Path-conservative central-upwind schemes for nonconservative hyperbolic systems
ESAIM: Mathematical Modelling and Numerical Analysis , Tome 53 (2019) no. 3, pp. 959-985.

We develop path-conservative central-upwind schemes for nonconservative one-dimensional hyperbolic systems of nonlinear partial differential equations. Such systems arise in a variety of applications and the most challenging part of their numerical discretization is a robust treatment of nonconservative product terms. Godunov-type central-upwind schemes were developed as an efficient, highly accurate and robust ``black-box’’ solver for hyperbolic systems of conservation and balance laws. They were successfully applied to a large number of hyperbolic systems including several nonconservative ones. To overcome the difficulties related to the presence of nonconservative product terms, several special techniques were proposed. However, none of these techniques was sufficiently robust and thus the applicability of the original central-upwind schemes was rather limited. In this paper, we rewrite the central-upwind schemes in the form of path-conservative schemes. This helps us (i) to show that the main drawback of the original central-upwind approach was the fact that the jump of the nonconservative product terms across cell interfaces has never been taken into account and (ii) to understand how the nonconservative products should be discretized so that their influence on the numerical solution is accurately taken into account. The resulting path-conservative central-upwind scheme is a new robust tool for both conservative and nonconservative hyperbolic systems. We apply the new scheme to the Saint-Venant system with discontinuous bottom topography and two-layer shallow water system. Our numerical results illustrate the good performance of the new path-conservative central-upwind scheme, its robustness and ability to achieve very high resolution.

DOI : 10.1051/m2an/2018077
Classification : 76M12, 65M08, 35L65, 35L67, 86-08
Mots-clés : Nonconservative hyperbolic systems of PDEs, Saint-Venant system, two-layer shallow water equations, central-upwind scheme, path-conservative scheme, well-balanced scheme
Castro Díaz, Manuel Jesús 1 ; Kurganov, Alexander 1 ; Morales de Luna, Tomás 1

1
@article{M2AN_2019__53_3_959_0,
     author = {Castro D{\'\i}az, Manuel Jes\'us and Kurganov, Alexander and Morales de Luna, Tom\'as},
     title = {Path-conservative central-upwind schemes for nonconservative hyperbolic systems},
     journal = {ESAIM: Mathematical Modelling and Numerical Analysis },
     pages = {959--985},
     publisher = {EDP-Sciences},
     volume = {53},
     number = {3},
     year = {2019},
     doi = {10.1051/m2an/2018077},
     zbl = {1418.76034},
     mrnumber = {3969161},
     language = {en},
     url = {http://www.numdam.org/articles/10.1051/m2an/2018077/}
}
TY  - JOUR
AU  - Castro Díaz, Manuel Jesús
AU  - Kurganov, Alexander
AU  - Morales de Luna, Tomás
TI  - Path-conservative central-upwind schemes for nonconservative hyperbolic systems
JO  - ESAIM: Mathematical Modelling and Numerical Analysis 
PY  - 2019
SP  - 959
EP  - 985
VL  - 53
IS  - 3
PB  - EDP-Sciences
UR  - http://www.numdam.org/articles/10.1051/m2an/2018077/
DO  - 10.1051/m2an/2018077
LA  - en
ID  - M2AN_2019__53_3_959_0
ER  - 
%0 Journal Article
%A Castro Díaz, Manuel Jesús
%A Kurganov, Alexander
%A Morales de Luna, Tomás
%T Path-conservative central-upwind schemes for nonconservative hyperbolic systems
%J ESAIM: Mathematical Modelling and Numerical Analysis 
%D 2019
%P 959-985
%V 53
%N 3
%I EDP-Sciences
%U http://www.numdam.org/articles/10.1051/m2an/2018077/
%R 10.1051/m2an/2018077
%G en
%F M2AN_2019__53_3_959_0
Castro Díaz, Manuel Jesús; Kurganov, Alexander; Morales de Luna, Tomás. Path-conservative central-upwind schemes for nonconservative hyperbolic systems. ESAIM: Mathematical Modelling and Numerical Analysis , Tome 53 (2019) no. 3, pp. 959-985. doi : 10.1051/m2an/2018077. http://www.numdam.org/articles/10.1051/m2an/2018077/

R. Abgrall and S. Karni, Two-layer shallow water system: a relaxation approach. SIAM J. Sci. Comput. 31 (2009) 1603–1627. | DOI | MR | Zbl

