Questions tagged [hyperbolic-pde]

Hyperbolic partial differential equations describe wave behavior.

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31
votes
4answers
2k views

Why is local conservation important when solving PDEs?

Engineers often insist on using locally conservative methods such as finite volume, conservative finite difference, or discontinuous Galerkin methods for solving PDEs. What can go wrong when using a ...
25
votes
3answers
16k views

Recommendation for Finite Difference Method in Scientific Python

For a project I am working on (in hyperbolic PDEs) I would like to get some rough handle on the behavior by looking at some numerics. I am, however, not a very good programmer. Can you recommend ...
18
votes
4answers
616 views

Which methods can ensure that physical quantities remain positive throughout a PDE simulation?

Physical quantities like pressure, density, energy, temperature, and concentration should always be positive, but numerical methods sometimes compute negative values during the solution process. This ...
17
votes
2answers
862 views

How can I choose a good Riemann solver when numerically solving a system of hyperbolic PDEs?

Many numerical methods for hyperbolic PDEs are based on the use of Riemann solvers. Such solvers are essential for accurately capturing shock waves. There are a range of such solvers available for ...
16
votes
1answer
1k views

When should implicit methods be used in the integration of hyperbolic PDEs?

Numerical methods for solving PDEs (or ODEs) fall into two broad categories: explicit and implicit methods. Implicit methods allow larger stable timesteps but require more work per step. For ...
13
votes
1answer
1k views

What are possible methods to solve compressible Euler equations

I would like to write my own solver for compressible Euler equations, and most importantly I want it to work robustly in all situations. I would like it to be FE based (DG is ok). What are the ...
13
votes
1answer
375 views

How to construct well-balanced finite volume and discontinuous Galerkin methods for hyperbolic PDEs with source terms?

Source terms, such as those due to bathymetry in the shallow water equations, need to be integrated in a special way in order to preserve physical steady states. Is there a general way to construct ...
13
votes
2answers
519 views

Which time-integration methods should we use for hyperbolic PDEs?

If we employ the Method of Lines for discretization (separate time and space discretization) of hyperbolic PDEs we obtain after spatial discretization by our favorite numerical method (fx. Finite ...
10
votes
2answers
770 views

Finite difference scheme for "wave equation", method of characteristics

Consider the following problem $$ W_{uv} = F $$ where the forcing term can depend on $u,v$ (see Edit 1 below for the formulation), and $W$ and its first derivatives. This is a 1+1 dimensional wave ...
9
votes
2answers
704 views

Coupling FEM DG methods to Riemann solvers

Are there any good papers and or codes that couple discontinuous galerkin finite element solvers with Riemann solvers? I need to explore coupling elliptic and hyperbolic problems but most splitting ...
8
votes
1answer
543 views

Nonlinear wave equation - Finite element or finite difference

I would like to know the which is more advantageous when it comes to solving nonlinear hyperbolic equations, Finite Element or Finite difference methods? Which method will be better in capturing ...
8
votes
1answer
584 views

Higher order Lax-Wendroff type scheme?

Suppose we want to solve a hyperbolic conservation law $u_t+f(u)_x=0$. I really like to use Lax-Wendroff, which reads $u_j^{n+1} = u_j^n -\frac{\Delta t}{\Delta x}(g(u_{j+1}^n,u_j^n)-g(u_j^n,u_{j-1}^...
8
votes
1answer
2k views

Finite difference coordinate transformation for spherical polar coordinates

I have part of a problem that is described by the momentum conservation equation: $\frac{\partial \rho}{\partial t} + \frac{1}{\sin\theta} \frac{\partial}{\partial \theta}(\rho u \sin \theta) =0$ ...
8
votes
1answer
270 views

Adaptive mesh refinement with perfectly matched layers?

We have an adaptive mesh refinement (AMR) code for solving the elastic wave equation with frictional fault interfaces (based on Chombo for those that are interested). One of the things that we have ...
7
votes
2answers
8k views

Understanding the Courant–Friedrichs–Lewy condition

I understand these equations in particular can be solved easily without use of computational methods. Although right now I am concerned with trying to solve these equations using numerical integration ...
7
votes
1answer
363 views

Numerical solution of hyperbolic PDEs with nonconvex flux

In some hyperbolic PDEs the flux is nonconvex. One example is equations in magnetohydrodynamics. What are the complications in the wave structures of such problems? What general precautions one should ...
7
votes
1answer
662 views

Conservative finite-difference expression for the advection equation

Following on from the earlier question I am trying to derive a finite-difference scheme for the advection equation which is conservative. It was suggested that for advection equation with variable ...
7
votes
2answers
545 views

Numerical Green functions for a nonlinear wave equation

I am trying to put down some code to get numerically the solution of the following PDE: $$ \partial^2_t\phi-\partial^2_x\phi+\lambda\phi^3=\delta(x)\delta(t). $$ Of course, there are several ...
7
votes
1answer
185 views

How does positivity preservation fit into the implication chain from monotone to monotonicity preserving?

