Yonsei University

Yonsei DG Lab Discontinuous Galerkin Methods for Hyperbolic Conservation Laws · Yonsei University

Yonsei DG Lab · Applied & Computational Mathematics

High-Order Discontinuous Galerkin Methods
for Hyperbolic Conservation Laws

We study discontinuous Galerkin (DG) discretizations — combining the mathematical rigor of finite element methods with the local conservation of finite volume schemes — for hyperbolic conservation laws whose solutions develop shocks and rarefaction waves in finite time. From Runge–Kutta DG, numerical flux design and limiting to entropy-stable and Lagrange-multiplier (DGLM) formulations, our work spans rigorous analysis, implementation, and application.

High-order accuracy Locally conservative Shock capturing Entropy stable hp-adaptivity

Jaemin Shin · Principal Investigator · ✉ jmshin@yonsei.ac.kr

About

About the Lab

The Yonsei DG Lab is an applied and computational mathematics research group operating on the Yonsei University campus. Hyperbolic conservation laws \(u_t+\nabla\cdot f(u)=0\) encompass core models of nature and engineering — the Euler equations of gas dynamics, the shallow water equations, traffic flow — yet even perfectly smooth initial data develop shock waves in finite time, so a discretization must deliver high-order accuracy and nonlinear stability at once. We study one of the most successful answers to this challenge, the discontinuous Galerkin method, from many angles: element-wise high-order polynomial approximation, Riemann-solver-based numerical fluxes, limiters that control spurious oscillations, discrete entropy inequalities, and new formulations built on Lagrange multipliers.

Jaemin Shin

Principal Investigator

An applied mathematician by training, he specializes in finite element and discontinuous Galerkin methods for partial differential equations. Alongside high-order discretizations of conservation laws, he applies SINDy — sparse identification of governing differential equations from data — to storage-reliability telemetry (HDD SMART attributes) for real-time failure prediction.

Research

Research Areas

Runge–Kutta DG (RKDG)

The classical Cockburn–Shu framework: weak formulations on piecewise-polynomial spaces combined with strong-stability-preserving (SSP) Runge–Kutta time integration. We analyze how TVD/TVB control of cell averages coexists with genuine high-order accuracy.

High-orderSSP-RK

Numerical Flux Design

Godunov, Roe, HLL/HLLC and (local) Lax–Friedrichs fluxes examined through consistency, monotonicity and upwinding — quantifying the robustness–resolution trade-off across problem classes.

Riemann solversUpwinding

Limiting & Physical Admissibility

minmod/TVB and WENO-based limiters, plus Zhang–Shu scaling for maximum-principle and positivity preservation (density, pressure) — taming Gibbs oscillations near shocks without sacrificing formal order of accuracy.

Shock capturingBound-preserving

Entropy-Stable DG

Discrete entropy inequalities built from entropy pairs \((\eta,q)\): Tadmor's entropy-conservative two-point fluxes, flux differencing, and summation-by-parts (SBP) operators yielding provably nonlinearly stable high-order schemes.

Entropy stabilitySBP

DGLM — DG with Lagrange Multipliers

Interface continuity and flux conditions imposed weakly through Lagrange multipliers on the mesh skeleton: saddle-point structure, inf-sup stability, static condensation, and the extension to time-dependent conservation laws.

Lagrange multiplierHybridization

Applications & Data-Driven Extensions

Burgers, Euler and shallow-water simulations with GPU parallelism — and, beyond PDEs, SINDy-based discovery of degradation dynamics from HDD SMART telemetry for real-time disk-failure prediction.

