Positivity Preserving High Order Finite Volume Compact-WENO Schems for Compressible Euler Equations

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    Journal of Computational Physics 274 (2014) 505523

    Contents lists available atScienceDirect

    Journal

    of

    Computational

    Physics

    www.elsevier.com/locate/jcp

    A positivity-preserving high order finite volumecompact-WENO scheme for compressible Euler equations

    Yan Guo a,

    Tao Xiong b,,

    Yufeng Shi c

    a DepartmentofMathematics,ChinaUniversityofMiningandTechnology,Xuzhou,Jiangsu221116,PRChinab DepartmentofMathematics,UniversityofHouston,Houston,TX77004,USAc SchoolofElectricPowerEngineering,ChinaUniversityofMiningandTechnology,Xuzhou,Jiangsu221116,PRChina

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    r

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    o a

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    Article

    history:

    Received17January2014

    Receivedinrevisedform22June2014

    Accepted23June2014

    Availableonline30June2014

    Keywords:

    Compactscheme

    Finitevolume

    Weightedessentiallynon-oscillatoryscheme

    Positivity-preserving

    CompressibleEulerequations

    In thispaper,apositivity-preserving fifth-orderfinitevolumecompact-WENOscheme is

    proposedforsolvingcompressibleEulerequations.Asitisknown,conservativecompact

    finitevolumeschemeshavehighresolutionpropertieswhileWENO(WeightedEssentially

    Non-Oscillatory) schemes are essentially non-oscillatory near flow discontinuities. We

    extendtheideaofWENOschemestosomeclassicalfinitevolumecompactschemes[30],

    where lowerordercompactstencilsarecombinedwithWENOnonlinearweightstoget

    a higher order finite volume compact-WENO scheme. The newly developed positivity-

    preserving limiter [43,42] is used to preserve positive density and internal energy for

    compressible Euler equations of fluid dynamics. The HLLC (Harten, Lax, and van Leer

    with Contact) approximate Riemann solver [37,4] is used to get the numerical flux at

    thecellinterfaces.Numericaltestsarepresentedtodemonstratethehigh-orderaccuracy,

    positivity-preserving, high-resolutionandrobustnessoftheproposedscheme.

    2014

    Elsevier

    Inc.

    All rights reserved.

    1. Introduction

    Computing

    numerical

    solutions

    of

    nonlinear

    hyperbolic

    systems

    of

    conservation

    laws

    is

    an

    interesting

    and

    challenging

    work.

    In

    recent

    years,

    a

    variety

    of

    high

    resolution

    schemes

    which

    are

    high

    order

    accurate

    for

    smooth

    solutions

    and

    non-

    oscillatory

    for

    discontinuous

    solutions

    without

    introducing

    spurious

    oscillations

    have

    been

    proposed

    for

    these

    problems.

    WENO

    schemes

    [25,19,33,34,3] have

    high

    order

    accuracy

    in

    smooth

    region

    and

    keep

    the

    essentially

    non-oscillatory

    proper-

    ties

    for

    capturing

    shocks.

    However,

    these

    classical

    WENO

    schemes

    often

    suffer

    from

    poor

    spectral

    resolution

    and

    excessive

    numerical

    dissipation.

    Compact

    schemes

    [22] have

    attracted

    a

    lot

    of

    attention

    due

    to

    their spectral-like

    resolution

    properties

    by

    using

    global

    grids.Theseschemeshavethefeaturesofhigh-orderaccuracywithsmallerstencils.However,linearcompactschemesnec-

    essarilyproduceGibbs-likeoscillationswhentheyaredirectlyappliedtoflowswithshockdiscontinuities,andtheamplitude

    wouldnotdecreasewithmeshrefinement.Toaddressthisdifficulty,severalhybridcompactschemesareproposedtocou-

    pletheENOorWENOschemes forshock-turbulence interactionproblems,e.g.,ahybridcompact-ENOschemebyAdams

    andShariff[1] andahybridcompact-WENOschemebyPirozzoli[30].Anewhybridschemeasaweightedaverageofthe

    compactscheme[30] andtheWENOscheme[19] wasdevelopedbyRenetal. [31].Anothercompactschemebytreating

    thediscontinuityasan internalboundarywasproposedbyShen et al. [32]. Thesehybrid schemes require indicators to

    * Correspondingauthor.E-mailaddresses: [email protected](Y. Guo),[email protected](T. Xiong),[email protected](Y. Shi).

    http://dx.doi.org/10.1016/j.jcp.2014.06.046

    0021-9991/ 2014

    Elsevier

    Inc.

    All rights reserved.

    http://dx.doi.org/10.1016/j.jcp.2014.06.046http://www.sciencedirect.com/http://www.elsevier.com/locate/jcpmailto:[email protected]:[email protected]:[email protected]:[email protected]:[email protected]://dx.doi.org/10.1016/j.jcp.2014.06.046http://crossmark.crossref.org/dialog/?doi=10.1016/j.jcp.2014.06.046&domain=pdfhttp://dx.doi.org/10.1016/j.jcp.2014.06.046mailto:[email protected]:[email protected]:[email protected]://www.elsevier.com/locate/jcphttp://www.sciencedirect.com/http://dx.doi.org/10.1016/j.jcp.2014.06.046
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    506 Y. Guo et al. / Journal of Computational Physics 274 (2014) 505523

    detect

    discontinuities

    and

    switch

    to

    a

    non-compact

    scheme

    around

    discontinuities,

    spectral-like

    resolution

    properties

    would

    belost.

