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Contribution à l’approximation numérique des systèmes hyperboliques

Vivien Desveaux

sous la direction de Christophe Berthon et Yves Coudière

Laboratoire de mathématiques Jean Leray - Université de Nantes

26 novembre 2013

(2)

1 Second-order schemes based on dual mesh gradient reconstruction

2 A high-order entropy preserving scheme witha posteriori limitation

3 Well-balanced schemes for systems with nonlinear source terms

(3)

1 Second-order schemes based on dual mesh gradient reconstruction MUSCL scheme and CFL condition

The DMGR scheme Numerical results

2 A high-order entropy preserving scheme witha posteriori limitation Motivations

From one to all discrete entropy inequalities The e-MOOD scheme for the Euler equations

3 Well-balanced schemes for systems with nonlinear source terms The Ripa model

Relaxation models The relaxation scheme Numerical results

(4)

Dual Mesh Gradient Reconstruction schemes

Introduction

Hyperbolic system of conservation laws in 2D

tw+xf(w) +yg(w) = 0 w:R+×R2→Ω⊂Rd: unknown state vector f,g: Ω→Rd: flux functions

Ω convex set of physical states Objective: derive a numerical scheme

second order accurate

Ω–preserving

works on unstructured meshes

with an optimized CFL condition

(5)

Mesh notations

Kj3

Kj4

Kj5

Kj1

Kj2

Ki νij1

νij2

νij3

νij4 νij5

eij1

Geometry of the cell Ki

polygonal cells Ki (perimeter Pi, area|Ki|)

γ(i): index set of the cells neighbouringKi

eij: common edge between Ki and Kj (length|eij|)

νij: unit outward normal to eij

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Dual Mesh Gradient Reconstruction schemes MUSCL scheme and CFL condition

First-order scheme

win+1 =win− ∆t

|Ki| X

j∈γ(i)

|eijwin,wjn, νij

2D numerical flux: ϕGodunov-type in each direction ν [Harten, Lax & van Leer ’83]:

ϕ(wL,wR, ν) =hν(wL) + δ

2∆twL− 1

∆t Z 0

δ

2

weν x

∆t,wL,wR

dx

with respect to the CFL condition ∆t

δ maxλ±(wL,wR, ν)≤ 1 2

hν(w) =νxf(w) +νyg(w): flux in theν–direction, withν= (νx, νy)T

weν approximate Riemann solvervalued in Ω Consistency: ϕ(w,w, ν) =hν(w)

Conservation: ϕ(wL,wR, ν) =−ϕ(wR,wL,−ν)

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Theorem (Robustness of the first-order scheme) Assume the following CFL condition is satisfied:

∆t Pi

|Ki| max

jγ(i)

λ±(win,wnj, νij)≤1, ∀i∈Z. Then the first-order scheme preserves Ω:

∀i ∈Z, win ∈Ω ⇒ ∀i ∈Z, win+1 ∈Ω.

Remark: in [Perthame & Shu ’96], they obtain the CFL restriction

∆t Pi

|Ki| max

jγ(i)

λ±(win,wnjνij)≤ 1

2, ∀i∈Z.

However this can easily be improved in the Godunov-type framework.

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Dual Mesh Gradient Reconstruction schemes MUSCL scheme and CFL condition

MUSCL scheme

([van Leer ’79], [Perthame & Shu ’96]...)

First-order scheme on the cell Ki win+1 =win− ∆t

|Ki| X

jγ(i)

|eijwin,wjn, νij

Second-order MUSCL scheme on the cellKi win+1=wni − ∆t

|Ki| X

jγ(i)

|eij|ϕ(wij,wji, νij)

wij and wji are second-order approxima- tions at the interface between Ki andKj

b

b b

wni

wnj wij

wji Ki

Kj

eij

→ How to compute wij ?