Euler / SWESINDyReliability
Methods

Methods at a Glance

1. Conservation Laws and the DG Weak Form

The domain is partitioned into elements \(K\), and on each element the solution is approximated in the polynomial space \(\mathcal{P}^k(K)\). No continuity is enforced across elements — coupling happens only through the numerical flux \(\widehat{f}\) on element boundaries.

$$\partial_t u + \nabla\cdot f(u) = 0 \quad \text{in } \Omega\times(0,T]$$ $$\frac{d}{dt}\int_K u_h\,v\,dx \;=\; \int_K f(u_h)\cdot\nabla v\,dx \;-\; \int_{\partial K} \widehat{f}\,(u_h^{-},u_h^{+})\cdot n_K\, v\,ds \qquad \forall\, v\in \mathcal{P}^k(K)$$

Time integration uses SSP Runge–Kutta methods, which preserve the stability of the spatial discretization (third-order example):

$$u^{(1)}=u^n+\Delta t\,L(u^n),\qquad u^{(2)}=\tfrac{3}{4}u^n+\tfrac{1}{4}\big(u^{(1)}+\Delta t\,L(u^{(1)})\big),\qquad u^{n+1}=\tfrac{1}{3}u^n+\tfrac{2}{3}\big(u^{(2)}+\Delta t\,L(u^{(2)})\big)$$

The CFL condition scales like \(\Delta t \lesssim \Delta x /\big[(2k+1)\,\max|f'(u)|\big]\), tightening with the polynomial degree \(k\).

2. Numerical Fluxes — the Only Coupling Between Elements

Consistent, monotone numerical fluxes are the key to stability and to selecting the entropy solution. The simplest choice is the (local) Lax–Friedrichs flux:

$$\widehat{f}^{\,\mathrm{LF}}(a,b)=\tfrac{1}{2}\big(f(a)+f(b)\big)-\tfrac{\alpha}{2}\,(b-a), \qquad \alpha=\max_{u}|f'(u)|$$

The Godunov flux uses the exact solution of local Riemann problems and carries the least numerical viscosity; for systems, Roe and HLL/HLLC approximate Riemann solvers balance accuracy against cost. Both Lax–Friedrichs and Godunov can be compared side by side in the live demo below.

3. Limiters — Balancing Accuracy and Oscillation Control

Gibbs oscillations near shocks are suppressed by minmod-based slope limiting, which compares edge deviations against neighboring differences of cell means:

$$\operatorname{minmod}(a_1,\dots,a_m)= \begin{cases} s\cdot\min_i |a_i|, & s=\operatorname{sign}(a_1)=\cdots=\operatorname{sign}(a_m)\\[2pt] 0, & \text{otherwise}\end{cases}$$

Accuracy loss at smooth extrema is mitigated by the TVB correction (threshold constant \(M\)). The Zhang–Shu scaling limiter instead shrinks the high-order polynomial toward its cell average, preserving maximum principles and positivity without destroying the order of accuracy:

$$\tilde u_h\big|_K=\bar u_K+\theta\,\big(u_h\big|_K-\bar u_K\big), \qquad \theta=\min\!\Big\{1,\ \tfrac{|M-\bar u_K|}{|M_K-\bar u_K|},\ \tfrac{|m-\bar u_K|}{|m_K-\bar u_K|}\Big\}$$

\([m,M]\) is the global range to be preserved; \(m_K, M_K\) are the extrema of the polynomial on cell \(K\).

4. Entropy Stability — the Criterion for Nonlinear Stability

Physically admissible weak solutions satisfy an entropy inequality for every convex entropy pair \((\eta,q)\). With entropy variables \(v=\eta'(u)\) and the entropy potential \(\psi=v\cdot f(u)-q(u)\), two-point fluxes \(f_S\) satisfying Tadmor's condition — combined in flux-differencing form — yield high-order DG schemes that are provably entropy stable at the discrete level:

$$\partial_t\,\eta(u)+\nabla\cdot q(u)\ \le\ 0, \qquad (v_R-v_L)^{\!\top} f_S(u_L,u_R)\ =\ \psi_R-\psi_L$$

5. DGLM — Element Coupling, Rewritten with Lagrange Multipliers

Imposing the interface conditions (trace continuity, flux matching) weakly through a Lagrange multiplier \(\lambda_h\) defined on the mesh skeleton turns the scheme into a mixed formulation with saddle-point structure:

$$\text{find } (u_h,\lambda_h):\qquad a(u_h,v)+b(v,\lambda_h)=\ell(v), \qquad b(u_h,\mu)=0 \qquad \forall\,(v,\mu)$$

Inf-sup stability of the multiplier space, element-local elimination by static condensation, and the connection to hybridizable DG are central themes — and extending this framework to time-dependent hyperbolic conservation laws is a flagship direction of the lab.

