ENO and WENO schemes. Further topics and time Integration
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1 ENO and WENO schemes. Further topics and time Integration Tefa Kaisara CASA Seminar 29 November, 2006
2 Outline 1 Short review ENO/WENO 2 Further topics Subcell resolution Other building blocks 3 Time Integration TVD Runge-Kutta methods TVD multistep methods Lax-Wendroff procedure
3 Outline 1 Short review ENO/WENO 2 Further topics Subcell resolution Other building blocks 3 Time Integration TVD Runge-Kutta methods TVD multistep methods Lax-Wendroff procedure
4 ENO/WENO Solving hyperbolic conservation laws,consider; Class of piecewise smooth functions,v(x) Fixed stencil,s(i) = {I i r,..., I i+s }, approximation may lead to oscillations near the discontinuity Adaptive stencil; left shift r
5 ENO/WENO ENO Procedure Compute the divided differences, using the cell averages. For cell I i start with the two-point stencil S(i) = {xi 1 2, x i+ 1 }. 2 Add one of the two neighbouring points,using Newton divided difference measure. Repeat previous step until a k-th order stencil is obtained. Use reconstruction method to compute the approximation to v(x) In the stencil choosing process, k candidate stencils are considered covering 2k 1 cells, but only one stencil is used to reconstruct.
6 ENO/WENO To improve the accuracy: Assume a uniform grid, i.e. x i = x, i = 1,..., N. Consider the k candidate stencils S r (i) = {x i r,..., x i r+k 1 } r = 0,..., k 1. The reconstruction produces k different approximations to the value v(x i+ 1 ) : 2 k 1 v (r) = c i+ 1 rj v i r+j r = 0,..., k 1 (1.1) 2 j=0 WENO takes a convex combination of the v (r) s. i+ 1 2
7 Outline 1 Short review ENO/WENO 2 Further topics Subcell resolution Other building blocks 3 Time Integration TVD Runge-Kutta methods TVD multistep methods Lax-Wendroff procedure
8 Subcell resolution Instead of using the reconstruction polynomial P i (x) in the shocked cell I i, find the location of discontinuity inside I i, say x s Use neighbouring reconstructions P i 1 (x) and P i+1 (x) Extend P i 1 (x) and P i+1 (x) into the cell I i Require that the cell average v i is preserved: xs x i 1 2 xi P i 1 (x)dx + P i+1 (x)dx = x i v i x s
9 Other building blocks Examples idea rational functions trigonometric polynomials exponential functions radial functions Find suitable smooth indicators similar to Newton divided difference for the polynomial case.
10 Outline 1 Short review ENO/WENO 2 Further topics Subcell resolution Other building blocks 3 Time Integration TVD Runge-Kutta methods TVD multistep methods Lax-Wendroff procedure
11 TVD Runge-Kutta methods Consider, system of ODEs u t = L(u) resulting from spatial approximation to PDE; Construction u t = f (u) x Assume: First order Euler forward time stepping is stable in a certain norm u n+1 = u n + tl(u n ) u n+1 u n under a suitable restriction on t : t t 1 For higher order in time Runge-Kutta methods,
12 TVD Runge-Kutta methods General Runge-Kutta method u (i) = i 1 ( ) α ik u k + tβ ik L(u (k) ), i = 1,..., m (3.2) k=0 u (0) = u n, u (m) = u n+1 For α ik 0, β ik 0 convex combination of Euler forward operators t replaced by α ik β ik t Consistency; i 1 α ik = 1. k=0
13 TVD Runge-Kutta methods Lemma The Runge-Kutta method (3.2) is TVD under the CFL coefficient (3.1) c = min i,k provided; α ik 0 and β ik 0. α ik β ik
