Implicit-explicit methods for a class of nonlinear nonlocal gradient flow equations modelling collective behaviour
Abstract The numerical solution of nonlinear convection-diffusion equations with nonlocal flux by explicit finite difference methods is costly due to the local spatial convolution within the convective numerical flux and the disadvantageous Courant-Friedrichs-Lewy (CFL) condition caused by the diffusion term. More efficient numerical methods are obtained by applying second-order implicit-explicit (IMEX) Runge-Kutta time discretizations to an available explicit scheme for such models in Carrillo et al. (2015) [13] . The resulting IMEX-RK methods require solving nonlinear algebraic systems in every time step. It is proven, for a general number of space dimensions, that this method is well def…
Approximate Taylor methods for ODEs
Abstract A new method for the numerical solution of ODEs is presented. This approach is based on an approximate formulation of the Taylor methods that has a much easier implementation than the original Taylor methods, since only the functions in the ODEs, and not their derivatives, are needed, just as in classical Runge–Kutta schemes. Compared to Runge–Kutta methods, the number of function evaluations to achieve a given order is higher, however with the present procedure it is much easier to produce arbitrary high-order schemes, which may be important in some applications. In many cases the new approach leads to an asymptotically lower computational cost when compared to the Taylor expansio…
Spectral WENO schemes with Adaptive Mesh Refinement for models of polydisperse sedimentation
The sedimentation of a polydisperse suspension with particles belonging to N size classes (species) can be described by a system of N nonlinear, strongly coupled scalar first-order conservation laws. Its solutions usually exhibit kinematic shocks separating areas of different composition. Based on the so-called secular equation [J. Anderson, Lin. Alg. Appl. 246, 49–70 (1996)], which provides access to the spectral decomposition of the Jacobian of the flux vector for this class of models, Burger et al. [J. Comput. Phys. 230, 2322–2344 (2011)] proposed a spectral weighted essentially non-oscillatory (WENO) scheme for the numerical solution of the model. It is demonstrated that the efficiency …
Implicit–explicit schemes for nonlinear nonlocal equations with a gradient flow structure in one space dimension
Linearly implicit-explicit schemes for the equilibrium dispersive model of chromatography
Abstract Numerical schemes for the nonlinear equilibrium dispersive (ED) model for chromatographic processes with adsorption isotherms of Langmuir type are proposed. This model consists of a system of nonlinear, convection-dominated partial differential equations. The nonlinear convection gives rise to sharp moving transitions between concentrations of different solute components. This property calls for numerical methods with shock capturing capabilities. Based on results by Donat, Guerrero and Mulet (Appl. Numer. Math. 123 (2018) 22–42), conservative shock capturing numerical schemes can be designed for this chromatography model. Since explicit schemes for diffusion problems can pose seve…
A flux-split algorithm applied to conservative models for multicomponent compressible flows
In this paper we consider a conservative extension of the Euler equations for gas dynamics to describe a two-component compressible flow in Cartesian coordinates. It is well known that classical shock-capturing schemes applied to conservative models are oscillatory near the interface between the two gases. Several authors have addressed this problem proposing either a primitive consistent algorithm [J. Comput. Phys. 112 (1994) 31] or Lagrangian ingredients (Ghost Fluid Method by Fedkiw et al. [J. Comput. Phys. 152 (1999) 452] and [J. Comput. Phys. 169 (2001) 594]). We solve directly this conservative model by a flux-split algorithm, due to the first author (see [J. Comput. Phys. 125 (1996) …
A Numerical Method for an Inverse Problem Arising in Two-Phase Fluid Flow Transport Through a Homogeneous Porous Medium
In this paper we study the inverse problem arising in the model describing the transport of two-phase flow in porous media. We consider some physical assumptions so that the mathematical model (direct problem) is an initial boundary value problem for a parabolic degenerate equation. In the inverse problem we want to determine the coefficients (flux and diffusion functions) of the equation from a set of experimental data for the recovery response. We formulate the inverse problem as a minimization of a suitable cost function and we derive its numerical gradient by means of the sensitivity equation method. We start with the discrete formulation and, assuming that the direct problem is discret…
The Two-Jacobian Scheme for Systems of Conservation Laws
High Order Extrapolation Techniques for WENO Finite-Difference Schemes Applied to NACA Airfoil Profiles
Finite-difference WENO schemes are capable of approximating accurately and efficiently weak solutions of hyperbolic conservation laws. In this context high order numerical boundary conditions have been proven to increase significantly the resolution of the numerical solutions. In this paper a finite-difference WENO scheme is combined with a high order boundary extrapolation technique at ghost cells to solve problems involving NACA airfoil profiles. The results obtained are comparable with those obtained through other techniques involving unstructured meshes.
