This paper presents entropy symmetrization and high-order accurate entropy stable schemes for the relativistic magnetohydrodynamic (RMHD) equations. It is shown that the conservative RMHD equations are not symmetrizable and do not admit a thermodynamic entropy pair. To address this issue, a symmetrizable RMHD system, equipped with a convex thermodynamic entropy pair, is first proposed by adding a source term into the equations, providing an analogue to the nonrelativistic Godunov--Powell system. Arbitrarily high-order accurate entropy stable finite difference schemes are developed on Cartesian meshes based on the symmetrizable RMHD system. The crucial ingredients of these schemes include (i) affordable explicit entropy conservative fluxes which are technically derived through carefully selected parameter variables, (ii) a special high-order discretization of the source term in the symmetrizable RMHD system, and (iii) suitable high-order dissipative operators based on essentially nonoscillatory reconstruction to ensure the entropy stability. Several numerical tests demonstrate the accuracy and robustness of the proposed entropy stable schemes.
Numerical schemes provably preserving the positivity of density and pressure are highly desirable for ideal magnetohydrodynamics (MHD), but the rigorous positivity-preserving (PP) analysis remains challenging. The difficulties mainly arise from the intrinsic complexity of the MHD equations as well as the indeterminate relation between the PP property and the divergence-free condition on the magnetic field. This paper presents the first rigorous PP analysis of conservative schemes with the Lax--Friedrichs (LF) flux for 1D and multidimensional ideal MHD. The significant innovation is the discovery of the theoretical connection between the PP property and a discrete divergence-free (DDF) condition. This connection is established through the generalized LF splitting properties, which are alternatives to the usually expected LF splitting property that does not hold for ideal MHD. The generalized LF splitting properties involve a number of admissible states strongly coupled by the DDF condition, making their derivation very difficult. We derive these properties via a novel equivalent form of the admissible state set and an important inequality, which is skillfully constructed by technical estimates. Rigorous PP analysis is then presented for finite volume and discontinuous Galerkin schemes with the LF flux on uniform Cartesian meshes. In the 1D case, the PP property is proved for the first-order scheme with proper numerical viscosity, and also for arbitrarily high-order schemes under conditions accessible by a PP limiter. In the 2D case, we show that the DDF condition is necessary and crucial for achieving the PP property. It is observed that even slightly violating the proposed DDF condition may cause failure to preserve the positivity of pressure. We prove that the 2D LF type scheme with proper numerical viscosity preserves both the positivity and the DDF condition. Sufficient conditions are derived for 2D PP high-order schemes, and extension to 3D is discussed. Numerical examples provided in the supplementary material further confirm the theoretical findings.
This paper proposes and analyzes arbitrarily high-order discontinuous Galerkin (DG) and finite volume methods which provably preserve the positivity of density and pressure for the ideal magnetohydrodynamics (MHD) on general meshes. Unified auxiliary theories are built for rigorously analyzing the positivity-preserving (PP) property of numerical MHD schemes with a Harten–Lax–van Leer (HLL) type flux on polytopal meshes in any space dimension. The main challenges overcome here include establishing certain relation between the PP property and a discrete divergence of magnetic field on general meshes, and estimating proper wave speeds in the HLL flux to ensure the PP property. In the 1D case, we prove that the standard DG and finite volume methods with the proposed HLL flux are PP, under a condition accessible by a PP limiter. For the multidimensional conservative MHD system, the standard DG methods with a PP limiter are not PP in general, due to the effect of unavoidable divergence error in the magnetic field. We construct provably PP high-order DG and finite volume schemes by proper discretization of the symmetrizable MHD system, with two divergence-controlling techniques: the locally divergence-free elements and suitably discretized Godunov–Powell source term. The former technique leads to zero divergence within each cell, while the latter controls the divergence error across cell interfaces. Our analysis reveals in theory that a coupling of these two techniques is very important for positivity preservation, as they exactly contribute the discrete divergence terms which are absent in standard multidimensional DG schemes but crucial for ensuring the PP property. Several numerical tests further confirm the PP property and the effectiveness of the proposed PP schemes. Unlike the conservative MHD system, the exact smooth solutions of the symmetrizable MHD system are proved to retain the positivity even if the divergence-free condition is not satisfied. Our analysis and findings further the understanding, at both discrete and continuous levels, of the relation between the PP property and the divergence-free constraint.