    AclassofnonlinearcompactschemeswasproposedbyCockburnandShu[8] forshockcalculations. Itwasbasedon

    the

    cell-centered

    compact

    schemes

    [22] and

    combined

    with

    TVD

    or

    TVB

    limiters

    to

    control

    spurious

    numerical

    oscillations.

    DengandMaekawa[9] andDengandZhang[10] developedaclassofnonlinearcompactschemesbasedontheENOand

    WENO

    ideas

    respectively

    by

    adaptively

    choosing

    candidate

    stencils.

    Zhang

    et

    al. [41] proposed

    increasingly

    higher

    order

    compactschemesbasedonhigherorderWENOreconstructions[3].Insteadofinterpolatingtheconservativevariables,they

    directly

    interpolated

    the

    flux

    by

    using

    the

    LaxFriedrichs

    flux

    splitting

    and

    characteristic-wise

    projections.

    An

    improvementof thecompactschemeconverging tosteady-statesolutionsofEulerequationswasstudies in [40].Anew linearcentral

    compact

    scheme

    was

    proposed

    in

    [26],

    both

    grid

    points

    and

    half

    grid

    points

    are

    evolved

    to

    get

    higher

    order

    accuracy

    and

    betterresolutions.

    Jiangetal. [20] developedaclassofweightedcompactschemesbasedon thePad typeschemeofLele [22]. It isa

    weighted

    combination

    of

    two

    biased

    third

    order

    compact

    stencils

    and

    a

    central

    fourth

    order

    compact

    stencil.

    A

    sixth

    order

    centralcompact schemecanbeobtained in smooth regions.RecentlyGhoshandBaederemployed the idea in [20],and

    developed

    a

    class

    of

    compact-reconstruction

    finite

    difference

    WENO

    schemes

    [13].

    Lower

    order

    biased

    compact

    candidate

    stencils are identified at thecell interface and combinedwith theoptimalnonlinear WENO weights.The resultinghigh

    order

    scheme

    is

    upwind.

    Their

    scheme

    was

    shown

    to

    be

    superior

    spectral

    accurate

    and

    non-oscillatory

    at

    discontinuities.

    Inthispaper,weconsidertodesignfinitevolumehighordercompactschemesforsolvingcompressibleEulerequations.

    AconservativeformulationoftheEulerequationsisgivenby

    Ut+

    F(U)x=

    0, (1.1)

    whereU andF(U) arevectorsofconservativevariablesandfluxesrespectively,whicharegivenby

    U=

    u1

    u2

    u3

    =

    u

    E

    , F(U)=

    u

    u2 +pu(E+p)

    ,

    with

    E=

    1

    2u2 + e

    , e= e(,p)= p

    ( 1) , (1.2)

    where isthedensity,p isthepressure,u istheparticlevelocity,E isthetotalenergyperunitvolume,e isthespecificinternalenergyand istheratioofspecificheat(= 1.4 foridealgas).Thesoundspeeda isdefinedas

    a=

    p

    . (1.3)

    Physically, thedensity and thepressurep shouldbothbepositive,and failure ofpreservingpositivedensityorpres-suremaycauseblow-upofthenumericalsolutions.Manyfirstorderschemeswereshowntobepositivity-preserving,such

    asGodunov-typeschemes[11],fluxvectorsplittingschemes[17],LaxFriedrichsschemes [29,43],HLLCschemes[4] and

    gas-kineticschemes[28,36].Somesecond-orderschemeswerealsodevelopedbasedonthesefirstorderschemes,suchas

    [11,36,29,12].RecentlyZhangandShuhavedevelopedpositivity-preservingmethodsforhighorderdiscontinuousGalerkin

    (DG)methods[43,44,46],finitevolumeandfinitedifferenceWENOschemes[42,45].Self-adjustingandpositivitypreserv-

    ing

    high

    order

    schemes

    were

    developed

    by

    Balsara

    for

    MHD

    equations

    [2].

    Hu

    et

    al. have

    developed

    positivity-preserving

    high-orderconservativeschemesbyusingafluxcut-offmethodforsolvingcompressibleEulerequations[18].Xionget.al

    have

    developed

    a

    parametrized

    positivity

    preserving

    flux

    limiters

    for

    finite

    difference

    schemes

    solving

    compressible

    Euler

    equations[39].

    In

    the

    present

    paper,

    we

    will

    develop

    a

    conservative

    positivity-preserving

    fifth-order

    finite

    volume

    compact-WENO(FVCW)scheme forcompressibleEulerequations.Weemploy themain idea in [13] where lowerordercompactstencils

    arecombinedwiththeoptimalWENOweightstoyieldafifth-orderupwindcompactinterpolation.Asanalternativetothe

    finitedifferencecompact interpolation in[13],wedesignafinitevolumecompactupwindscheme,which ismorenature

    andcanbeeasilyusedonunstructuredmeshes.Wealsoemploythenewlydevelopedpositivity-preservingrescalinglim-

    iter

    in

    [43,42] to

    preserve

    positive

    density

    and

    internal

    energy,

    which

    is

    very

    important

    in

    some

    extreme

    cases,

    such

    as

    vacuumornearvacuumsolutions.TheHLLCapproximateRiemannsolver[37,4] willbeusedasthenumericalfluxatthe

    element

    interfaces

    due

    to

    its

    less

    dissipation

    and

    robustness

    for

    solving

    compressible

    Euler

    equations.

    The

    first

    order

    finite

    volumeschemewiththeHLLCfluxisprovedtopreservepositivedensityandinternalenergy.Wewillshowthatthehigh

    orderfinitevolumecompactschemewiththepositivitypreservingrescalinglimiter,canmaintainhighorderaccuracysimi-

    larlyasthenon-compactfinitevolumeschemes.Numericalexperimentswillbepresentedtodemonstratethehighspectral

    accuracy,highresolution,positivity-preservingandrobustnessofourproposedapproach.

