Transformed implicit-explicit DIMSIMs with strong stability preserving explicit part

For many systems of differential equations modeling problems in science and engineering, there are often natural splittings of the right hand side into two parts, one of which is non-stiff or mildly stiff, and the other part is stiff. Such systems can be efficiently treated by a class of implicit-explicit (IMEX) diagonally implicit multistage integration methods (DIMSIMs), where the stiff part is integrated by implicit formula, and the non-stiff part is integrated by an explicit formula. We will construct methods where the explicit part has strong stability preserving (SSP) property, and the implicit part of the method is $A$-, or $L$-stable. We will also investigate stability of these methods when the implicit and explicit parts interact with each other. To be more precise, we will monitor the size of the region of absolute stability of the IMEX scheme, assuming that the implicit part of the method is $A$-, or $L$-stable. Finally we furnish examples of SSP IMEX DIMSIMs up to the order four with good stability properties

Hyperbolic Techniques in Modelling, Analysis and Numerics

Several research areas are flourishing on the roots of the breakthroughs in conservation laws that took place in the last two decades. The meeting played a key role in providing contacts among the different branches that are currently developing. All the invitees shared the same common background that consists of the analytical and numerical techniques for nonlinear hyperbolic balance laws. However, their fields of applications and their levels of abstraction are very diverse. The workshop was the unique opportunity to share ideas about analytical issues like the fine-structure of singular solutions or the validity of entropy solution concepts. It turned out that generalized hyperbolic techniques are able to handle the challenges posed by new applications. The design of efficient structure preserving methods turned out to be the major line of development in numerical analysis

An augmented lagrangian approach for Euler-Korteweg type equations

On présente un modèle hyperbolique quasi-linéaire de premier ordre approximant les équations d'Euler-Korteweg (E-K), qui décrivent des écoulements de fluides compressibles dont l'énergie dépend du gradient de la densité. Le système E-K peut être vu comme les équations d'Euler-Lagrange d'un Lagrangien soumis à la conservation de la masse. Vu la présence du gradient de la densité dans le Lagrangien, des dérivées d'ordre élevé de la densité apparaissent dans les équations du mouvement. L'approche présentée ici permet d'obtenir un système d'équations hyperboliques qui approxime le système E-K. L'idée est d'introduire un nouveau paramètre d'ordre qui approxime la densité via une méthode de pénalisation classique. Le gradient de cette nouvelle variable remplace alors le gradient de la densité dans le Lagrangien, ce qui permet de construire le Lagrangien augmenté. Les équations d'Euler-Lagrange associées à celui-ci, sont des équations hyperboliques avec des termes sources raides et des vitesses de caractéristiques rapides. Ce système est analysé puis résolu numériquement en utilisant des schémas de type IMEX. En particulier, cette approche a été appliquée à l'équation de Schrödinger non-linéaire défocalisante (qui peut être réduite au système E-K via la transformée de Madelung), pour laquelle des comparaisons avec des solutions exactes et asymptotiques ont été faites, notamment pour des solitons gris et des ondes de choc dispersives. La même approche a été également appliquée aux équations de filmes minces avec capillarité, pour lesquelles une comparaison avec des résultats numériques de référence et des résultats expérimentaux a été faite. Il a été démontré que le modèle augmenté peut aussi bien s'appliquer pour des modèles dont le terme de capillarité est non-linéaire. Dans ce même cadre, une étude de gouttes stationnaires sur un substrat solide horizontal a été établie afin de classifier les profils possibles de gouttes selon leur énergie. Ceci a permis également de faire des comparaisons du modèle augmenté sur des solutions stationnaires. Enfin, une partie indépendante de ce travail est consacrée à l'étude des équations équivalentes associées aux schémas numériques, où l'on démontre que les conditions de stabilité qui dérivent d'une troncature de l'équation équivalente, n'a du sens que si la série correspondante dans l'espace de Fourier est convergente, sur les longueurs d'onde admissibles dans la pratique.An approximate first order quasilinear hyperbolic model for Euler-Korteweg (E-K) equations, describing compressible fluid flows whose energy depend on the gradient of density, is derived. E-K system can be seen as the Euler-Lagrange equations to a Lagrangian submitted to the mass conservation constraint. Due to the presence of the density gradient in the Lagrangian, one recovers high-order derivatives of density in the motion equations. The approach presented here permits us to obtain a system of hyperbolic equations that approximate E-K system. The idea is to introduce a new order parameter which approximates the density via a carefully chosen penalty method. The gradient of this new independent variable will then replace the original gradient of density in the Lagrangian, resulting in the so-called augmented Lagrangian. The Euler-Lagrange equations of the augmented Lagrangian result in a first order hyperbolic system with stiff source terms and fast characteristic speeds. Such a system is then analyzed and solved numerically by using IMEX schemes. In particular, this approach was applied to the defocusing nonlinear Schrödinger equation (which can be reduced to the E-K equations via the Madelung transform), for which a comparison with exact and asymptotic solutions, namely gray solitons and dispersive shock waves was performed. Then, the same approach was extended to thin film flows with capillarity, for which comparison of the numerical results with both reference numerical solutions and experimental results was performed. It was shown that the augmented model is also extendable to models with full nonlinear surface tension. In the same setting, a study of stationary droplets on a horizontal solid substrate was conducted in an attempt to classify droplet profiles depending on their energy forms. This also allowed to compare the augmented Lagrangian approach in the case of stationary solutions, and which showed excellent agreement with the reference solutions. Lastly, an independent part of this work is devoted to the study of modified equations associated to numerical schemes for stability purposes. It is shown that for a linear scheme, stability conditions which are obtained from a truncation of the associated modified equation, are only relevant if the corresponding series in Fourier space is convergent for the admissible wavenumbers

