Revisiting the method of characteristics via a convex hull algorithm

We revisit the method of characteristics for shock wave solutions to nonlinear hyperbolic problems and we propose a novel numerical algorithm-the convex hull algorithm (CHA)-which allows us to compute both entropy dissipative solutions (satisfying all entropy inequalities) and entropy conservative (or multi-valued) solutions. From the multi-valued solutions determined by the method of characteristics, our algorithm “extracts” the entropy dissipative solutions, even after the formation of shocks. It applies to both convex and non-convex flux/Hamiltonians. We demonstrate the relevance of the proposed method with a variety of numerical tests, including conservation laws in one or two spatial dimensions and problem arising in fluid dynamics.