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Subcells decomposition

Kj3

Kj4

Kj5 Kj1 Kj2

Tij3

Tij4 Tij5 Tij1 Tij2

eji

1j5

νji1j5

bGi

Subcells decomposition of the cell Ki

Tij: triangle formed by the mass center Gi and the edgeeij (perimeter Pij, area|Tij|) γ(i,j): index set of the two subcells neighbouringTij inKi

ejki : common edge between Tij and Tik (length|ejki |)

νjki : unit outward normal toejki

(10)

Dual Mesh Gradient Reconstruction schemes MUSCL scheme and CFL condition

Theorem (Robustness of the MUSCL scheme) Assume the following hypotheses:

(i) The reconstruction preserves Ω:

∀i∈Z, wni ∈Ω ⇒ ∀i ∈Z, ∀j∈γ(i), wij ∈Ω.

(ii) The reconstruction satisfies the conservation property X

jγ(i)

|Tij|

|Ki|wij =win.

(iii) The following CFL condition is satisfied for all i ∈Z:

∆t max

jγ(i)

Pij

|Tij| max

kγ(i,j)

λ±(wij,wji, νij), λ±(wij,wik, νjki )≤1 Then the MUSCL scheme preserves Ω:

∀i ∈Z, win ∈Ω ⇒ ∀i ∈Z, win+1 ∈Ω.

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The DMGR scheme

b b b b

b

b

b

b b b b b

b

b b b b

b

b b

bb

× ×

×

× ×

×

× ×

×

×

×

×

×

b Vertex of the primal mesh (unknown state)

b Center of a primal cell

= Vertex of the dual mesh (known state)

× Center of a dual cell (known state)

Figure: Primal mesh (blue) and dual mesh (red)

1 We write a MUSCL scheme on both primal and dual meshes

⇒ At timetn, we know a state at the center of each primal and dual cell

(12)

Dual Mesh Gradient Reconstruction schemes The DMGR scheme

The DMGR scheme

b b b b

b

b

b

b b b b b

b

b b b b

b

b b

bb

× ×

×

× ×

×

× ×

×

×

×

×

×

b Vertex of the primal mesh (unknown state)

b Center of a primal cell

= Vertex of the dual mesh (known state)

× Center of a dual cell (known state)

Figure: Primal mesh (blue) and dual mesh (red) Assume we have a reconstruction procedure on a generic cell K:

(state at the center

states at the vertices 7→ linear reconstruction we This procedure will be detailed after.

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The DMGR scheme

b b b b

b

b

b

b b b b b

b

b b b b

b

b b

bb

× ×

×

× ×

×

× ×

×

×

×

×

×

b Vertex of the primal mesh (unknown state)

b Center of a primal cell

= Vertex of the dual mesh (known state)

× Center of a dual cell (known state)

Figure: Primal mesh (blue) and dual mesh (red)

2 We can apply the reconstruction procedure on the dual cells

⇒ We get a linear functionweid on each dual cell

3 To get the state at the primal vertexSip, we takeweid(Sip)

⇒ We can apply the reconstruction procedure on the primal cells to get a linear functionweip

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Dual Mesh Gradient Reconstruction schemes The DMGR scheme

Reconstruction procedure

T7/2

T9/2 T1/2

T3/2

T5/2

b b b

b

b

b b b

b

b b

S1

S2

S3

S4

S5

G

Q3/2

Q5/2

Q7/2

Q9/2 Q1/2

Geometry of the cell K

b b b

b

b

b b b

b

b b

w1

w2

w3

w4

w5

w0

b w3/2 b

w5/2

b w7/2

b

w9/2 wb1/2

Known statesand reconstructed states

The states wbj1/2 have to satisfy: wbj1/2 ∈Ω X

j

|Tj−1/2|

|K| wbj1/2 =w0

If we take wbj−1/2 =w(Qe j−1/2) with we a linear function onK, we have X

j

|Tj−1/2|

|K| wbj1/2 =w0w(G) =e w0

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Reconstruction procedure

T7/2

T9/2 T1/2

T3/2

T5/2

b b b

b

b

b b b

b

b b

S1

S2

S3

S4

S5

G

Q3/2

Q5/2

Q7/2

Q9/2 Q1/2

Geometry of the cell K

b b b

b

b

b b b

b

b b

w1

w2

w3

w4

w5

w0

b w3/2 b

w5/2

b w7/2

b

w9/2 wb1/2

Known statesand reconstructed states

1 Gradient reconstruction

We define a continuous functionw:K →Rd piecewise linear on each triangle Tj1/2 and such that w(Sj) =wj and w(G) =w0.