High order semi-implicit schemes for time dependent partial differential equations

International audienceThe main purpose of the paper is to show how to use implicit-explicit (IMEX) Runge- Kutta methods in a much more general context than usually found in the literature, obtaining very effective schemes for a large class of problems. This approach gives a great flexibility, and allows, in many cases the construction of simple linearly implicit schemes without any Newton’s iteration. This is obtained by identifying the (possibly linear) dependence on the unknown of the system which generates the stiffness. Only the stiff dependence is treated implicitly, then making the whole method much simpler than fully implicit ones. The resulting schemes are denoted as semi-implicit R-K. We adopt several semi-implicit R-K methods up to order three. We illustrate the effectiveness of the new approach with many applications to reaction-diffusion, convection diffusion and nonlinear diffusion system of equations

Nonlinear Hyperbolic Problems: modeling, analysis, and numerics

The workshop gathered together leading international experts, as well as most promising young researchers, working on the modelling, the mathematical analysis, and the numerical methods for nonlinear hyperbolic partial differential equations (PDEs). The meeting focussed on addressing outstanding issues and identifying promising new directions in all three fields, i.e. modelling, analysis, and numerical discretization. Key questions settled around the lack of well-posedness theories for multidimensional systems of conservation laws and the use of hyperbolic modelling beyond the classical topic of gas dynamics. A focal point in numerics has been the discretization of random evolutions and uncertainty quantification. Equally important, new multi-scale methods and schemes for asymptotic regimes have been considered

Numerical methods for all-speed flows for the Euler equations including well-balancing of source terms

This thesis regards the numerical simulation of inviscid compressible ideal gases which are described by the Euler equations. We propose a novel implicit explicit (IMEX) relaxation scheme to simulate flows from compressible as well as near incompressible regimes based on a Suliciu-type relaxation model. The Mach number plays an important role in the design of the scheme, as it has great influence on the flow behaviour and physical properties of solutions of the Euler equations. Our focus is on an accurate resolution of the Mach number independent material wave. A special feature of our scheme is that it can account for the influence of a gravitational field on the fluid flow and is applicable also in small Froude number regimes. The time step of the IMEX scheme is constrained only by the eigenvalues of the explicitly treated part and is independent of the Mach number allowing for large time steps independent of the flow regime. In addition, the scheme is provably asymptotic preserving and well-balanced for arbitrary a priori known hydrostatic equilibria independently of the considered Mach and Froude regime. Also, the scheme preserves the positivity of density and internal energy throughout the simulation, it is well suited for physical applications. To increase the accuracy, a natural extension to second order is provided. The theoretical properties of the given schemes are numerically validated by various test cases performed on Cartesian grids in multiple space dimensions