    The

    rest

    of

    the

    paper

    is

    organized

    as

    follows.

    In

    Section2,

    the

    positivity-preserving

    finite

    volume

    compact-WENO

    scheme

    for

    compressible

    Euler

    equations

    is

    presented.

    Numerical

    tests

    for

    some

    benchmark

    problems

    of

    compressible

    Euler

    equa-tions

    are

    studied

    in

    Section3.

    Conclusions

    are

    made

    in

    Section4.

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    2. Positivity-preservingfinitevolumecompact-WENOscheme

    2.1. FinitevolumeschemeforcompressibleEulerequations

    Inthissection,wefirstintroducethefinitevolumescheme[23]forcompressibleEulerequations(1.1).Thecomputational

    domain

    [a,b] isdividedintoN cellsasfollowsa

    =x 1

    2

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    Fig. 2.1. Candidate stencils for interior points.

    3

    10 uj 12 + 6

    10 uj+ 12 + 1

    10 uj+ 32 = 1

    30 uj1+19

    30 uj+10

    30 uj+1. (2.9)Symmetrically,wealsohave

    1

    10u

    j 12 + 6

    10u

    j+ 12 + 3

    10u

    j+ 32 =10

    30uj+

    19

    30uj+1+

    1

    30uj+2. (2.10)

    These classical fifth order linear finite volume compact schemes (2.9) and (2.10) based on smaller stencils are very

    accurateandkeepgoodresolutionsinsmoothregions,butunacceptablenon-physicaloscillationsaregeneratedwhenthey

    aredirectlyappliedtoproblemswithdiscontinuitiesandtheamplitudewouldnotdecreaseasthegridnodesarerefined.

    Inthefollowing,weadoptthemainideaof[13] toformanonlinearfinitevolumecompact-WENOscheme.Forafifth

    order finite volume compact-WENO scheme, three third-order compact stencilswill beused as candidates, as shown in

    Fig. 2.1.

    From

    (2.5),

    for

    the

    three

    candidate

    stencils,

    we

    have

    2

    3

    u(0)

    j

    1

    2 +

    1

    3

    u(0)

    j+

    1

    2 =

    1

    6

    (

    uj

    1

    +5

    uj),

    1

    3u

    (1)

    j 12+ 2

    3u

    (1)

    j+ 12= 1

    6(5uj+uj+1),

    2

    3u

    (2)

    j+ 12+ 1

    3u

    (2)

    j+ 32= 1

    6(uj+5uj+1). (2.11)

    Giventhecellaverages{uj},anonlinearweightedcombinationof(2.11) willresultin20+ 1

    3u

    j 12 +0+ 2(1+ 2)

    3u

    j+ 12 +1

    32uj+ 32

    = 16

    0uj1+5(0+ 1) + 2

    6uj+

    1+ 526

    uj+1, (2.12)

    where the nonlinear weights

    {0,1,2

    } will be specified later. Let u

    j+1

    2

    denote the fifth order approximation of the

    nodalvalue u(xj+ 12 ,tn) incell Ij .From (2.12),a fifthordercompact-WENOapproximationof u

    j+ 12

    basedon the stencil

    {xj1,xj ,xj+1} isgivenbyu

    j+ 12=u

    j+ 12 . (2.13)

    Insmoothregions,thefinitevolumecompact-WENOschemeyieldsafifth-orderupwindcompactscheme[30].Tocon-

    struct

    a

    nonlinear

    compact

    scheme,

    we

    choose

    a

    set

    of

    normalized

    nonlinear

    weightsk [5,6] bytaking

    k=z

    k2l=0

    zl

    , zk= ck

    1 +

    5

    k+

    2, k=0, 1, 2, (2.14)

    where5= |2 0| andtheclassicalsmoothindicatorsk (k=0,1,2) [33]aregivenby

    0=13

    12 (uj2 2uj1+uj )2+

    1

    4 (uj2 4uj1+ 3uj )2

    ,

    1=13

    12(uj1 2uj+uj+1)2 +

    1

    4(uj1uj+1)2,

    2=13

    12(uj 2uj+1+uj+2)2 +

    1

    4(3uj4uj+1+uj+2)2.

    isasmallpositivenumber toavoid thedenominator tobe0, inournumerical tests,we take=1013 .Theoptimallinearweightsarec0= 210 ,c1= 510 ,c2= 310 .Theweights(2.14) aredenotedasWENO-Zweights,whichcanavoidaccuracylostatcriticalpoints[5].

    For thescalarcase,a tri-diagonal system (2.12) issolved togetuj+ 12

    .Letu+j+ 12

    denote thefifthorderapproximation

    of

    the

    nodal

    value u(xj+ 12 ,t

    n) from cell Ij+1 , following a similar procedure as above, it can be obtained by the stencil

    {xj ,xj

    +1,xj

    +2

    }.SimilartoclassicalWENOschemes,nearcriticalpoints,thecorrespondingweightapproachesto0 andthe

    system

    reduces

    to

    a

    biased

    bidiagonal

    system.

    Across

    the

    discontinuities,

    the

    fifth-order

    scheme

    yields

    a

    third-order

    compactscheme

    which

    has

    higher

    resolution

    than

    a

    third

    order

    non-compact

    scheme.

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    2.3. Compact-WENOreconstructionforsystems

    Inthissubsection,wewilldescribethefinitevolumecompact-WENOreconstruction forcompressibleEulerequations.

