j edge-base volume outside cell i

Area of face j (between cells i and j)

Unit outward normal vector to of face j

Step I

Page 33: FORCE-type schemes for hyperbolic conservation laws.Physics, Manchester Metropolitan University, 1996,UK 12 Glimm’s method on a staggered mesh 13 Recall the integral form of the

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Averaging operator applied on primary mesh gives

Initial condition: integral averages at time n+1/2

Step II

Page 34: FORCE-type schemes for hyperbolic conservation laws.Physics, Manchester Metropolitan University, 1996,UK 12 Glimm’s method on a staggered mesh 13 Recall the integral form of the

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Step III: one-step conservative scheme

Page 35: FORCE-type schemes for hyperbolic conservation laws.Physics, Manchester Metropolitan University, 1996,UK 12 Glimm’s method on a staggered mesh 13 Recall the integral form of the

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Lax-Wendroff type flux

The FORCE flux in α space dimensions on Cartesian meshes

Lax-Friedrichs type flux

Page 36: FORCE-type schemes for hyperbolic conservation laws.Physics, Manchester Metropolitan University, 1996,UK 12 Glimm’s method on a staggered mesh 13 Recall the integral form of the

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Stability and monotonicity results

FORCE-type fluxes

Page 37: FORCE-type schemes for hyperbolic conservation laws.Physics, Manchester Metropolitan University, 1996,UK 12 Glimm’s method on a staggered mesh 13 Recall the integral form of the

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One-dimensional interpretation

α: parameter

Page 38: FORCE-type schemes for hyperbolic conservation laws.Physics, Manchester Metropolitan University, 1996,UK 12 Glimm’s method on a staggered mesh 13 Recall the integral form of the

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Numerical results for the 1D Euler equations

Page 39: FORCE-type schemes for hyperbolic conservation laws.Physics, Manchester Metropolitan University, 1996,UK 12 Glimm’s method on a staggered mesh 13 Recall the integral form of the

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Numerical results for the 1D Euler equations

Page 40: FORCE-type schemes for hyperbolic conservation laws.Physics, Manchester Metropolitan University, 1996,UK 12 Glimm’s method on a staggered mesh 13 Recall the integral form of the

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Numerical results:

Euler equations in 2D and 3D

Page 41: FORCE-type schemes for hyperbolic conservation laws.Physics, Manchester Metropolitan University, 1996,UK 12 Glimm’s method on a staggered mesh 13 Recall the integral form of the

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2D Euler equations: reflection from triangle

Page 42: FORCE-type schemes for hyperbolic conservation laws.Physics, Manchester Metropolitan University, 1996,UK 12 Glimm’s method on a staggered mesh 13 Recall the integral form of the

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3D Euler equations: reflection from cone

Page 43: FORCE-type schemes for hyperbolic conservation laws.Physics, Manchester Metropolitan University, 1996,UK 12 Glimm’s method on a staggered mesh 13 Recall the integral form of the

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Numerical results:

The Baer-Nunziato equations in 2D and 3D

Page 44: FORCE-type schemes for hyperbolic conservation laws.Physics, Manchester Metropolitan University, 1996,UK 12 Glimm’s method on a staggered mesh 13 Recall the integral form of the

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Application of ADER to the 3D Baer-Nunziato equations

11 non-linear hyperbolic PDES stiff source terms: relaxation terms

Page 45: FORCE-type schemes for hyperbolic conservation laws.Physics, Manchester Metropolitan University, 1996,UK 12 Glimm’s method on a staggered mesh 13 Recall the integral form of the

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EXTENSION TO NONCONSERVATIVE SYSTEMS: Path-conservative schemes

DUMBSER M, HIDALGO A, CASTRO M, PARES C, TORO E F.

FORCE schemes on unstructured meshes II: Nonconservative hyperbolic systems.

Computer Methods in Applied Science and Engineering. Online version available, 2010

Also published (NI09005-NPA) in pre-print series of the Newton Institute for Mathematical Sciences

University of Cambridge, UK.

It can be downloaded from http://www.newton.ac.uk/preprints2009.html

CASTRO M, PARDO A, PARES C, TORO E F. (2009). ON SOME FAST WELL-BALANCED FIRST ORDER SOLVERS FOR

NONCONSERVATIVE SYSTEMS. MATHEMATICS OF COMPUTATION. ISSN: 0025-5718. Accepted.

Page 46: FORCE-type schemes for hyperbolic conservation laws.Physics, Manchester Metropolitan University, 1996,UK 12 Glimm’s method on a staggered mesh 13 Recall the integral form of the

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Double Mach reflection for the 2D Baer-Nunziato equations

Page 47: FORCE-type schemes for hyperbolic conservation laws.Physics, Manchester Metropolitan University, 1996,UK 12 Glimm’s method on a staggered mesh 13 Recall the integral form of the

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Double Mach reflection for the 2D Baer-Nunziato equations

Page 48: FORCE-type schemes for hyperbolic conservation laws.Physics, Manchester Metropolitan University, 1996,UK 12 Glimm’s method on a staggered mesh 13 Recall the integral form of the

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Summary on FORCE

  A centred scheme   One-step scheme

  In conservative form, with a numerical flux   Monotone

  Linearly stable up to CFL =1, 1/2, 1/3   Very simple to use, applicable to any system (useful for

complicated systems)   High-order extensions (TVD, WENO, DG, ADER)

  Further reading: Chapters 18 of:

Toro E F. Riemann solvers and numerical methods for fluid dynamics. Springer, Third Edition, 2009.


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