### Abstract

Weak solutions of hyperbolic conservation laws are not uniquely determined by their initial values; an entropy condition is needed to pick out the physically relevant solutions. The question arises whether finite difference approximations converge to this particular solution. It is known that this is not always the case with the standard Lax‐Wendroff (L‐W) difference scheme. In this paper a simple variant of the L‐W scheme is devised which retains its desirable computational features—conservation form, three point scheme, second‐order accuracy on smooth solutions, but which has the additional property that limit solutions satisfy the entropy condition. This variant is constructed by adding a simple nonlinear artificial viscosity to the usual L‐W operator. The nature of the viscosity is deduced by first analyzing a model differential equation derived from the truncation error for the L‐W operator, keeping only terms of order (Δx)^{2}. Furthermore, this viscosity is “switched on” only when sufficiently steep discrete gradients develop in the approximate solution: The full L‐W scheme is then shown to have the desired property provided that the Courant‐Friedrichs‐Lewy restriction |λf′(u)|≤0.14 is satisfied.

Original language | English (US) |
---|---|

Pages (from-to) | 797-838 |

Number of pages | 42 |

Journal | Communications on Pure and Applied Mathematics |

Volume | 32 |

Issue number | 6 |

DOIs | |

State | Published - 1979 |

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### ASJC Scopus subject areas

- Mathematics(all)
- Applied Mathematics

### Cite this

*Communications on Pure and Applied Mathematics*,

*32*(6), 797-838. https://doi.org/10.1002/cpa.3160320605

**Numerical viscosity and the entropy condition.** / Majda, Andrew; Osher, Stanley.

Research output: Contribution to journal › Article

*Communications on Pure and Applied Mathematics*, vol. 32, no. 6, pp. 797-838. https://doi.org/10.1002/cpa.3160320605

}

TY - JOUR

T1 - Numerical viscosity and the entropy condition

AU - Majda, Andrew

AU - Osher, Stanley

PY - 1979

Y1 - 1979

N2 - Weak solutions of hyperbolic conservation laws are not uniquely determined by their initial values; an entropy condition is needed to pick out the physically relevant solutions. The question arises whether finite difference approximations converge to this particular solution. It is known that this is not always the case with the standard Lax‐Wendroff (L‐W) difference scheme. In this paper a simple variant of the L‐W scheme is devised which retains its desirable computational features—conservation form, three point scheme, second‐order accuracy on smooth solutions, but which has the additional property that limit solutions satisfy the entropy condition. This variant is constructed by adding a simple nonlinear artificial viscosity to the usual L‐W operator. The nature of the viscosity is deduced by first analyzing a model differential equation derived from the truncation error for the L‐W operator, keeping only terms of order (Δx)2. Furthermore, this viscosity is “switched on” only when sufficiently steep discrete gradients develop in the approximate solution: The full L‐W scheme is then shown to have the desired property provided that the Courant‐Friedrichs‐Lewy restriction |λf′(u)|≤0.14 is satisfied.

AB - Weak solutions of hyperbolic conservation laws are not uniquely determined by their initial values; an entropy condition is needed to pick out the physically relevant solutions. The question arises whether finite difference approximations converge to this particular solution. It is known that this is not always the case with the standard Lax‐Wendroff (L‐W) difference scheme. In this paper a simple variant of the L‐W scheme is devised which retains its desirable computational features—conservation form, three point scheme, second‐order accuracy on smooth solutions, but which has the additional property that limit solutions satisfy the entropy condition. This variant is constructed by adding a simple nonlinear artificial viscosity to the usual L‐W operator. The nature of the viscosity is deduced by first analyzing a model differential equation derived from the truncation error for the L‐W operator, keeping only terms of order (Δx)2. Furthermore, this viscosity is “switched on” only when sufficiently steep discrete gradients develop in the approximate solution: The full L‐W scheme is then shown to have the desired property provided that the Courant‐Friedrichs‐Lewy restriction |λf′(u)|≤0.14 is satisfied.

UR - http://www.scopus.com/inward/record.url?scp=84980186730&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=84980186730&partnerID=8YFLogxK

U2 - 10.1002/cpa.3160320605

DO - 10.1002/cpa.3160320605

M3 - Article

AN - SCOPUS:84980186730

VL - 32

SP - 797

EP - 838

JO - Communications on Pure and Applied Mathematics

JF - Communications on Pure and Applied Mathematics

SN - 0010-3640

IS - 6

ER -