Numerical methods for conservation laws
MATH-459
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Numerical Methods for Conservation Laws
The modeling of many problems in the applied sciences and engineering is based on concepts of conservation of mass, momentum and energy, leading to systems of conservation laws. Prominent examples are the Maxwell equations of electromagnetics, the Euler and Navier-Stokes equations of fluid dynamics and equations of elasticity and the systems of magnetohydrodynamics of plasma physics.
In this course we shall develop, analyze and apply computational methods suitable for solving systems of conservation laws. We shall begin to discussing fundamental properties of conservation laws, including their ability to generate non-smooth solutions - shocks - from smooth initial conditions, leading to the introduction of weak solutions and entropy conditions.
After an initial discussion of finite difference methods for conservation laws, we introduce finite volume methods as the first major class of methods to study, including accuracy and stability of these methods. We discuss the importance of the numerical flux and approximate Riemann solvers and the extension of finite volume methods to general grids.
For larger and more complex problems, the ability to increase the order of the method is important and we discuss such extensions and the new challenges these introduce. This sets the stage for the development of nonlinear schemes, beginning with MUSCL schemes and continuing with the development of essentially non-oscillatory (ENO) and weighted essentially non-oscillatory (WENO) methods. Higher order in time is achieved through the development of strongly stable Runge-Kutta methods (SSP-RK).
As an alternative but closely related techniques we use the last part of the class on the development and analysis of discontinuous Galerkin methods as a very general and robust high-order accurate extension of finite volume methods.
Throughout the course there will be an emphasis on mastering mathematical as well as computational aspects of the methods.
We will be using the text
J.S. Hesthaven, 2017, Numerical Methods for Conservation Laws: From Analysis to Algorithms. SIAM Publishing.
The text is available for free download through the EPFL Library.
Lecturer:
Martin Licht
Assistant:
Massimo Rizzuto
Class times:
Lectures: Wednesdays 13:15-15:00 (Room MA A3 31)
Exercises: Fridays 15:15-17:00 (Room MA A1 10)
Grading scheme
The final grade will be the best of the following three options
- 100% final exam (presumably an oral exam as in last years)
- 90% final exam and 10% best project
- 80% final exam and 10% each project
- Video lecture by Constantine M. Dafermos, https://www.youtube.com/watch?v=WF9WrjJOLCQ
- Textbook by LeVeque: https://link.springer.com/book/10.1007/978-3-0348-8629-1
Links to Lectures from several years ago
These lecture videos have been produced by a different lecturer. We follow the same overall path in this lecture, but there will be minor notable differences in presentation style. The choice of topics also shows some minor differences. Consider these videos as additional material.
- Welcome to the class
- Lecture 1 part 1
- Lecture 1 part 2
- Lecture 1 part 3
- Lecture 2 part 1
- Lecture 2 part 2
- Lecture 2 part 3
- Lecture 3 part 1
- Lecture 3 part 2
- Lecture 3 part 3
- Lecture 4 part 1
- Lecture 4 part 2
- Lecture 5 part 1
- Lecture 5 part 2
- Lecture 5 part 3
- Lecture 5 part 4
- Lecture 6 part 1
- Lecture 6 part 2
- Lecture 7 part 1
- Lecture 7 part 2
- Lecture 7 part 3
- Lecture 8 part 1
- Lecture 8 part 2
- Lecture 8 part 3
- Lecture 9 part 1
- Lecture 9 part 2
- Lecture 9 part 3
- Lecture 10 part 1
- Lecture 10 part 2
- Lecture 10 part 3
