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Benjamin Seibold

Publications and source records attributed to Benjamin Seibold.

At least 55 records · Page 3Linked to original sources

Relations between WENO3 and Third-order Limiting in Finite Volume Methods

Weighted essentially non-oscillatory (WENO) and finite volume (FV) methods employ different philosophies in their way to perform limiting. We show that a generalized view on limiter functions, which considers a two-dimensional, rather than a one-dimensional dependence on the slopes in neighboring cells, allows to write WENO3 and $3^\text{rd}$-order FV schemes in the same fashion. Within this framework, it becomes apparent that the classical approach of FV limiters to only consider ratios of the slopes in neighboring cells, is overly restrictive. The hope of this new perspective is to establish new connections between WENO3 and FV limiter functions, which may give rise to improvements for the limiting behavior in both approaches.

math.NA↗

StaRMAP - A second order staggered grid method for spherical harmonics moment equations of radiative transfer

We present a simple method to solve spherical harmonics moment systems, such as the the time-dependent $P_N$ and $SP_N$ equations, of radiative transfer. The method, which works for arbitrary moment order $N$, makes use of the specific coupling between the moments in the $P_N$ equations. This coupling naturally induces staggered grids in space and time, which in turn give rise to a canonical, second-order accurate finite difference scheme. While the scheme does not possess TVD or realizability limiters, its simplicity allows for a very efficient implementation in Matlab. We present several test cases, some of which demonstrate that the code solves problems with ten million degrees of freedom in space, angle, and time within a few seconds. The code for the numerical scheme, called StaRMAP (Staggered grid Radiation Moment Approximation), along with files for all presented test cases, can be downloaded so that all results can be reproduced by the reader.

physics.comp-ph↗

Comparative model accuracy of a data-fitted generalized Aw-Rascle-Zhang model

The Aw-Rascle-Zhang (ARZ) model can be interpreted as a generalization of the Lighthill-Whitham-Richards (LWR) model, possessing a family of fundamental diagram curves, each of which represents a class of drivers with a different empty road velocity. A weakness of this approach is that different drivers possess vastly different densities at which traffic flow stagnates. This drawback can be overcome by modifying the pressure relation in the ARZ model, leading to the generalized Aw-Rascle-Zhang (GARZ) model. We present an approach to determine the parameter functions of the GARZ model from fundamental diagram measurement data. The predictive accuracy of the resulting data-fitted GARZ model is compared to other traffic models by means of a three-detector test setup, employing two types of data: vehicle trajectory data, and sensor data. This work also considers the extension of the ARZ and the GARZ models to models with a relaxation term, and conducts an investigation of the optimal relaxation time.

physics.soc-ph↗

Meshfree finite differences for vector Poisson and pressure Poisson equations with electric boundary conditions

We demonstrate how meshfree finite difference methods can be applied to solve vector Poisson problems with electric boundary conditions. In these, the tangential velocity and the incompressibility of the vector field are prescribed at the boundary. Even on irregular domains with only convex corners, canonical nodal-based finite elements may converge to the wrong solution due to a version of the Babuska paradox. In turn, straightforward meshfree finite differences converge to the true solution, and even high-order accuracy can be achieved in a simple fashion. The methodology is then extended to a specific pressure Poisson equation reformulation of the Navier-Stokes equations that possesses the same type of boundary conditions. The resulting numerical approach is second order accurate and allows for a simple switching between an explicit and implicit treatment of the viscosity terms.

math.NA↗

Effect of the choice of stagnation density in data-fitted first- and second-order traffic models

For a class of data-fitted macroscopic traffic models, the influence of the choice of the stagnation density on the model accuracy is investigated. This work builds on an established framework of data-fitted first-order Lighthill-Whitham-Richards (LWR) models and their second-order Aw-Rascle-Zhang (ARZ) generalizations. These models are systematically fitted to historic fundamental diagram data, and then their predictive accuracy is quantified via a version of the three-detector problem test, considering vehicle trajectory data and single-loop sensor data. The key outcome of this study is that with commonly suggested stagnation densities of 120 vehicles/km/lane and above, information travels backwards too slowly. It is then demonstrated that the reduction of the stagnation density to 90-100 vehicles/km/lane addresses this problem and results in a significant improvement of the predictive accuracy of the considered models.

physics.soc-ph↗

A comparison of data-fitted first order traffic models and their second order generalizations via trajectory and sensor data