This paper first studies the admissible state set $\mathcal G$ of relativistic magnetohydrodynamics (RMHD). It paves a way for developing physical-constraints-preserving (PCP) schemes for the RMHD equations with the solutions in $\mathcal G$. To overcome the difficulties arising from the extremely strong nonlinearities and no explicit formulas of the primitive variables and the flux vectors with respect to the conservative vector, two equivalent forms of $\mathcal G$ with explicit constraints on the conservative vector are skillfully discovered. The first is derived by analyzing roots of several polynomials and transferring successively them, and further used to prove the convexity of $\mathcal G$ with the aid of semi-positive definiteness of the second fundamental form of a hypersurface. While the second is derived based on the convexity, and then used to show the orthogonal invariance of $\mathcal G$. The Lax–Friedrichs (LxF) splitting property does not hold generally for the nonzero magnetic field, but by a constructive inequality and pivotal techniques, we discover the generalized LxF splitting properties, combining the convex combination of some LxF splitting terms with a discrete divergence-free condition of the magnetic field. Based on the above analyses, several 1D and 2D PCP schemes are then studied. In the 1D case, a first-order accurate LxF-type scheme is first proved to be PCP under the Courant–Friedrichs–Lewy (CFL) condition, and then the high-order accurate PCP schemes are proposed via a PCP limiter. In the 2D case, the discrete divergence-free condition and PCP property are analyzed for a first-order accurate LxF-type scheme, and two sufficient conditions are derived for high-order accurate PCP schemes. Our analysis reveals in theory for the first time that the discrete divergence-free condition is closely connected with the PCP property. Several numerical examples demonstrate the theoretical findings and the performance of numerical schemes.
We consider the reconstruction of the Robin impedance coefficient of a heat conduction system in a two-dimensional spatial domain from the time-average measurement specified on the boundary. By applying the potential representation of a solution, this nonlinear inverse problem is transformed into an ill-posed integral system coupling the density function for potential and the
unknown boundary impedance. The uniqueness as well as the conditional stability of this inverse problem is established from the integral system. Then we propose to find the boundary impedance by solving a non-convex regularizing optimization problem. The well-posedness of this optimization problem together with the convergence property of the minimizer is analyzed. Finally, based on the singularity decomposition of the potential representation of the solution, two iteration schemes with their numerical realizations are proposed to solve this optimization problem
We consider an inverse problem of recovering a time-dependent factor of an unknown source on some subboundary for a diffusion equation with time fractional derivative by nonlocal measurement data. Such fractional-order equations describe anomalous diffusion of some contaminants in heterogeneous media such as soil and model the contamination process from an unknown source located on a part of the boundary of the concerned domain. For this inverse problem, we firstly establish the well-posedness in some Sobolev space. Then we propose two regularizing schemes in order to reconstruct an unknown boundary source stably in terms of the noisy measurement data. The first regularizing scheme is based on an integral equation of the second kind which an unknown boundary source solves, and we prove a convergence rate of regularized solutions with a suitable choice strategy of the regularizing parameter. The second regularizing scheme relies directly on
discretization by the radial basis function for the initial-boundary value problem for fractional diffusion equation, and we carry out numerical tests, which show the validity of our proposed regularizing scheme.
We consider the problem of reconstructing unknown inclusions inside a thermal conductor from boundary measurements, which arises from active thermography and is formulated as an inverse boundary value problem for the heat equation. In our previous works, we proposed a sampling-type method for reconstructing the boundary of the unknown inclusion and gave its rigorous mathematical justification. In this paper, we continue our previous works and provide a further investigation of the reconstruction method from both the theoretical and numerical points of view. First, we analyze the solvability of the Neumann-to-Dirichlet map gap equation and establish a relation of its solution to the Green function of an interior transmission problem for the inclusion. This naturally provides a way of computing this Green function from the Neumann-to-Dirichlet map. Our new findings reveal the essence of the reconstruction method. A convergence result for noisy measurement data is also proved. Second, based on the heat layer potential argument, we perform a numerical implementation of the reconstruction method for the homogeneous inclusion case. Numerical results are presented to show the efficiency and stability of the proposed method.
