Skip to main content
Top
Published in: Journal of Scientific Computing 1/2018

19-04-2017

Positivity for Convective Semi-discretizations

Authors: Imre Fekete, David I. Ketcheson, Lajos Lóczi

Published in: Journal of Scientific Computing | Issue 1/2018

Log in

Activate our intelligent search to find suitable subject content or patents.

search-config
loading …

Abstract

We propose a technique for investigating stability properties like positivity and forward invariance of an interval for method-of-lines discretizations, and apply the technique to study positivity preservation for a class of TVD semi-discretizations of 1D scalar hyperbolic conservation laws. This technique is a generalization of the approach suggested in Khalsaraei (J Comput Appl Math 235(1): 137–143, 2010). We give more relaxed conditions on the time-step for positivity preservation for slope-limited semi-discretizations integrated in time with explicit Runge–Kutta methods. We show that the step-size restrictions derived are sharp in a certain sense, and that many higher-order explicit Runge–Kutta methods, including the classical 4th-order method and all non-confluent methods with a negative Butcher coefficient, cannot generally maintain positivity for these semi-discretizations under any positive step size. We also apply the proposed technique to centered finite difference discretizations of scalar hyperbolic and parabolic problems.

Dont have a licence yet? Then find out more about our products and how to get one now:

Springer Professional "Wirtschaft+Technik"

Online-Abonnement

Mit Springer Professional "Wirtschaft+Technik" erhalten Sie Zugriff auf:

  • über 102.000 Bücher
  • über 537 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Maschinenbau + Werkstoffe
  • Versicherung + Risiko

Jetzt Wissensvorsprung sichern!

Springer Professional "Wirtschaft"

Online-Abonnement

Mit Springer Professional "Wirtschaft" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 340 Zeitschriften

aus folgenden Fachgebieten:

  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Versicherung + Risiko




Jetzt Wissensvorsprung sichern!

Springer Professional "Technik"

Online-Abonnement

Mit Springer Professional "Technik" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 390 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Maschinenbau + Werkstoffe




 

Jetzt Wissensvorsprung sichern!

Appendix
Available only for authorised users
Footnotes
1
Please note that the derivation of this formula in [12, Section 2] (denoted by \(\gamma (\kappa )\) there) contains some inconsistencies.
 
2
We thank Zoltán Horváth (Széchenyi István University, Hungary) for pointing this out.
 
3
Our Proposition 8 seems to directly contradict Theorem 1 in [13]. To explain the discrepancy, note that the polynomial \(P_3\) in our proof becomes negative along a 9-dimensional hyperface of the hypercube \([0,\varepsilon ]^{10}\) for any \(\varepsilon >0\); in [13] it seems that the non-negativity of the corresponding (but slightly different) polynomial was checked only at the vertices of the hypercube \([0,1]^{10}\).
 
