Chi-Wang Shu

Zheng Sun, José A. Carrillo, Chi-Wang Shu

We consider a class of time dependent second order partial differential equations governed by a decaying entropy. The solution usually corresponds to a density distribution, hence positivity (non-negativity) is expected. This class of problems covers important cases such as Fokker-Planck type equations and aggregation models, which have been studied intensively in the past decades. In this paper, we design a high order discontinuous Galerkin method for such problems. If the interaction potential is not involved, or the interaction is defined by a smooth kernel, our semi-discrete scheme admits an entropy inequality on the discrete level. Furthermore, by applying the positivity-preserving limiter, our fully discretized scheme produces non-negative solutions for all cases under a time step constraint. Our method also applies to two dimensional problems on Cartesian meshes. Numerical examples are given to confirm the high order accuracy for smooth test cases and to demonstrate the effectiveness for preserving long time asymptotics.

Kailiang Wu, Chi-Wang Shu

This paper proposes and analyzes arbitrarily high-order discontinuous Galerkin (DG) and finite volume methods which provably preserve the positivity of density and pressure for the ideal MHD on general meshes. Unified auxiliary theories are built for rigorously analyzing the positivity-preserving (PP) property of MHD schemes with a HLL type flux on polytopal meshes in any space dimension. The main challenges overcome here include establishing relation between the PP property and discrete divergence of magnetic field on general meshes, and estimating proper wave speeds in the HLL flux to ensure the PP property. In 1D case, we prove that the standard DG and finite volume methods with the proposed HLL flux are PP, under condition accessible by a PP limiter. For multidimensional conservative MHD system, standard DG methods with a PP limiter are not PP in general, due to the effect of unavoidable divergence-error. We construct provably PP high-order DG and finite volume schemes by proper discretization of symmetrizable MHD system, with two divergence-controlling techniques: locally divergence-free elements and a penalty term. The former leads to zero divergence within each cell, while the latter controls the divergence error across cell interfaces. Our analysis reveals that a coupling of them is important for positivity preservation, as they exactly contribute the discrete divergence-terms absent in standard DG schemes but crucial for ensuring the PP property. Numerical tests confirm the PP property and the effectiveness of proposed PP schemes. Unlike conservative MHD system, the exact smooth solutions of symmetrizable MHD system are proved to retain the positivity even if the divergence-free condition is not satisfied. Our analysis and findings further the understanding, at both discrete and continuous levels, of the relation between the PP property and the divergence-free constraint.

Kailiang Wu, Chi-Wang Shu

The density and pressure are positive physical quantities in magnetohydrodynamics (MHD). Design of provably positivity-preserving (PP) numerical schemes for ideal compressible MHD is highly desirable, but remains a challenge especially in the multidimensional cases. In this paper, we first develop uniformly high-order discontinuous Galerkin (DG) schemes which provably preserve the positivity of density and pressure for multidimensional ideal MHD. The schemes are constructed by using the locally divergence-free DG schemes for the symmetrizable ideal MHD equations as the base schemes, a PP limiter to enforce the positivity of the DG solutions, and the strong stability preserving methods for time discretization. The significant innovation is that we discover and rigorously prove the PP property of the proposed DG schemes by using a novel equivalent form of the admissible state set and very technical estimates. Several two-dimensional numerical examples further confirm the PP property, and demonstrate the accuracy, effectiveness and robustness of the proposed PP methods.

Zheng Sun, Chi-Wang Shu

Motivated by studies on fully discrete numerical schemes for linear hyperbolic conservation laws, we present a framework on analyzing the strong stability of explicit Runge-Kutta (RK) time discretizations for semi-negative autonomous linear systems. The analysis is based on the energy method and can be performed with the aid of a computer. Strong stability of various RK methods, including a sixteen-stage embedded pair of order nine and eight, has been examined under this framework. Based on numerous numerical observations, we further characterize the features of strongly stable schemes. A both necessary and sufficient condition is given for the strong stability of RK methods of odd linear order.

Haijin Wang, Qiang Zhang, Shiping Wang et al.

