arXiv subjects

Jing-Mei Qiu

Publications and source records attributed to Jing-Mei Qiu.

At least 37 records · Page 2Linked to original sources

arXiv2023

Stability analysis of the Eulerian-Lagrangian finite volume methods for nonlinear hyperbolic equations in one space dimension

In this paper, we construct a novel Eulerian-Lagrangian finite volume (ELFV) method for nonlinear scalar hyperbolic equations in one space dimension. It is well known that the exact solutions to such problems may contain shocks though the initial conditions are smooth, and direct numerical methods may suffer from restricted time step sizes. To relieve the restriction, we propose an ELFV method, where the space-time domain was separated by the partition lines originated from the cell interfaces whose slopes are obtained following the Rakine-Hugoniot junmp condition. Unfortunately, to avoid the intersection of the partition lines, the time step sizes are still limited. To fix this gap, we detect effective troubled cells (ETCs) and carefully design the influence region of each ETC, within which the partitioned space-time regions are merged together to form a new one. Then with the new partition of the space-time domain, we theoretically prove that the proposed first-order scheme with Euler forward time discretization is total-variation-diminishing and maximum-principle-preserving with {at least twice} larger time step constraints than the classical first order Eulerian method for Burgers' equation. Numerical experiments verify the optimality of the designed time step sizes.

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arXiv2022

A Local Macroscopic Conservative (LoMaC) low rank tensor method with the discontinuous Galerkin method for the Vlasov dynamics

In this paper, we propose a novel Local Macroscopic Conservative (LoMaC) low rank tensor method with discontinuous Galerkin (DG) discretization for the physical and phase spaces for simulating the Vlasov-Poisson (VP) system. The LoMaC property refers to the exact local conservation of macroscopic mass, momentum and energy at the discrete level. The recently developed LoMaC low rank tensor algorithm (arXiv:2207.00518) simultaneously evolves the macroscopic conservation laws of mass, momentum and energy using the kinetic flux vector splitting; then the LoMaC property is realized by projecting the low rank kinetic solution onto a subspace that shares the same macroscopic observables. This paper is a generalization of our previous work, but with DG discretization to take advantage of its compactness and flexibility in handling boundary conditions and its superior accuracy in the long term. The algorithm is developed in a similar fashion as that for a finite difference scheme, by observing that the DG method can be viewed equivalently in a nodal fashion. With the nodal DG method, assuming a tensorized computational grid, one will be able to (1) derive differentiation matrices for different nodal points based on a DG upwind discretization of transport terms, and (2) define a weighted inner product space based on the nodal DG grid points. The algorithm can be extended to the high dimensional problems by hierarchical Tucker decomposition of solution tensors and a corresponding conservative projection algorithm. In a similar spirit, the algorithm can be extended to DG methods on nodal points of an unstructured mesh, or to other types of discretization, e.g. the spectral method in velocity direction. Extensive numerical results are performed to showcase the efficacy of the method.

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arXiv2022

Fourth-order conservative non-splitting semi-Lagrangian Hermite WENO schemes for kinetic and fluid simulations

We present fourth-order conservative non-splitting semi-Lagrangian (SL) Hermite essentially non-oscillatory (HWENO) schemes for linear transport equations with applications for nonlinear problems including the Vlasov-Poisson system, the guiding center Vlasov model, and the incompressible Euler equations in the vorticity-stream function formulation. The proposed SL HWENO schemes combine a weak formulation of the characteristic Galerkin method with two newly constructed HWENO reconstruction methods. Fourth-order accuracy is accomplished in both space and time under a non-splitting setting. Mass conservation naturally holds due to the weak formulation of the characteristic Galerkin method and the design of the HWENO reconstructions. We apply a positive-preserving limiter to maintain the positivity of numerical solutions when needed. Although the proposed SL framework allows us to take large time steps for improving computational efficiency, it also brings challenges to the spatial reconstruction technique; we construct two kind of novel HWENO reconstructions to fit the need for the proposed SL framework. Abundant benchmark tests are performed to verify the effectiveness of the proposed SL HWENO schemes.

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arXiv2022

A mass conservative Eulerian-Lagrangian Runge-Kutta discontinuous Galerkin method for wave equations with large time stepping

We propose an Eulerian-Lagrangian (EL) Runge-Kutta (RK) discontinuous Galerkin (DG) method for wave equations. The method is designed based on the ELDG method for transport problems [J. Comput. Phy. 446: 110632, 2021.], which tracks solution along approximations to characteristics in the DG framework, allowing extra large time stepping sizes with stability. The wave equation can be written as a first order hyperbolic system. Considering each characteristic family, a straightforward application of ELDG will be to transform to the characteristic variables, evolve them on associated characteristic related space-time regions, and transform them back to the original variables. However, the mass conservation could not be guaranteed in a general setting. In this paper, we formulate a mass conservative semi-discrete ELDG method by decomposing each variable into two parts, each of them associated with a different characteristic family. As a result, four different quantities are evolved in EL fashion and recombined to update the solution. The fully discrete scheme is formulated by using method-of-lines RK methods, with intermediate RK solutions updated on the background mesh. Numerical results on 1D and 2D wave equations are presented to demonstrate the performance of the proposed ELDG method. These include the high order spatial and temporal accuracy, stability with extra large time stepping size, and mass conservative property.