Literature
1.
go back to reference Bolley, C., Crouzeix, M.: Conservation de la positivité lors de la discrétisation des problémes d’évolution paraboliques. RAIRO Anal. Numér. 12(3), 237–245 (1978)MathSciNetCrossRefMATH Bolley, C., Crouzeix, M.: Conservation de la positivité lors de la discrétisation des problémes d’évolution paraboliques. RAIRO Anal. Numér. 12(3), 237–245 (1978)MathSciNetCrossRefMATH
2.
go back to reference Butcher, J.C.: Numerical Methods for Ordinary Differential Equations, 2nd edn. Wiley, Chichester (2008)CrossRefMATH Butcher, J.C.: Numerical Methods for Ordinary Differential Equations, 2nd edn. Wiley, Chichester (2008)CrossRefMATH
3.
go back to reference Dahlquist, G., Jeltsch, R.: Reducibility and contractivity of Runge–Kutta methods revisited. Bit Numer. Math. 46, 567–587 (2006)MathSciNetCrossRefMATH Dahlquist, G., Jeltsch, R.: Reducibility and contractivity of Runge–Kutta methods revisited. Bit Numer. Math. 46, 567–587 (2006)MathSciNetCrossRefMATH
5.
go back to reference Fehlberg, E.: Klassische Runge–Kutta-formeln fünfter und siebenter ordnung mit schrittweiten-kontrolle. Computing 4(2), 93–106 (1969)MathSciNetCrossRefMATH Fehlberg, E.: Klassische Runge–Kutta-formeln fünfter und siebenter ordnung mit schrittweiten-kontrolle. Computing 4(2), 93–106 (1969)MathSciNetCrossRefMATH
6.
go back to reference Gottlieb, S., Ketcheson, D., Shu, C.-W.: Strong stability preserving Runge–Kutta and multistep time discretizations. World Scientific Publishing, Hackensack (2011)CrossRefMATH Gottlieb, S., Ketcheson, D., Shu, C.-W.: Strong stability preserving Runge–Kutta and multistep time discretizations. World Scientific Publishing, Hackensack (2011)CrossRefMATH
8.
9.
go back to reference Hundsdorfer, W., Koren, B., van Loon, M., Verwer, J.G.: A positive finite-difference advection scheme. J. Comput. Phys. 117(1), 35–46 (1995)MathSciNetCrossRefMATH Hundsdorfer, W., Koren, B., van Loon, M., Verwer, J.G.: A positive finite-difference advection scheme. J. Comput. Phys. 117(1), 35–46 (1995)MathSciNetCrossRefMATH
10.
go back to reference Hundsdorfer, W., Verwer, J.: Numerical Solution of Time-Dependent Advection-Diffusion-Reaction Equations. Springer Series in Computational Mathematics, vol. 33. Springer, Berlin (2003)CrossRefMATH Hundsdorfer, W., Verwer, J.: Numerical Solution of Time-Dependent Advection-Diffusion-Reaction Equations. Springer Series in Computational Mathematics, vol. 33. Springer, Berlin (2003)CrossRefMATH
11.
go back to reference Ketcheson, D.I., Robinson, A.C.: On the practical importance of the SSP property for Runge–Kutta time integrators for some common Godunov-type schemes. Int. J. Numer. Methods Fluids 48(3), 271–303 (2005)CrossRefMATH Ketcheson, D.I., Robinson, A.C.: On the practical importance of the SSP property for Runge–Kutta time integrators for some common Godunov-type schemes. Int. J. Numer. Methods Fluids 48(3), 271–303 (2005)CrossRefMATH
12.
go back to reference Khalsaraei, M.M.: An improvement on the positivity results for 2-stage explicit Runge–Kutta methods. J. Comput. Appl. Math. 235(1), 137–143 (2010)MathSciNetCrossRefMATH Khalsaraei, M.M.: An improvement on the positivity results for 2-stage explicit Runge–Kutta methods. J. Comput. Appl. Math. 235(1), 137–143 (2010)MathSciNetCrossRefMATH
13.
go back to reference Khalsaraei, M.M.: Positivity of an explicit Runge–Kutta method. Ain Shams Eng. J. 6(4), 1217–1223 (2015)CrossRef Khalsaraei, M.M.: Positivity of an explicit Runge–Kutta method. Ain Shams Eng. J. 6(4), 1217–1223 (2015)CrossRef
14.
go back to reference Koren, B.: A robust upwind discretization method for advection, diffusion and source terms. In: Numerical methods for advection-diffusion problems, volume 45 of Notes Numer. Fluid Mech., pp. 117–138. Vieweg, Braunschweig (1993) Koren, B.: A robust upwind discretization method for advection, diffusion and source terms. In: Numerical methods for advection-diffusion problems, volume 45 of Notes Numer. Fluid Mech., pp. 117–138. Vieweg, Braunschweig (1993)
17.
go back to reference Roe, P.L.: Characteristic-based schemes for the Euler equations. In: Annual Review of Fluid Mechanics, vol. 18, pp. 337–365. Annual Reviews, Palo Alto, CA (1986) Roe, P.L.: Characteristic-based schemes for the Euler equations. In: Annual Review of Fluid Mechanics, vol. 18, pp. 337–365. Annual Reviews, Palo Alto, CA (1986)
18.
go back to reference Ruuth, S. J., Spiteri, R. J.: Two barriers on strong-stability-preserving time discretization methods. In: Proceedings of the 5th International Conference on Spectral and High Order Methods (ICOSAHOM-01) (Uppsala), vol. 17, pp. 211–220 (2002) Ruuth, S. J., Spiteri, R. J.: Two barriers on strong-stability-preserving time discretization methods. In: Proceedings of the 5th International Conference on Spectral and High Order Methods (ICOSAHOM-01) (Uppsala), vol. 17, pp. 211–220 (2002)
19.
go back to reference van Leer, B.: Towards the ultimate conservative difference scheme. III: upstream-centered finite-difference schemes for ideal compressible flow. IV: a new approach to numerical convection. J. Comput. Phys. 23, 263–299 (1977)CrossRefMATH van Leer, B.: Towards the ultimate conservative difference scheme. III: upstream-centered finite-difference schemes for ideal compressible flow. IV: a new approach to numerical convection. J. Comput. Phys. 23, 263–299 (1977)CrossRefMATH
Metadata
Title
Positivity for Convective Semi-discretizations
Authors
Imre Fekete
David I. Ketcheson
Lajos Lóczi
Publication date
19-04-2017
Publisher
Springer US
Published in
Journal of Scientific Computing / Issue 1/2018
Print ISSN: 0885-7474
Electronic ISSN: 1573-7691
DOI
https://doi.org/10.1007/s10915-017-0432-9

Other articles of this Issue 1/2018

Journal of Scientific Computing 1/2018 Go to the issue

Premium Partner