arXiv subjects

Jing-Mei Qiu

Publications and source records attributed to Jing-Mei Qiu.

54 records · Page 3Linked to original sources

arXiv2016

Conservative Multi-Dimensional Semi-Lagrangian Finite Difference Scheme: Stability and Applications to the Kinetic and Fluid Simulations

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.

math.NA↗

arXiv2016

A High Order Multi-Dimensional Characteristic Tracing Strategy for the Vlasov-Poisson System

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.

math.NA↗

arXiv2016

A conservative semi-Lagrangian HWENO method for the Vlasov equation

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.

math.NA↗

arXiv2015

Error Estimates of Integral Deferred Correction Methods for Stiff Problems

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.

math.NA↗

arXiv2014

Runge-Kutta Discontinuous Galerkin Method for Traffic Flow Model on Networks

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.

math.NA↗

arXiv2014

Runge-Kutta Central Discontinuous Galerkin BGK Method for the Navier-Stokes Equations

In this paper, we propose a Runge-Kutta (RK) central discontinuous Galerkin (CDG) gas-kinetic BGK method for the Navier-Stokes equations. The proposed method is based on the CDG method defined on two sets of overlapping meshes to avoid discontinuous solutions at cell interfaces, as well as the gas-kinetic BGK model to evaluate fluxes for both convection and diffusion terms. Redundant representation of the numerical solution in the CDG method offers great convenience in the design of gas-kinetic BGK fluxes. Specifically, the evaluation of fluxes at cell interfaces of one set of computational mesh is right inside the cells of the staggered mesh, hence the corresponding particle distribution function for flux evaluation is much simpler than that in existing gas-kinetic BGK methods. As a central scheme, the proposed CDG-BGK has doubled the memory requirement as the corresponding DG scheme; on the other hand, {for the convection part,} the CFL time step constraint of the CDG method for numerical stability is relatively large compared with that for the DG method. Numerical boundary conditions have to be treated with special care. Numerical examples for 1D and 2D viscous flow simulations are presented to validate the accuracy and robustness of the proposed RK CDG-BGK method.

math.NA↗

arXiv2014

High Order Asymptotic Preserving Nodal Discontinuous Galerkin IMEX Schemes for the BGK Equation

In this paper, we develop high-order asymptotic preserving (AP) schemes for the BGK equation in a hyperbolic scaling, which leads to the macroscopic models such as the Euler and compressible Navier-Stokes equations in the asymptotic limit. Our approaches are based on the so-called micro-macro formulation of the kinetic equation which involves a natural decomposition of the problem to the equilibrium and the non-equilibrium parts. The proposed methods are formulated for the BGK equation with constant or spatially variant Knudsen number. The new ingredients for the proposed methods to achieve high order accuracy are the following: we introduce discontinuous Galerkin (DG) discretization of arbitrary order of accuracy with nodal Lagrangian basis functions in space; we employ a high order globally stiffly accurate implicit-explicit (IMEX) Runge-Kutta (RK) scheme as time discretization. Two versions of the schemes are proposed: Scheme I is a direct formulation based on the micro-macro decomposition of the BGK equation, while Scheme II, motivated by the asymptotic analysis for the continuous problem, utilizes certain properties of the projection operator. Compared with Scheme I, Scheme II not only has better computational efficiency (the computational cost is reduced by half roughly), but also allows the establishment of a formal asymptotic analysis. Specifically, it is demonstrated that when $0<ε\ll 1$, Scheme II, up to $\mathcal{O}(ε^2)$, becomes a local DG discretization with an explicit RK method for the macroscopic compressible Navier-Stokes equations, a method in a similar spirit to the ones in [Bassi \& Rabey 1997, Cockburn \& Shu 1998]. Numerical results are presented for a wide range of Knudsen number to illustrate the effectiveness and high order accuracy of the methods.

math.NA↗

arXiv2014

Analysis of Asymptotic Preserving DG-IMEX Schemes for Linear Kinetic Transport Equations in a Diffusive Scaling