Consider the problem of reconstructing unknown Robin inclusions inside a heat conductor from boundary measurements. This problem arises from active thermography and is formulated as an inverse boundary value problem for the heat equation. In our previous works, we proposed a sampling-type method for reconstructing the boundary of the Robin inclusion and gave its rigorous mathematical justification. This method is non-iterative and based on the characterization of the solution to the so-called Neumann-to-Dirichlet map gap equation. In this paper, we give a further investigation of the reconstruction method from both the theoretical and numerical points of view. First, we clarify the solvability of the Neumann-to-Dirichlet map gap equation and establish a relation of its solution to the Green function associated with an initial-boundary value problem for the heat equation inside the Robin inclusion. This naturally provides a way of computing this Green function from the Neumann-to-Dirichlet map and explains what is the input for the linear sampling method. Assuming that the Neumann-to-Dirichlet map gap equation has a unique solution, we also show the convergence of our method for noisy measurements. Second, we give the numerical implementation of the reconstruction method for two-dimensional spatial domains. The measurements for our inverse problem are simulated by solving the forward problem via the boundary integral equation method. Numerical results are presented to illustrate the efficiency and stability of the proposed method. By using a finite sequence of transient input over a time interval, we propose a new sampling method over the time interval by single measurement which is most likely to be practical.
We consider an inverse time-dependent source problem governed by a distributed time-fractional diffusion equation using interior measurement data. Such a problem arises in some ultra-slowdiffusion phenomena in many applied areas. Based on the regularity result of the solution to the direct problem, we establish the solvability of this inverse problem as well as the conditional stability
in suitable function space with a weak norm. By a variational identity connecting the unknown time-dependent source and the interior measurement data, the conjugate gradient method is also introduced to construct the inversion algorithm under the framework of regularizing scheme. We show the validity of the proposed scheme by several numerical examples.
Consider the image restoration from incomplete noisy frequency data with total variation and sparsity regularizing penalty terms. Firstly, we establish an unconstrained optimization model with dierent smooth approximations on the regularizing terms. Then, to weaken the amount of computations for cost functional with total variation term, the alternating iterative scheme is developed to obtain the exact solution through shrinkage thresholding in inner loop, while the nonlinear Euler equation is appropriately linearized at each iteration in exterior loop, yielding a linear system with diagonal coefficient matrix in frequency domain. Finally the linearized iteration is proven to be convergent in generalized sense for suitable regularizing parameters, and the error between the linearized iterative solution and the one gotten from the exact nonlinear Euler equation is rigorously estimated, revealing the essence of the proposed alternative iteration scheme. Numerical tests for different configurations show the validity of the proposed scheme, compared with some existing algorithms.
We develop Random Batch Methods for interacting particle systems with large number of particles. These methods use small but random batches for particle interactions, thus the computational cost is reduced from $O(N^2)$ per time step to $O(N)$, for a system with $N$ particles with binary interactions. On one hand, these methods are efficient Asymptotic-Preserving schemes for the underlying particle systems, allowing $N$-independent time steps and also capture, in the $N \to \infty$ limit, the solution of the mean field limit which are nonlinear Fokker-Planck equations; on the other hand, the stochastic processes generated by the algorithms can also be regarded as new models for the underlying problems. For one of the methods, we give a particle number independent error estimate under some special interactions. Then, we apply these methods to some representative problems in mathematics, physics, social and data sciences, including the Dyson Brownian motion from random matrix theory, Thomson's problem, distribution of wealth, opinion dynamics and clustering. Numerical results show that the methods can capture both the transient solutions and the global equilibrium in these problems.
This paper presents a least-squares finite element method for linear Phan-Thien–Tanner(PTT) viscoelastic fluid flows. We consider stabilized weights in the LS method for the viscoelastic model and prove that the LS approximation converges to the linearized solutions of the linear PTT model; the convergence is at the optimal rate for the velocity in the H1-norm and at suboptimal rates for the stress and pressure in the L2-norm, respectively. For numerical experiments, we first consider the flow through a planar channel to illustrate our theoretical results. The LS method is then applied to a flow through the slot channel with two depth ratios and the effects of physical parameters are discussed. Numerical solutions of the channel problem indicate that flow characteristics of the viscoelastic polymer solution are described by the results obtained using the method. Furthermore, we present the hole pressure for various Weissenberg numbers, and compare with that derived from the Higashitani–Pritchard (HP) theory.
Jianli ZhaoUniversity of Science and Technology of ChinaQian ZhangUniversity of Science and Technology of ChinaYang YangMichigan Technological UniversityYinhua XiaUniversity of Science and Technology of China
Numerical Analysis and Scientific Computingmathscidoc:2008.25011
Journal of Computational Physics, 421, 109729, 2020.9