    The

    scalar

    algorithm

    (2.12) in

    the

    previous

    subsection

    will

    be

    applied

    along

    each

    characteristic

    field.

    As

    we

    know,

    the

    conservativeEulerequations(1.1) canalsobewritteninaquasi-linearform[37]

    Ut+A (U)Ux=0, (2.15)where

    the

    coefficient

    matrix

    A(U) is

    the

    Jacobian

    matrix

    of

    F(U) and

    can

    be

    written

    as

    A(U)=

    0 1 0

    12

    ( 3)( u2u1

    )2 (3 )( u2u1

    ) 1u2u3

    u21+ ( 1)( u2

    u1)3

    u3u1

    32

    ( 1)( u2u1

    )2 ( u2u1

    )

    .

    ThetotalspecificenthalpyH isrelatedtothespecificenthalpyh,theyare

    H= E+p

    12

    u2 + h, h= e+ p

    . (2.16)

    TheeigenvaluesoftheJacobianmatrixA(U) are

    1=u a, 2=u, 3=u+ a, (2.17)where

    a isthespeedofsound(1.3).Thecorrespondingrighteigenvectorsare

    r(1) =

    1

    u aH ua

    , r(2) =

    1

    u

    12 u

    2

    , r(3) =

    1

    u+ aH+ ua

    .

    AmatrixR(U) isformedbytherighteigenvectors

    R(U)= r(1), r(2), r(3). (2.18)Letting

    L(U)

    =R (U)1 ,then

    L(U)A(U)R(U)=,here isthediagonalmatrix=diag(1,2,3).Denotingavectorl(k) tobethek-throwinL(U),then

    l(1) = 12

    (c2+ u/a, c1u 1/a, c1),

    l(2) =(1 c2, c1u, c1),l(3) = 1

    2(c2 u/a, c1u+ 1/a, c1), (2.19)

    wherec1=( 1)/a2 ,c2= 12 u2c1 .Atthegridnodexj+ 12 ,denotingU

    j+ 12

    asthefifthorderapproximationofthenodalvaluesU(xj+ 12 ,tn) attimetn within

    the

    cells

    Ij ,

    the

    scalar

    finite

    volume

    compact-WENO

    reconstruction

    (2.12)is

    applied

    to

    each

    component

    of

    the

    characteristicvariables Vj=L (URoe

    j+ 12)Uj toobtain U

    j+ 12,where URoe

    j+ 12denotestheRoe-averageof thecell-averagevalues Uj and Uj+1

    [37].

    Forthesystems,acharacteristic-wisefinitevolumecompact-WENOschemeconsistsofthefollowingsteps:

    1. Ateachgridnodexj+ 12

    ,computingtheeigenvalues(2.17) andeigenvectors(2.18)and(2.19) byusingURoej+ 12

    .

    2. Alongeachcharacteristicfield,computingtheweights(2.14) fromcharacteristicvariablesVj=L(URoej+ 12

    )Uj .3. Applyingthescalarreconstruction(2.12) ateachcharacteristicfield

    a(k)

    j+ 12l(k)

    j+ 12U

    j 12 + b(k)

    j+ 12l(k)

    j+ 12U

    j+ 12 + c(k)

    j+ 12l(k)

    j+ 12U

    j+ 32 = d(k)

    j+ 12l(k)

    j+ 12Uj1+ e(k)

    j+ 12l(k)

    j+ 12Uj+ f(k)

    j+ 12l(k)

    j+ 12Uj+1 (2.20)

    for

    k

    =1,

    2,

    3.

    The

    coefficients

    a

    (k)

    j+ 12 ,

    b

    (k)

    j+ 12 ,

    c

    (k)

    j+ 12 ,

    d

    (k)

    j+ 12 ,

    e

    (k)

    j+ 12 ,

    f

    (k)

    j+ 12 corresponding

    to

    the

    coefficients in

    (2.12),

    which

    can

    be

    obtained

    from

    Step

    2.

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    4. Rewriting

    Eq.(2.20)to

    be

    Aj+ 12 Uj 12 +B j+ 12 Uj+ 12 +Cj+ 12 Uj+ 32 =D j+ 12 Uj1+Ej+ 12 Uj+Fj+ 12 Uj+1 (2.21)

    where

    Aj+ 12 =

    a(1)

    j

    +12

    l(1)

    j

    +12

    a(2)

    j+ 12l(2)

    j+ 12

    a(3)

    j+ 12l(3)

    j+ 12

    , B j+ 12 =

    b(1)

    j

    +12

    l(1)

    j

    +12

    b(2)

    j+ 12l(2)

    j+ 12

    b(3)

    j+ 12l(3)

    j+ 12

    , Cj+ 12 =

    c(1)

    j

    +12

    l(1)

    j

    +12

    c(2)

    j+ 12l(2)

    j+ 12

    c(3)

    j+ 12l(3)

    j+ 12

    ,

    Dj+ 12 =

    d(1)

    j+ 12l(1)

    j+ 12

    d(2)

    j+ 12l(2)

    j+ 12

    d(3)

    j+ 12l(3)

    j+ 12

    , Ej+ 12 =

    e(1)

    j+ 12l(1)

    j+ 12

    e(2)

    j+ 12l(2)

    j+ 12

    e(3)

    j+ 12l(3)

    j+ 12

    , Fj+ 12 =

    f(1)

    j+ 12l(1)

    j+ 12

    f(2)

    j+ 12l(2)

    j+ 12

    f(3)

    j+ 12l(3)

    j+ 12

    .