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arXiv2022

A Local Macroscopic Conservative (LoMaC) low rank tensor method for the Vlasov dynamics

In this paper, we propose a novel Local Macroscopic Conservative (LoMaC) low rank tensor method for simulating the Vlasov-Poisson (VP) system. The LoMaC property refers to the exact local conservation of macroscopic mass, momentum and energy at the discrete level. This is a follow-up work of our previous development of a conservative low rank tensor approach for Vlasov dynamics (arXiv:2201.10397). In that work, we applied a low rank tensor method with a conservative singular value decomposition (SVD) to the high dimensional VP system to mitigate the curse of dimensionality, while maintaining the local conservation of mass and momentum. However, energy conservation is not guaranteed, which is a critical property to avoid unphysical plasma self-heating or cooling. The new ingredient in the LoMaC low rank tensor algorithm is that we simultaneously evolve the macroscopic conservation laws of mass, momentum and energy using a flux-difference form with kinetic flux vector splitting; then the LoMaC property is realized by projecting the low rank kinetic solution onto a subspace that shares the same macroscopic observables by a conservative orthogonal projection. The algorithm is extended to the high dimensional problems by hierarchical Tuck decomposition of solution tensors and a corresponding conservative projection algorithm. Extensive numerical tests on the VP system are showcased for the algorithm's efficacy.

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arXiv2022

A conservative low rank tensor method for the Vlasov dynamics

In this paper, we propose a conservative low rank tensor method to approximate nonlinear Vlasov solutions. The low rank approach is based on our earlier work (arxiv: 2106.08834). It takes advantage of the fact that the differential operators in the Vlasov equation are tensor friendly, based on which we propose to dynamically and adaptively build up low rank solution basis by adding new basis functions from discretization of the differential equation, and removing basis from a singular value decomposition (SVD)-type truncation procedure. For the discretization, we adopt a high order finite difference spatial discretization together with a second order strong stability preserving multi-step time discretization. While the SVD truncation will remove the redundancy in representing the high dimensional Vlasov solution, it will destroy the conservation properties of the associated full conservative scheme. In this paper, we develop a conservative truncation procedure with conservation of mass, momentum and kinetic energy densities. The conservative truncation is achieved by an orthogonal projection onto a subspace spanned by $1$, $v$ and $v^2$ in the velocity space associated with a weighted inner product. Then the algorithm performs a weighted SVD truncation of the remainder, which involves a scaling, followed by the standard SVD truncation and rescaling back. The algorithm is further developed in high dimensions with hierarchical Tucker tensor decomposition of high dimensional Vlasov solutions, overcoming the curse of dimensionality. An extensive set of nonlinear Vlasov examples are performed to show the effectiveness and conservation property of proposed conservative low rank approach. Comparison is performed against the non-conservative low rank tensor approach on conservation history of mass, momentum and energy.

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arXiv2021

High Order Semi-implicit WENO Schemes for All Mach Full Euler System of Gas Dynamics

In this paper, we propose a new high order semi-implicit scheme for the all Mach full Euler equations of gas dynamics. Material waves are treated explicitly, while acoustic waves are treated implicitly, thus avoiding severe CFL restrictions for low Mach flows. High order accuracy in time is obtained by semi-implicit temporal integrator based on the IMEX Runge-Kutta (IMEX-RK) framework. High order in space is achieved by finite difference WENO schemes with characteristic-wise reconstructions adapted to the semi-implicit IMEX-RK time discretization. Type A IMEX schemes are constructed to handle not well-prepared initial conditions. Besides, these schemes are proven to be asymptotic preserving and asymptotically accurate as the Mach number vanishes for well-prepared initial conditions. Divergence-free property of the time-discrete schemes is proved. The proposed scheme can also well capture discontinuous solutions in the compressible regime, especially for two dimensional Riemann problems. Numerical tests in one and two space dimensions will illustrate the effectiveness of the proposed schemes.