I know from "Numerical Methods for Conservation Laws" by Randall J. LeVeque that there is an implication chain of properties of methods for conservation laws: monotone $\Rightarrow$ $L^1$-contractive ...
6
votes
1answer
269 views

Do the class of PDEs that lack initial conditions have a name?

I am trying to think of what this kind of problem is called. I illustrate it with a telegrapher's equation with (hopefully) standard notation. Find $u:\Omega\times \mathbb{R} \to \mathbb{R}$ such ...
6
votes
1answer
230 views

interpolation combined with methods of characteristics can cause oscillations for the transport equation?

I would like to know about the effect of using a higher order interpolator for the methods of characteristics. I am solving $$u_t+a(x,t)u_x=0$$ with some nonsmooth initial data $u_0(x)$ by the method ...
6
votes
2answers
269 views

Numerical flux and source term in FVM (Burger's like equation)

I'm trying to solve the following equation with FVM $$u_t + f(u)_x = g(u)$$ where $g$ is some smooth function of $u$ and $f(u) = \frac{u^2}{2}$. This is really similar to Burger's equation, except ...
6
votes
0answers
142 views

Good numerical method for solving the Kadomtsev Petviashvili equations. Is there an analytical solution?

I need to solve the Kadomtsev Petviashvili (KP) equations $$\partial_x(\partial_t u+u \partial_x u+\epsilon^2\partial_{xxx}u)+\lambda\partial_{yy}u=0 $$ where $$\lambda=\pm 1 \;.$$ My questions ...
5
votes
2answers
953 views

Advice on numerical solution for 2D hyperbolic PDE with zero flux boundary conditions

I would like to numerically solve a hyperbolic PDE of the form $\frac{\partial\theta_t}{\partial t}(x,y)+\frac{\partial\left[\theta_t \gamma_t^x\right]}{\partial x}(x,y)+\frac{\partial\left[\theta_t \...
5
votes
1answer
314 views

Numerical quadrature in Discontinuous Galerkin

I would like to know which is the best way to integrate numerically Legendre polynomials. I am building up a Discontinuous Galerkin CFD code for which Legendre polynomials are used as basis functions ...
5
votes
1answer
265 views

Numerical methods for solving a mixed type nonlinear PDE

What type of numerical methods are there to solve PDE of the sorts of: $$\begin{align} &f(x,t,u(x,t))u_{xx} - g(x,t,u(x,t))u_{tt} = F(x,t,u(x,t))\\ &u(x,0)=G_1(x)\\ &\frac{\partial u(x,0)}...
5
votes
0answers
73 views

2nd-order TVD criteria for flux-limiter

Consider a nonlinear hyperbolic conservation equation: $$ \partial_{t}u = -\partial_{x}f(u) $$ The spatial derivative of $f(u)$ may approximated after a spatial discretization by $x_{j}=j\Delta x$ $$ \...
5
votes
0answers
84 views

Numerical methods for the continuity equation with Sobolev vector field

Consider the continuity equation $$ \partial_t \rho(x,t) + \operatorname{div} (b(x,t) \rho(x,t)) = 0, \qquad t \in [0,T], \quad x \in \mathbb R^N, $$ with $b \in L^1((0,T), W^{1,p}(\mathbb R^N))$. ...
5
votes
0answers
244 views

Stability analysis for a hyperbolic PDE on staggered grid

I am trying to understand the stability of a finite difference equation on the staggered grid. I could understand the Von Neumann stability analysis for the collocated grid for a simple acoustic ...
5
votes
0answers
119 views

Using entropy functions for increasing numerical stability

Regarding the numerical stabilization of two-dimensional advection equation, \begin{equation} \dfrac{\partial f}{\partial t} + \Big(\dfrac{d\varepsilon_1(k)}{dk}\Big)\dfrac{\partial f}{\partial z} - \...
4
votes
4answers
2k views

How to derive the stability of time stepping schemes?

This is more of a mathematical question but since we deal with this all the time in computational science, maybe it is relevant in this forum too. I am an engineer and I am learning how to model the ...
4
votes
1answer
817 views

CFL condition for variable coefficients

I understand that the constant in the Courant-Friedrichs-Lewy condition is defined as $\mathrm{CFL} = \frac{u \Delta t}{\Delta x}$, where $u$ is the principal coefficient. I came across this post: ...
4
votes
1answer
303 views

mathematical statement of "open" boundary condition

For your information, the original equation comes from here. Note: You DON'T have to read the paper. I will make the question as self-contained as possible. The central equation to solve is equation (...
4
votes
0answers
73 views

Library for solving multidimensional (n > 3) hyperbolic PDE systems

Does there exist a library (in any programming language) for solving (numerically) systems of multidimensional first-order linear PDEs in the form $$\mathbf{u}_{t}+\hat{A}(\mathbf{x})\mathbf{u}_{\...
3
votes
2answers
152 views

what do zero real parts of eigenvalues mean? Any good references?

