High Order Fluctuation Splitting Schemes for Hyperbolic Conservation Laws

This thesis presents the construction, the analysis and the verification of a new form of higher than second order fluctuation splitting discretisation for the solution of steady conservation laws on unstructured meshes. This is an alternative approach to the two existing higher than second order fluctuation splitting schemes, which use submesh reconstruction (developed by Abgrall and Roe) and gradient recovery (developed by Caraemi) to obtain the loacl higher degree polynomials used to evaluate the fluctuation. The new higher than second order approach constructs the polynomial interpolant of the values of the dependent variables at an appropriate number of carefully chosen mesh nodes. As they stand, none of the higher than second order methods can guarantee the absence of spurious oscillations from the flow without the application of an additional smoothing stage. The implementation of a technique that removes unphysical oscillations (devised by Hubbard) as part of a new higher than second order approach will be outlined. The design steps and theoretical bases are discussed in depth. The new higher than second order approach is examined and analysed through application to a series of linear and nonlinear scalar problems, using a pseudo-time-stepping technique to reach steady state solution on two-dimensional structured and unstructured meshes. The results demonstrate its effectiveness in approximating the linear and nolinear scalar problems. This thesis also addresses the development and examination of a multistage high order (in space and time) fluctuation splitting scheme for two-dimensional unsteady scalar advection on triangular unstructured meshes. the method is similar in philosophy to that of multistep high order (in space and time) fluctuation splitting scheme for the approximation of time-dependent hyperbolic conservation laws. The construction and implementation of the high order multistage time-dependent method are discussed in detail and its performance is illustrated using several standard test problems. The multistage high order time-dependent method is evaluated in the context of existing fluctuation splitting approaches to modelling time-dependent problems and some suggestions for their future development are made. Results presented indicate that the multistage high orer method can produce a slightly more accurate solution than the multistep high order method

Differential-Algebraic Equations and Beyond: From Smooth to Nonsmooth Constrained Dynamical Systems

The present article presents a summarizing view at differential-algebraic equations (DAEs) and analyzes how new application fields and corresponding mathematical models lead to innovations both in theory and in numerical analysis for this problem class. Recent numerical methods for nonsmooth dynamical systems subject to unilateral contact and friction illustrate the topicality of this development.Comment: Preprint of Book Chapte

Degenerate Variational Integrators for Magnetic Field Line Flow and Guiding Center Trajectories

Symplectic integrators offer many advantages for the numerical solution of Hamiltonian differential equations, including bounded energy error and the preservation of invariant sets. Two of the central Hamiltonian systems encountered in plasma physics --- the flow of magnetic field lines and the guiding center motion of magnetized charged particles --- resist symplectic integration by conventional means because the dynamics are most naturally formulated in non-canonical coordinates, i.e., coordinates lacking the familiar $(q, p)$ partitioning. Recent efforts made progress toward non-canonical symplectic integration of these systems by appealing to the variational integration framework; however, those integrators were multistep methods and later found to be numerically unstable due to parasitic mode instabilities. This work eliminates the multistep character and, therefore, the parasitic mode instabilities via an adaptation of the variational integration formalism that we deem ``degenerate variational integration''. Both the magnetic field line and guiding center Lagrangians are degenerate in the sense that their resultant Euler-Lagrange equations are systems of first-order ODEs. We show that retaining the same degree of degeneracy when constructing a discrete Lagrangian yields one-step variational integrators preserving a non-canonical symplectic structure on the original Hamiltonian phase space. The advantages of the new algorithms are demonstrated via numerical examples, demonstrating superior stability compared to existing variational integrators for these systems and superior qualitative behavior compared to non-conservative algorithms

Dynamical approach study of spurious steady-state numerical solutions of nonlinear differential equations. Part 1: The ODE connection and its implications for algorithm development in computational fluid dynamics

Spurious stable as well as unstable steady state numerical solutions, spurious asymptotic numerical solutions of higher period, and even stable chaotic behavior can occur when finite difference methods are used to solve nonlinear differential equations (DE) numerically. The occurrence of spurious asymptotes is independent of whether the DE possesses a unique steady state or has additional periodic solutions and/or exhibits chaotic phenomena. The form of the nonlinear DEs and the type of numerical schemes are the determining factor. In addition, the occurrence of spurious steady states is not restricted to the time steps that are beyond the linearized stability limit of the scheme. In many instances, it can occur below the linearized stability limit. Therefore, it is essential for practitioners in computational sciences to be knowledgeable about the dynamical behavior of finite difference methods for nonlinear scalar DEs before the actual application of these methods to practical computations. It is also important to change the traditional way of thinking and practices when dealing with genuinely nonlinear problems. In the past, spurious asymptotes were observed in numerical computations but tended to be ignored because they all were assumed to lie beyond the linearized stability limits of the time step parameter delta t. As can be seen from the study, bifurcations to and from spurious asymptotic solutions and transitions to computational instability not only are highly scheme dependent and problem dependent, but also initial data and boundary condition dependent, and not limited to time steps that are beyond the linearized stability limit

Multirate timestepping methods for hyperbolic conservation laws

This paper constructs multirate time discretizations for hyperbolic conservation laws that allow different time-steps to be used in different parts of the spatial domain. The discretization is second order accurate in time and preserves the conservation and stability properties under local CFL conditions. Multirate timestepping avoids the necessity to take small global time-steps (restricted by the largest value of the Courant number on the grid) and therefore results in more efficient algorithms