Hendrik Ranocha

Arpit Babbar, Hendrik Ranocha

Compact Runge-Kutta (cRK) Flux Reconstruction (FR) methods are a variant of RKFR methods for hyperbolic conservation laws with a compact stencil including only immediate neighboring finite elements. We extend cRKFR methods to handle hyperbolic equations with stiff source terms and non-conservative products. To handle stiff source terms, we use IMplicit EXplicit (IMEX) time integration schemes such that the implicitness is local to each solution point, and thus does not increase inter-element communication. Although non-conservative products do not correspond to a physical flux, we formulate the scheme using numerical fluxes at element interfaces. We use similar numerical fluxes for a lower order finite volume scheme on subcells of each element, which is then blended with the high order cRKFR scheme to obtain a robust scheme for problems with non-smooth solutions. Combined with a flux limiter at the element interfaces, the subcell based blending scheme preserves the physical admissibility of the solution, e.g., positivity of density and pressure for compressible Euler equations. The procedure thus leads to an admissibility preserving IMEX cRKFR scheme for hyperbolic equations with stiff source terms and non-conservative products. The capability of the scheme to handle stiff terms is shown through numerical tests involving Burgers' equations, reactive Euler's equations, and the ten moment problem. The non-conservative treatment is tested using variable advection equations, shear shallow water equations, the GLM-MHD, and the multi-ion MHD equations.

Collin Wittenstein, Vincent Marks, Mario Ricchiuto et al.

We develop energy-conserving numerical methods for a two-dimensional hyperbolic approximation of the Serre-Green-Naghdi equations with variable bathymetry and either periodic or reflecting boundary conditions. The hyperbolic formulation avoids the costly inversion of an elliptic operator present in the classical model. Our schemes combine split forms with summation-by-parts (SBP) operators to construct semi-discretizations that conserve the total water mass and the total energy. We provide analytical proofs of these conservation properties and also verify them numerically. While the framework is general, our implementation focuses on second-order finite-difference SBP operators. The methods are implemented in Julia for CPU and GPU architectures (AMD and NVIDIA) and achieve substantial speedups on modern accelerators. We validate the approach through convergence studies based on solitary-wave and manufactured-solution tests, and by comparisons to analytical, experimental, and existing numerical results. All source code to reproduce our results is available online.

Ferdinand Thein, Hendrik Ranocha

The ultra--relativistic Euler equations describe gases in the relativistic case when the thermal energy dominates. These equations for an ideal gas are given in terms of the pressure, the spatial part of the dimensionless four-velocity, and the particle density. Kunik et al.\ (2024, https://doi.org/10.1016/j.jcp.2024.113330) proposed genuine multi--dimensional benchmark problems for the ultra--relativistic Euler equations. In particular, they compared full two-dimensional discontinuous Galerkin simulations for radially symmetric problems with solutions computed using a specific one-dimensional scheme. Of particular interest in the solutions are the formation of shock waves and a pressure blow-up. In the present work we derive an entropy-stable flux for the ultra--relativistic Euler equations. Therefore, we derive the main field (or entropy variables) and the corresponding potentials. We then present the entropy-stable flux and conclude with simulation results for different test cases both in 2D and in 3D.

Hendrik Ranocha, Philipp Öffner, Thomas Sonar

The correction procedure via reconstruction (CPR, formerly known as flux reconstruction) is a framework of high order methods for conservation laws, unifying some discontinuous Galerkin, spectral difference and spectral volume methods. Linearly stable schemes were presented by Vincent et al. (2011, 2015), but proofs of non-linear (entropy) stability in this framework have not been published yet (to the knowledge of the authors). We reformulate CPR methods using summation-by-parts (SBP) operators with simultaneous approximation terms (SATs), a framework popular for finite difference methods, extending the results obtained by Gassner (2013) for a special discontinuous Galerkin spectral element method. This reformulation leads to proofs of conservation and stability in discrete norms associated with the method, recovering the linearly stable CPR schemes of Vincent et al. (2011, 2015). Additionally, extending the skew-symmetric formulation of conservation laws by additional correction terms, entropy stability for Burgers' equation is proved for general SBP CPR methods not including boundary nodes.

