David C. Seal

A positivity-preserving high-order semi-Lagrangian discontinuous Galerkin scheme for the Vlasov-Poisson equations

The Vlasov-Poisson equations describe the evolution of a collisionless plasma, represented through a probability density function (PDF) that self-interacts via an electrostatic force. One of the main difficulties in numerically solving this system is the severe time-step restriction that arises from parts of the PDF associated with moderate-to-large velocities. The dominant approach in the plasma physics community for removing these time-step restrictions is the so-called particle-in-cell (PIC) method, which discretizes the distribution function into a set of macro-particles, while the electric field is represented on a mesh. Several alternatives to this approach exist, including fully Lagrangian, fully Eulerian, and so-called semi-Lagrangian methods. The focus of this work is the semi-Lagrangian approach, which begins with a grid-based Eulerian representation of both the PDF and the electric field, then evolves the PDF via Lagrangian dynamics, and finally projects this evolved field back onto the original Eulerian mesh. In particular, we develop in this work a method that discretizes the 1+1 Vlasov-Poisson system via a high-order discontinuous Galerkin (DG) method in phase space, and an operator split, semi-Lagrangian method in time. Second-order accuracy in time is relatively easy to achieve via Strang operator splitting. With additional work, using higher-order splitting and a higher-order method of characteristics, we also demonstrate how to push this scheme to fourth-order accuracy in time. We show how to resolve all of the Lagrangian dynamics in such a way that mass is exactly conserved, positivity is maintained, and high-order accuracy is achieved. The Poisson equation is solved to high-order via the smallest stencil local discontinuous Galerkin (LDG) approach. We test the proposed scheme on several standard test cases.

High-Order Multiderivative Time Integrators for Hyperbolic Conservation Laws

Multiderivative time integrators have a long history of development for ordinary differential equations, and yet to date, only a small subset of these methods have been explored as a tool for solving partial differential equations (PDEs). This large class of time integrators include all popular (multistage) Runge–Kutta as well as single-step (multiderivative) Taylor methods. (The latter are commonly referred to as Lax–Wendroff methods when applied to PDEs). In this work, we offer explicit multistage multiderivative time integrators for hyperbolic conservation laws. Like Lax–Wendroff methods, multiderivative integrators permit the evaluation of higher derivatives of the unknown in order to decrease the memory footprint and communication overhead. Like traditional Runge–Kutta methods, multiderivative integrators admit the addition of extra stages, which introduce extra degrees of freedom that can be used to increase the order of accuracy or modify the region of absolute stability. We describe a general framework for how these methods can be applied to two separate spatial discretizations: the discontinuous Galerkin (DG) method and the finite difference essentially non-oscillatory (FD-WENO) method. The two proposed implementations are substantially different: for DG we leverage techniques that are closely related to generalized Riemann solvers; for FD-WENO we construct higher spatial derivatives with central differences. Among multiderivative time integrators, we argue that multistage two-derivative methods have the greatest potential for multidimensional applications, because they only require the flux function and its Jacobian, which is readily available. Numerical results indicate that multiderivative methods are indeed competitive with popular strong stability preserving time integrators.

Explicit Strong Stability Preserving Multistage Two-Derivative Time-Stepping Schemes

High order strong stability preserving (SSP) time discretizations are advantageous for use with spatial discretizations with nonlinear stability properties for the solution of hyperbolic PDEs. The search for high order strong stability time-stepping methods with large allowable strong stability time-step has been an active area of research over the last two decades. Recently, multiderivative time-stepping methods have been implemented with hyperbolic PDEs. In this work we describe sufficient conditions for a two-derivative multistage method to be SSP, and find some optimal SSP multistage two-derivative methods. While explicit SSP Runge–Kutta methods exist only up to fourth order, we show that this order barrier is broken for explicit multi-stage two-derivative methods by designing a three stage fifth order SSP method. These methods are tested on simple scalar PDEs to verify the order of convergence, and demonstrate the need for the SSP condition and the sharpness of the SSP time-step in many cases.