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Dual Mesh Gradient Reconstruction schemes The DMGR scheme

Reconstruction procedure

T7/2

T9/2 T1/2

T3/2

T5/2

b b b

b

b

b b b

b

b b

S1

S2

S3

S4

S5

G

Q3/2

Q5/2

Q7/2

Q9/2 Q1/2

Geometry of the cell K

b b b

b

b

b b b

b

b b

w1

w2

w3

w4

w5

w0

b w3/2 b

w5/2

b w7/2

b

w9/2 wb1/2

Known statesand reconstructed states

2 Projection

For a slopeαMd,2(R), we defineweα(X) =w0+α·(X −G), the linear function whose gradient isα.

Letµ be the slope resulting from theL2–projection ofw:

Z

K

kw(X)−weµ(X)k2dX = min

αMd,2(R)

Z

K

kw(X)−weα(X)k2dX.

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Reconstruction procedure

T7/2

T9/2 T1/2

T3/2

T5/2

b b b

b

b

b b b

b

b b

S1

S2

S3

S4

S5

G

Q3/2

Q5/2

Q7/2

Q9/2 Q1/2

Geometry of the cell K

b b b

b

b

b b b

b

b b

w1

w2

w3

w4

w5

w0

b w3/2 b

w5/2

b w7/2

b

w9/2 wb1/2

Known statesand reconstructed states

3 Limitation of the slopeµ

We define the optimal slope limiter by:

αj−1/2 = supnθ∈[0,1],we(Qj−1/2)∈Ω,∀s∈[0, θ]o, β = min

j αj−1/2ǫ,

whereǫ >0 is a small paramater s.t. weβµ(Qj1/2)∈Ω, ∀j.

(18)

Dual Mesh Gradient Reconstruction schemes The DMGR scheme

Reconstruction procedure

T7/2

T9/2 T1/2

T3/2

T5/2

b b b

b

b

b b b

b

b b

S1

S2

S3

S4

S5

G

Q3/2

Q5/2

Q7/2

Q9/2 Q1/2

Geometry of the cell K

b b b

b

b

b b b

b

b b

w1

w2

w3

w4

w5

w0

b w3/2 b

w5/2

b w7/2

b

w9/2 wb1/2

Known statesand reconstructed states

4 Finally, the reconstructed states are given by wbj1/2 =weβµ(Qj1/2).

Limitation procedure ⇒ wbj1/2 ∈Ω

w(G) =e w0X

j

|Tj1/2|

|K| wbj1/2=w0

The DMGR scheme preserves

(19)

Numerical results: 2D Euler equations

t

ρ ρu ρv E

+x

ρu ρu2+p

ρuv u(E+p)

+y

ρv ρuv ρv2+p v(E +p)

= 0

ρ: density (u,v): velocity E: total energy

p: pressure given by the ideal gas law

p= (γ−1)

Eρ 2

u2+v2, withγ ∈(1,3]

Set of physical states Ω =

(ρ, ρu, ρv,E)∈R4; ρ >0, Eρ 2

u2+v2>0

(20)

Dual Mesh Gradient Reconstruction schemes Numerical results

2D Riemann problems

Figure: Four shocks 2D Riemann problem on a Cartesian mesh with 1.5×106DOF

Figure: Four contact discontinuities 2D Riemann problem on a Cartesian mesh with 1.5×106 DOF

(21)

Double Mach reflection on a ramp

Figure: Double Mach reflection on a ramp on an unstructured mesh with 3×106 DOF

(22)

Dual Mesh Gradient Reconstruction schemes Numerical results

Mach 3 wind tunnel with a step

Figure: Mach 3 tunnel with a step on an unstructured mesh with 1.5×106 DOF

(23)

1 Second-order schemes based on dual mesh gradient reconstruction MUSCL scheme and CFL condition

The DMGR scheme Numerical results

2 A high-order entropy preserving scheme witha posteriori limitation Motivations

From one to all discrete entropy inequalities The e-MOOD scheme for the Euler equations

3 Well-balanced schemes for systems with nonlinear source terms The Ripa model

Relaxation models The relaxation scheme Numerical results

(24)

