Laurier Centennial Conference: AMMCS-2011

Waterloo, Ontario, Canada

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AMMCS-2011 Plenary Talk:

Inverse Lax-Wendroff Procedure for Numerical Boundary Conditions of Hyperbolic Equations

by Chi-Wang Shu

Division of Applied Mathematics,
Brown University

We develop a high order finite difference numerical boundary condition for solving hyperbolic Hamilton-Jacobi equations and conservation laws on a Cartesian mesh.  The challenge results from the wide stencil of the interior high order scheme and the  fact that the boundary may not be aligned with the mesh and can intersect the grids in an arbitrary  fashion.  Our method is based on an inverse Lax-Wendroff  procedure for the inflow boundary conditions.  We repeatedly use the partial differential equation to write the normal  derivatives to the inflow boundary in terms of the tangential derivatives and the time derivatives (for time dependent  equations).  With these normal derivatives, we can then impose  accurate values of ghost points near the boundary by a Taylor  expansion.  At the outflow boundaries, we use Lagrange  extrapolation or least squares extrapolation if the solution is smooth, or a weighted essentially non-oscillatory (WENO) type  extrapolation if a shock is close to the boundary.  Extensive numerical examples are provided to illustrate that our method is high order accurate and has good performance when applied to one and two dimensional scalar or system cases with the physical boundary not aligned with the grids and with various boundary conditions including the solid wall boundary condition.

This is a joint work with Ling Huang and Mengping Zhang (for the Hamilton-Jacobi equations) and with Sirui Tan (for the time dependent conservation laws).


Chi-Wang Shu obtained his BS degree from the University of Science and Technology of China in 1982 and his PhD degree from the University of California at Los Angeles in 1986. He came to Brown University as an Assistant Professor in 1987, moving up to Associate Professor in 1992 and Full Professor in 1996.  He was the Chair of the Division of Applied Mathematics between 1999 and 2005, and is now the Theodore B. Stowell University Professor of Applied Mathematics.  His research interest includes high order finite difference, finite element and spectral methods for solving hyperbolic and other convection dominated partial differential equations, with applications to areas such as computational fluid dynamics, semi-conductor  device simulations and computational cosmology.  He is the managing editor of Mathematics of Computation and the chief editor of Journal of Scientific Computing.  His honors include the First Feng Kang Prize of Scientific Computing in 1995 and the SIAM/ACM Prize in Computational Science and Engineering in 2007.  He is an ISI Highly Cited Author in Mathematics and a SIAM Fellow.


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