An Explicit High-Order Single-Stage Single-Step Positivity-Preserving Finite Difference WENO Method for the Compressible Euler Equations

In this work we construct a high-order, single-stage, single-step positivity-preserving method for the compressible Euler equations. Space is discretized with the finite difference weighted essentially non-oscillatory method. Time is discretized through a Lax–Wendroff procedure that is constructed from the Picard integral formulation of the partial differential equation. The method can be viewed as a modified flux approach, where a linear combination of a low- and high-order flux defines the numerical flux used for a single-step update. The coefficients of the linear combination are constructed by solving a simple optimization problem at each time step. The high-order flux itself is constructed through the use of Taylor series and the Cauchy–Kowalewski procedure that incorporates higher-order terms. Numerical results in one- and two-dimensions are presented.

The Picard Integral Formulation of Weighted Essentially Nonoscillatory Schemes

High-order temporal discretizations for hyperbolic conservation laws have historically been formulated as either a method of lines (MOL) or a Lax--Wendroff method. In the MOL viewpoint, the partial differential equation is treated as a large system of ordinary differential equations (ODEs), where an ODE tailored time integrator is applied. In contrast, Lax--Wendroff discretizations immediately convert Taylor series in time to discrete spatial derivatives. In this work, we propose the Picard integral formulation (PIF), which is based on the method of modified fluxes, and is used to derive new Taylor and Runge--Kutta (RK) methods. In particular, we construct a new class of conservative finite difference methods by applying weighted essentially nonoscillatory (WENO) reconstructions to the so-called time-averaged fluxes. Our schemes are automatically conservative under any modification of the fluxes, which is attributed to the fact that classical WENO reconstructions conserve mass when coupled with forward Eu...

Method of Lines Transpose: High Order L-Stable

We present a new solver for nonlinear parabolic problems that is L-stable and achieves high order accuracy in space and time. The solver is built by first constructing a single-dimensional heat equation solver that uses fast O(N) convolution. This fundamental solver has arbitrary order of accuracy in space, and is based on the use of the Greens function to invert a modified Helmholtz equation. Higher orders of accuracy in time are then constructed through a novel technique known as successive convolution (or resolvent expansions). These resolvent expansions facilitate our proofs of stability and convergence, and permit us to construct schemes that have provable stiff decay. The multi-dimensional solver is built by repeated application of dimensionally split independent fundamental solvers. Finally, we solve nonlinear parabolic problems by using the integrating factor method, where we apply the basic scheme to invert linear terms (that look like a heat equation), and make use of Hermite-Birkhoff interpolants to integrate the remaining nonlinear terms. Our solver is applied to several linear and nonlinear equations including heat, Allen-Cahn, and the Fitzhugh-Nagumo system of equations in one and two dimensions.

{\mathcal O}(N)