Some techniques for improving the resolution of finite difference component-wise WENO schemes for polydisperse sedimentation models
Polydisperse sedimentation models can be described by a system of conservation laws for the concentration of each species of solids. Some of these models, as the Masliyah-Locket-Bassoon model, can be proven to be hyperbolic, but its full characteristic structure cannot be computed in closed form. Component-wise finite difference WENO schemes may be used in these cases, but these schemes suffer from an excessive diffusion and may present spurious oscillations near shocks. In this work we propose to use a flux-splitting that prescribes less numerical viscosity for component-wise finite difference WENO schemes. We compare this technique with others to alleviate the diffusion and oscillatory be…
Non-linear Local Polynomial Regression Multiresolution Methods Using $$\ell ^1$$-norm Minimization with Application to Signal Processing
Harten’s Multiresolution has been developed and used for different applications such as fast algorithms for solving linear equations or compression, denoising and inpainting signals. These schemes are based on two principal operators: decimation and prediction. The goal of this paper is to construct an accurate prediction operator that approximates the real values of the signal by a polynomial and estimates the error using \(\ell ^1\)-norm in each point. The result is a non-linear multiresolution method. The order of the operator is calculated. The stability of the schemes is ensured by using a special error control technique. Some numerical tests are performed comparing the new method with…
A Nonlinear Primal-Dual Method for Total Variation-Based Image Restoration
We present a new method for solving total variation (TV) minimization problems in image restoration. The main idea is to remove some of the singularity caused by the nondifferentiability of the quantity $|\nabla u|$ in the definition of the TV-norm before we apply a linearization technique such as Newton's method. This is accomplished by introducing an additional variable for the flux quantity appearing in the gradient of the objective function, which can be interpreted as the normal vector to the level sets of the image u. Our method can be viewed as a primal-dual method as proposed by Conn and Overton [ A Primal-Dual Interior Point Method for Minimizing a Sum of Euclidean Norms, preprint,…
Well-Balanced Adaptive Mesh Refinement for shallow water flows
Well-balanced shock capturing (WBSC) schemes constitute nowadays the state of the art in the numerical simulation of shallow water flows. They allow to accurately represent discontinuous behavior, known to occur due to the non-linear hyperbolic nature of the shallow water system, and, at the same time, numerically maintain stationary solutions. In situations of practical interest, these schemes often need to be combined with some kind of adaptivity, in order to speed up computing times. In this paper we discuss what ingredients need to be modified in a block-structured AMR technique in order to ensure that, when combined with a WBSC scheme, the so-called 'water at rest' stationary solutions…
A secular equation for the Jacobian matrix of certain multispecies kinematic flow models
Solving a model for 1-D, three-phase flow vertical equilibrium processes in a homogeneous porous medium by means of a Weighted Essentially Non Oscillatory numerical scheme
Mathematical models of multi-phase flow are useful in some engineering applications like enhanced oil recovery, filtration of pollutants into subsurface, etc. In this work, we derive a mathematical model for the motion of one-dimensional three-phase flow in a porous medium under the condition of vertical equilibrium, which can be viewed as an extension of some two-phase flow models described in the literature. Our model involves a system of two partial differential equations in the form of viscous conservation laws, whose solutions may contain very sharp transitions. We show that a high-order/high resolution Weighted Essentially Non Oscillatory scheme is an appropriate tool to discretize th…
Lossless and near-lossless image compression based on multiresolution analysis
There are applications in data compression, where quality control is of utmost importance. Certain features in the decoded signal must be exactly, or very accurately recovered, yet one would like to be as economical as possible with respect to storage and speed of computation. In this paper, we present a multi-scale data-compression algorithm within Harten's interpolatory framework for multiresolution that gives a specific estimate of the precise error between the original and the decoded signal, when measured in the L"~ and in the L"p (p=1,2) discrete norms. The proposed algorithm does not rely on a tensor-product strategy to compress two-dimensional signals, and it provides a priori bound…
On the hyperbolicity of certain models of polydisperse sedimentation
The sedimentation of a polydisperse suspension of small spherical particles dispersed in a viscous fluid, where particles belong to N species differing in size, can be described by a strongly coupled system of N scalar, nonlinear first-order conservation laws for the evolution of the volume fractions. The hyperbolicity of this system is a property of theoretical importance because it limits the range of validity of the model and is of practical interest for the implementation of numerical methods. The present work, which extends the results of R. Burger, R. Donat, P. Mulet, and C.A. Vega (SIAM Journal on Applied Mathematics 2010; 70:2186–2213), is focused on the fluxes corresponding to the …