Hendrik Ranocha

Entropy conservation and stability of numerical methods in gas dynamics have received much interest. Entropy conservative numerical fluxes can be used as ingredients in two kinds of schemes: Firstly, as building blocks in the subcell flux differencing form of Fisher and Carpenter (2013) and secondly (enhanced by dissipation) as numerical surface fluxes in finite volume like schemes. The purpose of this article is threefold. Firstly, the flux differencing theory is extended, guaranteeing high-order for general symmetric and consistent numerical fluxes and investigating entropy stability in a generalised framework of summation-by-parts operators applicable to multiple dimensions and simplex elements. Secondly, a general procedure to construct affordable entropy conservative fluxes is described explicitly and used to derive several new fluxes. Finally, robustness properties of entropy stable numerical fluxes are investigated and positivity preservation is proven for several entropy conservative fluxes enhanced with local Lax-Friedrichs type dissipation operators. All these theoretical investigations are supplemented with numerical experiments.

Hendrik Ranocha, David I. Ketcheson

We propose and study a class of arbitrarily high-order numerical discretizations that preserve multiple invariants and are essentially explicit (they do not require the solution of any large systems of algebraic equations). In space, we use Fourier Galerkin methods, while in time we use a combination of orthogonal projection and relaxation. We prove and numerically demonstrate the conservation properties of the method by applying it to the Benjamin-Bona-Mahony, Korteweg-de Vries, and nonlinear Schrödinger (NLS) PDEs as well as a hyperbolic approximation of NLS. For each of these equations, the proposed schemes conserve mass, momentum, and energy up to numerical precision. We show that this conservation leads to reduced growth of numerical errors for long-term simulations.

Hendrik Ranocha

For the first time, a general two-parameter family of entropy conservative numerical fluxes for the shallow water equations is developed and investigated. These are adapted to a varying bottom topography in a well-balanced way, i.e. preserving the lake-at-rest steady state. Furthermore, these fluxes are used to create entropy stable and well-balanced split-form semidiscretisations based on general summation-by-parts (SBP) operators, including Gauß nodes. Moreover, positivity preservation is ensured using the framework of Zhang and Shu (Maximum-principle-satisfying and positivity-preserving high-order schemes for conservation laws: survey and recent developments, 2011. In: Proceedings of the Royal Society of London A: Mathematical, Physical and Engineering Sciences, The Royal Society, vol 467, pp. 2752--2766). Therefore, the new two-parameter family of entropy conservative fluxes is enhanced by dissipation operators and investigated with respect to positivity preservation. Additionally, some known entropy stable and positive numerical fluxes are compared. Furthermore, finite volume subcells adapted to nodal SBP bases with diagonal mass matrix are used. Finally, numerical tests of the proposed schemes are performed and some conclusions are presented.

Louis Petri, Gunnar Birke, Christian Engwer et al.

We present a fully discrete stability analysis of the domain-of-dependence stabilization for hyperbolic problems. The method aims to address issues caused by small cut cells by redistributing mass around the neighborhood of a small cut cell at a semi-discrete level. Our analysis is conducted for the linear advection model problem in one spatial dimension. We demonstrate that fully discrete stability can be achieved under a time step restriction that does not depend on the arbitrarily small cells, using an operator norm estimate. Additionally, this analysis offers a detailed understanding of the stability mechanism and highlights some challenges associated with higher-order polynomials. We also propose a way to mitigate these issues to derive a feasible CFL-like condition. The analytical findings, as well as the proposed solution are verified numerically in one- and two-dimensional simulations.

Hendrik Ranocha

High-order methods for conservation laws can be highly efficient if their stability is ensured. A suitable means mimicking estimates of the continuous level is provided by summation-by-parts (SBP) operators and the weak enforcement of boundary conditions. Recently, there has been an increasing interest in generalised SBP operators both in the finite difference and the discontinuous Galerkin spectral element framework. However, if generalised SBP operators are used, the treatment of the boundaries becomes more difficult since some properties of the continuous level are no longer mimicked discretely --- interpolating the product of two functions will in general result in a value different from the product of the interpolations. Thus, desired properties such as conservation and stability are more difficult to obtain. Here, new formulations are proposed, allowing the creation of discretisations using general SBP operators that are both conservative and stable. Thus, several shortcomings that might be attributed to generalised SBP operators are overcome (cf. J.~Nordström and A.~A.~Ruggiu, "On Conservation and Stability Properties for Summation-By-Parts Schemes", \emph{Journal of Computational Physics} 344 (2017), pp. 451--464, and J. Manzanero, G. Rubio, E. Ferrer, E. Valero and D. A. Kopriva, "Insights on aliasing driven instabilities for advection equations with application to Gauss-Lobatto discontinuous Galerkin methods", Journal of Scientific Computing (2017), https://doi.org/10.1007/s10915-017-0585-6).

