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Numerical Analysis for Conservation Laws Using \(l_1\) Minimization

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Abstract

This paper develops and analyzes a new numerical scheme for solving hyperbolic conservation laws that combines the Lax Wendroff method with \(l_1\) regularization. While prior investigations constructed similar algorithms, the method developed here adds a new critical conservation constraint. We demonstrate that the resulting method is equivalent to the well known lasso problem, guaranteeing both existence and uniqueness of the numerical solution. We further prove consistency, convergence, and conservation of our scheme, and also show that it is TVD and satisfies the weak entropy condition for conservation laws. Numerical solutions to Burgers’ and Euler’s equation validate our analytical results.

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Notes

  1. For simplicity we consider only odd orders which yield symmetric stencil for uniformly distributed grid points.

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Correspondence to Anne Gelb.

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In memory of Saul Abarbanel, a great scholar, mentor, and friend.

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The work of X. H. and Q. L. is supported in part by NSF-DMS 1619778, KI-Net RNMS-1107291 and NSF-TRIPODS 1740707. The work of A.G. is supported in part by National Science Foundation under the Grant NSF-DMS 1502640, NSF-DMS 1732434, and AFOSR FA9550-18-1-0316.

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Gelb, A., Hou, X. & Li, Q. Numerical Analysis for Conservation Laws Using \(l_1\) Minimization. J Sci Comput 81, 1240–1265 (2019). https://doi.org/10.1007/s10915-019-00982-7

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