Conservative iterative methods for implicit discretizations of conservation laws

Abstract: Conservation properties of iterative methods applied to implicit finite volume discretizations of nonlinear conservation laws are analyzed. It is shown that any consistent multistep or Runge-Kutta method is globally conservative. Further, it is shown that Newton's method, Krylov subspace methods and pseudo-time iterations are globally conservative while the Jacobi and Gauss-Seidel methods are not in general. If pseudo-time iterations using an explicit Runge-Kutta method are applied to a locally conservative discretization, then the resulting scheme is also locally conservative. However, the corresponding numerical flux can be inconsistent with the conservation law. We prove an extension of the Lax-Wendroff theorem, which reveals that numerical solutions based on these methods converge to weak solutions of a modified conservation law where the flux function is multiplied by a particular constant. This constant depends on the choice of Runge-Kutta method but is independent of both the conservation law and the discretization. Consistency is maintained by ensuring that this constant equals unity and a strategy for achieving this is presented. Experiments show that this strategy improves the convergence rate of the pseudo-time iterations.