Jet schemes for advection problems

Initial-boundary value problems for first-order hyperbolic equations (35L04) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Numerical aspects of the method of characteristics for initial value and initial-boundary value problems involving PDEs (65M25)

Abstract: We present a systematic methodology to develop high order accurate numerical approaches for linear advection problems. These methods are based on evolving parts of the jet of the solution in time, and are thus called jet schemes. Through the tracking of characteristics and the use of suitable Hermite interpolations, high order is achieved in an optimally local fashion, i.e. the update for the data at any grid point uses information from a single grid cell only. We show that jet schemes can be interpreted as advect-and-project processes in function spaces, where the projection step minimizes a stability functional. Furthermore, this function space framework makes it possible to systematically inherit update rules for the higher derivatives from the ODE solver for the characteristics. Jet schemes of orders up to five are applied in numerical benchmark tests, and systematically compared with classical WENO finite difference schemes. It is observed that jet schemes tend to possess a higher accuracy than WENO schemes of the same order.

Review text

The authors present a systematic methodology to develop high order accurate numerical approaches for linear advection problems. The following equation NEWLINE\[NEWLINE \phi _t + \vec {v}\,\nabla \phi = 0, NEWLINE\]NEWLINE with given smooth velocity \(\vec {v}(\vec {x},t)\) and initial condition NEWLINE\[NEWLINE \phi (\vec {x},\,0) = \Phi (\vec {x}) NEWLINE\]NEWLINE is studied. The considered methods are based on evolving parts of the jet of the solution in time, and are thus called jet schemes. The paper is organized as follows. Section 1 is the introduction. The polynomial representation of the approximate solution is presented in Section 2. In Section 3, the jet schemes advect and project approach is described in detail. In particular, it is shown that superconsistent jet schemes are equivalent to advancing the solution in time. Specific two-dimensional schemes of orders 1, 3 and 5 are constructed. These are then investigated numerically in Section 4 and compared with classical weighted essentially nonoscillatory schemes of the same orders. Boundary conditions and stability are also discussed in Section 3. In the last fifth section, conclusions and an outlook are given.

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