Highly Accurate Conservative Finite Difference Schemes and Adaptive Mesh Refinement Techniques for Hyperbolic Systems of Conservation Laws
We review a conservative finite difference shock capturing scheme that has been used by our research team over the last years for the numerical simulations of complex flows [3, 6]. This scheme is based on Shu and Osher’s technique [9] for the design of highly accurate finite difference schemes obtained by flux reconstruction procedures (ENO, WENO) on Cartesian meshes and Donat-Marquina’s flux splitting [4]. We then motivate the need for mesh adaptivity to tackle realistic hydrodynamic simulations on two and three dimensions and describe some details of our Adaptive Mesh Refinement (AMR) ([2, 7]) implementation of the former finite difference scheme [1]. We finish the work with some numerica…
Hybrid WENO schemes for polydisperse sedimentation models
International audience; Polydisperse sedimentation models can be described by a strongly coupled system of conservation laws for the concentration of each species of solids. Typical solutions for the sedimentation model considered for batch settling in a column include stationary kinematic shocks separating layers of sediment of different composition. This phenomenon, known as segregation of species, is a specially demanding task for numerical simulation due to the need of accurate numerical simulations. Very high-order accurate solutions can be constructed by incorporating characteristic information, available due to the hyperbolicity analysis made in Donat and Mulet [A secular equation fo…
Adaptive mesh refinement techniques for high-order shock capturing schemes for multi-dimensional hydrodynamic simulations
The numerical simulation of physical phenomena represented by non-linear hyperbolic systems of conservation laws presents specific difficulties mainly due to the presence of discontinuities in the solution. State of the art methods for the solution of such equations involve high resolution shock capturing schemes, which are able to produce sharp profiles at the discontinuities and high accuracy in smooth regions, together with some kind of grid adaption, which reduces the computational cost by using finer grids near the discontinuities and coarser grids in smooth regions. The combination of both techniques presents intrinsic numerical and programming difficulties. In this work we present a …
High Order in Space and Time Schemes Through an Approximate Lax-Wendroff Procedure
This paper deals with the scheme proposed by the authors in Zorio, Baeza and Mulet (J Sci Comput 71(1):246–273, 2017). This scheme is an alternative to the techniques proposed in Qiu and Shu (SIAM J Sci Comput 24(6):2185–2198, 2003) to obtain high-order accurate schemes using Weighted Essentially Non Oscillatory finite differences and approximating the flux derivatives required by the Cauchy-Kovalevskaya procedure by simple centered finite differences. We analyse how errors in first-order terms near discontinuities propagate through both versions of the Cauchy-Kovalevskaya procedure. We propose a fluctuation control, for which the approximation of the first-order derivative to be used in th…
Weighted Extrapolation Techniques for Finite Difference Methods on Complex Domains with Cartesian Meshes
The design of numerical boundary conditions in high order schemes is a challenging problem that has been tackled in different ways depending on the nature of the problem and the scheme used to solve it numerically. In this paper we propose a technique to extrapolate the information from the computational domain to ghost cells for schemes with structured Cartesian Meshes on complex domains. This technique is based on the application of Lagrange interpolation with weighted filters for the detection of discontinuities that permits a data dependent extrapolation, with high order at smooth regions and essentially non oscillatory properties near discontinuities. This paper is a sequel of Baeza et…
On the implementation of weno schemes for a class of polydisperse sedimentation models
The sedimentation of a polydisperse suspension of small rigid spheres of the same density, but which belong to a finite number of species (size classes), can be described by a spatially one-dimensional system of first-order, nonlinear, strongly coupled conservation laws. The unknowns are the volume fractions (concentrations) of each species as functions of depth and time. Typical solutions, e.g. for batch settling in a column, include discontinuities (kinematic shocks) separating areas of different composition. The accurate numerical approximation of these solutions is a challenge since closed-form eigenvalues and eigenvectors of the flux Jacobian are usually not available, and the characte…
Adaptation based on interpolation errors for high order mesh refinement methods applied to conservation laws
Adaptive mesh refinement is nowadays a widely used tool in the numerical solution of hyperbolic partial differential equations. The algorithm is based on the numerical approximation of the solution of the equations on a hierarchical set of meshes with different resolutions. Among the different parts that compose an adaptive mesh refinement algorithm, the decision of which level of resolution is adequate for each part of the domain, i.e., the design of a refinement criterion, is crucial for the performance of the algorithm. In this work we analyze a refinement strategy based on interpolation errors, as a building block of a high order adaptive mesh refinement algorithm. We show that this tec…