In this paper, some theoretical aspects will be addressed for the asymptotic preserving DG-IMEX schemes recently proposed in [J. Jang, F. Li, J.-M. Qiu and T. Xiong, submitted, arxiv:1306.0227] for kinetic transport equations under a diffusive scaling. We will focus on the methods that are based on discontinuous Galerkin (DG) spatial discretizations with the $P^k$ polynomial space and a first order IMEX temporal discretization, and apply them to two linear models: the telegraph equation and the one-group transport equation in slab geometry. In particular, we will establish uniform numerical stability with respect to Knudsen number $\varepsilon$ using energy methods, as well as error estimates for any given $\varepsilon$. When $\varepsilon\rightarrow 0$, a rigorous asymptotic analysis of the schemes is also obtained. Though the methods and the analysis are presented for one dimension in space, they can be generalized to higher dimensions directly.

math.NA↗

arXiv2014

High Order Maximum Principle Preserving Semi-Lagrangian Finite Difference WENO schemes for the Vlasov Equation

In this paper, we propose the parametrized maximum principle preserving (MPP) flux limiter, originally developed in [Z. Xu, Math. Comp., (2013), in press], to the semi- Lagrangian finite difference weighted essentially non-oscillatory scheme for solving the Vlasov equation. The MPP flux limiter is proved to maintain up to fourth order accuracy for the semi-Lagrangian finite difference scheme without any time step restriction. Numerical studies on the Vlasov-Poisson system demonstrate the performance of the proposed method and its ability in preserving the positivity of the probability distribution function while maintaining the high order accuracy.

math.NA↗

arXiv2014

High order maximum principle preserving finite volume method for convection dominated problems

In this paper, we investigate the application of the maximum principle preserving (MPP) parametrized flux limiters to the high order finite volume scheme with Runge-Kutta time discretization for solving convection dominated problems. Such flux limiter was originally proposed in [Xu, Math. Comp., 2013] and further developed in [Xiong et. al., J. Comp. Phys., 2013] for finite difference WENO schemes with Runge-Kutta time discretization for convection equations. The main idea is to limit the temporal integrated high order numerical flux toward a first order MPP monotone flux. In this paper, we generalize such flux limiter to high order finite volume methods solving convection-dominated problems, which is easy to implement and introduces little computational overhead. More importantly, for the first time in the finite volume setting, we provide a general proof that the proposed flux limiter maintains high order accuracy of the original WENO scheme for linear advection problems without any additional time step restriction. For general nonlinear convection-dominated problems, we prove that the proposed flux limiter introduces up to $O(Δx^3+Δt^3)$ modification to the high order temporal integrated flux in the original WENO scheme without extra time step constraint. We also numerically investigate the preservation of up to ninth order accuracy of the proposed flux limiter in a general setting. The advantage of the proposed method is demonstrated through various numerical experiments.

math.NA↗

arXiv2014

Parametrized Positivity Preserving Flux Limiters for the High Order Finite Difference WENO Scheme Solving Compressible Euler Equations

In this paper, we develop parametrized positivity satisfying flux limiters for the high order finite difference Runge-Kutta weighted essentially non-oscillatory (WENO) scheme solving compressible Euler equations to maintain positive density and pressure. Negative density and pressure, which often leads to simulation blow-ups or nonphysical solutions, emerges from many high resolution computations in some extreme cases. The methodology we propose in this paper is a nontrivial generalization of the parametrized maximum principle preserving flux limiters for high order finite difference schemes solving scalar hyperbolic conservation laws [22, 10, 20]. To preserve the maximum principle, the high order flux is limited towards a first order monotone flux, where the limiting procedures are designed by decoupling linear maximum principle constraints. High order schemes with such flux limiters are shown to preserve the high order accuracy via local truncation error analysis and by extensive numerical experiments with mild CFL constraints. The parametrized flux limiting approach is generalized to the Euler system to preserve the positivity of density and pressure of numerical solutions via decoupling some nonlinear constraints. Compared with existing high order positivity preserving approaches [24, 26, 25], our proposed algorithm is positivity preserving by the design; it is computationally efficient and maintains high order spatial and temporal accuracy in our extensive numerical tests. Numerical tests are performed to demonstrate the efficiency and effectiveness of the proposed new algorithm.

math.NA↗

arXiv2014

A High Order Time Splitting Method Based on Integral Deferred Correction for Semi-Lagrangian Vlasov Simulations