14 TVD Runge-Kutta methods Optimal schemes Second order TVD Runge-Kutta u (1) = u n + tl(u n ) u n+1 = 1 2 un u(1) tl(u(1) ) with CFL c = 1. Third order TVD R-K u (1) = u n + tl(u n ) u (2) = 3 4 un u(1) tl(u(1) ) u n+1 = 1 3 un u(2) tl(u(2) ) Fourth order TVD Runge-Kutta method does not exist with for positive α ik and β ik
15 TVD Runge-Kutta methods Consider α ik 0 and β ik negative introduce an adjoint operator L it approximates the same spatial derivatives as L TVD for first order Euler, backward in time: u n+1 = u n t Lu n
16 TVD Runge-Kutta methods Lemma The Runge-Kutta method (3.2) is TVD under the CFL coefficient (3.1) c = min i,k α ik β ik provided; α ik 0 and L replaced by L
17 TVD Runge-Kutta methods Fourth order TVD R-K u (1) = u n tl(un ) u (2) = u (3) = u(0) t L(u n ) u(1) tlu(1) un t L(u n ) u(1) t L(u (1) ) u(2) tl(u(2) ) u n+1 = 1 5 un tl(un ) u(1) tl(u(1) ) u(2) u(3) tl(u(3) )
18 TVD Runge-Kutta methods Example Burgers equation with Riemann initial data u(x, 0) = ( ) 1 u t + 2 u2 = 0 x { 1, x 0 0.5, x > 0 Spatial discretization : 2 nd order ENO Scheme Monotone flux h: Godunov flux Time discretization TVD R-K method :Optimal 2 nd order Non-TVD R-K u (1) = u n 20 tl(u n ) u n+1 = u n u(1) 1 40 tl(u(1) )
19 TVD Runge-Kutta methods conclusion It is much safer to use TVD Runge-Kutta Method for solving hyperbolic problem.
20 TVD multistep methods Construction Similar to Runge-kutta Methods General From m 1 u n+1 = (α k u n k + tβ k L(u n k )) (3.3) k=0 For α k 0, β k 0 convex combination of Euler Forward operators t replaced by β k α k t Consistency; m α k = 1. k=0
21 TVD multistep methods Lemma The multi-step method (3.3) is TVD under the CFL coefficient (3.1) provided; α k 0 and β k 0 c = min k α k β k
22 TVD multistep methods Examples (m=2) three step, second order scheme, TVD with c=0.5 u n+1 = 3 4 un tl(un ) un 2 (3.4) (m=4) five step,third order scheme, TVD with c=0.5 u n+1 = un tl(un ) un tl(un 4 ) There are no multi-step schemes of order four or higher satisfying positive α k and β k
23 TVD multistep methods Lemma The multi-step method (3.3) is TVD under the CFL coefficient (3.1) c = min k α k β k provided; α k 0 and, L is replaced by L for β k negative. one residue evaluation is needed per time step storage requirement is much bigger that Runge-Kutta methods
24 Lax-Wendroff procedure Idea Taylor series expansion in time: u(x, t + t) = u(x, t) + u t (x, t) t + u tt (x, t) t (3.5) 2 Illustration u t = f (u) x second order Taylor series expansion Replace time derivatives by the spatial derivatives
25 Lax-Wendroff procedure u t (x, t) = f (u(x, t)) x = f (u(x, t))u x (x, t) u tt (x, t) = 2f (u(x, t))f (u(x, t))(u x (x, t)) 2 + (f (u(x, t))) 2 u xx (x, t) (3.6) Substituting (3.6) into (3.5) Discretize the spatial derivatives of u(x, t) by ENO/WENO Integrate the pde u t (x, t) + f x (u(x, t)) = 0 over the region [x i 1, x 2 i+ 1 ] [t n, t n+1 ] to obtain 2 ū n+1 i = ū n i 1 x i ( t n+1 f (u(x i+ 1, t)) dt t n 2 t n+1 Discretize time using suitable Gaussian quadrature 1 t t n+1 f (u(x i+ 1, t)) dt t n 2 α f (u(x i 1, t)) dt t n 2 ω α f (u(x i+ 1, t n + β α t)) 2 ) (3.7)
26 Lax-Wendroff procedure replacing f (u(x i+ 1, t n + β α t)) by a monotone flux 2 f (u(x i+ 1, t n + β α t)) h(u(x ±, t n + β 2 i+ 1 α t) 2 use the Lax-Wendroff procedure to convert u(x ±, t n + β i+ 1 α t) (3.8) 2 to u(x ±, t n ) and its spacial derivatives at t n. i+ 1 2
27 Lax-Wendroff procedure limitations Algebra is very complicated for multi dimensional systems difficult to prove stability properties for higher order methods
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