Ulrik S. Fjordholm

Arbitrarily High-order Accurate Entropy Stable Essentially Nonoscillatory Schemes for Systems of Conservation Laws

We design arbitrarily high-order accurate entropy stable schemes for systems of conservation laws. The schemes, termed TeCNO schemes, are based on two main ingredients: (i) high-order accurate entropy conservative fluxes and (ii) suitable numerical diffusion operators involving ENO reconstructed cell-interface values of scaled entropy variables. Numerical experiments in one and two space dimensions are presented to illustrate the robust numerical performance of the TeCNO schemes.

Well-balanced and energy stable schemes for the shallow water equations with discontinuous topography

We consider the shallow water equations with non-flat bottom topography. The smooth solutions of these equations are energy conservative, whereas weak solutions are energy stable. The equations possess interesting steady states of lake at rest as well as moving equilibrium states. We design energy conservative finite volume schemes which preserve (i) the lake at rest steady state in both one and two space dimensions, and (ii) one-dimensional moving equilibrium states. Suitable energy stable numerical diffusion operators, based on energy and equilibrium variables, are designed to preserve these two types of steady states. Several numerical experiments illustrating the robustness of the energy preserving and energy stable well-balanced schemes are presented.

Construction of Approximate Entropy Measure-Valued Solutions for Hyperbolic Systems of Conservation Laws

Entropy solutions have been widely accepted as the suitable solution framework for systems of conservation laws in several space dimensions. However, recent results in De Lellis and Székelyhidi Jr (Ann Math 170(3):1417–1436, 2009) and Chiodaroli et al. (2013) have demonstrated that entropy solutions may not be unique. In this paper, we present numerical evidence that state-of-the-art numerical schemes need not converge to an entropy solution of systems of conservation laws as the mesh is refined. Combining these two facts, we argue that entropy solutions may not be suitable as a solution framework for systems of conservation laws, particularly in several space dimensions. We advocate entropy measure-valued solutions, first proposed by DiPerna, as the appropriate solution paradigm for systems of conservation laws. To this end, we present a detailed numerical procedure which constructs stable approximations to entropy measure-valued solutions, and provide sufficient conditions that guarantee that these approximations converge to an entropy measure-valued solution as the mesh is refined, thus providing a viable numerical framework for systems of conservation laws in several space dimensions. A large number of numerical experiments that illustrate the proposed paradigm are presented and are utilized to examine several interesting properties of the computed entropy measure-valued solutions.

ENO Reconstruction and ENO Interpolation Are Stable

We prove that the ENO reconstruction and ENO interpolation procedures are stable in the sense that the jump of the reconstructed ENO point values at each cell interface has the same sign as the jump of the underlying cell averages across that interface. Moreover, we prove that the size of these jumps after reconstruction relative to the jump of the underlying cell averages is bounded. Similar sign properties and the boundedness of the jumps hold for the ENO interpolation procedure. These estimates, which are shown to hold for ENO reconstruction and interpolation of arbitrary order of accuracy and on nonuniform meshes, indicate a remarkable rigidity of the piecewise polynomial ENO procedure.

On the computation of measure-valued solutions

A standard paradigm for the existence of solutions in fluid dynamics is based on the construction of sequences of approximate solutions or approximate minimizers. This approach faces serious obstacles, most notably in multi-dimensional problems, where the persistence of oscillations at ever finer scales prevents compactness. Indeed, these oscillations are an indication, consistent with recent theoretical results, of the possible lack of existence/uniqueness of solutions within the standard framework of integrable functions. It is in this context that Young measures – parametrized probability measures which can describe the limits of such oscillatory sequences – offer the more general paradigm of measure-valued solutions for these problems. We present viable numerical algorithms to compute approximate measure-valued solutions, based on the realization of approximate measures as laws of Monte Carlo sampled random fields. We prove convergence of these algorithms to measure-valued solutions for the equations of compressible and incompressible inviscid fluid dynamics, and present a large number of numerical experiments which provide convincing evidence for the viability of the new paradigm. We also discuss the use of these algorithms, and their extensions, in uncertainty quantification and contexts other than fluid dynamics, such as non-convex variational problems in materials science.

Entropy Conservative and Entropy Stable Schemes for Nonconservative Hyperbolic Systems

The vanishing viscosity limit of nonconservative hyperbolic systems depends heavily on the specific form of the viscosity. Numerical approximations, such as the path consistent schemes of [C. Pares, SIAM J. Numer. Anal., 41 (2007), pp. 169--185], may not converge to the physically relevant solutions of the system. We construct entropy stable path consistent (ESPC) schemes to approximate nonconservative hyperbolic systems by combining entropy conservative discretizations with numerical diffusion operators that are based on the underlying viscous operator. Numerical experiments for the coupled Burgers system and the two-layer shallow water equations demonstrating the robustness of ESPC schemes are presented.

Statistical Solutions of Hyperbolic Conservation Laws: Foundations

We seek to define statistical solutions of hyperbolic systems of conservation laws as time-parametrized probability measures on p-integrable functions. To do so, we prove the equivalence between probability measures on Lp spaces and infinite families of correlation measures. Each member of this family, termed a correlation marginal, is a Young measure on a finite-dimensional tensor product domain and provides information about multi-point correlations of the underlying integrable functions. We also prove that any probability measure on a Lp space is uniquely determined by certain moments (correlation functions) of the equivalent correlation measure. We utilize this equivalence to define statistical solutions of multi-dimensional conservation laws in terms of an infinite set of equations, each evolving a moment of the correlation marginal. These evolution equations can be interpreted as augmenting entropy measure-valued solutions, with additional information about the evolution of all possible multi-point correlation functions. Our concept of statistical solutions can accommodate uncertain initial data as well as possibly non-atomic solutions, even for atomic initial data. For multi-dimensional scalar conservation laws we impose additional entropy conditions and prove that the resulting entropy statistical solutions exist, are unique and are stable with respect to the 1-Wasserstein metric on probability measures on L1.

A Sign Preserving WENO Reconstruction Method

We propose a third-order WENO reconstruction which satisfies the sign property, required for constructing high resolution entropy stable finite difference scheme for conservation laws. The reconstruction technique, which is termed as SP-WENO, is endowed with additional properties making it a more robust option compared to ENO schemes of the same order. The performance of the proposed reconstruction is demonstrated via a series of numerical experiments for linear and nonlinear scalar conservation laws. The scheme is easily extended to multi-dimensional conservation laws.

Vorticity Preserving Finite Volume Schemes for the Shallow Water Equations

We propose a finite volume method for the shallow water equations that accurately approximates the transport of vorticity. The algorithm is based on a predictor-corrector-type projection method. Any consistent finite volume scheme may be used in the prediction step of the algorithm. An elliptic equation is solved and the momentum field is corrected to obtain the correct evolution of vorticity. We describe this projection algorithm for the wave equation and the shallow water equations. The crucial role played by the pseudovorticity transport is highlighted. Numerical experiments demonstrating a considerable gain in computational efficiency with the vorticity projection algorithm are presented.

Second-Order Convergence of Monotone Schemes for Conservation Laws

We prove that a class of monotone,