In this paper we discuss the local discontinuous Galerkin methods coupled with two specific explicit-implicit-null time discretizations for solving one-dimensional nonlinear diffusion problems $U_t=(a(U)U_x)_x$. The basic idea is to add and subtract two equal terms $a_0 U_{xx}$ on the right hand side of the partial differential equation, then to treat the term $a_0 U_{xx}$ implicitly and the other terms $(a(U)U_x)_x-a_0 U_{xx}$ explicitly. We give stability analysis for the method on a simplified model by the aid of energy analysis, which gives a guidance for the choice of $a_0$, i.e, $a_0 \ge \max\{a(u)\}/2$ to ensure the unconditional stability of the first order and second order schemes. The optimal error estimate is also derived for the simplified model, and numerical experiments are given to demonstrate the stability, accuracy and performance of the schemes for nonlinear diffusion equations.

Guosheng Fu, Chi-Wang Shu

We propose energy-conserving discontinuous Galerkin (DG) methods for symmetric linear hyperbolic systems on general unstructured meshes. Optimal a priori error estimates of order $k+1$ are obtained for the semi-discrete scheme in one dimension, and in multi-dimensions on Cartesian meshes when tensor-product polynomials of degree $k$ are used. A high-order energy-conserving Lax-Wendroff time discretization is also presented. Extensive numerical results in one dimension, and two dimensions on both rectangular and triangular meshes are presented to support the theoretical findings and to assess the new methods. One particular method (with the doubling of unknowns) is found to be optimally convergent on triangular meshes for all the examples considered in this paper. The method is also compared with the classical (dissipative) upwinding DG method and (conservative) DG method with a central flux. It is numerically observed for the new method to have a superior performance for long-time simulations.

Guosheng Fu, Chi-Wang Shu

We propose an energy-conserving ultra-weak discontinuous Galerkin (DG) method for the generalized Korteweg-De Vries(KdV) equation in one dimension. Optimal a priori error estimate of order $k + 1$ is obtained for the semi-discrete scheme for the KdV equation without convection term on general nonuniform meshes when polynomials of degree $k\ge 2$ is used. We also numerically observed optimal convergence of the method for the KdV equation with linear or nonlinear convection terms. It is numerically observed for the new method to have a superior performance for long-time simulations over existing DG methods.

Václav Kučera, Chi-Wang Shu

In this paper we derive a priori $L^\infty(L^2)$ and $L^2(L^2)$ error estimates for a linear advection-reaction equation with inlet and outlet boundary conditions. The goal is to derive error estimates for the discontinuous Galerkin (DG) method that do not blow up exponentially with respect to time, unlike the usual case when Gronwall's inequality is used. While this is possible in special cases, such as divergence-free advection fields, we take a more general approach using exponential scaling of the exact and discrete solutions. Here we use a special scaling function, which corresponds to time taken along individual pathlines of the flow. For advection fields, where the time massless particles carried by the flow spend inside the spatial domain is uniformly bounded from above by some $\widehat{T}$, we derive $O(h^{p+1/2})$ error estimates where the constant factor depends only on $\widehat{T}$, but not on the final time $T$. This can be interpreted as applying Gronwall's inequality in the error analysis along individual pathlines (Lagrangian setting), instead of physical time (Eulerian setting).

Jose Morales-Escalante, Irene M. Gamba, Yingda Cheng et al.

The purpose of this work is to incorporate numerically, in a discontinuous Galerkin (DG) solver of a Boltzmann-Poisson model for hot electron transport, an electronic conduction band whose values are obtained by the spherical averaging of the full band structure given by a local empirical pseudopotential method (EPM) around a local minimum of the conduction band for silicon, as a midpoint between a radial band model and an anisotropic full band, in order to provide a more accurate physical description of the electron group velocity and conduction energy band structure in a semiconductor. This gives a better quantitative description of the transport and collision phenomena that fundamentally define the behaviour of the Boltzmann - Poisson model for electron transport used in this work. The numerical values of the derivatives of this conduction energy band, needed for the description of the electron group velocity, are obtained by means of a cubic spline interpolation. The EPM-Boltzmann-Poisson transport with this spherically averaged EPM calculated energy surface is numerically simulated and compared to the output of traditional analytic band models such as the parabolic and Kane bands, numerically implemented too, for the case of 1D $n^+-n-n^+$ silicon diodes with 400nm and 50nm channels. Quantitative differences are observed in the kinetic moments related to the conduction energy band used, such as mean velocity, average energy, and electric current (momentum).

Jiří Szotkowski, Václav Kučera, Chi-Wang Shu et al.