R. Abgrall and S. Karni, A comment on the computation of non-conservative products. J. Comput. Phys. 229 (2010) 2759–2763. | DOI | MR | Zbl

P. Arminjon, M.-C. Viallon and A. Madrane, A finite volume extension of the Lax–Friedrichs and Nessyahu–Tadmor schemes for conservation laws on unstructured grids Int. J. Comput. Fluid Dyn. 9 (1997) 1–22. | DOI | MR | Zbl

E. Audusse, F. Bouchut, M.-O. Bristeau, R. Klein and B. Perthame, A fast and stable well-balanced scheme with hydrostatic reconstruction for shallow water flows. SIAM J. Sci. Comput. 25 (2004) 2050–2065. | DOI | MR | Zbl

C. Berthon and F. Marche, A positive preserving high order VFRoe scheme for shallow water equations: a class of relaxation schemes. SIAM J. Sci. Comput. 30 (2008) 2587–2612. | DOI | MR | Zbl

F. Bianco, G. Puppo and G. Russo, High order central schemes for hyperbolic systems of conservation laws. SIAM J. Sci. Comput. 21 (1999) 294–322. | DOI | MR | Zbl

A. Bollermann, G. Chen, A. Kurganov and S. Noelle, A well-balanced reconstruction of wet/dry fronts for the shallow water equations. J. Sci. Comput. 56 (2013) 267–290. | DOI | MR | Zbl

A. Bollermann, S. Noelle, M. Lukáčová-Medvidová, Finite volume evolution Galerkin methods for the shallow water equations with dry beds. Commun. Comput. Phys. 10 (2011) 371–404. | DOI | MR | Zbl

F. Bouchut, Nonlinear stability of finite volume methods for hyperbolic conservation laws and well-balanced schemes for sources. Frontiers in Mathematics. Birkhäuser Verlag, Basel (2004). | DOI | MR | Zbl

F. Bouchut and T. Morales De Luna, An entropy satisfying scheme for two-layer shallow water equations with uncoupled treatment. ESAIM: M2AN 42 (2008) 683–698. | DOI | Numdam | MR | Zbl

F. Bouchut and V. Zeitlin, A robust well-balanced scheme for multi-layer shallow water equations. Discrete Contin. Dyn. Syst. Ser. B 13 (2010) 739–758. | MR | Zbl

S. Bryson, Y. Epshteyn, A. Kurganov and G. Petrova, Well-balanced positivity preserving central-upwind scheme on triangular grids for the Saint-Venant system. ESAIM: M2AN 45 (2011) 423–446. | DOI | Numdam | MR | Zbl

M. Castro, J. Macas and C. Parés, A Q-scheme for a class of systems of coupled conservation laws with source term. Application to a two-layer 1-D shallow water system. ESAIM: M2AN 35 (2001) 107–127. | DOI | Numdam | MR | Zbl

M. Castro, A. Pardo, C. Parés and E. Toro, On some fast well-balanced first order solvers for nonconservative systems. Math. Comput. 79 (2010) 1427–1472. | DOI | MR | Zbl

M.J. Castro, P.G. Lefloch, M.L. Muñoz-Ruiz and C. Parés, Why many theories of shock waves are necessary: convergence error in formally path-consistent schemes. J. Comput. Phys. 227 (2008) 8107–8129. | DOI | MR | Zbl

M.J. Castro, T. Morales De Luna and C. Parés, Well-balanced schemes and path-conservative numerical methods. Handbook of Numerical Methods for Hyperbolic Problems. In Vol. 18 of Handbook of Numerical Analysis. Elsevier/North-Holland, Amsterdam (2017) 131–175. | MR

M. Castro Diaz and E. Fernández-Nieto, A class of computationally fast first order finite volume solvers: PVM methods. SIAM J. Sci. Comput. 34 (2012) A2173–A2196. | DOI | MR | Zbl

J.-J. Cauret, J.-F. Colombeau and A.Y. Le Roux, Discontinuous generalized solutions of nonlinear nonconservative hyperbolic equations. J. Math. Anal. Appl. 139 (1989) 552–573. | DOI | MR | Zbl

A. Chertock, A. Kurganov, Z. Qu and T. Wu, Three-layer approximation of two-layer shallow water equations. Math. Model. Anal. 18 (2013) 675–693. | DOI | MR | Zbl