A high-order entropy preserving scheme

Introduction

Hyperbolic system of conservation laws in 1D

tw+xf(w) = 0 w:R+×R→Ω⊂Rd: unknown state vector f : Ω→Rd: flux function

Ω convex set of physical states Entropy inequalities:

tη(w) +∂xG(w)≤0, wherew 7→η(w) is convex andwfwη =∇wG Objectives:

Study the entropy stability of high-order schemes

Derive a high-order numerical scheme for the Euler equations which is entropy preserving in the sense of Lax-Wendroff

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Scheme notations

Space discretization: cellsKi = [xi1/2,xi+1/2] with constant size

∆x=xi+1/2xi1/2

win: approximate solution at time tn on the cell Ki Update at time tn+1=tn + ∆t given by

win+1 =win− ∆t

∆x

Fi+1/2nFin1/2

whereFi+1/2n =F wins+1,· · · ,wi+sn andF is a consistant numerical flux (F(w,· · · ,w) =f(w))

We introduce the piecewise constant function

w(x,t) =win, for (x,t)∈Ki×[tn,tn+1)

The sequence (∆x,∆t) is devoted to converge to (0,0), the ratio

∆t

∆x being kept constant.

(26)

A high-order entropy preserving scheme Motivations

Lax-Wendroff Theorem

Theorem

(i) Assume the following hypotheses:

There exists a compact K such that wK ; w converges in Lloc1 (R×R+; Ω) to a function w.

Then w is a weak solution.

(ii) Assume the additional hypothesis:

For all entropy pair(η,G), there exists an entropy numerical flux G, consistant with G (G(w,· · ·,w) =G(w)), such that we have the discrete entropy inequality

η(wn+1i )η(wni)

∆t +Gi+1/2n Gi−1/2n

∆x 0,

with Gi+1/2n =G wi−s+1n ,· · ·,wi+sn . Then w is an entropic solution.

(27)

Example: the MUSCL scheme

Limited slope µni =L winwin1,wi+1nwin, with L a limiter The MUSCL flux is defined by

Fi+1/2n =F win+µni/2,wi+1nµni+1/2

The known discrete entropy inequalities satisfied by the MUSCL scheme all write

η(win+1)−η(win)

∆t +Gi+1/2nGin1/2,

∆x ≤ Pinη(win)

∆t wherePin =P(win, µni,∆x, η).

Examples of operator P:

P1(w, µ,∆x, η) = 1

∆x Z ∆x/2

∆x/2

η

w+ x

∆xµ

dx [Bouchut et al. ’96]

P2(w, µ,∆x, η) = η(wµ/2) +η(w+µ/2)

2 [Berthon ’05]

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A high-order entropy preserving scheme Motivations

Convergence study

The discrete entropy inequality η(win+1)−η(win)

∆t +Gi+1/2nGin1/2,

∆x ≤ Pinη(win)

∆t converges weakly to

tη(w) +∂xG(w)≤δ, whereδ is a positive measure.

Conjecture (Hou-LeFloch ’94)

δ= 0 in the areas where w is smooth δ >0 on the curves of discontinuity ofw

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Numerical study: test cases (Euler equations)

Entropy error (total mass of the right-hand side):

I= ∆xX

i,n

(Pinη(win))

1–rarefaction

−0.9 −0.8 −0.7 −0.6 −0.5 −0.4 −0.3 −0.2 −0.1 0 0.1 0.1

0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1 1.1

I∆ ?−→0

Double shock

−0.5 −0.4 −0.3 −0.2 −0.1 0 0.1 0.2 0.3 0.4 0.5 1

1.5 2 2.5 3 3.5 4 4.5 5 5.5 6

I∆ ?−→c>0

(30)

A high-order entropy preserving scheme Motivations

Numerical results obtained with a second-order time scheme

1-rarefaction

10−6 10−5 10−4 10−3 10−2

10−5 10−4 10−3 10−2 10−1 100 101

∆ x

I

Superbee MC van Leer van Albada 1 minmod

Double shock

10−6 10−5 10−4 10−3 10−2

0 2 4 6 8 10 12 14

∆ x

I

Superbee MC van Leer van Albada 1 minmod

(31)

Conclusion of motivations

Numerical results confirm the Hou-le Floch conjecture: when the scheme converges, the measure δ seems to be concentrated on the curves of discontinuity of w.

