Robust Finite Volume Schemes for Two-Fluid Plasma Equations

Two-fluid plasma equations are derived by taking moments of Boltzmann equations. Ignoring collisions and viscous terms and assuming local thermodynamic equilibrium we get five moment equations for each species (electrons and ions), known as two-fluid plasma equations. These equations allow different temperatures and velocities for electrons and ions, unlike ideal magnetohydrodynamics equations. In this article, we present robust second order MUSCL schemes for two-fluid plasma equations based on Strang splitting of the flux and source terms. The source is treated both explicitly and implicitly. These schemes are shown to preserve positivity of the pressure and density. In the case of explicit treatment of source term, we derive explicit condition on the time step for it to be positivity preserving. The implicit treatment of the source term is shown to preserve positivity, unconditionally. Numerical experiments are presented to demonstrate the robustness and efficiency of these schemes.     

Finite Volume HWENO Schemes for Nonconvex Conservation Laws

Following the previous work of Qiu and Shu (SIAM J Sci Comput 31: 584–607, 2008), we investigate the performance of Hermite weighted essentially non-oscillatory (HWENO) scheme for nonconvex conservation laws. Similar to many other high order methods, we show that the finite volume HWENO scheme performs poorly for some nonconvex conservation laws. We modify the scheme around the nonconvex regions, based on a first order monotone scheme and a second entropic projection, to ensure entropic convergence. Extensive numerical tests are performed. Compare with the earlier work of Qiu and Shu which focuses on 1D scalar problems, we apply the modified schemes (both WENO and HWENO) to one-dimensional Euler system with nonconvex equation of state and two-dimensional problems.     

A Speed-Up Strategy for Finite Volume WENO Schemes for Hyperbolic Conservation Laws

In this paper, a speed-up strategy for finite volume WENO schemes is developed for solving hyperbolic conservation laws. It adopts p-adaptive like reconstruction, which automatically adjusts from fifth order WENO reconstruction to first order constant reconstruction when nearly constant solutions are detected by the undivided differences. The corresponding order of accuracy for the solutions is shown to be the same as obtained by original WENO schemes. The strategy is implemented with both WENO and mapped WENO schemes. Numerical examples in different space dimensions show that the strategy can reduce the computational cost by 20–40%, especially for problems with large fraction of constant regions.     

Higher Order Finite Volume Central Schemes for Multi-dimensional Hyperbolic Problems

Different ways of implementing dimension-by-dimension CWENO reconstruction are discussed and the most efficient method is applied to develop a fourth order accurate finite volume central scheme for multi-dimensional hyperbolic problems. Fourth order accuracy and shock capturing nature of the scheme are demonstrated in various nonlinear multi-dimensional problems. In order to show the overall performance of the present central scheme numerical errors and non-oscillatory behavior are compared with existing multi-dimensional CWENO based central schemes for various multi-dimensional problems. Moreover, the benefits of the present fourth order central scheme over third order implementation are shown by comparing the numerical dissipation and computational cost between the two.     

A Family of Finite Volume Schemes of Arbitrary Order on Rectangular Meshes

In this paper, we analyze vertex-centered finite volume method (FVM) of any order for elliptic equations on rectangular meshes. The novelty is a unified proof of the inf-sup condition, based on which, we show that the FVM approximation converges to the exact solution with the optimal rate in the energy norm. Furthermore, we discuss superconvergence property of the FVM solution. With the help of this superconvergence result, we find that the FVM solution also converges to the exact solution with the optimal rate in the $L^2$ -norm. Finally, we validate our theory with numerical experiments.     

Monotone Finite Volume Schemes for Diffusion Equation with Imperfect Interface on Distorted Meshes

In this paper we consider the numerical solution of stiff problems in which the eigenvalues are separated into two clusters, one containing the “stiff”, or fast, components and one containing the slow components, that is, there is a gap in their eigenvalue spectrum. By using exponential fitting techniques we develop a class of explicit Runge–Kutta methods, that we call stability fitted methods, for which the stability domain has two regions, one close to the origin and the other one fitting the large eigenvalues. We obtain the size of their stability regions as a function of the order and the fitting conditions. We also obtain conditions that the coefficients of these methods must satisfy to have a given stiff order for the Prothero–Robinson test equation. Finally, we construct an embedded pair of stability fitted methods of orders 2 and 1 and show its performance by means of several numerical experiments.     

Superconvergence of Any Order Finite Volume Schemes for 1D General Elliptic Equations

We present and analyze a finite volume scheme of arbitrary order for elliptic equations in the one-dimensional setting. In this scheme, the control volumes are constructed by using the Gauss points in subintervals of the underlying mesh. We provide a unified proof for the inf-sup condition, and show that our finite volume scheme has optimal convergence rate under the energy and $L^2$ norms of the approximate error. Furthermore, we prove that the derivative error is superconvergent at all Gauss points and in some special cases, the convergence rate can reach $h^{r+2}$ and even $h^{2r}$ , comparing with $h^{r+1}$ rate of the counterpart finite element method. Here $r$ is the polynomial degree of the trial space. All theoretical results are justified by numerical tests.     