    Noticingthatl(k)

    j+ 12fork

    =1,2,3 areallvectors,a3

    3 blocktri-diagonalsystem(2.21) issolvedbyusingthechasing

    method[15]toobtainUj+ 12 .

    From(2.21),afifthordercompact-WENOapproximationofUj+ 12

    basedonthestencil{xj1,xj ,xj+1} isgivenby

    Uj+ 12

    =Uj+ 12 . (2.22)

    LettingU+j+ 12

    denotethefifthorderapproximationofthenodalvalueU(xj+ 12 ,tn) fromcell Ij+1 ,followingasimilarproce-

    dureasabove,itcanbeobtainedbythestencil{xj ,xj+1,xj+2}.

    2.4. Positivity-preservingandHLLCapproximateRiemannsolver

    ForcompressibleEulerequations,theRiemannsolutionsconsistofacontactwaveandtwoacousticwaves,eithermay

    be

    a

    shock

    or

    a

    rarefaction

    wave.

    In

    [14],

    Godunov

    presented

    a

    first-order

    upwind

    scheme

    which

    could

    capture

    shock

    waveswithoutintroducingnonphysicalspuriousoscillations.TheimportantpartoftheGodunov-typemethodistheexact

    orapproximatesolutionsoftheRiemannproblem.ExactsolutionstotheRiemannproblemisdifficultortooexpensiveto

    be

    obtained.

    Approximate

    Riemann

    solvers

    are

    often

    used

    to

    build

    Godunov-type

    numerical

    schemes.

    The

    HLLC

    approximate

    Riemannsolver[37,4] hasbeenprovedtobeverysimple,reliableandrobust.In[4],Battenetal.proposedanappropriate

    choiceoftheacousticwavespeedsrequiredbyHLLCandprovedthattheresultingnumericalmethodresolvesisolatedshock

    and

    contact

    waves

    exactly,

    and

    is

    positively

    conservative

    which

    will

    be

    reviewed

    in

    the

    following.

    For

    the

    HLLC

    flux,

    two

    averaged

    statesU

    l,Ur betweenthetwoacousticwavesSL ,SR areconsidered,whicharesepa-

    ratedbythecontactwavewhosespeedisdenotedbySM.TheapproximateRiemannsolutionwithtwostatesUl andUr is

    definedas

    UHLLC =

    Ul, ifSL > 0,U

    l, ifSL 0 0,

    Fl=Fl+SL (UlUl ), ifSL 0

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    To

    determineU

    l,

    the

    following

    assumption

    has

    been

    made

    [4]

    SM=ul=ur=u. (2.25)whichgivesthecontactwavevelocity

    SM=rur(SR ur) lul(SL ul) +plpr

    l(SR

    ur)

    l(SL

    ul)

    . (2.26)

    and

    l= l SLulSLSM ,

    p= l(ulSL )(ulSM) +pl,

    lu

    l= (SLul )l ul+(ppl )

    SLSM ,

    El= (SLul)Elplul+p SM

    SLSM .

    (2.27)

    Therightstarstatecanbeobtainedsymmetrically.

    Tomaketheschemepreservingpositivity,theacousticwavespeedsarecomputedfrom

    SL= min

    ulal,ua

    , SR=min

    ur+ar,u+a

    , (2.28)

    where

    u= ul+urR1+R ,a=

    ( 1)[H 12u2],

    H= (Hl+HrR )1+R ,

    R=

    rl

    .

    (2.29)

    Defining

    the

    set

    of

    physically

    realistic

    states

    as

    those

    with

    positive

    densities

    and

    internal

    energies

    by

    G=

    U=

    u

    E

    , >0, e=

    E u

    2

    2 >0

    , (2.30)

    thenG isaconvexset[4].

    We

    now

    consider

    a

    first

    order

    finite

    volume

    scheme

    Un+1j

    =Unj

    F

    Unj ,Unj+1

    FUnj1,Unj , (2.31)where F(,) isaHLLCfluxand= t

    h .Forapositivelyconservativescheme(2.31),if Unj ,j=1, ,N,iscontainedinG ,

    then Un+1j ,j=1, ,N,willalsolie insideG .ThiswouldbeguaranteedbyprovingtheintermediatestatesUl G ifwehave

    UlG ,andprovingUr G ifwehaveUrG ,becauseG isaconvexset(fordetailssee[4]).Inthefollowing,wewillshowtheleftstarstateU

    lG ,whilesimilarargumentsholdfortherightstarstateUr G .

    Thatis,whenUlG ,whichisequivalentto

    l >0, El1

    2 lu

    2

    l >0, (2.32)

    wewillhave

    l >0, (2.33)

    and

    El1

    2l u

    l

    2>0. (2.34)

    From(2.27),wecanget

    l = lSL ul

    SLSM. (2.35)

    SM

    in

    (2.26) is

    an

    averaged

    velocity,

    from

    (2.28) we

    have

    SL < SM, SL < ul, (2.36)