This does not imply that the limit is not entropic, but the usual discrete entropy inequalities are not relevant to apply the Lax-Wendroff theorem.

We have to enforce the stronger discrete entropy inequalities η(win+1)−η(win)

∆t +Gi+1/2nGin1/2

∆x ≤0.

We suggest to extend thea posteriorimethods (MOOD) introduced in [Clain, Diot & Loubère ’11].

(32)

A high-order entropy preserving scheme From one to all discrete entropy inequalities

The family of entropies for the Euler equations

Lemma

The entropy pairs (η,G) of the Euler system write η=ρψ(r), G=ρψ(r)u,

where r =−p1/γρ and ψ is a smooth increasing convex function.

We consider the scheme

win+1 =win− ∆t

∆x

Fi+1/2Fi1/2

,

where win = (ρni, ρniuin,Ein)T and Fi+1/2 = (Fi+1/2ρ ,Fi+1/2ρu ,Fi+1/2E )T.

(33)

We introduceri+1/2n =

( ri+1n ifFi+1/2ρ <0 rin ifFi+1/2ρ >0 . Theorem

Assume the scheme preserves Ω. Assume the scheme satisfies the specific discrete entropy inequality

ρn+1i rin+1ρnirin − ∆t

∆x

Fi+1/2ρ ri+1/2nFiρ1/2rin1/2.

Assume the additional CFL like condition

∆t

∆x

max0,Fi+1/2ρ −min0,Fiρ1/2ρni.

Then the scheme is entropy preserving: for all smooth increasing convex function ψ, we have

ρn+1i ψ(rin+1)≤ρniψ(rin)− ∆t

∆x

Fi+1/2ρ ψ(ri+1/2n )−Fiρ1/2ψ(rin1/2).

(34)

A high-order entropy preserving scheme The e-MOOD scheme for the Euler equations

First-order scheme

We consider a first-order scheme win+1 =win− ∆t

∆x F win,wni+1F win1,win. For a time step restricted according to the CFL condition

∆t

∆xmax

i∈Z

λ± win,wi+1n ≤ 1 2, the first-order scheme is assumed to satisfy:

Robustness: ∀i ∈Z, win ∈Ω ⇒ ∀i ∈Z, win+1 ∈Ω Stability:

ρn+1i rin+1ρnirin− ∆t

∆x

Fρ win,wi+1n ri+1/2n

−Fρ win1,winrin1/2

.

Example: the HLLC/Suliciu relaxation scheme

(35)

Reconstruction procedure

We consider high-order reconstructed states win,± on the cell Ki at the interfaces xi±1/2.

These reconstructed states can be obtained by any reconstruction procedure (MUSCL, ENO/WENO, PPM, DMGR...).

Assumptions:

The reconstruction is Ω-preserving: win,±Ω;

The reconstruction is conservative:

win =1

2 win,−+win,+

.

(36)

A high-order entropy preserving scheme The e-MOOD scheme for the Euler equations

The e-MOOD algorithm

1 Reconstruction step: For alli ∈Z, we evaluate high-order reconstructed stateswin,± located at the interfaces xi±1/2.

2 Evolution step: The solution is evolved as follows:

win+1,⋆=win − ∆t

∆x

Fwn,+i ,wn,i+1Fwn,+i1,win,.

3 A posteriori limitation step: We have the following alternative:

if for alliZ, we have

ρn+1,⋆rin+1,⋆ρnir(win) ∆t

∆x

Fρ win,+,wi+1n, ri+1/2n

−Fρ win,+−1,win, ri−1/2n

, (1) then the solution is valid and the updated solution at timetn+ ∆t is defined bywin+1=win+1,⋆;

otherwise, for alliZsuch that (1) is not satisfied, we set win,±=win and we go back to step 2.

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Theorem

Assume the time step ∆t is chosen in order to satisfy the two following CFL like conditions:

∆t

∆xmax

i∈Z

λ±win,+,wi+1n,,λ±win,,win,+≤ 1 4,

∆t

∆x

max0,Fi+1/2ρ −min0,Fi−ρ 1/2ρni.

