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ENO SysteENO and WENO Schemes For Hyperbolic Conservation Laws
ENO SysteENO and WENO Schemes For Hyperbolic Conservation Laws
ENO SysteENO and WENO Schemes For Hyperbolic Conservation Laws
Numerical Results
Maxim Pisarenco
Department of Mathematics and Computer Science Eindhoven University of Technology
Overview
Numerical Results
Outline
1 2
Overview Multi Space Dimensions 2D Reconstruction for FV Schemes. FV ENO/WENO Schemes for 2D Conservation Laws. 2D Reconstruction for FD Schemes. FD ENO/WENO Schemes for 2D Conservation Laws. Systems of Conservation Laws Component-wise Approach Characteristic-wise Approach Numerical Results Dam-break Problem
Overview
Numerical Results
Conservation Laws
1D scalar conservation law ut (x, y, t) + fx (u(x, y, t)) = 0 +ICs + BCs 2D scalar conservation law ut (x, y, t) + fx (u(x, y, t)) + gy (u(x, y, t)) = 0 +ICs + BCs System of conservation laws Ut + (F(U))x = 0 + ICs + BCs
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Numerical Results
2 approaches: Finite Volume (FV) approach -> Reconstruction from cell averages of the conserved variables Finite Difference (FD) approach -> Reconstruction from point values of the ux
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Numerical Results
h - monotone ux (Lipschitz continuous, h(, ), h(a, a) = f (a)) TVD Example: h(a, b) = 0.5(f (a) + f (b) (b a)), where = max |f (u)|
u
Use ENO/WENO to compute u i+1/2 u = p ( x ) = v ( u , ..., ui+s ) i i+1/2 i ir i+1/2 + ui+1/2 = pi+1 (xi+1/2 ) = vi+1 (uir , ..., ui+s )
Overview
Numerical Results
Overview
Numerical Results
If ai+1/2 > 0 use fi +1/2 (wind blows from left) + If ai+1/2 0 use f (wind blows from right)
i+1/2
Overview
Numerical Results
Outline
1 2
Overview Multi Space Dimensions 2D Reconstruction for FV Schemes. FV ENO/WENO Schemes for 2D Conservation Laws. 2D Reconstruction for FD Schemes. FD ENO/WENO Schemes for 2D Conservation Laws. Systems of Conservation Laws Component-wise Approach Characteristic-wise Approach Numerical Results Dam-break Problem
Overview
Numerical Results
We consider Cartesian grids. The domain is a rectangle [a, b] [c, d] covered by cells Iij = [xi1/2 , xi+1/2 ] [yi1/2 , yi+1/2 ], 1 i Nx , 1 j Ny a = x1/2 x3/2 ... xNx 1/2 xNx +1/2 = b, c = y1/2 y3/2 ... yNy 1/2 yNy +1/2 = d.
Overview
Numerical Results
Overview
Numerical Results
Finally max(x, y)
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Numerical Results
v(, ) d d.
xi1/2
nd a polynomial pij (x, y) of degree k 1, for each cell Iij , such that it is a k-th order accurate approximation to the function v(x, y) inside Iij : pij (x, y) = v(x, y) + O(k ) for (x, y) Iij , i = 1, 2, ..., Nx , j = 1, 2, ..., Ny . We will use this polynomial to reconstruct the values at cell interface.
Overview
Numerical Results
Overview
Numerical Results
p(x, y) =
m=0 l=0
alm xl ym
V (x, y) =
v(, ) d d.
yj+ 1
2
xi+ 1
2
v(, ) d d =
m= l=
vlm xl ym
Overview
Numerical Results
Then p approximates v(x, y), which is the mixed derivative of V (x, y), to k-th order: v(x, y) p(x, y) = O(k )
Overview
Numerical Results
Outline
1 2
Overview Multi Space Dimensions 2D Reconstruction for FV Schemes. FV ENO/WENO Schemes for 2D Conservation Laws. 2D Reconstruction for FD Schemes. FD ENO/WENO Schemes for 2D Conservation Laws. Systems of Conservation Laws Component-wise Approach Characteristic-wise Approach Numerical Results Dam-break Problem
Overview
Numerical Results
f (u(xi+ 1 , y, t)) dy
2 2
y j+ 1 2 y j 1
2
f (u(xi 1 , y, t)) dy +
2 2
xi+ 1 2 xi 1
2
xi+ 1 2 xi 1
2
1 xi yj
xi+ 1
2
u(, , t) d d
x i 1
2
Overview
Numerical Results
Conservative Scheme.