Modelling the spatial-temporal progression of the 2009 A/H1N1 influenza pandemic in Chile
A spatial-temporal transmission model of 2009 A/H1N1 pandemic influenza across Chile, a country that spans a large latitudinal range, is developed to characterize the spatial variation in peak timing of that pandemic as a function of local transmission rates, spatial connectivity assumptions for Chilean regions, and the putative location of introduction of the novel virus into the country. Specifically, a metapopulation SEIR (susceptible-exposed-infected-removed) compartmental model that tracks the transmission dynamics of influenza in 15 Chilean regions is calibrated. The model incorporates population mobility among neighboring regions and indirect mobility to and from other regions via th…
Reprint of: Approximate Taylor methods for ODEs
Abstract A new method for the numerical solution of ODEs is presented. This approach is based on an approximate formulation of the Taylor methods that has a much easier implementation than the original Taylor methods, since only the functions in the ODEs, and not their derivatives, are needed, just as in classical Runge–Kutta schemes. Compared to Runge–Kutta methods, the number of function evaluations to achieve a given order is higher, however with the present procedure it is much easier to produce arbitrary high-order schemes, which may be important in some applications. In many cases the new approach leads to an asymptotically lower computational cost when compared to the Taylor expansio…
Multiconfigurational Quantum Chemistry Determinations of Absorption Cross Sections (σ) in the Gas Phase and Molar Extinction Coefficients (ε) in Aqueous Solution and Air–Water Interface
Theoretical determinations of absorption cross sections (σ) in the gas phase and molar extinction coefficients (e) in condensed phases (water solution, interfaces or surfaces, protein or nucleic acids embeddings, etc.) are of interest when rates of photochemical processes, J = ∫ ϕ(λ) σ(λ) I(λ) dλ, are needed, where ϕ(λ) and I(λ) are the quantum yield of the process and the irradiance of the light source, respectively, as functions of the wavelength λ. Efficient computational strategies based on single-reference quantum-chemistry methods have been developed enabling determinations of line shapes or, in some cases, achieving rovibrational resolution. Developments are however lacking for stron…
Numerical solution of a spatio-temporal gender-structured model for hantavirus infection in rodents.
In this article we describe the transmission dynamics of hantavirus in rodents using a spatio-temporal susceptible-exposed-infective-recovered (SEIR) compartmental model that distinguishes between male and female subpopulations [L.J.S. Allen, R.K. McCormack and C.B. Jonsson, Bull. Math. Biol. 68 (2006), 511--524]. Both subpopulations are assumed to differ in their movement with respect to local variations in the densities of their own and the opposite gender group. Three alternative models for the movement of the male individuals are examined. In some cases the movement is not only directed by the gradient of a density (as in the standard diffusive case), but also by a non-local convolution…
WENO Schemes for Multi-Dimensional Porous Media Flow Without Capillarity
In this work we derive a numerical technique based on finite-difference WENO schemes for the simulation of multi-dimensional multiphase flows in a homogeneous porous medium. The key idea is to define a compatible discretization for the fluxes of the convective term in order to maintain their divergence-free character not only in the continuous setting but also in the discrete setting, ensuring the conservation of the sum of the saturations through time evolution. The one-dimensional numerical technique is derived in detail for the case of neglected capillarity effects. Numerical results obtained with one-dimensional and two-dimensional standard tests of multiphase flow in a homogeneous poro…
Numerical solution of a multi-class model for batch settling in water resource recovery facilities
In Torfs et al. (2017) a new unified framework to model settling tanks in water resource recovery facilities was proposed providing a set of partial differential equations (PDEs) modelling different settling unit processes in wastewater treatment such as primary and secondary settling tanks (PSTs and SSTs). The extension to a multi-class framework to deal with the distributed properties of the settling particles leads to a system of non-linear hyperbolic-parabolic PDEs whose solutions may contain very sharp transitions. This necessitates the use of a consistent and robust numerical method to obtain well-resolved and reliable approximations to the PDE solutions. The use of implicit–explicit …
A semi-Lagrangian AMR scheme for 2D transport problems in conservation form
In this paper, we construct a semi-Lagrangian (SL) Adaptive-Mesh-Refinement (AMR) solver for 1D and 2D transport problems in conservation form. First, we describe the a-la-Harten AMR framework: the adaptation process selects a hierarchical set of grids with different resolutions depending on the features of the integrand function, using as criteria the point value prediction via interpolation from coarser meshes, and the appearance of large gradients. We integrate in time by reconstructing at the feet of the characteristics through the Point-Value Weighted Essentially Non-Oscillatory (PV-WENO) interpolator. We propose, then, an extension to the 2D setting by making the time integration dime…