Semi-Lagrangian schemes with various splitting methods, and with different reconstruction/interpolation strategies have been applied to kinetic simulations. For example, the order of spatial accuracy of the algorithms proposed in {[Qiu and Christlieb, J. Comp. Phys., 2010]} is very high (as high as ninth order). However, the temporal error is dominated by the operator splitting error, which is second order for Strang splitting. It is therefore important to overcome such low order splitting error, in order to have numerical algorithms that achieve higher orders of accuracy in both space and time. In this paper, we propose to use the integral deferred correction (IDC) method to reduce the splitting error. Specifically, the temporal order accuracy is increased by $r$ with each correction loop in the IDC framework, where $r=1,\,2$ for coupling the first order splitting and the Strang splitting, respectively. The proposed algorithm is applied to the Vlasov-Poisson system, the guiding center model, and two dimensional incompressible flow simulations in the vorticity stream-function formulation. We show numerically that the IDC procedure can automatically increase the order of accuracy in time. We also investigate numerical stability of the proposed algorithm via performing Fourier analysis to a linear model problem.

math.NA↗

arXiv2013

High Order Asymptotic Preserving DG-IMEX Schemes for Discrete-Velocity Kinetic Equations in a Diffusive Scaling

In this paper, we develop a family of high order asymptotic preserving schemes for some discrete-velocity kinetic equations under a diffusive scaling, that in the asymptotic limit lead to macroscopic models such as the heat equation, the porous media equation, the advection-diffusion equation, and the viscous Burgers equation. Our approach is based on the micro-macro reformulation of the kinetic equation which involves a natural decomposition of the equation to the equilibrium and non-equilibrium parts. To achieve high order accuracy and uniform stability as well as to capture the correct asymptotic limit, two new ingredients are employed in the proposed methods: discontinuous Galerkin spatial discretization of arbitrary order of accuracy with suitable numerical fluxes; high order globally stiffly accurate implicit-explicit Runge-Kutta scheme in time equipped with a properly chosen implicit-explicit strategy. Formal asymptotic analysis shows that the proposed scheme in the limit of epsilon -> 0 is an explicit, consistent and high order discretization for the limiting equation. Numerical results are presented to demonstrate the stability and high order accuracy of the proposed schemes together with their performance in the limit.

math.NA↗

arXiv2009

A WENO algorithm for radiative transfer with resonant scattering: the time scale of the Wouthuysen-Field Coupling

We develop a numerical solver for the integral-differential equations, which describes the radiative transfer of photon distribution in the frequency space with resonant scattering of Lyalpha photons by hydrogen gas in the early universe. The time-dependent solutions of this equation is crucial to the estimation of the effect of the Wouthuysen-Field (WF) coupling in relation to the 21 cm emission and absorption at the epoch of reionization. The resonant scattering leads to the photon distribution in the frequency space to be piecewise smooth containing sharp changes. The weighted essentially nonoscillatory (WENO) scheme is suitable to handle this problem, as this algorithm has been found to be highly stable and robust for solving Boltzmann equation. We test this numerical solver against analytic solutions of the evolution of the photon distribution in rest background, analytic solution in expanding background without resonant scattering and formation of local Boltzmann distribution around the resonant frequency with the temperature same as that of atom for recoil. We find that evolution of photon distribution undergoes three phases; profile is similar to the initial one, a flat plateau (without recoil) or local Boltzmann distribution (with recoil) forms around the resonant frequency, and finally the distribution around the resonant frequency is saturated when the photons from the source is balanced by the redshift of the expansion. This result indicates that the onset of the W-F coupling should not be determined by the third phase, but by the time scale of the second phase. We found that the time scale of the W-F coupling is equal to about a few hundreds of the mean free flight time of photons with resonant frequency, and is independent of the Sobolev parameter if this parameter is much less than 1.