We propose a high-order finite difference weighted ENO (WENO) method for the ideal magnetohydrodynamics (MHD) equations. The proposed method is single-stage (i.e., it has no internal stages to store), single-step (i.e., it has no time history that needs to be stored), maintains a discrete divergence-free condition on the magnetic field, and has the capacity to preserve the positivity of the density and pressure. To accomplish this, we use a Taylor discretization of the Picard integral formulation (PIF) of the finite difference WENO method proposed in Christlieb et al. (2015) 23, where the focus is on a high-order discretization of the fluxes (as opposed to the conserved variables). We use the version where fluxes are expanded to third-order accuracy in time, and for the fluid variables space is discretized using the classical fifth-order finite difference WENO discretization. We use constrained transport in order to obtain divergence-free magnetic fields, which means that we simultaneously evolve the magnetohydrodynamic (that has an evolution equation for the magnetic field) and magnetic potential equations alongside each other, and set the magnetic field to be the (discrete) curl of the magnetic potential after each time step. In this work, we compute these derivatives to fourth-order accuracy. In order to retain a single-stage, single-step method, we develop a novel Lax-Wendroff discretization for the evolution of the magnetic potential, where we start with technology used for Hamilton-Jacobi equations in order to construct a non-oscillatory magnetic field. The end result is an algorithm that is similar to our previous work Christlieb et al. (2014) 8, but this time the time stepping is replaced through a Taylor method with the addition of a positivity-preserving limiter. Finally, positivity preservation is realized by introducing a parameterized flux limiter that considers a linear combination of high and low-order numerical fluxes. The choice of the free parameter is then given in such a way that the fluxes are limited towards the low-order solver until positivity is attained. Given the lack of additional degrees of freedom in the system, this positivity limiter lacks energy conservation where the limiter turns on. However, this ingredient can be dropped for problems where the pressure does not become negative. We present two and three dimensional numerical results for several standard test problems including a smooth Alfven wave (to verify formal order of accuracy), shock tube problems (to test the shock-capturing ability of the scheme), Orszag-Tang, and cloud shock interactions. These results assert the robustness and verify the high-order of accuracy of the proposed scheme.

Schemes for Parabolic Equations Using Successive Convolution

This work introduces a single-stage, single-step method for the compressible Euler equations that is provably positivity-preserving and can be applied on both Cartesian and unstructured meshes. This method is the first case of a single-stage, single-step method that is simultaneously high-order, positivity-preserving, and operates on unstructured meshes. Time-stepping is accomplished via the Lax–Wendroff approach, which is also sometimes called the Cauchy–Kovalevskaya procedure, where temporal derivatives in a Taylor series in time are exchanged for spatial derivatives. The Lax–Wendroff discontinuous Galerkin (LxW-DG) method developed in this work is formulated so that it looks like a forward Euler update but with a high-order time-extrapolated flux. In particular, the numerical flux used in this work is a convex combination of a low-order positivity-preserving contribution and a high-order component that can be damped to enforce positivity of the cell averages for the density and pressure for each time step. In addition to this flux limiter, a moment limiter is applied that forces positivity of the solution at finitely many quadrature points within each cell. The combination of the flux limiter and the moment limiter guarantees positivity of the cell averages from one time-step to the next. Finally, a simple shock capturing limiter that uses the same basic technology as the moment limiter is introduced in order to obtain non-oscillatory results. The resulting scheme can be extended to arbitrary order without increasing the size of the effective stencil. We present numerical results in one and two space dimensions that demonstrate the robustness of the proposed scheme.

A high-order positivity-preserving single-stage single-step method for the ideal magnetohydrodynamic equations

In this paper we apply implicit two-derivative multistage time integrators to conservation laws in one and two dimensions. The one dimensional solver discretizes space with the classical discontinuous Galerkin method, and the two dimensional solver uses a hybridized discontinuous Galerkin spatial discretization for efficiency. We propose methods that permit us to construct implicit solvers using each of these spatial discretizations, wherein a chief difficulty is how to handle the higher derivatives in time. The end result is that the multiderivative time integrator allows us to obtain high-order accuracy in time while keeping the number of implicit stages at a minimum. We show numerical results validating and comparing methods.

Positivity-Preserving Discontinuous Galerkin Methods with Lax---Wendroff Time Discretizations

In this work, we construct novel discretizations for the unsteady convection–diffusion equation. Our discretization relies on multiderivative time integrators together with a novel discretization that reduces the total number of unkowns for the solver. These type of temporal discretizations come from an umbrella class of methods that include Lax–Wendroff (Taylor) as well as Runge–Kutta methods as special cases. We include two-point collocation methods with multiple time derivatives as well as a sixth-order fully implicit collocation method that only requires a total of three stages. Numerical results for a number of sample linear problems indicate the expected order of accuracy and indicate we can take arbitrarily large time steps.