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arXiv2021

A Low Rank Tensor Representation of Linear Transport and Nonlinear Vlasov Solutions and Their Associated Flow Maps

We propose a low-rank tensor approach to approximate linear transport and nonlinear Vlasov solutions and their associated flow maps. The approach takes advantage of the fact that the differential operators in the Vlasov equation is tensor friendly, based on which we propose a novel way to dynamically and adaptively build up low-rank solution basis by adding new basis functions from discretization of the PDE, and removing basis from an SVD-type truncation procedure. For the discretization, we adopt a high order finite difference spatial discretization and a second order strong stability preserving multi-step time discretization. We apply the same procedure to evolve the dynamics of the flow map in a low-rank fashion, which proves to be advantageous when the flow map enjoys the low rank structure, while the solution suffers from high rank or displays filamentation structures. Hierarchical Tucker decomposition is adopted for high dimensional problems. An extensive set of linear and nonlinear Vlasov test examples are performed to show the high order spatial and temporal convergence of the algorithm with mesh refinement up to SVD-type truncation, the significant computational savings of the proposed low-rank approach especially for high dimensional problems, the improved performance of the flow map approach for solutions with filamentations.

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arXiv2021

Semi-Lagrangian nodal discontinuous Galerkin method for the BGK Model

In this paper, we propose an efficient, high order accurate and asymptotic-preserving (AP) semi-Lagrangian (SL) method for the BGK model with constant or spatially dependent Knudsen number. The spatial discretization is performed by a mass conservative nodal discontinuous Galerkin (NDG) method, while the temporal discretization of the stiff relaxation term is realized by stiffly accurate diagonally implicit Runge-Kutta (DIRK) methods along characteristics. Extra order conditions are enforced for asymptotic accuracy (AA) property of DIRK methods when they are coupled with a semi-Lagrangian algorithm in solving the BGK model. A local maximum principle preserving (LMPP) limiter is added to control numerical oscillations in the transport step. Thanks to the SL and implicit nature of time discretization, the time stepping constraint is relaxed and it is much larger than that from an Eulerian framework with explicit treatment of the source term. Extensive numerical tests are presented to verify the high order AA, efficiency and shock capturing properties of the proposed schemes.

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arXiv2021

Accuracy and stability analysis of the Semi-Lagrangian method for stiff hyperbolic relaxation systems and kinetic BGK model

In this paper, we develop a family of third order asymptotic-preserving (AP) and asymptotically accurate (AA) diagonally implicit Runge-Kutta (DIRK) time discretization methods for the stiff hyperbolic relaxation systems and kinetic Bhatnagar-Gross-Krook (BGK) model in the semi-Lagrangian (SL) setting. The methods are constructed based on an accuracy analysis of the SL scheme for stiff hyperbolic relaxation systems and kinetic BGK model in the limiting fluid regime when the Knudsen number approaches $0$. An extra order condition for the asymptotic third order accuracy in the limiting regime is derived. Linear Von Neumann stability analysis of the proposed third order DIRK methods are performed to a simplified two-velocity linear kinetic model. Extensive numerical tests are presented to demonstrate the AA, AP and stability properties of our proposed schemes.

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arXiv2021

A Generalized Eulerian-Lagrangian Discontinuous Galerkin Method for Transport Problems

We propose a generalized Eulerian-Lagrangian (GEL) discontinuous Galerkin (DG) method. The method is a generalization of the Eulerian-Lagrangian (EL) DG method for transport problems proposed in [arXiv preprint arXiv: 2002.02930 (2020)], which tracks solution along approximations to characteristics in the DG framework, allowing extra large time stepping size with stability. The newly proposed GEL DG method in this paper is motivated for solving linear hyperbolic systems with variable coefficients, where the velocity field for adjoint problems of the test functions is frozen to constant. In this paper, in a simplified scalar setting, we propose the GEL DG methodology by freezing the velocity field of adjoint problems, and by formulating the semi-discrete scheme over the space-time region partitioned by linear lines approximating characteristics. The fully-discrete schemes are obtained by method-of-lines Runge-Kutta methods. We further design flux limiters for the schemes to satisfy the discrete geometric conservation law (DGCL) and maximum principle preserving (MPP) properties. Numerical results on 1D and 2D linear transport problems are presented to demonstrate great properties of the GEL DG method. These include the high order spatial and temporal accuracy, stability with extra large time stepping size, and satisfaction of DGCL and MPP properties.

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arXiv2020

High Order Semi-Lagrangian Discontinuous Galerkin Method Coupled with Runge-Kutta Exponential Integrators for Nonlinear Vlasov Dynamics