astro-ph.CO↗

arXiv2007

A WENO Algorithm for the Growth of Ionized Regions at the Reionization Epoch

We investigate the volume growth of ionized regions around UV photon sources with the WENO algorithm, which is an effective solver of photon kinetics in the phase space described by the radiative transfer equation. We show that the volume growth rate, either of isolated ionized regions or of clustered regions in merging, generally consists of three phases: fast or relativistic growth phase at the early stage, slow growth phase at the later stage, and a transition phase between the fast and slow phases. We also show that the volume growth of ionized regions around clustered sources with intensity $\dot{E}_i$ ($i=1, 2, ...$) would have the same behavior as a single source with intensity $\dot{E}=\sum_i\dot{E}_i$, if all the distances between nearest neighbor sources $i$ and $j$ are smaller than $c(t^i_c+t^j_c)$, $t^i_c$ being the time scale $t_c$ of source $i$. Therefore, a tightly clustered UV photon sources would lead to a slow growth of ionized volume. This effect would be important for studying the redshift-dependence of 21cm signals from the reionization epoch.

astro-ph↗

arXiv2007

21 cm Signals from Early Ionizing Sources

We investigate the 21 cm signals from the UV ionizing sources in the reionization epoch. The formation and evolution of 21 cm emission and absorption regions depend essentially on the kinetics of photons in the physical and frequency spaces. To solve the radiative transfer equation, we use the WENO algorithm, which is effective to capture the sharp ionization profile and the cut-off at the front of light $(r=ct)$ and to handle the small fraction of neutral hydrogen and helium in the ionized sphere. We show that a spherical shell of 21 cm emission and absorption will develop around a point source once the speed of the ionization front (I-front) is significantly lower than the speed of light. The 21 cm shell extends from the I-front to the front of light; its inner part is the emission region and its outer part is the absorption region. The 21 cm emission region depends strongly on the intensity, frequency-spectrum and life-time of the UV ionizing source. For a source of short life-time, no 21 cm emission region can be formed if the source dies out before the I-front speed is significantly lower than the speed of light. Yet, a 21 cm absorption region can form and develop even after the emission of the source ceases.

astro-ph↗

arXiv2006

A WENO Algorithm of the Temperature and Ionization Profiles around a Point Source

We develop a numerical solver for radiative transfer problems based on the weighted essentially nonoscillatory (WENO) scheme modified with anti-diffusive flux corrections, in order to solve the temperature and ionization profiles around a point source of photons in the reionization epoch. Algorithms for such simulation must be able to handle the following two features: 1. the sharp profiles of ionization and temperature at the ionizing front (I-front) and the heating front (T-front), and 2. the fraction of neutral hydrogen within the ionized sphere is extremely small due to the stiffness of the rate equations of atom processes. The WENO scheme can properly handle these two features, as it has been shown to have high order of accuracy and good convergence in capturing discontinuities and complicated structures in fluid as well as to be significantly superior over piecewise smooth solutions containing discontinuities. With this algorithm, we show the time-dependence of the preheated shell around a UV photon source. In the first stage the I-front and T-front are coincident, and propagate with almost the speed of light. In later stage, when the frequency spectrum of UV photons is hardened, the speeds of propagation of the ionizing and heating fronts are both significantly less than the speed of light, and the heating front is always beyond the ionizing front. In the spherical shell between the I- and T-fronts, the IGM is heated, while atoms keep almost neutral. The time scale of the preheated shell evolution is dependent on the intensity of the photon source. We also find that the details of the pre-heated shell and the distribution of neutral hydrogen remained in the ionized sphere are actually sensitive to the parameters used. The WENO algorithm can provide stable and robust solutions to study these details.

astro-ph↗

arXiv2006

A WENO Algorithm for the Radiative Transfer and Ionized Sphere at Reionization

We show that the algorithm based on the weighted essentially nonoscillatory (WENO) scheme with anti-diffusive flux corrections can be used as a solver of the radiative transfer equations. This algorithm is highly stable and robust for solving problems with both discontinuities and smooth solution structures. We test this code with the ionized sphere around point sources. It shows that the WENO scheme can reveal the discontinuity of the radiative or ionizing fronts as well as the evolution of photon frequency spectrum with high accuracy on coarse meshes and for a very wide parameter space. This method would be useful to study the details of the ionized patch given by individual source in the epoch of reionization. We demonstrate this method by calculating the evolution of the ionized sphere around point sources in physical and frequency spaces. It shows that the profile of the fraction of neutral hydrogen and the ionized radius are sensitively dependent on the intensity of the source.

astro-ph↗