On the application of ENO scheme with subcell resolution to conservation laws with stiff source terms

Two approaches are used to extend the essentially non-oscillatory (ENO) schemes to treat conservation laws with stiff source terms. One approach is the application of the Strang time-splitting method. Here the basic ENO scheme and the Harten modification using subcell resolution (SR), ENO/SR scheme, are extended this way. The other approach is a direct method and a modification of the ENO/SR. Here the technique of ENO reconstruction with subcell resolution is used to locate the discontinuity within a cell and the time evolution is then accomplished by solving the differential equation along characteristics locally and advancing in the characteristic direction. This scheme is denoted ENO/SRCD (subcell resolution - characteristic direction). All the schemes are tested on the equation of LeVeque and Yee (NASA-TM-100075, 1988) modeling reacting flow problems. Numerical results show that these schemes handle this intriguing model problem very well, especially with ENO/SRCD which produces perfect resolution at the discontinuity

On the application of subcell resolution to conservation laws with stiff source terms

LeVeque and Yee recently investigated a one-dimensional scalar conservation law with stiff source terms modeling the reacting flow problems and discovered that for the very stiff case most of the current finite difference methods developed for non-reacting flows would produce wrong solutions when there is a propagating discontinuity. A numerical scheme, essentially nonoscillatory/subcell resolution - characteristic direction (ENO/SRCD), is proposed for solving conservation laws with stiff source terms. This scheme is a modification of Harten's ENO scheme with subcell resolution, ENO/SR. The locations of the discontinuities and the characteristic directions are essential in the design. Strang's time-splitting method is used and time evolutions are done by advancing along the characteristics. Numerical experiment using this scheme shows excellent results on the model problem of LeVeque and Yee. Comparisons of the results of ENO, ENO/SR, and ENO/SRCD are also presented

A numerical study of ENO and TVD schemes for shock capturing

The numerical performance of a second-order upwind-based total variation diminishing (TVD) scheme and that of a uniform second-order essentially non-oscillatory (ENO) scheme for shock capturing are compared. The TVD scheme used is a modified version of Liou, using the flux-difference splitting (FDS) of Roe and his superbee function as the limiter. The construction of the basic ENO scheme is based on Harten, Engquist, Osher, and Chakravarthy, and the 2-D extensions are obtained by using a Strang-type of fractional-step time-splitting method. Numerical results presented include both steady and unsteady, 1-D and 2-D calculations. All the chosen test problems have exact solutions so that numerical performance can be measured by comparing the computer results to them. For 1-D calculations, the standard shock-tube problems of Sod and Lax are chosen. A very strong shock-tube problem, with the initial density ratio of 400 to 1 and pressure ratio of 500 to 1, is also used to study the behavior of the two schemes. For 2-D calculations, the shock wave reflection problems are adopted for testing. The cases presented in this report include flows with Mach numbers of 2.9, 5.0, and 10.0

On Steinʼs method for infinite-dimensional Gaussian approximation in abstract Wiener spaces

AbstractIn this paper, we generalize Steinʼs method to “infinite-variate” normal approximation that is an infinite-dimensional approximation by abstract Wiener measures on a real separable Banach space. We first establish a Steinʼs identity for abstract Wiener measures and solve the corresponding Steinʼs equation. Then we will present a Gaussian approximation theorem using exchangeable pairs in an infinite-variate context. As an application, we will derive an explicit error bound of Gaussian approximation to the distribution of a sum of independent and identically distributed Banach space-valued random variables based on a Lindeberg–Lévy type limit theorem. In addition, an analogous of Berry–Esséen type estimate for abstract Wiener measures will be obtained