Hendrik Ranocha, Philipp Öffner, Thomas Sonar

A generalised analytical notion of summation-by-parts (SBP) methods is proposed, extending the concept of SBP operators in the correction procedure via reconstruction (CPR), a framework of high-order methods for conservation laws. For the first time, SBP operators with dense norms and not including boundary points are used to get an entropy stable split-form of Burgers' equation. Moreover, overcoming limitations of the finite difference framework, stability for curvilinear grids and dense norms is obtained for SBP CPR methods by using a suitable way to compute the Jacobian.

Philipp Öffner, Jan Glaubitz, Hendrik Ranocha

In this paper, we consider Burgers' equation with uncertain boundary and initial conditions. The polynomial chaos (PC) approach yields a hyperbolic system of deterministic equations, which can be solved by several numerical methods. Here, we apply the correction procedure via reconstruction (CPR) using summation-by-parts operators. We focus especially on stability, which is proven for CPR methods and the systems arising from the PC approach. Due to the usage of split-forms, the major challenge is to construct entropy stable numerical fluxes. For the first time, such numerical fluxes are constructed for all systems resulting from the PC approach for Burgers' equation. In numerical tests, we verify our results and show also the advantage of the given ansatz using CPR methods. Moreover, one of the simulations, i.e. Burgers' equation equipped with an initial shock, demonstrates quite fascinating observations. The behaviour of the numerical solutions from several methods (finite volume, finite difference, CPR) differ significantly from each other. Through careful investigations, we conclude that the reason for this is the high sensitivity of the system to varying dissipation. Furthermore, it should be stressed that the system is not strictly hyperbolic with genuinely nonlinear or linearly degenerate fields.

Hendrik Ranocha

For discretisations of hyperbolic conservation laws, mimicking properties of operators or solutions at the continuous (differential equation) level discretely has resulted in several successful methods. While well-posedness for nonlinear systems in several space dimensions is an open problem, mimetic properties such as summation-by-parts as discrete analogue of integration-by-parts allow a direct transfer of some results and their proofs, e.g. stability for linear systems. In this article, discrete analogues of the generalised product and chain rules that apply to functions of bounded variation are considered. It is shown that such analogues hold for certain second order operators but are not possible for higher order approximations. Furthermore, entropy dissipation by second derivatives with varying coefficients is investigated, showing again the far stronger mimetic properties of second order approximations compared to higher order ones.

Philipp Öffner, Hendrik Ranocha

For practical applications, the long time behaviour of the error of numerical solutions to time-dependent partial differential equations is very important. Here, we investigate this topic in the context of hyperbolic conservation laws and flux reconstruction schemes, focusing on the schemes in the discontinuous Galerkin spectral element framework. For linear problems with constant coefficients, it is well-known in the literature that the choice of the numerical flux (e.g. central or upwind) and the selection of the polynomial basis (e.g. Gauß-Legendre or Gauß-Lobatto-Legendre) affects both the growth rate and the asymptotic value of the error. Here, we extend these investigations of the long time error to variable coefficients using both Gauß-Lobatto-Legendre and Gauß-Legendre nodes as well as several numerical fluxes. We derive conditions guaranteeing that the errors are still bounded in time. Furthermore, we analyse the error behaviour under these conditions and demonstrate in several numerical tests similarities to the case of constant coefficients. However, if these conditions are violated, the error shows a completely different behaviour. Indeed, by applying central numerical fluxes, the error increases without upper bound while upwind numerical fluxes can still result in uniformly bounded numerical errors. An explanation for this phenomenon is given, confirming our analytical investigations.

Hendrik Ranocha, Jan Glaubitz, Philipp Öffner et al.

The correction procedure via reconstruction (CPR, also known as flux reconstruction) is a framework of high order semidiscretisations used for the numerical solution of hyperbolic conservation laws. Using a reformulation of these schemes relying on summation-by-parts (SBP) operators and simultaneous approximation terms (SATs), artificial dissipation / spectral viscosity operators are investigated in this first part of a series. Semidiscrete stability results for linear advection and Burgers' equation as model problems are extended to fully discrete stability by an explicit Euler method. As second part of this series, Glaubitz, Ranocha, Öffner, and Sonar (Enhancing stability of correction procedure via reconstruction using summation-by-parts operators II: Modal filtering, 2016) investigate connections to modal filters and their application instead of artificial dissipation.

Jan Glaubitz, Hendrik Ranocha, Philipp Öffner et al.