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    and

    l >0 iseasilyobtained.Usingrelations(2.27) and(2.36),(2.34)canberewrittenas

    (ulSL )El+p lulp SM+((SL ul)lulpl+p)2

    2l(SL ul)>0, (2.37)

    whichisequivalentto

    1

    2 l(SM ul)2

    p lSM

    ul

    ulSL + pl

    1 >0. (2.38)To

    guarantee

    this

    inequality

    for

    any

    value

    ofSM ul ,thediscriminantoftheabovequadraticfunctionofSM ul shouldbe

    negative,

    which

    gives

    the

    following

    condition

    p2l

    (ulSL )2 22l el

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    Noticing

    thatU+

    j 12= Qj (x1j ) andUj+ 12 =Qj (

    xMj ),j,thescheme(2.42) canberearrangedasfollows

    Un+1j

    =M

    =1 Qj

    xj FUj+ 12 , U+j+ 12FU+

    j 12, U

    j+ 12

    +FU+j 12

    , Uj+ 12

    FUj 12

    , U+j 12

    =M1=2 Qj

    xj +1U+j 12

    1

    F

    U+j 12 , Uj+ 12FUj 12 , U+j 12

    +M

    Uj+ 12

    M

    F

    Uj+ 12

    , U+j+ 12

    FU+j 12

    , Uj+ 12

    =M1=2

    Qjxj +1 H1+MHM,

    where

    H1=U+j 12

    1

    F

    U+j 12

    , Uj+ 12

    FUj 12

    , U+j 12

    ,

    HM=Uj+ 12

    M

    F

    Uj+ 12 , U+j+ 12

    FU+j 12 , Uj+ 12 .The

    above

    two

    equations

    are

    both

    of

    the

    form

    (2.31),

    therefore H1 and HM areinthesetG duetoU

    j+ 1

    2

    G ,j andtheCFLcondition(2.44) withtheHLLCflux(2.24) andtheacousticwavespeeds(2.28).Now Un+1j G isprovedsince it isaconvexcombinationofH1 ,HM andQj (xj) for2 M 1,whichareallinG .

    Similartotheapproachin[42,43],thepositivity-preservinglimiterforthepresentschemeintheone-dimensionalspace

    willbeconstructed.Theeasy-implementationalgorithmofWENOschemesin[42]willbeadopted:

    1. Setupasmallpositiveparameter=minj{1013,nj }.2. Compute

    the

    limiter

    1= min nj

    nj min

    , 1

    , (2.46)

    wheremin={

    j+ 12

    ,+j 1

    2

    ,j(x1j )} and

    jx1j

    = nj1+

    j 12M

    j+ 121 21

    . (2.47)

    3. Modifythedensitybyletting

    j(x)=1

    j (x) nj+nj . (2.48)

    Getj

    +12

    and+j

    12

    from

    j+ 12

    =1

    j+ 12

    nj+nj ,

    +j 12

    =1

    +j 12

    nj+nj .

    Denote

    W1j=Uj+ 12 , W2j=U+j 12 ,

    W3j=Un

    j1U+

    j 12MU

    j+ 121 21

    .

    4. Get2= min=1,2,3 t frommodifyingtheinternalenergy:

    For=1,2,3: if

    e(Wj )< ,solvethefollowingquadraticequationsfort asin[43]

    e

    1 t

    Unj+ t Wj= (2.49)

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    Table 3.1

    NumericalerrorsandordersforExample 1.

    N L1 error L1 order L error L order L2 error L2 order

    10 7.802E04 6.506E04 5.874E0420 1.493E05 5.71 1.716E05 5.24 1.263E05 5.5440 3.260E07 5.52 2.942E07 5.87 2.625E07 5.5980 9.107E09 5.16 9.117E09 5.01 7.162E09 5.20

    160 2.695E

    10 5.08 2.903E

    10 4.97 2.113E

    10 5.08

    320 8.169E12 5.04 9.202E12 4.98 6.413E12 5.04

    Ife(Wj ) ,lett=1.Denote

    Uj+ 12

    =2

    Uj+ 12

    Unj+Unj , U+j 12 =2

    U+

    j 12Unj

    +Unj .5. Thescheme(2.42) withthepositivity-preservinglimiterwouldbe

    Un+1j

    =Unj (F

    Uj+ 12

    ,U+j+ 12

    FUj 12

    ,U+j 12

    . (2.50)

    Remark2.Toprove that the limiterwillnotdestroythehighorderaccuracyofdensity forsmoothsolutions, forafifth

    orderscheme,weneedtoshow

    j

    (x)

    j

    (x)=

    O (x5) in(2.48).Inthepresentcompactscheme,althoughj+ 12

    and+j 12

    are

    obtained

    globally,

    which

    are

    different

    from

    those

    in

    [42,43],

    the

    constructed

    polynomialj (x) from(2.43) canbeseen

    locally.Thus,theproofofpreservinghighorderaccuracyofdensityissimilartothatin[42,43].Similarargumentsholdfor

    the

    internal

    energy.

    So

    the

    scheme

    (2.50) is

    conservative,

    high

    order

    accurate

    and

    positivity

    preserving.

    2.5. Temporaldiscretization

    Strong

    stability

    preserving

    (SSP)

    high

    order

    RungeKutta

    time

    discretization

    [16] will

    be

    used

    to

    improve

    the

    temporal

    accuracyforthescheme(2.50).Thethird-orderSSPRungeKuttamethodis

    U(1) =Un + tLUn,U(2) = 3

    4Un + 1

    4U(1) + 1

    4t LU

    (1)

    ,Un+1 = 1

    3Un + 2

    3U(2) +2

    3t L

    U(2)

    , (2.51)

    whereL(U) isthespatialoperator.Similarto[43],forSSPhighordertimediscretizations,thelimiterwillbeusedateach

    stageoneachtimestep.

    3. Numericalexamples

    Inthissection,wewillinvestigatethenumericalperformanceofthepresentpositivity-preservingfifth-orderfinitevol-

    ume

    compact-WENO

    (FVCW)

    scheme.

    The

    fifth-order

    WENO

    scheme

    [6] will

    be

    denoted

    as

    WENO-Z

    and

    the

    original

    fifthorderWENOschemeofJiangandShu[19] isdenotedasWENO-JS.WewillcomparetheFVCWschemetoWENO-JS

    andWENO-Zschemes.Forallthenumericaltests,thethird-orderSSPRungeKuttamethod(2.51) isusedundertheCFL

    condition(2.44)unlessotherwisespecified.ThenumericalsolutionsarecomputedwithN gridnodesanduptotimet.