The Aw-Rascle-Zhang (ARZ) model can be interpreted as a generalization of the first order Lighthill-Whitham-Richards (LWR) model, possessing a family of fundamental diagram curves, rather than a single one. We investigate to which extent this generalization increases the predictive accuracy of the models. To that end, a systematic comparison of two types of data-fitted LWR models and their second order ARZ counterparts is conducted, via a version of the three-detector problem test. The parameter functions of the models are constructed using historic fundamental diagram data. The model comparisons are then carried out using time-dependent data, of two very different types: vehicle trajectory data, and single-loop sensor data. The study of these PDE models is carried out in a macroscopic sense, i.e., continuous field quantities are constructed from the discrete data, and discretization effects are kept negligibly small.

physics.soc-ph↗

Constructing set-valued fundamental diagrams from jamiton solutions in second order traffic models

Fundamental diagrams of vehicular traffic flow are generally multi-valued in the congested flow regime. We show that such set-valued fundamental diagrams can be constructed systematically from simple second order macroscopic traffic models, such as the classical Payne-Whitham model or the inhomogeneous Aw-Rascle-Zhang model. These second order models possess nonlinear traveling wave solutions, called jamitons, and the multi-valued parts in the fundamental diagram correspond precisely to jamiton-dominated solutions. This study shows that transitions from function-valued to set-valued parts in a fundamental diagram arise naturally in well-known second order models. As a particular consequence, these models intrinsically reproduce traffic phases.

math.AP↗

A characteristic particle method for traffic flow simulations on highway networks

A characteristic particle method for the simulation of first order macroscopic traffic models on road networks is presented. The approach is based on the method "particleclaw", which solves scalar one dimensional hyperbolic conservations laws exactly, except for a small error right around shocks. The method is generalized to nonlinear network flows, where particle approximations on the edges are suitably coupled together at the network nodes. It is demonstrated in numerical examples that the resulting particle method can approximate traffic jams accurately, while only devoting a few degrees of freedom to each edge of the network.

math.NA↗

A comparative study of the efficiency of jet schemes

We present two versions of third order accurate jet schemes, which achieve high order accuracy by tracking derivative information of the solution along characteristic curves. For a benchmark linear advection problem, the efficiency of jet schemes is compared with WENO and Discontinuous Galerkin methods of the same order. Moreover, the performance of various schemes in tracking solution contours is investigated. It is demonstrated that jet schemes possess the simplicity and speed of WENO schemes, while showing several of the advantages as well as the accuracy of DG methods.

math.NA↗

The sound of an evolving floating sculpture

Commissioned by MIT's in-house artist Jane Philbrick, we evolve an abstract 2D surface (resembling Marta Pan's 1961 "Sculpture Flottante I") under mean curvature, all the while calculating the eigenmodes and eigenvalues of the Laplace-Beltrami operator on the resulting shapes. These are then synthesized into a sound-wave embodying the "swan song" of the surfaces as the evolve to points and vanish. The surface is approximated by a triangulation, and we present a robust approach to approximate the normal directions and the mean curvature. The resulting video and sound-track were parts in the Jane Philbrick's exhibition "Everything Trembles" in Lund, Sweden, 2009.

math.NA↗

Jet schemes for advection problems

We present a systematic methodology to develop high order accurate numerical approaches for linear advection problems. These methods are based on evolving parts of the jet of the solution in time, and are thus called jet schemes. Through the tracking of characteristics and the use of suitable Hermite interpolations, high order is achieved in an optimally local fashion, i.e. the update for the data at any grid point uses information from a single grid cell only. We show that jet schemes can be interpreted as advect-and-project processes in function spaces, where the projection step minimizes a stability functional. Furthermore, this function space framework makes it possible to systematically inherit update rules for the higher derivatives from the ODE solver for the characteristics. Jet schemes of orders up to five are applied in numerical benchmark tests, and systematically compared with classical WENO finite difference schemes. It is observed that jet schemes tend to possess a higher accuracy than WENO schemes of the same order.

math.NA↗

Optimal prediction for radiative transfer: A new perspective on moment closure

Moment methods are classical approaches that approximate the mesoscopic radiative transfer equation by a system of macroscopic moment equations. An expansion in the angular variables transforms the original equation into a system of infinitely many moments. The truncation of this infinite system is the moment closure problem. Many types of closures have been presented in the literature. In this note, we demonstrate that optimal prediction, an approach originally developed to approximate the mean solution of systems of nonlinear ordinary differential equations, can be used to derive moment closures. To that end, the formalism is generalized to systems of partial differential equations. Using Gaussian measures, existing linear closures can be re-derived, such as $P_N$, diffusion, and diffusion correction closures. This provides a new perspective on several approximations done in the process and gives rise to ideas for modifications to existing closures.

math-ph↗

An exact particle method for scalar conservation laws and its application to stiff reaction kinetics