A recently introduced framework of semidiscretisations for hyperbolic conservation laws known as correction procedure via reconstruction (CPR, also known as flux reconstruction) is considered in the extended setting of summation-by-parts (SBP) operators using simultaneous approximation terms (SATs). This reformulation can yield stable semidiscretisations for linear advection and Burgers' equation as model problems. In order to enhance these properties, modal filters are introduced to this framework. As a second part of a series, the results of Ranocha, Glaubitz, Öffner, and Sonar ("Enhancing stability of correction procedure via reconstruction using summation-by-parts operators I: Artificial dissipation", 2016) concerning artificial dissipation / spectral viscosity are extended, yielding fully discrete stable schemes. Additionally, a new adaptive strategy to compute the filter strength is introduced and different possible applications of modal filters are compared both theoretically and numerically.

Marco Artiano, Hendrik Ranocha, Saurav Samantaray

We consider the compressible Euler system with anelastic scaling, modeling isentropic flows under the influence of gravity. In the zero-Mach-number limit, the solution of the compressible Euler system converges to a variable density anelastic incompressible limit system. In this work, we present the design and analysis of a class of higher-order linearly implicit IMEX Runge-Kutta schemes that are asymptotic preserving, i.e., they respect the transitory nature of the governing equations in the limit. The presence of gravitational potential warrants the incorporation of the well-balancing property. The scheme is developed as a novel combination of a penalization of a linear steady state, a finite-volume balance-preserving reconstruction, and a source term discretization preserving steady states. The penalization plays a crucial role in obtaining a linearly implicit scheme, and well-balanced flux-source discretization ensures accuracy in very low Mach number regimes. Some results of numerical case studies are presented to corroborate the theoretical assertions.

Daniel Doehring, Jesse Chan, Hendrik Ranocha et al.

We introduce the concept of volume term adaptivity for high-order discontinuous Galerkin (DG) schemes solving time-dependent partial differential equations. Termed v-adaptivity, we present a novel general approach that exchanges the discretization of the volume contribution of the DG scheme at every Runge-Kutta stage based on suitable indicators. Depending on whether robustness or efficiency is the main concern, different adaptation strategies can be chosen. Precisely, the weak form volume term discretization is used instead of the entropy-conserving flux-differencing volume integral whenever the former produces more entropy than the latter, resulting in an entropy-stable scheme. Conversely, if increasing the efficiency is the main objective, the weak form volume integral may be employed as long as it does not increase entropy beyond a certain threshold or cause instabilities. Thus, depending on the choice of the indicator, the v-adaptive DG scheme improves robustness, efficiency and approximation quality compared to schemes with a uniform volume term discretization. We thoroughly verify the accuracy, linear stability, and entropy-admissibility of the v-adaptive DG scheme before applying it to various compressible flow problems in two and three dimensions.

Marco Artiano, Arpit Babbar, Michael Schlottke-Lakemper et al.

Jin-Xin relaxation is a method for approximating non-linear hyperbolic conservation laws by a linear system of hyperbolic equations with an $\varepsilon$ dependent stiff source term. The system formally relaxes to the original conservation law as $\varepsilon \to 0$. An asymptotic analysis of the Jin-Xin relaxation system shows that it can be seen as a convection-diffusion equation with a diffusion coefficient that depends on the relaxation parameter $\varepsilon$. This work makes use of this property to use the Jin-Xin relaxation system as a shock-capturing method for high-order discontinuous Galerkin (DG) or flux reconstruction (FR) schemes. The idea is to use a smoothness indicator to choose the $\varepsilon$ value in each cell, so that we can use larger $\varepsilon$ values in non-smooth regions to add extra numerical dissipation. We show how this can be done by using a single stage method by using the compact Runge-Kutta FR method that handles the stiff source term by using IMplicit-EXplicit Runge-Kutta (IMEX-RK) schemes. Numerical results involving Burgers' equation and the compressible Euler equations are shown to demonstrate the effectiveness of the proposed method.

Hendrik Ranocha, Mario Ricchiuto

We develop structure-preserving numerical methods for the Serre-Green-Naghdi equations, a model for weakly dispersive free-surface waves. We consider both the classical form, requiring the inversion of a non-linear elliptic operator, and a hyperbolic approximation of the equations, allowing fully explicit time stepping. Systems for both flat and variable topography are studied. Our novel numerical methods conserve both the total water mass and the total energy. In addition, the methods for the original Serre-Green-Naghdi equations conserve the total momentum for flat bathymetry. For variable topography, all the methods proposed are well-balanced for the lake-at-rest state. We provide a theoretical setting allowing us to construct schemes of any kind (finite difference, finite element, discontinuous Galerkin, spectral, etc.) as long as summation-by-parts operators are available in the chosen setting. Energy-stable variants are proposed by adding a consistent high-order artificial viscosity term. The proposed methods are validated through a large set of benchmarks to verify all the theoretical properties. Whenever possible, comparisons with exact, reference numerical, or experimental data are carried out. The impressive advantage of structure preservation, and in particular energy preservation, to resolve accurately dispersive wave propagation on very coarse meshes is demonstrated by several of the tests.

