Jing-Mei Qiu

Xiaofeng Cai, Wei Guo, Jing-Mei Qiu

In this paper, we develop a class of high order conservative semi-Lagrangian (SL) discontinuous Galerkin (DG) methods for solving multi-dimensional linear transport equations. The methods rely on a characteristic Galerkin weak formulation, leading to $L^2$ stable discretizations for linear problems. Unlike many existing SL methods, the high order accuracy and mass conservation of the proposed methods are realized in a non-splitting manner. Thus, the detrimental splitting error, which is known to significantly contaminate long term transport simulations, will be not incurred. One key ingredient in the scheme formulation, borrowed from CSLAM [Lauritzen, Nair, and Ullrich, 2010], is the use of Green's theorem which allows us to convert volume integrals into a set of line integrals. The resulting line integrals are much easier to approximate with high order accuracy, hence facilitating the implementation. Another novel ingredient is the construction of quadratic curves in approximating sides of upstream cell, leading to quadratic-curved quadrilateral upstream cells. Formal third order accuracy is obtained by such a construction. The desired positivity-preserving property is further attained by incorporating a high order bound-preserving filter. To assess the performance of the proposed methods, we test and compare the numerical schemes with a variety of configurations for solving several benchmark transport problems with both smooth and nonsmooth solutions. The efficiency and efficacy are numerically verified.

Suncica Canic, Benedetto Piccoli, Jing-Mei Qiu et al.

We propose a bound-preserving Runge-Kutta (RK) discontinuous Galerkin (DG) method as an efficient, effective and compact numerical approach for numerical simulation of traffic flow problems on networks, with arbitrary high order accuracy. Road networks are modeled by graphs, composed of a finite number of roads that meet at junctions. On each road, a scalar conservation law describes the dynamics, while coupling conditions are specified at junctions to define flow separation or convergence at the points where roads meet. We incorporate such coupling conditions in the RK DG framework, and apply an arbitrary high order bound preserving limiter to the RK DG method to preserve the physical bounds on the network solutions (car density). We showcase the proposed algorithm on several benchmark test cases from the literature, as well as several new challenging examples with rich solution structures. Modeling and simulation of Cauchy problems for traffic flows on networks is notorious for lack of uniqueness or (Lipschitz) continuous dependence. The discontinuous Galerkin method proposed here deals elegantly with these problems, and is perhaps the only realistic and efficient high-order method for network problems.

Jing-Mei Qiu, Giovanni Russo

In this paper, we consider a finite difference grid-based semi-Lagrangian approach in solving the Vlasov-Poisson (VP) system. Many of existing methods are based on dimensional splitting, which decouples the problem into solving linear advection problems, see {\em Cheng and Knorr, Journal of Computational Physics, 22(1976)}. However, such splitting is subject to the splitting error. If we consider multi-dimensional problems without splitting, difficulty arises in tracing characteristics with high order accuracy. Specifically, the evolution of characteristics is subject to the electric field which is determined globally from the distribution of particle densities via the Poisson's equation. In this paper, we propose a novel strategy of tracing characteristics high order in time via a two-stage multi-derivative prediction-correction approach and by using moment equations of the VP system. With the foot of characteristics being accurately located, we proposed to use weighted essentially non-oscillatory (WENO) interpolation to recover function values between grid points, therefore to update solutions at the next time level. The proposed algorithm does not have time step restriction as Eulerian approach and enjoys high order spatial and temporal accuracy. However, such finite difference algorithm does not enjoy mass conservation; we discuss one possible way of resolving such issue and its potential challenge in numerical stability. The performance of the proposed schemes are numerically demonstrated via classical test problems such as Landau damping and two stream instabilities.

Xiaofeng Cai, Jianxian Qiu, Jing-Mei Qiu

In this paper, we present a high order conservative semi-Lagrangian (SL) Hermite weighted essentially non-oscillatory (HWENO) method for the Vlasov equation based on dimensional splitting [Cheng and Knorr, Journal of Computational Physics, 22(1976)]. The major advantage of HWENO reconstruction, compared with the original WENO reconstruction, is compact. For the split one-dimensional equation, to ensure local mass conservation, we propose a high order SL HWENO scheme in a conservative flux-difference form, following the work in [J.-M. Qiu and A. Christlieb, Journal of Computational Physics, v229(2010)]. Besides performing dimensional splitting for the original 2D problem, we design a proper splitting for equations of derivatives to ensure local mass conservation of the proposed HWENO scheme. The proposed fifth order SL HWENO scheme with the Eulerian CFL condition has been tested to work well in capturing filamentation structures without introducing oscillations. We introduce WENO limiters to control oscillations when the time stepping size is larger than the Eulerian CFL restriction. We perform classical numerical tests on rigid body rotation problem, and demonstrate the performance of our scheme via the Landau damping and two-stream instabilities when solving the Vlasov-Poisson system.