Interactive

Live Demo: P¹ RKDG for the Burgers Equation

t = 0.000 Numerical instability — try enabling the limiter (auto-restart)

The 1D Burgers equation \(u_t+\big(u^2/2\big)_x=0\) with initial data \(u_0(x)=\tfrac12+\sin 2\pi x\) and periodic boundaries, computed live in your browser (\(P^1\) RKDG, SSP-RK2, limiting after every stage). Each cell carries its own linear polynomial, so the jumps at element interfaces (gold vertical lines) are plainly visible — the signature of DG. Watch a shock form at \(t\approx0.16\) and remain oscillation-free under limiting; switch the limiter off to see Gibbs oscillations appear near the shock.

References

Key Literature

W. H. Reed, T. R. Hill (1973). Triangular mesh methods for the neutron transport equation. Los Alamos Scientific Laboratory Report LA-UR-73-479 — the origin of DG methods.
B. Cockburn, C.-W. Shu (1989). TVB Runge-Kutta local projection discontinuous Galerkin finite element method for conservation laws II: General framework. Mathematics of Computation 52(186), 411–435.
B. Cockburn, C.-W. Shu (1998). The Runge–Kutta discontinuous Galerkin method for conservation laws V: Multidimensional systems. Journal of Computational Physics 141(2), 199–224.
B. Cockburn, C.-W. Shu (1998). The local discontinuous Galerkin method for time-dependent convection-diffusion systems. SIAM Journal on Numerical Analysis 35(6), 2440–2463.
E. Tadmor (1987). The numerical viscosity of entropy stable schemes for systems of conservation laws I. Mathematics of Computation 49(179), 91–103.
X. Zhang, C.-W. Shu (2010). On maximum-principle-satisfying high order schemes for scalar conservation laws. Journal of Computational Physics 229(9), 3091–3120.
T. Chen, C.-W. Shu (2017). Entropy stable high order discontinuous Galerkin methods with suitable quadrature rules for hyperbolic conservation laws. Journal of Computational Physics 345, 427–461.
S. L. Brunton, J. L. Proctor, J. N. Kutz (2016). Discovering governing equations from data by sparse identification of nonlinear dynamical systems. PNAS 113(15), 3932–3937 — the basis of our data-driven research line.
Notes

Recent Notes

2026-08-14

Choosing the TVB constant M — between accuracy and oscillation

How the TVB threshold constant M trades accuracy at smooth extrema against oscillation control near shocks, benchmarked on scalar conservation laws — with a scaling rule for M under mesh refinement.

2026-07-02

Five numerical fluxes compared on the Burgers equation

From Lax–Friedrichs to Godunov: shock resolution, numerical viscosity and convergence order under an identical P² RKDG discretization — including an entropy-violation case at a sonic point inside a rarefaction wave.

2026-05-27

Deriving entropy-conservative two-point fluxes by hand

Working out Tadmor's condition \((v_R-v_L)^\top f_S=\psi_R-\psi_L\) for the Burgers and shallow-water equations, and coupling the resulting fluxes into a flux-differencing DG scheme, step by step.

2026-04-18

Weak-SINDy on noisy SMART time series

Applying weak-form SINDy to HDD SMART telemetry to identify degradation dynamics without computing derivatives — and how test-function design borrowed from conservation-law weak forms improves robustness to noise.

Contact

Contact

Affiliation
Yonsei University
Principal Investigator
Jaemin Shin
Email
jmshin@yonsei.ac.kr
Email (alternate)
jmshin.cse@gmail.com
Address
50 Yonsei-ro, Seodaemun-gu, Seoul 03722, Republic of Korea
Web
yonsei-dglab.duckdns.org