An "exact" method for scalar one-dimensional hyperbolic conservation laws is presented. The approach is based on the evolution of shock particles, separated by local similarity solutions. The numerical solution is defined everywhere, and is as accurate as the applied ODE solver. Furthermore, the method is extended to stiff balance laws. A special correction approach yields a method that evolves detonation waves at correct velocities, without resolving their internal dynamics. The particle approach is compared to a classical finite volume method in terms of numerical accuracy, both for conservation laws and for an application in reaction kinetics.

math.NA↗

A gradient-augmented level set method with an optimally local, coherent advection scheme

The level set approach represents surfaces implicitly, and advects them by evolving a level set function, which is numerically defined on an Eulerian grid. Here we present an approach that augments the level set function values by gradient information, and evolves both quantities in a fully coupled fashion. This maintains the coherence between function values and derivatives, while exploiting the extra information carried by the derivatives. The method is of comparable quality to WENO schemes, but with optimally local stencils (performing updates in time by using information from only a single adjacent grid cell). In addition, structures smaller than the grid size can be located and tracked, and the extra derivative information can be employed to obtain simple and accurate approximations to the curvature. We analyze the accuracy and the stability of the new scheme, and perform benchmark tests.

math.NA↗

Performance of algebraic multigrid methods for non-symmetric matrices arising in particle methods

Large linear systems with sparse, non-symmetric matrices arise in the modeling of Markov chains or in the discretization of convection-diffusion problems. Due to their potential to solve sparse linear systems with an effort that is linear in the number of unknowns, algebraic multigrid (AMG) methods are of fundamental interest for such systems. For symmetric positive definite matrices, fundamental theoretical convergence results are established, and efficient AMG solvers have been developed. In contrast, for non-symmetric matrices, theoretical convergence results have been provided only recently. A property that is sufficient for convergence is that the matrix be an M-matrix. In this paper, we present how the simulation of incompressible fluid flows with particle methods leads to large linear systems with sparse, non-symmetric matrices. In each time step, the Poisson equation is approximated by meshfree finite differences. While traditional least squares approaches do not guarantee an M-matrix structure, an approach based on linear optimization yields optimally sparse M-matrices. For both types of discretization approaches, we investigate the performance of a classical AMG method, as well as an AMLI type method. While in the considered test problems, the M-matrix structure turns out not to be necessary for the convergence of AMG, problems can occur when it is violated. In addition, the matrices obtained by the linear optimization approach result in fast solution times due to their optimal sparsity.

math.NA↗

A rarefaction-tracking method for hyperbolic conservation laws

We present a numerical method for scalar conservation laws in one space dimension. The solution is approximated by local similarity solutions. While many commonly used approaches are based on shocks, the presented method uses rarefaction and compression waves. The solution is represented by particles that carry function values and move according to the method of characteristics. Between two neighboring particles, an interpolation is defined by an analytical similarity solution of the conservation law. An interaction of particles represents a collision of characteristics. The resulting shock is resolved by merging particles so that the total area under the function is conserved. The method is variation diminishing, nevertheless, it has no numerical dissipation away from shocks. Although shocks are not explicitly tracked, they can be located accurately. We present numerical examples, and outline specific applications and extensions of the approach.

math.NA↗

Optimal prediction for moment models: Crescendo diffusion and reordered equations

A direct numerical solution of the radiative transfer equation or any kinetic equation is typically expensive, since the radiative intensity depends on time, space and direction. An expansion in the direction variables yields an equivalent system of infinitely many moments. A fundamental problem is how to truncate the system. Various closures have been presented in the literature. We want to study moment closure generally within the framework of optimal prediction, a strategy to approximate the mean solution of a large system by a smaller system, for radiation moment systems. We apply this strategy to radiative transfer and show that several closures can be re-derived within this framework, e.g. $P_N$, diffusion, and diffusion correction closures. In addition, the formalism gives rise to new parabolic systems, the reordered $P_N$ equations, that are similar to the simplified $P_N$ equations. Furthermore, we propose a modification to existing closures. Although simple and with no extra cost, this newly derived crescendo diffusion yields better approximations in numerical tests.

math-ph↗

An exactly conservative particle method for one dimensional scalar conservation laws

A particle scheme for scalar conservation laws in one space dimension is presented. Particles representing the solution are moved according to their characteristic velocities. Particle interaction is resolved locally, satisfying exact conservation of area. Shocks stay sharp and propagate at correct speeds, while rarefaction waves are created where appropriate. The method is variation diminishing, entropy decreasing, exactly conservative, and has no numerical dissipation away from shocks. Solutions, including the location of shocks, are approximated with second order accuracy. Source terms can be included. The method is compared to CLAWPACK in various examples, and found to yield a comparable or better accuracy for similar resolutions.

math.NA↗