We approximate the FV formulation by the following conservative scheme: duij (t) 1 1 = (fi+1/2,j fi1/2,j ) ( g gi,j1/2 ) dt xi yj i+1/2,j with numerical ux fi+1/2,j dened by: fi+1/2,j =
+ h(u i+1/2,yj + yj , ui+1/2,yj + yj ) + h(u xi + xi ,j+1/2 , uxi + xi ,j+1/2 )
gi,j+1/2 =
, - nodes and weights of the Gaussian quadrature for approximating the integrals 1 yj
yj+ 1
2
yj 1
2
1 xi
x i+ 1 xi 1
2
Overview
Numerical Results
Overview
Numerical Results
gi,j+1/2 =
Overview
Numerical Results
Outline
1 2
Overview Multi Space Dimensions 2D Reconstruction for FV Schemes. FV ENO/WENO Schemes for 2D Conservation Laws. 2D Reconstruction for FD Schemes. FD ENO/WENO Schemes for 2D Conservation Laws. Systems of Conservation Laws Component-wise Approach Characteristic-wise Approach Numerical Results Dam-break Problem
Overview
Numerical Results
Problem formulation Given the point values of a function v(x, y): vij v(xi , yj ), i = 1, 2, ..., Nx , j = 1, 2, ..., Ny nd numerical ux functions: vi+1/2,j v(vir,j , ..., vi+k1r,j ), i = 1, 2, ..., Nx vi,j+1/2 v(vi,js , ..., vi,j+k1s ), j = 1, 2, ..., Ny s.t. we get a k-th order approximation of the derivatives: 1 vi+1/2,j vi1/2,j ) = vx (xi , yj ) + O(xk ), i = 1, 2, ..., Nx x ( 1 vi,j+1/2 vi,j1/2 ) = vy (xi , yj ) + O(yk ), j = 1, 2, ..., Ny y ( Solution: just apply 1D ENO/WENO twice (one direction at a time)
Overview
Numerical Results
Outline
1 2
Overview Multi Space Dimensions 2D Reconstruction for FV Schemes. FV ENO/WENO Schemes for 2D Conservation Laws. 2D Reconstruction for FD Schemes. FD ENO/WENO Schemes for 2D Conservation Laws. Systems of Conservation Laws Component-wise Approach Characteristic-wise Approach Numerical Results Dam-break Problem
Overview
Numerical Results
2D Conservation Law ut (x, y, t) + fx (u(x, y, t)) + gy (u(x, y, t)) = 0 +ICs + BCs We use a conservative approximation to the spatial derivative: duij (t) 1 1 = ( fi+1/2,j fi1/2,j ) ( g gi,j1/2 ) dt x y i,j+1/2 uij (t) is the numerical approximation of the point value u(xi , yj , t).
Overview
Numerical Results
Take v(x) = f (u(x, yj , t)) (j xed) Compute f 1 using the 1D ENO/WENO procedure for v(x)
i+ 2 ,j
Take v(y) = g(u(xi , y, t)) (i xed) Compute gi,j+ 1 using the 1D ENO/WENO procedure for v(y)
2
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Arbitrary meshes Easy to extend to nD Operation count (2D) Operation count (3D)
FV ENO/WENO Yes No 4q 9q
FD ENO/WENO No Yes q q
Overview
Numerical Results
Outline
1 2
Overview Multi Space Dimensions 2D Reconstruction for FV Schemes. FV ENO/WENO Schemes for 2D Conservation Laws. 2D Reconstruction for FD Schemes. FD ENO/WENO Schemes for 2D Conservation Laws. Systems of Conservation Laws Component-wise Approach Characteristic-wise Approach Numerical Results Dam-break Problem
Overview
Numerical Results
General Framework.