Then the updated states win+1, given by the e-MOOD scheme, belong to Ω. Moreover, for all smooth increasing convex function ψ, the e-MOOD scheme satisfies

1

∆t

ρn+1i ψ(rin+1)−ρniψ(rin)+ 1

∆x

Fρwin,+,wi+1n,ψ(ri+1/2n )

−Fρwin,+1,wn,i ψ(rin1/2)≤0.

The e-MOOD scheme is thus entropy preserving.

(38)

A high-order entropy preserving scheme The e-MOOD scheme for the Euler equations

Numerical results obtained with a second-order time scheme

L1 error: X

i

ρNiρex(xi,T) 1-rarefaction

10−5 10−4 10−3 10−2

10−5 10−4 10−3 10−2 10−1

∆ x

Erreur L1

Superbee minmod e−MOOD Superbee e−MOOD minmod

Double shock

10−5 10−4 10−3 10−2

10−5 10−4 10−3 10−2 10−1

∆ x

Erreur L1

Superbee minmod e−MOOD Superbee e−MOOD minmod

(39)

1 Second-order schemes based on dual mesh gradient reconstruction MUSCL scheme and CFL condition

The DMGR scheme Numerical results

2 A high-order entropy preserving scheme witha posteriori limitation Motivations

From one to all discrete entropy inequalities The e-MOOD scheme for the Euler equations

3 Well-balanced schemes for systems with nonlinear source terms The Ripa model

Relaxation models The relaxation scheme Numerical results

(40)

Well-balanced relaxation schemes The Ripa model

The Ripa model

th+xhu= 0

thu+x hu2+gh2θ/2=−ghθ∂xZ

t+xhθu= 0 h: water height

u: velocity θ: temperature g: gravity constant

Z(x): smooth topography function

(41)

The Ripa model

th+xhu= 0

thu+x hu2+gh2θ/2=−ghθ∂xZ

t+xhθu= 0 We define

the vector of conservative variablesw= (h,hu,hθ)T,

the flux functionf(w) = (hu,hu2+gh2θ/2,hθu)T,

the source term s(w) = (0,−ghθ,0)T, to rewrite the system into the compact form

tw+xf(w) =s(w)∂xZ. The set of physical admissible states is

Ω =nw∈R3, h >0, θ >0o.

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Well-balanced relaxation schemes The Ripa model

The Ripa model

th+xhu= 0

thu+x hu2+gh2θ/2=−ghθ∂xZ

t+xhθu= 0

Steady states

The steady states at rest are governed by the ODE (u ≡0,

x(h2θ/2) =−hθ∂xZ.

We cannot obtain an explicit expression of all the steady states.

Lake at rest type solutions

u = 0, θ= cst, h+Z = cst,

u = 0, z = cst, h2θ= cst,

u = 0, h = cst,

z+h2lnθ= cst.

(43)

The relaxation method without source term

Initial system:

tw+xf(w) = 0. (1) Relaxation system:

tW +xF(W) = 1

εR(W), (2)

(2) should formally gives back (1) whenε0.

(2) should be “simpler” than (1) (e.g. only linearly degenerate fields)

The relaxation scheme is based on a splitting strategy:

Time evolution: We evolve the initial data by the Godunov scheme for the systemtW +xF(W) = 0 (i.e. ε= +∞).

Relaxation: We take into account the relaxation source term by solvingtW = 1εR(W) then taking the limit forε→0.

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Well-balanced relaxation schemes Relaxation models

The Suliciu model

([Suliciu ’98], [Bouchut ’04]...)

th+xhu= 0

thu+x(hu2+π) =−ghθ∂xZ

t+xhθu= 0

t+x(u(hπ+ν2)) = hε(gh2θ/2π)

tZ = 0

Eigenvalues Riemann invariants u±νh u±hν, πνu, θ, Z

u (×2) u, π, Z

0 hu, π+νh2, θ, gθZ +u222hν22

Difficulties to compute the solution of the Riemann problem:

The order of the eigenvalues is not determined a priori.

There are strong nonlinearities in the Riemann invariants for the eigenvalue 0.

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