G. Dal Maso, P.G. Lefloch and F. Murat, Definition and weak stability of nonconservative products. J. Math. Pures Appl. 74 (1995) 483–548. | MR | Zbl

A. De Saint-Venant, Thèorie du mouvement non-permanent des eaux. avec application aux crues des rivière at à l’introduction des marèes dans leur lit. C.R. Acad. Sci. Paris 73 (1871) 147–154. | JFM

M. Dumbser, A. Hidalgo and O. Zanotti, High order space-time adaptive ADER-WENO finite volume schemes for non-conservative hyperbolic systems. Comput. Methods Appl. Mech. Eng. 268 (2014) 359–387. | DOI | MR | Zbl

U.S. Fjordholm, S. Mishra and E. Tadmor, Well-balanced and energy stable schemes for the shallow water equations with discontinuous topography. J. Comput. Phys. 230 (2011) 5587–5609. | DOI | MR | Zbl

K.O. Friedrichs, Symmetric hyperbolic linear differential equations. Commun. Pure Appl. Math. 7 (1954) 345–392. | DOI | MR | Zbl

S. Gottlieb, D. Ketcheson, and C.-W. Shu, Strong Stability Preserving Runge–Kutta and Multistep Time Discretizations. World Scientific Publishing Co. Pte. Ltd. Hackensack, NJ (2011). | DOI | MR | Zbl

S. Gottlieb, C.-W. Shu and E. Tadmor, Strong stability-preserving high-order time discretization methods. SIAM Rev. 43 (2001) 89–112. | DOI | MR | Zbl

A. Harten, P. Lax and B. Van Leer, On upstream differencing and Godunov-type schemes for hyperbolic conservation laws. SIAM Rev. 25 (1983) 35–61. | DOI | MR | Zbl

G.-S. Jiang and E. Tadmor, Nonoscillatory central schemes for multidimensional hyperbolic conservation laws. SIAM J. Sci. Comput. 19 (1998) 1892–1917. | DOI | MR | Zbl

A. Kurganov, Well-balanced central-upwind scheme for compressible two-phase flows. In: Proceedings of the European Conference on Computational Fluid Dynamics ECCOMAS CFD (2006).

A. Kurganov, Central schemes: a powerful black-box solver for nonlinear hyperbolic PDEs. Handbook of Numerical Methods for Hyperbolic Problems. In Vol. 17 of Handbook of Numerical Analysis. Elsevier/North-Holland, Amsterdam (2016) 525–548. | MR

A. Kurganov and D. Levy, Central-upwind schemes for the Saint-Venant system. ESAIM: M2AN 36 (2002) 397–425. | DOI | Numdam | MR | Zbl

A. Kurganov and C.-T. Lin, On the reduction of numerical dissipation in central-upwind schemes. Commun. Comput. Phys. 2 (2007) 141–163. | MR | Zbl

A. Kurganov and J. Miller, Central-upwind scheme for Savage–Hutter type model of submarine landslides and generated tsunami waves. Comput. Methods Appl. Math. 14 (2014) 177–201. | DOI | MR | Zbl

A. Kurganov, S. Noelle and G. Petrova, Semi-discrete central-upwind scheme for hyperbolic conservation laws and Hamilton–Jacobi equations. SIAM J. Sci. Comput. 23 (2001) 707–740. | DOI | MR | Zbl

A. Kurganov and G. Petrova, A second-order well-balanced positivity preserving central-upwind scheme for the Saint-Venant system. Commun. Math. Sci. 5 (2007) 133–160. | DOI | MR | Zbl

A. Kurganov, G. Petrova, Central-upwind schemes for two-layer shallow equations. SIAM J. Sci. Comput. 31 (2009) 1742–1773. | DOI | MR | Zbl

A. Kurganov, M. Prugger and T. Wu, Second-order fully discrete central-upwind scheme for two-dimensional hyperbolic systems of conservation laws. SIAM J. Sci. Comput. 39 (2017) A947–A965. | DOI | MR | Zbl

A. Kurganov and E. Tadmor, New high resolution central schemes for nonlinear conservation laws and convection-diffusion equations. J. Comput. Phys. 160 (2000) 241–282. | DOI | MR | Zbl

J.L. Lagrange, Traité de la résolution des équations numériques, Paris 1798. Reprinted in Œuvres complètes, tome 8. Gallica (1879).

