Automatic differentiation for performing the Cauchy-Kovalevskaya procedure in Lax-Wendroff type discretizations

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Hauptverfasser: Babbar, Arpit, Churavy, Valentin, Schlottke-Lakemper, Michael, Ranocha, Hendrik
Format: Preprint
Veröffentlicht: 2025
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author Babbar, Arpit
Churavy, Valentin
Schlottke-Lakemper, Michael
Ranocha, Hendrik
author_facet Babbar, Arpit
Churavy, Valentin
Schlottke-Lakemper, Michael
Ranocha, Hendrik
contents Lax-Wendroff methods combined with discontinuous Galerkin/flux reconstruction spatial discretization provide a high-order, single-stage, quadrature-free method for solving hyperbolic conservation laws. In this work, we introduce automatic differentiation (AD) for performing the Cauchy-Kowalewski procedure used in the element-local time average flux computation step (the predictor step) of Lax-Wendroff methods. The application of AD is similar for methods of any order and does not need positivity corrections during the predictor step. This contrasts with the approximate Lax-Wendroff procedure, which requires different finite difference formulas for different orders of the method and positivity corrections in the predictor step for fluxes that can only be computed on admissible states. The method is Jacobian-free and problem-independent, allowing direct application to any physical flux function. Numerical experiments demonstrate the order and positivity preservation of the method. Additionally, performance comparisons indicate that the wall-clock time of automatic differentiation is always on par with the approximate Lax-Wendroff method.
format Preprint
id arxiv_https___arxiv_org_abs_2506_11719
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Automatic differentiation for performing the Cauchy-Kovalevskaya procedure in Lax-Wendroff type discretizations
Babbar, Arpit
Churavy, Valentin
Schlottke-Lakemper, Michael
Ranocha, Hendrik
Numerical Analysis
Computational Physics
65M60, 65M22
G.1.8
Lax-Wendroff methods combined with discontinuous Galerkin/flux reconstruction spatial discretization provide a high-order, single-stage, quadrature-free method for solving hyperbolic conservation laws. In this work, we introduce automatic differentiation (AD) for performing the Cauchy-Kowalewski procedure used in the element-local time average flux computation step (the predictor step) of Lax-Wendroff methods. The application of AD is similar for methods of any order and does not need positivity corrections during the predictor step. This contrasts with the approximate Lax-Wendroff procedure, which requires different finite difference formulas for different orders of the method and positivity corrections in the predictor step for fluxes that can only be computed on admissible states. The method is Jacobian-free and problem-independent, allowing direct application to any physical flux function. Numerical experiments demonstrate the order and positivity preservation of the method. Additionally, performance comparisons indicate that the wall-clock time of automatic differentiation is always on par with the approximate Lax-Wendroff method.
title Automatic differentiation for performing the Cauchy-Kovalevskaya procedure in Lax-Wendroff type discretizations
topic Numerical Analysis
Computational Physics
65M60, 65M22
G.1.8
url https://arxiv.org/abs/2506.11719