应用于地下水模拟的多尺度有限体积元方法

应用多尺度有限体积元方法模拟地下水流动问题,其中地下渗透场系数采用二维对数正态随机场.与传统的有限体积元法相比,多尺度有限体积元法的基函数具有能够反映单元内参数变化的优点,所以这种方法能在大尺度上捕捉解的小尺度特征获得较精确的解.文中算例分别对均匀、各向同性和各向异性对数正态随机场的二维地下水流动问题用传统数值模拟方法和多尺度有限体积元方法进行了计算.计算结果表明多尺度有限体积元方法收敛,且与传统数值模拟方法相比,多尺度有限体积元方法既节省计算量,又有较高的精度.     

A Bi–Hyperbolic Finite Volume Method on Quadrilateral Meshes

A non-oscillatory, high resolution reconstruction method on quadrilateral meshes in two dimensions (2D) is presented. It is a two-dimensional extension of Marquina’s hyperbolic method. The generalization to quadrilateral meshes allows the method to simulate realistic flow problems in complex domains. An essential point in the construction of the method is a second order accurate approximation of gradients on an irregular, quadrilateral mesh. The resulting scheme is optimal in the sense that it is third order accurate and the reconstruction requires only nearest neighbour information. Numerical experiments are presented and the computational results are compared to experimental data.     

Finite Volume Formulation of Compact Upwind and Central Schemes with Artificial Selective Damping

The present paper describes the use of compact upwind and compact central schemes in a Finite Volume formulation with an extension towards arbitrary meshes. The different schemes are analyzed and tested on several numerical experiments. A new formulation of artificial selective damping that is applicable on non-uniform Cartesian meshes is presented. Results are shown for a 1D advection equation, a 2D rotating Gaussian pulse and a subsonic inviscid vortical flow on uniform and non-uniform meshes and for a non-linear acoustic pulse.     

Higher-Order Adaptive Finite Difference Methods for Fully Nonlinear Elliptic Equations

We introduce generalised finite difference methods for solving fully nonlinear elliptic partial differential equations. Methods are based on piecewise Cartesian meshes augmented by additional points along the boundary. This allows for adaptive meshes and complicated geometries, while still ensuring consistency, monotonicity, and convergence. We describe an algorithm for efficiently computing the non-traditional finite difference stencils. We also present a strategy for computing formally higher-order convergent methods. Computational examples demonstrate the efficiency, accuracy, and flexibility of the methods.     

Staggered Finite Difference Schemes for Conservation Laws

In this work, we introduce new finite-difference shock-capturing central schemes on staggered grids. Staggered schemes may have better resolution of the corresponding unstaggered schemes of the same order. They are based on high-order nonoscillatory reconstruction (ENO or WENO), and a suitable ODE solver for the computation of the integral of the flux. Although they suffer from a more severe stability restriction, they do not require a numerical flux function. A comparison of the new schemes with high-order finite volume (on staggered and unstaggered grids) and high order unstaggered finite difference methods is reported.     

Hydrodynamic Instabilities in Well-Balanced Finite Volume Schemes for Frictional Shallow Water Equations. The Kinematic Wave Case

We report the developments of hydrodynamic instabilities in several well-balanced finite volume schemes that are observed during the computation of the temporal evolution of an out-balance flow which is essentially a kinematic wave. The numerical simulations are based on the one-dimensional shallow-water equations for a uniformly sloping bed with hydraulic resistance. Subsequently, we highlight the need of low dissipative high-order well-balanced filter schemes for non-equilibrium flows with variable cut-off wavenumber to compute the out-balance flow under consideration, i.e. the kinematic wave.     

A Fitted Finite Volume Method for the Valuation of Options on Assets with Stochastic Volatilities

In this paper, we present a finite volume method for a two-dimensional Black-Scholes equation with stochastic volatility governing European option pricing. In this work, we first formulate the Black-Scholes equation with a tensor (or matrix) diffusion coefficient into a conservative form. We then present a finite volume method for the resulting equation, based on a fitting technique proposed for a one-dimensional Black-Scholes equation. We show that the method is monotone by proving that the system matrix of the discretized equation is an M-matrix. Numerical experiments, performed to demonstrate the usefulness of the method, will be presented.     

A Higher-Order Calculus for Graph Transformation

This paper presents a formalism for defining higher-order systems based on the notion of graph transformation (by rewriting or interaction). The syntax is inspired by the Combinatory Reduction Systems of Klop. The rewrite rules can be used to define first-order systems, such as graph or term-graph rewriting systems, Lafont's interaction nets, the interaction systems of Asperti and Laneve, the non-deterministic nets of Alexiev, or a process calculus. They can also be used to specify higher-order systems such as hierarchical graphs and proof nets of Linear Logic, or to specify the operational semantics of graph-based languages.     

Quasi-Compact Finite Difference Schemes for Space Fractional Diffusion Equations

In this paper, a compact difference operator, termed CWSGD, is designed to establish the quasi-compact finite difference schemes for approximating the space fractional diffusion equations in one and two dimensions. The method improves the spatial accuracy order of the weighted and shifted Grünwald difference (WSGD) scheme (Tian et al., arXiv:1201.5949) from 2 to 3. The numerical stability and convergence with respect to the discrete L ² norm are theoretically analyzed. Numerical examples illustrate the effectiveness of the quasi-compact schemes and confirm the theoretical estimations.