P.D. Lax, Weak solutions of nonlinear hyperbolic equations and their numerical computation. Commun. Pure Appl. Math. 7 (1954) 159–193. | DOI | MR | Zbl

P.G. Lefloch, Hyperbolic systems of conservation laws. The theory of classical and nonclassical shock waves. Lectures in Mathematics ETH Zürich. Birkhäuser Verlag, Basel (2002). | MR | Zbl

P.G. Lefloch, Graph solutions of nonlinear hyperbolic systems. J. Hyperbolic Differ. Equ. 1 (2004) 643–689. | DOI | MR | Zbl

R.J. Leveque, Balancing source terms and flux gradients in high-resolution Godunov methods: the quasi-steady wave-propagation algorithm. J. Comput. Phys. 146 (1998) 346–365. | DOI | MR | Zbl

D. Levy, G. Puppo and G. Russo, A fourth-order central WENO scheme for multidimensional hyperbolic systems of conservation laws. SIAM J. Sci. Comput. 24 (2002) 480–506. | DOI | MR | Zbl

K.-A. Lie and S. Noelle, An improved quadrature rule for the flux-computation in staggered central difference schemes in multidimensions. J. Sci. Comput. 63 (2003) 1539–1560. | MR

K.-A. Lie and S. Noelle, On the artificial compression method for second-order nonoscillatory central difference schemes for systems of conservation laws. SIAM J. Sci. Comput. 24 (2003) 1157–1174. | DOI | MR | Zbl

X.-D. Liu and E. Tadmor, Third order nonoscillatory central scheme for hyperbolic conservation laws. Numer. Math. 79 (1998) 397–425. | DOI | MR | Zbl

J. Macas, C. Pares and M.J. Castro, Improvement and generalization of a finite element shallow-water solver to multi-layer systems. Int. J. Numer. Methods Fluids 31 (1999) 1037–1059. | DOI | MR | Zbl

J.-M. Masella, I. Faille and T. Gallouët, On an approximate Godunov scheme. Int. J. Comput. Fluid Dyn. 12 (1999) 133–149. | DOI | MR | Zbl

M. Mignotte and D. Stefanescu, On an Estimation of Polynomial Roots by Lagrange. Tech. Report 025/2002. IRMA Strasbourg (2002) 1–17. Available at: http://hal.archives-ouvertes.fr/hal-00129675/en/.

M.L. Muñoz-Ruiz and C. Parés, On the convergence and well-balanced property of path-conservative numerical schemes for systems of balance laws J. Sci. Comput. 48 (2011) 274–295. | DOI | MR | Zbl

H. Nessyahu and E. Tadmor, Nonoscillatory central differencing for hyperbolic conservation laws. J. Comput. Phys. 87 (1990) 408–463. | DOI | MR | Zbl

C. Parés, Numerical methods for nonconservative hyperbolic, systems: a theoretical framework. SIAM J. Numer. Anal. 44 (2006) 300–321. | DOI | MR | Zbl

C. Parés, Path-conservative numerical methods for nonconservative hyperbolic systems. In: Numerical Methods for Balance Laws.. Quad. Mat. Dept. Math. Seconda Univ. Napoli, Caserta 24 (2009) 67–121. | MR | Zbl

C. Parés and M. Castro, On the well-balance property of Roe’s method for nonconservative hyperbolic systems. Applications to shallow-water systems. ESAIM: M2AN 38 (2004) 821–852. | DOI | Numdam | MR | Zbl

P. Roe, Approximate Riemann solvers, parameter vectors, and difference schemes. J. Comput. Phys. 43 (1981) 357–372. | DOI | MR | Zbl

J. Schijf, Schonfeld J., Theoretical considerations on the motion of salt and fresh water. In: Proceedings, Minnesota International Hydraulics Convention (1953) 321–333.

C.-W. Shu, High order weighted essentially nonoscillatory schemes for convection dominated problems. SIAM Rev. 51 (2009) 82–126. | DOI | MR | Zbl

B. Van Leer, Towards the ultimate conservative difference scheme, V. A second-order sequel to Godunov’s method. J. Comput. Phys. 32 (1979) 101–136. | DOI | Zbl

A.I. Vol’Pert, Spaces BV and quasilinear equations. Mat. Sb. (N.S.) 73 (1967) 255–302. | Zbl

Cité par Sources :