Xiaofeng Cai, Jianxian Qiu, Jing-Mei Qiu

We illustrate that numerical solutions of high order finite volume Hermite weighted essentially non-oscillatory (HWENO) scheme for some nonconvex conservation laws perform poorly or converge to the entropy solution in a slow speed. The modified finite volume HWENO schemes based either on first order monotone schemes or a second order entropic projection following the work of Qiu and Shu [SIAM J. Sci. Comput., 31 (2008), 584-607] are proposed and compared for solving one-dimensional scalar problems. We extend the modified finite volume HWENO based on first order monotone schemes for one-dimensional systems and two-dimensional scalar conservation laws. Numerical tests for several representative examples will be reported.

Rudi Smith, Mirjeta Pasha, Andrés Galindo-Olarte et al.

We present efficient, sketching-based methods for the summation of tensors in Tucker format. Leveraging the algebraic structure of Khatri-Rao and Kronecker products, our approach enables compressed arithmetic on Tucker tensors while controlling rank growth and computational cost. The proposed sketching framework avoids the explicit formation of large intermediate tensors, instead operating directly on the factor matrices and core tensors to produce accurate low-rank approximations of tensor sums. Furthermore, we analyze the computational complexity and the theoretical approximation properties of the proposed methodology. Numerical experiments demonstrate the effectiveness of our approach on four problems: two synthetic test cases, a parameter-dependent elliptic equation (commonly referred to as the cookie problem) solved via GMRES, and a one-dimensional linear transport problem discretized via high-order discontinuous Galerkin methods, where repeated tensor summation arises as a core computational bottleneck. Across these examples, the sketching-based summation achieves substantial computational savings while preserving high accuracy relative to direct summation and re-compression.

Xiaofeng Cai, Wei Guo, Jing-Mei Qiu

Transport problems arise across diverse fields of science and engineering. Semi-Lagrangian (SL) discontinuous Galerkin (DG) methods are a class of high order deterministic transport solvers that enjoy advantages of both SL approach and DG spatial discretization. In this paper, we review existing SLDG methods to date and compare numerical their performances. In particular, we make a comparison between the splitting and non-splitting SLDG methods for multi-dimensional transport simulations. Through extensive numerical results, we offer a practical guide for choosing optimal SLDG solvers for linear and nonlinear transport simulations.

Tao Xiong, Giovanni Russo, Jing-Mei Qiu

In this paper, we propose a mass conservative semi-Lagrangian finite difference scheme for multi-dimensional problems without dimensional splitting. The semi-Lagrangian scheme, based on tracing characteristics backward in time from grid points, does not necessarily conserve the total mass. To ensure mass conservation, we propose a conservative correction procedure based on a flux difference form. Such procedure guarantees local mass conservation, while introducing time step constraints for stability. We theoretically investigate such stability constraints from an ODE point of view by assuming exact evaluation of spatial differential operators and from the Fourier analysis for linear PDEs. The scheme is tested by classical two dimensional linear passive-transport problems, such as linear advection, rotation and swirling deformation. The scheme is applied to solve the nonlinear Vlasov-Poisson system using a a high order tracing mechanism proposed in [Qiu and Russo, 2016]. Such high order characteristics tracing scheme is generalized to the nonlinear guiding center Vlasov model and incompressible Euler system. The effectiveness of the proposed conservative semi-Lagrangian scheme is demonstrated numerically by our extensive numerical tests.

Sebastiano Boscarino, Jing-Mei Qiu

In this paper, we present error estimates of the integral deferred correction method constructed with stiffly accurate implicit Runge-Kutta methods with a nonsingular matrix $A$ in its Butcher table representation, when applied to stiff problems characterized by a small positive parameter $\varepsilon$. In our error estimates, we expand the global error in powers of $\varepsilon$ and show that the coefficients are global errors of the integral deferred correction method applied to a sequence of differential algebraic systems. A study of these errors and of the remainder of the expansion yields sharp error bounds for the stiff problem. Numerical results for the van der Pol equation are presented {to} illustrate our theoretical findings. Finally, we study the linear stability properties of these methods.