- Lecture 11 part 1
- Lecture 11 part 2
- Lecture 11 part 3
- Lecture 12 part 1
- Lecture 12 part 2
- Lecture 12 part 3
- Lecture 13 part 1
- Lecture 13 part 2
- Lecture 13 part 3
- Lecture 14 part 1
- Lecture 14 part 2
- Lecture 14 part 3
- MATLAB software from notes (File)
- Book codes in Python (File)
- Guidelines for report writing (File)
- Announcements (Forum)
Lecture Notes
- Slides 1 - Introduction (File)
- Slides 2 - Motivation, Examples, Challenges (File)
- Slides 3 - Weak solutions and RH condition (File)
- Slides 4 - Entropy conditions (File)
- Slides 5 - Applications of entropy solutions (File)
- Slides 6 - Finite difference schemes (File)
- Slides 7 - Conservative finite difference schemes (File)
- Slides 8 - Monotone schemes (File)
- Slides 9 - Error analysis of finite-difference schemes (File)
- Slides 10 - Finite volume methods (File)
- Slides 11 - Systems of conservation laws (File)
- Slides 12 - Finite volume methods for systems of conservation laws (File)
- Slides 13 - Systems in higher dimensions (File)
- Slides 15 - ENO schemes (File)
- Slides 16 - WENO schemes (File)
- Slides 17 - Discontinuous Galerkin methods (File)
Lecture notes last year (only to be used as courtesy additional material)
- Lecture Notes 01 - Conservation Laws (File)
- Lecture Notes 02 - Motivation (File)
- Lecture Notes 03 - Challenges and Examples (File)
- Lecture Notes 04 - Weak solutions (File)
- Lecture Notes 05 - Examples for weak solutions (File)
- Lecture Notes 06 - Entropy Conditions (File)
- Lecture Notes 07 - Entropy Pairs (File)
- Lecture Notes 08 - Finite Differences 1 (File)
- Lecture Notes 09 - Finite Differences 2 (File)
- Lecture Notes 10 - Finite Differences 3 (File)
- Lecture Notes 11 - Finite Differences 4 (File)
- Lecture Notes 12 - Finite Differences 5 (File)
- Lecture Notes 13 - Monotone Schemes (File)
- Lecture Notes 14 - MP schemes (File)
- Lecture Notes 15 - Finite Difference schemes, revisited (File)
- Lecture Notes 16 - Systems of Conservation Laws (File)
- Lecture Notes 17 - Finite Volume Methods (File)
- Lecture Notes 18 - Gudonov's method (File)
- Lecture Notes 20 - Nonlinear systems, part 1 (File)
- Lecture Notes 19 - Systems, revisited (File)
- Lecture Notes 22 - Nonlinear systems, part 2 (File)
- Lecture Notes 23 - Higher order schemes, part 1 (File)
- Lecture Notes 24 - Higher order schemes, part 2 (File)
- Lecture Notes 25 - Essentially Non-Oscillating Schemes 1 (File)
- Lecture Notes 26 - Essentially Non-oscillatory schemes, part 2 (File)
- Lecture Notes 27 - WENO (File)
- Lecture Notes 28 - DG Part 1 (File)
- Lecture Notes 29 - DG Part 2 (File)
- Lecture Notes 30 - DG Part 3 (File)
- Lecture Notes 31 - DG Part 4 (File)
- Lecture Notes 32 - DG Part 5 (File)
Week 1: September 18 - September 22
Readings: pages 1-10, 29-32.
Week 2: September 25 - September 29
Week 3: October 2 - October 6
Week 4: October 9 - October 13
Week 5: October 16- October 20
- Exercise Set 4 (File)
- Slides Exercise Set 4 (File)
- Solution Exercise Set 4 (File)
- Code Solution Exercise Set 4 (File)
Week 6: October 23 - October 27
- Exercise Set 5 (File)
- Slides Exercise Set 5 (File)
- Codes Exercise Set 5 (File)
- Solution Exercise Set 5 (File)
Week 7: October 30 - November 3
Week 8: November 6 - November 10
Week 9: November 13 - November 17
- Project 1 (File)
- Slides Exercise Set 8 (File)
- Exercise Set 8 (File)
- Slides Project N1 (File)
- Solution Exercise Set 8 (File)
- Codes Exercise Set 8 (File)
Week 10: November 20 - November 24
Week 11: November 27 - December 1
Week 12: December 5 - December 9
Week 13: December 11 - December 15
- Project 2 (File)
- Exercise Set 12 (File)
- Solution Exercise Set 12 (File)
- Codes Exercise Set 12 (File)
- Exercise Set 13 (File)
- Solution Exercise Set 13 (File)