Marco Artiano, Hendrik Ranocha

Many entropy-conservative and entropy-stable (summarized as entropy-preserving) methods for hyperbolic conservation laws rely on Tadmor's theory for two-point entropy-preserving numerical fluxes and its higher-order extension via flux differencing using summation-by-parts (SBP) operators, e.g., in discontinuous Galerkin spectral element methods (DGSEMs). The underlying two-point formulations have been extended to nonconservative systems using fluctuations by Castro et al. (2013, doi:10.1137/110845379) with follow-up generalizations to SBP methods. We propose specific forms of entropy-preserving fluctuations for nonconservative hyperbolic systems that are simple to interpret and allow an algorithmic construction of entropy-preserving methods. We analyze necessary and sufficient conditions, and obtain a full characterization of entropy-preserving three-point methods within the finite volume framework. This formulation is extended to SBP methods in multiple space dimensions on Cartesian and curvilinear meshes. Additional properties such as well-balancedness extend naturally from the underlying finite volume method to the SBP framework. We use the algorithmic construction enabled by the chosen formulation to derive several new entropy-preserving schemes for nonconservative hyperbolic systems, e.g., the compressible Euler equations of an ideal gas using the internal energy equation and a dispersive shallow-water model. Numerical experiments show the robustness and accuracy of the proposed schemes.

Arpit Babbar, Qifan Chen, Hendrik Ranocha

Compact Runge-Kutta (cRK) methods are a class of high order methods for solving hyperbolic conservation laws characterized by their compact stencil including only immediate neighboring finite elements. A Compact Runge-Kutta flux reconstruction (cRKFR) method for solver hyperbolic conservation laws was introduced in [Babbar, A., Chen, Q., Journal of Scientific Computing, 2025] which uses a time average flux formulation to perform evolution using a single numerical flux computation at each step, making it a single stage method. Entropy or kinetic energy preserving numerical fluxes are often used for construction of high order entropy stable or kinetic energy preserving methods for hyperbolic conservation laws, and are known to enhance the robustness of numerical methods for under-resolved simulations. In this work, we show how these fluxes can be incorporated into the cRKFR framework for general hyperbolic equations that consist of fluxes and non-conservative products. We test the effectiveness of this new class of methods through numerical experiments for the compressible Euler equations, magnetohydronamics (MHD) equations and multi-ion MHD equations. It is observed that the application of entropy or kinetic energy preserving fluxes enhances the robustness of the cRKFR methods.

Thomas Izgin, Hendrik Ranocha, Chi-Wang Shu

We combine Patankar-type methods with suitable relaxation procedures that are capable of ensuring correct dissipation or conservation of functionals such as entropy or energy while producing unconditionally positive and conservative approximations. To that end, we adapt the relaxation algorithm to enforce positivity by using either ideas from the dense output framework when a linear invariant must be preserved, or simply a geometric mean if the only constraint is positivity preservation. The latter merely requires the solution of a scalar nonlinear equation while former results in a coupled linear-nonlinear system of equations. We present sufficient conditions for the solvability of the respective equations. Several applications in the context of ordinary and partial differential equations are presented, and the theoretical findings are validated numerically.

Hendrik Ranocha, Katharina Ostaszewski, Philip Heinisch

The nonlinear magnetic induction equation with Hall effect can be used to model magnetic fields, e.g. in astrophysical plasma environments. In order to give reliable results, numerical simulations should be carried out using effective and efficient schemes. Thus, high-order stable schemes are investigated here. Following the approach provided recently by Nordström (J Sci Comput 71.1, pp. 365--385, 2017), an energy analysis for both the linear and the nonlinear induction equation including boundary conditions is performed at first. Novel outflow boundary conditions for the Hall induction equation are proposed, resulting in an energy estimate. Based on an energy analysis of the initial boundary value problem at the continuous level, semidiscretisations using summation by parts (SBP) operators and simultaneous approximation terms are created. Mimicking estimates at the continuous level, several energy stable schemes are obtained in this way and compared in numerical experiments. Moreover, stabilisation techniques correcting errors in the numerical divergence of the magnetic field via projection methods are studied from an energetic point of view in the SBP framework. In particular, the treatment of boundaries is investigated and a new approach with some improved properties is proposed.