System of conservation laws Ut + (F(U))x = 0, U Rm We consider hyperbolic m x m systems, which means the Jacobian matrix F (U) has m real eigenvalues 1 (U) 2 (U) ... m (U) and a complete set of independent eigenvectors r1 (U), r2 (U), ..., rm (U)
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Component-wise FV Procedure
For each component of the solution vector U, apply the scalar ENO/WENO procedure to reconstruct the corresponding component of the solution at cell interfaces, u i+1/2 for all i; Apply an exact or approximate Riemann solver to compute the numerical ux; Form the scheme dU 1 1) = (F 1 F i 2 dt x i+ 2
Overview
Numerical Results
Outline
1 2
Overview Multi Space Dimensions 2D Reconstruction for FV Schemes. FV ENO/WENO Schemes for 2D Conservation Laws. 2D Reconstruction for FD Schemes. FD ENO/WENO Schemes for 2D Conservation Laws. Systems of Conservation Laws Component-wise Approach Characteristic-wise Approach Numerical Results Dam-break Problem
Overview
Numerical Results
System of conservation laws Ut + (F(U))x = 0, U Rm For simplicity assume F(U) = AU is linear and A is a constant matrix Ut + AUx = 0 In this case the matrices of the spectral decomposition A = RR1 are all constant.
Overview
Numerical Results
We dene a change of variable V = R 1 U To get the PDE system for V, we multiply the PDE system by R1 on the left R1 Ut + R1 AUx = 0 and insert an identity matrix I = RR1 to get (R1 Ut ) + (R1 AR)(R1 Ux ) = 0 where = R1 AR is the diagonalized matrix.
Overview
Numerical Results
Overview
Numerical Results
Ut + (F(U))x = 0, U Rm Write it in the following form: Ut + F (U)Ux = 0 Problem All the matrices R(U), R1 (U), (U) are NOT constant. Solution "Freeze" the matrices locally to carry a similar procedure as in the linear ux case.
Overview
Numerical Results
The following steps must be performed for each space location: Compute an average state Ui+1/2 , using the simple mean 1 Ui+1/2 = (Ui + Ui+1 ) 2 Compute the right eigenvectors, the left eigenvectors, and the eigenvalues of the Jacobian matrix F (U). Denote them by R = R(Ui+1/2 ), R1 = R1 (Ui+1/2 ), = (Ui+1/2 );
Overview
Numerical Results
Transform all the values U, which are in the potential stencil of the ENO and WENO reconstructions, to the values V: Vj = R1 Uj , j in a neighborhood of i; Perform the scalar ENO or WENO reconstruction procedure, for each component of the characteristic variables V, to obtain V i + 1/ 2 ; i+ 1 / 2 Compute the numerical ux F i+1/2 = RF i+1/2 Transform back into physical space F
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Characteristic-wise FD Procedure.
Characteristic-wise Finite Difference schemes can be obtained using a similar procedure. Two popular schemes of this type are: Characteric-wise FD, Roe-type Characteric-wise FD, ux splitting
Overview
Numerical Results
Outline
1 2
Overview Multi Space Dimensions 2D Reconstruction for FV Schemes. FV ENO/WENO Schemes for 2D Conservation Laws. 2D Reconstruction for FD Schemes. FD ENO/WENO Schemes for 2D Conservation Laws. Systems of Conservation Laws Component-wise Approach Characteristic-wise Approach Numerical Results Dam-break Problem
Overview
Numerical Results
hu 2 hu2 + 1 2 gh
=0
x
h(x, t) - height of the water u(x, t) - velocity In terms of conserved variables: u1 u2 Dam-break problem: u1 (x, 0) = h(x, 0) = 100 if x 0; 50 if x > 0. +
t 1 u2 2 u1
u2 2 +1 2 gu1
=0
x
Overview
Numerical Results
Overview
Numerical Results