We establish a simple, rigorous, and easy to implement connection between the classical continuous finite element method (FEM) and the discontinuous Galerkin (DG) method for Poisson's problem. The key idea is to insert a vanishing-thickness layer of "dummy" elements along cell interfaces. By modifying the diffusion coefficient on these elements to be proportional to their thickness, we prove the FEM formulation converges to Babuška-Zlámal DG with trapezoidal edge quadrature. The scheme is trivial to implement by (i) a mesh edit that introduces degenerate interface elements and (ii) a single Jacobian threshold in an otherwise unmodified FEM code to handle the degenerate elements via the tempered finite element (TFEM) framework. We provide a rigorous derivation of the resulting TFEM-DG scheme, prove optimal $H^1$ and $L^2$ error estimates, and present numerical experiments in 2D and 3D. The method allows for simple implementation of DG in a FEM code and even adaptive element-by-element switching between FEM and DG with minimal coding effort. The framework is readily extensible, as we will demonstrate in a companion paper dedicated to evolutionary nonlinear first-order hyperbolic systems.

Chen Liu, Chi-Wang Shu, Xiangxiong Zhang

Preserving the admissible set of the ideal magnetohydrodynamics (MHD) equations is important not only for producing physically meaningful numerical solutions, but more importantly for achieving robust computations. In this paper, we develop an optimization-based limiter to enforce admissibility while preserving global conservation and accuracy. For an easy and efficient projection, we decompose the admissible set into slices parameterized by the magnetic energy, so that the MHD projection reduces to a one-dimensional minimization, which can be solved efficiently by the Brent method. The splitting method can be used to efficiently solve the global minimization problem of the optimization-based limiter, which can be used to enforce cell average admissibility in discontinuous Galerkin (DG) schemes, and pointwise admissibility can be further enforced by the Zhang-Shu positivity-preserving limiter. We apply the limiter to high-order DG schemes and present numerical results for a few representative MHD problems.

Yue Wu, Chi-Wang Shu

Numerically solving magnetohydrodynamic (MHD) equations faces many challenges: avoiding divergence error, maintaining positivity, and satisfying entropy conditions. Among discontinuous Galerkin (DG) schemes, there has been a modal version that is locally divergence-free and positivity preserving and a nodal version that is entropy stable. In this work, we develop a DG scheme that combines the advantages of these two and solves all the three challenges. The key ingredients that bring these two schemes together are an HLL numerical flux with entropy stable signal speed estimates and a locally divergence-free projection. To handle problems with strong shocks, the essentially oscillation-free damping is applied. Various numerical experiments verify the accuracy and robustness of our method.

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.

Zheng Sun, José Antonio Carrillo, Chi-Wang Shu

As an extension of our previous work in Sun et.al (2018) [41], we develop a discontinuous Galerkin method for solving cross-diffusion systems with a formal gradient flow structure. These systems are associated with non-increasing entropy functionals. For a class of problems, the positivity (non-negativity) of solutions is also expected, which is implied by the physical model and is crucial to the entropy structure. The semi-discrete numerical scheme we propose is entropy stable. Furthermore, the scheme is also compatible with the positivity-preserving procedure in Zhang (2017) [42] in many scenarios. Hence the resulting fully discrete scheme is able to produce non-negative solutions. The method can be applied to both one-dimensional problems and two-dimensional problems on Cartesian meshes. Numerical examples are given to examine the performance of the method.

Francis Filbet, Chi-Wang Shu

This paper deals with the numerical resolution of kinetic models for systems of self-propelled particles subject to alignment interaction and attraction-repulsion. We focus on the kinetic model considered in [18, 17] where alignment is taken into account in addition of an attraction-repulsion interaction potential. We apply a discontinuous Galerkin method for the free transport and non-local drift velocity together with a spectral method for the velocity variable. Then, we analyse consistency and stability of the semi-discrete scheme. We propose several numerical experiments which provide a solid validation of the method and its underlying concepts.

Yingda Cheng, Irene M. Gamba, Armando Majorana et al.

In this paper, we present results of a discontinuous Galerkin (DG) scheme applied to deterministic computations of the transients for the Boltzmann-Poisson system describing electron transport in semiconductor devices. The collisional term models optical-phonon interactions which become dominant under strong energetic conditions corresponding to nano-scale active regions under applied bias. The proposed numerical technique is a finite element method using discontinuous piecewise polynomials as basis functions on unstructured meshes. It is applied to simulate hot electron transport in bulk silicon, in a silicon $n^+$-$n$-$n^+$ diode and in a double gated 12nm MOSFET. Additionally, the obtained results are compared to those of a high order WENO scheme simulation and DSMC (Discrete Simulation Monte Carlo) solvers.