    Example1.Advectionofdensityperturbation.Theinitialconditionsfordensity,velocityandpressurearespecified,respec-

    tively,

    as

    (x, 0)=1 + 0.2sin(x), u(x, 0)=1, p(x, 0)= 1.Theexactsolutionofdensityis(x,t)=1+ 0.2sin( (x t)).

    Thecomputational domain is [0,2] and theboundary condition is periodic. The L1 , L2 and L errors and orders att=2 for the present finite volume compact-WENO scheme are shown in Table 3.1. Here the time step is taken to bet= 1|u|+a h5/3 .Wecanclearlyobservefifth-orderaccuracyforthisproblem.

    Inthisexamplewithsmoothexactsolutions,wealsocomparethecomputationalcostbetweentheFVCWschemeand

    the WENO-JS scheme. As we know, the FVCW scheme has high resolutions, however, a 33 block tri-diagonal system(2.21) needs to be solved at each grid nodexj+ 12 and at each stage of each time step. This might be computationallyexpensive.

    However,

    we

    will

    demonstrate

    by

    this

    example

    that

    the

    FVCW

    scheme

    would

    still

    be

    more

    efficient.

    Two

    kinds

    of

    reconstructions

    for

    systems

    are

    considered.

    One

    is

    based

    on

    a

    characteristic

    variable

    reconstruction,

    the

    other

    is

    directlyreconstructing

    on

    the

    conservative

    variables.

    We

    take

    relatively

    coarser

    grids

    and

    choose

    the

    time

    step

    to

    satisfy|u|+a=

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    Table 3.2

    NumericalerrorsandcomputationalcostforWENO-JSandFVCWschemesforExample 1.Conservativevariablereconstruction.

    FVCW WENO-JS

    N L1 error L error L2 error CPU cost (s) N L1 error L error L2 error CPU cost (s)7 3.780E03 2.796E03 2.939E03 1.56E002 15 2.236E03 1.899E03 1.792E03 3.13E02

    14 7.819E05 8.125E05 6.366E05 3.12E02 30 7.510E05 7.187E05 6.295E05 0.1128 2.065E06 1.537E06 1.579E06 0.14 60 2.352E06 2.353E06 1.919E06 0.4756 5.879E08 4.699E08 4.511E08 0.58 120 7.336E08 7.082E08 5.878E08 1.88

    112 1.945E09 1.482E09 1.506E09 2.22 240 2.280E09 2.022E09 1.824E09 7.55224 8.882E11 6.897E11 6.926E11 8.86 480 6.977E11 5.909E11 5.541E11 29.95

    Table 3.3

    NumericalerrorsandcomputationalcostforWENO-JSandFVCWschemesforExample 1.Characteristicvariablereconstruction.

    FVCW WENO-JS

    N L1 error L error L2 error CPU cost (s) N L1 error L error L2 error CPU cost (s)7 3.780E03 2.796E03 2.939E03 3.13E02 15 2.236E03 1.899E03 1.792E03 4.69E02

    14 7.819E05 8.125E05 6.366E05 0.11 30 7.509E05 7.183E05 6.293E05 0.1228 2.065E06 1.537E06 1.579E06 0.47 60 2.351E06 2.346E06 1.917E06 0.6956 5.879E08 4.699E08 4.511E08 1.86 120 7.318E08 6.969E08 5.859E08 2.72

    112 1.945E09 1.482E09 1.506E09 7.34 240 2.259E09 1.943E09 1.802E09 10.84224 8.882E11 6.898E11 6.926E11 29.22 480 6.800E11 5.616E11 5.377E11 43.27

    Fig. 3.1. ComparisonofCPUcostversusL1 errorsfortheWENO-JSandFVCWschemes.Left:conservativevariablereconstructioninTable 3.2;Right:

    characteristicvariablereconstructioninTable 3.3.

    0.16,sothatthespatialerrorwouldalwaysdominate. InTable 3.2,weshowthecomputationalcostbetweentheFVCW

    scheme

    and

    the

    WENO-JS

    scheme

    for

    the

    conservative

    variable

    reconstruction

    case.

    For

    this

    case,

    without

    characteristic

    decomposition,

    only

    tri-diagonal

    (not

    block

    tri-diagonal)

    systems

    need

    to

    be

    solved

    along

    each

    component,

    less

    CPU

    cost

    wouldbeneeded.WecanseeatacomparableL1 errorlevel,thecomputationalcostfortheFVCWschemeismuchlessthan

    theWENO-JSschemeespeciallywhentheerrorissmall,whichcanalsobeseenfromFig. 3.1 (left),wherethecomparison

    of

    the

    CPU

    cost

    versus

    the L1 errors isdisplayed.Similarly inTable 3.3 andFig. 3.1 (right) forthecharacteristicvariable

    case,

    we

    can

    also

    observe

    less

    computational

    cost

    for

    the

    FVCW

    scheme

    when

    it

    has

    comparable

    error

    to

    the

    WENO-JS

    scheme.Similardiscussionscanbefoundin[13].WenotethattheFVCWschemewithconservativevariablereconstruction

    ismoreefficientthanthecharacteristicvariablereconstructionforsmoothsolutions.Howeverfordiscontinuoussolutions,

    the

    characteristic

    variable

    reconstruction

    would

    perform

    better

    to

    control

    spurious

    numerical

    oscillations.