I am solving a 1D advection problem of the the form $$dQ/dt=[A]Q$$ where {Q} is the vector of unknowns and [A] is the matrix of coefficients of spatial discretisation. I have worked out the ...
3
votes
2answers
2k views

Hyperbolic Equation PDE (Python)

I'm trying to solve the following first order hyperbolic PDE problem using method of lines: Hyperbolic Equation: $u_t = -u_x$ with initial condition: $u(0,x) = 0, 0 < x < 1$ boundary condition: ...
3
votes
1answer
2k views

How to obtain an implicit finite difference scheme for the wave equation?

Suppose I had the following problem: $U_{tt}=U_{xx}+U_{yy}$ in $\Omega=[0,1]\times[0,1]$ $U(x,y,0)=f(x,y)$ $U_{t}(x,y,0)=g(x,y)$ $U=0$ on $\partial \Omega$ I know that there is an explicit ...
3
votes
2answers
157 views

Numerical methods for the $u_t + \frac{(u_x)^2}{2} = 0$ equation

I'm looking for some methods that could be directly applied to the PDE $$ \frac{\partial u}{\partial t} + \frac{(u_x)^2}{2} = 0\tag{*} $$ without converting it by $v = u_x$ to the Hopf equation $$ \...
3
votes
2answers
953 views

How to set up a shock tube problem such that the solution includes a shock with a specified Mach number

One of the famous and convenient test cases for shock wave modeling is the 1D Sod's shock tube. This is a Riemann problem for the compressible Euler equations of gas dynamics. The initial set up has ...
3
votes
1answer
2k views

amplification factor for the Crank Nicolson scheme for the advection equation

I will try one more time being more detailed and careful. Consider the transport equation of the form $$u_t+au_x=0, t\in[0,T],x\in \mathbb{R}, a>0$$ and initial condition $u(0,x)=u_0(x)$. I would ...
3
votes
1answer
891 views

Is this the correct way for solving coupled 1d PDEs using finite difference methods?

I am trying to solve the following coupled PDEs: $$C_e\frac{\partial u(x,t)}{\partial t} = k_{ed}\frac{\partial^2u(x,t)}{\partial^2x} - G_{el}(u(x,t) - v(x,t)) + S(x,t)$$ $$C_l\frac{\partial v(x,t)...
3
votes
2answers
399 views

upwind schemes for solving inviscid euler equations

I'm new to the modelling of inviscid euler equations. I have come across few different upwind schemes that are used instead of central differencing schemes to model such flows, such as flux vector ...
3
votes
2answers
748 views

Entropy fix for godunov scheme

For non linear system of hyperbolic PDE, The finite volume methods work well (because of inherent conservation). Godunov scheme is a very elegant solution philosophy. For linear system, it is nothing ...
3
votes
2answers
422 views

Energy Conservation in Conservation Laws with Source Terms

I'm wondering if anyone can help me understand energy conservation when using conservation law methods (i.e. Riemann solver, High-Resolution Wave-Propagation Methods) with the addition of source terms:...
3
votes
1answer
1k views

Euler's equations for a tube with varying cross-section

$\def\pd{\partial}$ $\def\l{\left}\def\r{\right}$ $\def\mdot{{\dot{m}}}$ $\def\eps{\varepsilon}$ Consider a tube with longitudinal coordinate $x$ from $0$ to $l$ and varying cross-section $A(x)$. ...
3
votes
2answers
195 views

Finite volume discretization of non-conservative linear hyperbolic equation

Problem. Consider the one-dimensional adjoint Euler equations for $(x,t) \in \Omega \times [0,T]$ with $\Omega \subset \mathbb{R}$ and $T > 0$ $$ \varphi_t + \Big(\frac{\mathrm{d}F}{\mathrm{d} U}(x)...
3
votes
1answer
269 views

Measure the convergence rate of a discretization of a wave equation

I'm currently trying to approximate the following type of wave equation (in weak formulation): Let $\Omega \subset \mathbb{R}^d$ ($d=2$) be some polygonal domain. We seek a function $u \in L^2\left(0,...
3
votes
1answer
147 views

High order unconditionally stable discretization for a scalar hyperbolic PDE

In order to numerically solve the following differential equation: \begin{equation} \text{Fr}\{f\} := v(k)\dfrac{\partial f(z,k)}{\partial z} - F(z) \dfrac{\partial f(z,k)}{\partial k} = -\dfrac{f-...
3
votes
1answer
77 views

Non-parametric models as solutions to Partial Differential Equations

In the realm of scientific computing, there are a plethora of techniques developed to solve Partial Differential Equations (PDEs). Many of the popular methods are variants of common techniques such as ...
3
votes
0answers
71 views

TVD Lax-Wendroff with non-constant velocity

I am dealing with a linear advection equation with a non-constant velocity, where I would like to apply a TVD Lax-Wendroff scheme in 1D. The equation is the following: \begin{equation} \frac{\...