Galilean invariance and the conservative difference schemes for scalar laws
© Ran; licensee Springer. 2011
Received: 4 November 2010
Accepted: 7 November 2011
Published: 7 November 2011
Galilean invariance for general conservative finite difference schemes is presented in this article. Two theorems have been obtained for first- and second-order conservative schemes, which demonstrate the necessity conditions for Galilean preservation in the general conservative schemes. Some concrete application has also been presented.
Keywordsdifference scheme symmetry shock capturing method
For gas dynamics, the non-invariance relative to Galilean transformation of a difference scheme which approximates the equations results in non-physical fluctuations, that has been marked in the 1960s of the past century . In 1970, Yanenko and Shokin  developed a method of differential approximations for the study of the group properties of difference schemes for hyperbolic systems of equations. They used the first differential approximation to perform a group analysis. A more recent series of articles was devoted to the Lie point symmetries of differential difference equations on . In a series of more recent articles, the author of this article has used Lie symmetry analysis method to investigate some noteworthy properties of several difference schemes for nonlinear equations in shock capturing [4, 5].
It is well known that as for Navier-Stokes equations, the intrinsic symmetries, except for the scaling symmetries, are just macroscopic consequences of the basic symmetries of Newton's equations governing microscopic molecular motion (in classical approximation). Any physical difference scheme should inherit the elementary symmetries (at least for Galilean symmetry) from the Navier-Stokes equations. This means that Galilean invariance has been an important issue in computational fluid dynamics (CFD). Furthermore, we stress that Galilean invariance is a basic requirement that is demanded for any physical difference scheme. The main purpose of this article is to make differential equations discrete while preserving their Galilean symmetries.
Galilean preservation in first- second-order conservative schemes;
Galilean symmetry preservation and Harten's entropy enforcement condition .
The structure of this article is as follows. First, the general remarks on scalar conservation law and its numerical approximation are very briefly discussed in Section 2, while Section 3 is devoted to the theory of symmetries of differential equations. The following sections are devoted to a complete development of Lie symmetry analysis method proposed here and its application to some special cases of interest. The final section contains concluding remarks.
2. Scalar conservation laws and its numerical approximation
for every smooth test function w(x, t) of compact support.
holds, where s is the speed of propagation of the discontinuity, and u L and u R are the states on the left and on the right of the discontinuity, respectively.
3. Mathematical preliminaries on Lie group analysis
Before studying the symmetries of difference schemes, let us briefly review the theory of symmetries for differential equations. For all details, proofs, and further information, we refer to the many excellent books on the subject, e.g., [12–14]. Here, we follow the style of , but the Lie symmetry description is made concise by emphasizing the significant points and results. In order to provide the reader with a relatively quick and painless introduction to Lie symmetry theory, some important concepts must be introduced.
where each ζ i (x) is a smoothing function of x.
where ζ = (ζ 1,..., ζ p ) are the coefficients of V. The orbits of the one-parameter group action are the maximal integral curves of the vector field V.
Definition 1: A symmetry group of Equation 3.1 is a one-parameter group of transformations G, acting on X × U, such that if u = f(x) is an arbitrary solution of (3.1) and g ε ∈ G then g ε ·f(x) is also a solution of (3.1).
The infinitesimal generator of a symmetry group is called an infinitesimal symmetry. Infinitesimal generators are used to formulate the conditions for a group G to make it a symmetry group. Working with infinitesimal generators is simple. First, we define a prolongation of a vector field. The symmetry group of a system of differential equations is the largest local group of transformations acting on the independent and dependent variables of the system such that it can transform one system solution to another. The main goal of Lie symmetry theory is to determine a useful, systematic, computational method that explicitly determines the symmetry group of any given system of differential equations. The search for the symmetry algebra L of a system of differential equations is best formulated in terms of vector fields acting on the space X × U of independent and dependent variables. The vector field tells us how the variables x, u transform. We also need to know how the derivatives, that is u x , u xx ,..., transform. This is given by the prolongation of the vector field V. Combining these, we have [, p. 110, Theorem 2.36].
where , and , and D J are the total derivative of η with respect to x j .
In the following analysis, we only deal with one-dimensional scalar differential equations that are assumed to be differentiable up to the necessary order.
Suppose we are given an n th order system of differential equations, or, equivalently, a subvariety of the jet space M (n)⊂ X × U (n). A symmetry group of this system is a local transformation G acting on M ⊂ X × U. which transforms solutions of the system to other solutions. We can reduce the important infinitesimals condition for a group G to be a symmetry group of a given system of differential equations. The following theorem [, p. 104, Theorem 2.31] provides the infinitesimal conditions for a group G to be a symmetry group.
for every infinitesimal generator V of G, then G is a symmetry group of the system.
In the following sections, this theorem is used to deduce explicitly different infinitesimal conditions for specific problems. It must be remembered, however, that, in all cases, though only the scalar differential problem is being discussed, Δ v is still used to denote different differential equations.
4. Galilean group and its prolongation
It is well known that as for Navier-Stokes equations, the intrinsic symmetries, except for the scaling symmetries, are just macroscopic consequences of the basic symmetries of Newton's equations governing microscopic molecular motion (in classical approximation). Any physical difference scheme should inherit the elementary symmetries (at least for Galilean symmetry) from the Navier-Stokes equations. This means that Galilean invariance has been an important issue in CFD. Furthermore, we stress that Galilean invariance is a basic requirement that is demanded for any physical difference scheme.
5. Galilean invariance of first-order conservative form scheme
where v 1 = constant.
where β 0, α are some parameters.
Here, it is useful to list some well-known first-order conservative schemes to show their unified character.
