A F ULLY A DAPTIVE

M ULTIRESOLUTION S CHEME FOR

S HOCK C OMPUTATIONS
Magda K. Kaibara and Sonia Maria Gomes
FC/UNESPBauru, IMECC/UNICAMP

A Fully Adaptive Multiresolution Scheme for Shock Computations p.1/20

OBJETIVES:
Construction of a fully adaptive multiresolution
scheme for shock computations.
Show the feasibility and efficiency of the method,
applying it to a system arising in
polymer-flooding of an oil reservoir.

A Fully Adaptive Multiresolution Scheme for Shock Computations p.2/20

Model Problem

 











 













systems of conservation laws in 1D

A Fully Adaptive Multiresolution Scheme for Shock Computations p.3/20

Numerical Scheme



!



 

 





Finite Volume Method

$


'(

% 
&

"

% 
)

$

 

"

where

A Fully Adaptive Multiresolution Scheme for Shock Computations p.4/20

Types of finite volume schemes

Godunov Scheme
without oscillations close to
shocks - First order
Lax-Wendroff Scheme
produces dangerous
oscillations close to shocks - second order
ENO scheme high order and without serious
oscillations - high computational cost.

A Fully Adaptive Multiresolution Scheme for Shock Computations p.5/20

- 6
G

E 6
1
B

< 9

43-

F
1

56

E 6

43-

and
- G
0

43-

- G

E 6

43-

51

< 9

3 9
C6

3 B

3 9
C6

96

3
8

96

:;5 1

3 B

@?9

8
< 9
=
3 >

;:1

56

8
9

7 6

43-

25

. 5

,
0

56

8
9

7 6

43-

-2

/.-

System modelling polymer-flooding of an oil

reservoir

where

A Fully Adaptive Multiresolution Scheme for Shock Computations p.6/20

Exact solution

Godunov scheme

0.9

0.9

0.8

0.8

0.7

0.7

0.6

0.6

0.5

0.5

0.4

0.4

0.3

0.3

0.2

0.2

0.1

0.1

0.05

0.1

0.15

0.2

0.25

Lax-Wendroff scheme

0.05

0.1

0.15

0.2

0.25

0.15

0.2

0.25

ENO scheme
1

1
0.9
0.9
0.8
0.8
0.7
0.7
0.6
0.6
0.5
0.5
0.4
0.4
0.3
0.3
0.2
0.2
0.1
0.1
0
0

0.05

0.1

0.15

0.2

0.05

0.1

0.25

A Fully Adaptive Multiresolution Scheme for Shock Computations p.7/20

Fully Adaptive Scheme (FA)

Main Ingredients:
Multiresolution Scheme for cell averages to
construct adaptive mesh.
Lax-Wendroff Adaptive Scheme for adaptive
mesh.
ENO scheme for uniform mesh.

A Fully Adaptive Multiresolution Scheme for Shock Computations p.8/20

NML

Adaptative Meshes
sequence of irregular meshes
 W


L
K

 K


YX

TK
L

SQP

SQP

RQP

OL

JK
]

closest to

 W

cone condition if
, the
are in .

! L
!


^
`

_^

satisfies a

for any
points of

\[L Z P
QRP ! 

RQP

 K

Cone Condition

A Fully Adaptive Multiresolution Scheme for Shock Computations p.9/20

and

IWT

b

$

h

h



$

$
eQb

eQb

Q b
 $
eQb




dc

MRA - WT

A Fully Adaptive Multiresolution Scheme for Shock Computations p.10/20




dc

i
b



 $
*

Qeb
 $
eQb


$

fg

fg

fg

Qb
Q b

A Fully Adaptive Multiresolution Scheme for Shock Computations p.11/20

FA Scheme



ml

1. Extension
K

k

n


n


k

n

2. Evolution




q p
r




ml

3. Reduction
K


k

n

A Fully Adaptive Multiresolution Scheme for Shock Computations p.12/20

9st

B
8

< 9

significant wavelet coefficients

0.9
7

0.8
6

0.7
5

0.6

0.5

0.4

0.3

0.2
1

0.1
0

0.1

0.15

0.2

0.25

0.3

0.35

0.4

0.45

0.5

0.05

0.1

0.15

0.2

0.25

0.3

0.35

0.4

0.45

0.5

0.05

z xy

wv

, number of levels is L=8

A Fully Adaptive Multiresolution Scheme for Shock Computations p.13/20

 |
 
*

n

||

||

Error

, solution by ENO scheme on

n

, the solution FA extended to

A Fully Adaptive Multiresolution Scheme for Shock Computations p.14/20

Error Analysis
Cubic interpolation
CFL condition = 0.8

C6

u
9

< s

>

< H

< B

< Bt

< s
D
B
9
||

< D

< t>

< B

< >

B
-

< B

Coarsest grid has 8 points

Conclusion:
stays at the same
order of the truncation parameter

A Fully Adaptive Multiresolution Scheme for Shock Computations p.15/20

C6

C6

for

x 10

for

0.1

0.2

0.3

0.4

0.5

0.6

0.7

0.8

0.9

x 10

0.1

0.2

0.3

0.4

0.5

0.6

0.7

0.8

0.9

A Fully Adaptive Multiresolution Scheme for Shock Computations p.16/20

285.92

1143.07

4608.

Harten

0.53

1.85

6.85

25.99

100.26

393.15

1553.

FA

0.60

1.78

5.26

15.24

46.34

148.75

485.4

Harten

0.55

1.94

7.14

26.83

102.44

397.64

1564.

FA

0.64

2.00

6.16

17.96

51.73

154.45

496.6

Harten

0.56

2.02

7.47

27.87

105.44

405.24

1581.

FA

0.66

2.15

7.08

21.70

63.40

182.04

547.0

71.52

17.98

4.53

1.14

ENO

9st

Scheme

Conclusion: FA start to be faster al L=6. Efficiency

improves as L and increase.

< 9

CPU time in seconds to evolve the solution up to

A Fully Adaptive Multiresolution Scheme for Shock Computations p.17/20

CPU time

# cells per iteration

700

350

600

300

500

250

400

200

300

150

200

100

100

50

0.1

0.2

0.3

0.4

0.5

0.6

0.7

0.8

0.9

0.1

0.2

0.3

0.4

0.5

0.6

0.7

0.8

0.9

A Fully Adaptive Multiresolution Scheme for Shock Computations p.18/20

Conclusions
FA is successfully tested in a model problem
simulating polymer-flooding of an oil reservoir.
Adaptivity is obtained by keeping control of the
significant wavelet coefficients in a MRA of the
cell averages of the numerical solution.
The cells are automatically adapted to the
solution: big cells on smooth regions and small
ones close to irregularities.
The number of cells maintains small during time
evolution, leading to substantial savings in CPU
times. This efficiency increases if the level of
resolution is increased.

A Fully Adaptive Multiresolution Scheme for Shock Computations p.19/20

References
A. Harten. Multiresolution algorithms for the
numerical solution of hyperbolic conservation
laws,Comm. Pure Appl. Math.,vol XLVIII,
1305-1342, 1995.
M. Holmstron. Solving hiperbolic PDES using
interpolating wavelets. Technical Report 189,
Dept. of Scientific Computing, Uppsala
University, Box.120,S-75104 Uppsala, Sweden,
December 1996.
M. K. Kaibara and S. M. Gomes. A Fully
Adaptive Multiresolution Scheme for Shock
Computations in Godunov Methods: Theory and
Applications. Kluwer Academic/Plenum
Publishers

A Fully Adaptive Multiresolution Scheme for Shock Computations p.20/20