In this paper, we propose a semi-Lagrangian discontinuous Galerkin method coupled with Runge-Kutta exponential integrators (SLDG-RKEI) for nonlinear Vlasov dynamics. The commutator-free Runge-Kutta (RK) exponential integrators (EI) were proposed by Celledoni, et al. (FGCS, 2003). In the nonlinear transport setting, the RKEI can be used to decompose the evolution of the nonlinear transport into a composition of a sequence of linearized dynamics. The resulting linearized transport equations can be solved by the semi-Lagrangian (SL) discontinuous Galerkin (DG) method proposed in Cai, et al. (JSC, 2017). The proposed method can achieve high order spatial accuracy via the SLDG framework, and high order temporal accuracy via the RK EI. Due to the SL nature, the proposed SLDG-RKEI method is not subject to the CFL condition, thus they have the potential in using larger time-stepping sizes than those in the Eulerian approach. Inheriting advantages from the SLDG method, the proposed SLDG-RKEI schemes are mass conservative, positivity-preserving, have no dimensional splitting error, perform well in resolving complex solution structures, and can be evolved with adaptive time-stepping sizes. We show the performance of the SLDG-RKEI algorithm by classical test problems for the nonlinear Vlasov-Poisson system, as well as the Guiding center Vlasov model. Though that it is not our focus of this paper to explore the SLDG-RKEI scheme for nonlinear hyperbolic conservation laws that develop shocks, we show some preliminary results on schemes' performance on the Burgers' equation.

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arXiv2020

Stability-enhanced AP IMEX1-LDG method: energy-based stability and rigorous AP property

In our recent work [22], a family of high order asymptotic preserving (AP) methods, termed as IMEX-LDG methods, are designed to solve some linear kinetic transport equations, including the one-group transport equation in slab geometry and the telegraph equation, in a diffusive scaling. As the Knudsen number $\varepsilon$ goes to zero, the limiting schemes are implicit discretizations to the limiting diffusive equation. Both Fourier analysis and numerical experiments imply the methods are unconditionally stable in the diffusive regime when $\varepsilon\ll1$. In this paper, we develop an energy approach to establish the numerical stability of the IMEX1-LDG method, the sub-family of the methods that is first order accurate in time and arbitrary order in space, for the model with general material properties. Our analysis is the first to simultaneously confirm unconditional stability when $\varepsilon\ll1$ and the uniform stability property with respect to $\varepsilon$. To capture the unconditional stability, a novel discrete energy is introduced by better exploring the contribution of the scattering term in different regimes. A general form of the weight function, introduced to obtain the unconditional stability for $\varepsilon\ll1$, is also for the first time considered in such stability analysis. Based on the uniform stability, a rigorous asymptotic analysis is then carried out to show the AP property.

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arXiv2020

An Eulerian-Lagrangian discontinuous Galerkin method for transport problems and its application to nonlinear dynamics

We propose a new Eulerian-Lagrangian (EL) discontinuous Galerkin (DG) method. The method is designed as a generalization of the semi-Lagrangian (SL) DG method for linear advection problems proposed in [J. Sci. Comput. 73: 514-542, 2017], which is formulated based on an adjoint problem and tracing upstream cells by tracking characteristics curves highly accurately. In the SLDG method, depending on the velocity field, upstream cells could be of arbitrary shape. Thus, a more sophisticated approximation to sides of the upstream cells is required to get high order approximation. For example, quadratic-curved (QC) quadrilaterals were proposed to approximate upstream cells for a third-order spatial accuracy in a swirling deformation example. In this paper, for linear advection problems, we propose a more general formulation, named the ELDG method. The scheme is formulated based on a {\em modified} adjoint problem for which the upstream cells are always quadrilaterals, which avoids the need to use QC quadrilaterals in the SLDG algorithm. The newly proposed ELDG method can be viewed as a new general framework, in which both the classical Eulerian Runge-Kutta DG formulation and the SL DG formulation can fit in. Numerical results on linear transport problems, as well as the nonlinear Vlasov and incompressible Euler dynamics using the exponential RK time integrators, are presented to demonstrate the effectiveness of the ELDG method.

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arXiv2020

A semi-Lagrangian discontinuous Galerkin (DG) -- local DG method for solving convection-diffusion equations

In this paper, we propose an efficient high order semi-Lagrangian (SL) discontinuous Galerkin (DG) method for solving linear convection-diffusion equations. The method generalizes our previous work on developing the SLDG method for transport equations (J. Sci. Comput. 73: 514-542, 2017), making it capable of handling additional diffusion and source terms. Within the DG framework, the solution is evolved along the characteristics; while the diffusion term is discretized by the local DG (LDG) method and integrated along characteristics by implicit Runge-Kutta methods together with source terms. The proposed method is named the `SLDG-LDG' method and enjoys many attractive features of the DG and SL methods. These include the uniformly high order accuracy (e.g. third order) in space and in time, compact, mass conservative, and stability under large time stepping size. An $L^2$ stability analysis is provided when the method is coupled with the first order backward Euler discretization. Effectiveness of the method are demonstrated by a group of numerical tests in one and two dimensions.

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arXiv2019

Comparison of semi-Lagrangian discontinuous Galerkin schemes for linear and nonlinear transport simulations

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.

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arXiv2017

A high order conservative semi-Lagrangian discontinuous Galerkin method for two-dimensional transport simulations

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.

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arXiv2017

Finite volume HWENO schemes for nonconvex conservation laws

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.

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