5.1. Lax-Friedrichs scheme
5.2. 3-point monotonicity scheme (Godunov, 1959)
5.3. General 3-point conservation scheme
Here Q(x) is some function, which is often referred to as the coefficient of numerical viscosity.
then finite-difference scheme is TVNI under the CFL-like restriction
Then Equation 5.21 is consistence with the results of Harten's. In summary, we obtain
where β 0, α is a dimensionless constant, then the first-order conservative finite different scheme satisfies Galilean invariant condition.
6. Galilean invariance of second-order conservative scheme
where γ 0 = constant. In summary, we obtain
where a, b, n, γ 0 is a dimensionless constant, then the second-order conservative finite different scheme satisfies Galilean invariant condition.
It is well known that the Lax-Wendroff scheme was designed to have the following desirable computational features [16–18]: conservation of form; to have a three-point scheme; second-order accuracy on smooth solutions. Numerical spikes and downstream oscillations are generated in the vicinity of the shock.
The comparison of Equations 6.32 and 6.37 help us to draw some conclusion as follows: based on this analysis, we have known that the well-known Lax-Wendroff scheme can recover the Galilean symmetry approximately.
It is known that the numerical solutions calculated by finite difference schemes are always associated with numerical dissipation and dispersion. Such errors can lead to undesirable numerical effects, especially for shock capturing. A full understanding of the nature of this odd numerical phenomenon is still lacking. Regardless of definition, spurious oscillations and overshoots are the most common symptoms of numerical stability. In one natural interpretation, these numerical phenomena are due to nonlinear stability, which links some symmetry breaking. This article uses a Lie symmetry analysis method to investigate Galilean invariance properties of several difference schemes for nonlinear equations. Two theorems have been obtained, which have demonstrated that the properties of Galilean invariance from a modification equation, can serve as the positive constrain condition for general conservative finite difference schemes.
It should be pointed out that the conclusions presented in this article have preliminary character and demand further study.
The author appreciates the numerous corrections and very useful comments from the referees on the manuscript. The study was supported by the National Natural Science Foundation of China (Grant Nos. 90816013, 10572083), and also supported by the State Key Laboratory for Turbulence and Complex System.
- Harlow FH: The particle-in-cell computing method for fluid dynamics. Methods Comput Phys 1964, 3: 319.Google Scholar
- Yanenko NN, Shokin YI: On the group classification of difference schemes for systems of equations in gas dynamics. Proceedings of the second International Conference on Numerical Methods in Fluid Dynamics 1970.Google Scholar
- Winternitz P: Symmetries of discrete system. Lecture presented at the CIMPA Winter School on Discrete Integrable System 2003.Google Scholar
- Ran Z: Lie symmetries preservation and shock capturing methods. SIAM J Numer Anal 2007,46(1):325-343.MathSciNetView ArticleMATHGoogle Scholar
- Ran Z: Symmetry and non-physical oscillation in shock capturing. Chin Quart Mech 2005, 26: 4. (In Chinese)Google Scholar
- Harten A: High resolution schemes for hyperbolic conservation laws. J Comput Phys 1983, 49: 357-393. 10.1016/0021-9991(83)90136-5MathSciNetView ArticleMATHGoogle Scholar
- Harten A, Lax PD: A random choice finite difference scheme for hyperbolic conservation laws. SIAM J Numer Anal 1981, 18: 289-315. 10.1137/0718021MathSciNetView ArticleMATHGoogle Scholar
- Oleinik OA: Discontinuous solutions of non-linear differential equations. Usp Mat Nauk 1957,12((3(75))):3-73. (in Russian)MathSciNetGoogle Scholar
- Harten A, Lax PD, Leer BV: On upstream difference and Godunov-type schemes for hyperbolic conservation laws. SIAM Rev 1983,25(1):35-61. 10.1137/1025002MathSciNetView ArticleMATHGoogle Scholar
- Harten A, Hyman JM, Lax PD: On finite difference approximations and entropy conditions for shocks. Commun. Pure Appl Math 1976, 29: 297-322. 10.1002/cpa.3160290305MathSciNetView ArticleMATHGoogle Scholar
- Osher S, Chakravarthy S: High resolution schemes and the entropy condition. SIAM J Numer Anal 1984,21(5):955-984. 10.1137/0721060MathSciNetView ArticleMATHGoogle Scholar
- Olver PJ: Applications of Lie Group to Differential Equations. GTM 107. Springer-Verlag, New York; 1986.View ArticleGoogle Scholar
- Bluman GW, Kumei S: Symmetries and Differential Equations. In Applied Mathematical Sciences. Volume 81. Springer-Verlag, World Publishing Corp; 1991:194-195.Google Scholar
- Marsden JE, Ratiu TS: Introduction to Mechanics and Symmetry: A Basic Exposition of Classical Mechanical Systems. In Texts Appl Math. Volume 17. Springer Verlag, New York; 1994.Google Scholar
- Shui HS: Finite Difference Methods for One Dimensional Fluid Dynamics. National Defence Industrial Press. Beijing; 1998.Google Scholar
- Lax PD, Wendroff B: Systems of conservation laws. Commun Pure Appl Math 1960, 23: 217-237.MathSciNetView ArticleMATHGoogle Scholar
- Majda A, Osher S: A systematic approach for scalar conservation laws. Numer Math 1978, 30: 429-452. 10.1007/BF01398510MathSciNetView ArticleMATHGoogle Scholar
- Rubin EL, Burstein SZ: Difference methods for inviscid and viscous equations of compressible gas. J Comput Phys 1976, l2: 178-196.MATHGoogle Scholar
This article is published under license to BioMed Central Ltd. This is an Open Access article distributed under the terms of the Creative Commons Attribution License (http://creativecommons.org/licenses/by/2.0), which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.