    In

    this

    paper,

    for

    thefollowingexamples,wewillmainlyadoptthecharacteristicvariablereconstruction.

    Example2.Thisexampleistheone-dimensionalLaxshocktubeproblem[21]withthefollowingRiemanninitialconditions

    (, u,p) =

    (0.445, 0.698, 3.528), 5 x

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    Fig. 3.2. The density (left) and pressure (right) profiles of the Lax problem (3.1)at t=1.4.

    WENO-JSschemewithN=100 andCPUcost0.55s,botharebetterthantheWENO-JSschemewithN=60.Itshowsthecompactschemehasbetterresolutionsthanthenon-compactscheme.Atthesameresolution,thecompactschemecantake

    much

    coarser

    grids

    while

    with

    comparable

    computational

    cost

    as

    the

    non-compact

    scheme.

    Example3.Thisexampleistheone-dimensionalSodshocktubeproblem[35]withthefollowingRiemanninitialconditions

    (, u,p) =

    (0.125, 0, 1), 5 x

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    Fig. 3.3. The comparison of density for the Lax problem(3.1) with the WENO-JS scheme and the FVCW scheme at t=1.4.

    Fig. 3.4. The density profiles of the Sod problem (3.2)at t=2.0.

    Example4.Inthisexample,theonedimensionalMach3shock-turbulencewaveinteractionproblem[34]istestedwiththe

    followinginitialconditions

    (, u,p) =

    (3.857143, 2.629369, 10.33333), 5x

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    Fig. 3.5. Shock-turbulence interaction(3.3)with N= 200 at t=1.8.

    Fig. 3.6. Shock-turbulence interaction(3.3)with N

    =400 at t

    =1.8.

    Fig. 3.7. Blastwave interaction problem (3.4) with N= 200 at t=0.038.

    oscillatorybehavioracross theshockwave.Thenumerical solution isgreatly improvedwith N=400 and thenumericalresults

    are

    shown

    in

    Fig. 3.6.

    Example5. The one dimensional blastwave interaction problem of Woodward and Collela [38] has the following initial

    conditions

    (, u,p) =(1, 0, 1000), 0

    x

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    Fig. 3.8. Blastwave interaction problem(3.4) with N= 400 at t=0.038.

    Fig. 3.9. The results of the low density and low internal energy problem (3.5)with N=400 at t=0.1.

    andreflectiveboundaryconditions.Thefinal time ist=0.038.The initialpressuregradientsgeneratetwodensityshockwaves

    which

    collide

    and

    interact

    at

    later

    time.

    The

    solution

    of

    this

    problem

    contains

    rarefactions,

    interaction

    of

    shock

    waves

    andthecollisionofstrongshockwaves.Theexactsolutionofthistestproblemisareferencesolutioncomputedbythe

    WENO-JSschemewith3200 gridpoints.ThedensityobtainedwithWENO-JS,WENO-ZandthepresentFVCWschemesat

    t=0.038 with200 cellsareshowninFig. 3.7.ThezoomedregionsofthedensityprofileFig. 3.7(b)showthatthepresentFVCWschemegivesbetterresolutionthan theother twoschemes.Thenumericalsolution isalsogreatly improvedwith

    N=400 andthenumericalresultsareshowninFig. 3.8.

    Example

    6.

    In

    this

    test,

    we

    consider

    a

    one-dimensional

    low

    density

    and

    low

    internal

    energy

    Riemann

    problem

    with

    thefollowing

    initial

    conditions

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    Fig. 3.10. The results of the strong shock wave problem (3.6)with N=200 at t=2.5 106 .

    (, u,p) = (1, 2, 0.4), 0x

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    Fig. 3.11. One-dimensionalproblemsinvolvingvacuumornearvacuum,h=0.005:(left)doublerarefactionproblem(3.7) att=0.6;(right)planarSedovblast-waveproblem(3.8)att

    =0.001.

    positivevaluesof2.120E04 and2.201E04 respectively.Forthisproblemwithvacuumornear-vacuumsolutions,someoscillations

    can

    also

    be

    observed

    which

    might

    be

    due

    to

    the

    same

    reason

    as

    described

    in

    Example 6.

    Example9.Thisone-dimensionaltestproblemistheplanarSedovblast-waveproblemwiththefollowinginitialconditions

    (, u,p) =

    (1, 0, 4 1013), 0

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    Fig. 3.12. The results of the Leblanc problem(3.9)at t= 6.0. N= 400 (left), N= 1000 (right).

    Example

    10.

    LeBlanc

    shock

    tube

    problem.

    In

    this

    extreme

    shock

    tube

    problem,

    the

    computational

    domain

    is

    [0,

    9] filled

    withaperfectgaswith=5/3.Theinitialconditionsarewithhighratioofjumpsfortheinternalenergyanddensity.Thejumpfortheinternalenergyis106 andthejumpforthedensityis103 .Theinitialconditionsaregivenby

    (, u, e)=

    (1, 0, 0.1), 0x

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    Acknowledgements

    The

    work

    was

    partly

    supported

    by

    the

    Fundamental

    Research

    Funds

    for

    the

    Central

    Universities

    (2010QNA39,

    2010LKSX02).

    The

    third

    author

    acknowledges

    the

    funding

    support

    of

    this

    research

    by

    the

    Fundamental

    Research

    Funds

    fortheCentralUniversities(2012QNB07).

    References

    [1] N.

    Adams,

    K.

    Shariff,

    A

    high-resolution

    hybrid

    compact-ENO

    scheme

    for

    shock-turbulence

    interaction

    problems,

    J.

    Comput.

    Phys.

    127

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