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

  • 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.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.…show moreshow less

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Metadaten
Author:Arpi Babbar, Valentin ChuravyORCiD, Michael Schlottke-LakemperORCiDGND, Hendrik Ranocha
URN:urn:nbn:de:bvb:384-opus4-1310521
Frontdoor URLhttps://opus.bibliothek.uni-augsburg.de/opus4/131052
ISSN:0021-9991OPAC
Parent Title (English):Journal of Computational Physics
Publisher:Elsevier BV
Place of publication:Amsterdam
Type:Article
Language:English
Year of first Publication:2026
Publishing Institution:Universität Augsburg
Release Date:2026/06/15
Volume:563
First Page:115101
DOI:https://doi.org/10.1016/j.jcp.2026.115101
Institutes:Mathematisch-Naturwissenschaftlich-Technische Fakultät
Fakultätsübergreifende Institute und Einrichtungen
Mathematisch-Naturwissenschaftlich-Technische Fakultät / Institut für Mathematik
Mathematisch-Naturwissenschaftlich-Technische Fakultät / Institut für Mathematik / Lehrstuhl für High-Performance Scientific Computing
Fakultätsübergreifende Institute und Einrichtungen / Zentrum für Advanced Analytics and Predictive Sciences (CAAPS)
Dewey Decimal Classification:5 Naturwissenschaften und Mathematik / 51 Mathematik / 510 Mathematik
Licence (German):CC-BY 4.0: Creative Commons: Namensnennung