We present a hybridization technique for summation-by-parts finite difference methods with weak enforcement of interface and boundary conditions for second order, linear elliptic partial differential equations. The method is based on techniques from the hybridized discontinuous Galerkin literature where local and global problems are defined for the volume and trace grid points, respectively. By using a Schur complement technique the volume points can be eliminated, which drastically reduces the system size. We derive both the local and global problems, and show that the linear systems that must be solved are symmetric positive definite. The theoretical stability results are confirmed with numerical experiments as is the accuracy of the method.
We develop a new finite difference method for the wave equation in second order form. The finite difference operators satisfy a summation-by-parts (SBP) property. With boundary conditions and material interface conditions imposed weakly by the simultaneous-approximation-term (SAT) method, we derive energy estimates for the semi-discretization. In addition, error estimates are derived by the normal mode analysis. The proposed method is termed as energy-based because of its similarity with the energy-based discontinuous Galerkin method. When imposing the Dirichlet boundary condition and material…
In this article, discrete variants of several results from vector calculus are studied for classical finite difference summation by parts operators in two and three space dimensions. It is shown that existence theorems for scalar/vector potentials of irrotational/solenoidal vector fields cannot hold discretely because of grid oscillations, which are characterised explicitly. This results in a non-vanishing remainder associated to grid oscillations in the discrete Helmholtz Hodge decomposition. Nevertheless, iterative numerical methods based on an interpretation of the Helmholtz Hodge decomposi…
University of Cologne（科隆大学）；Universidad Politécnica de Madrid（马德里理工大学）；Max Planck Institute for Plasma Physics（马克斯·普朗克等离子体物理研究所）；Technical University of Munich（慕尼黑工业大学）；University of Waterloo（滑铁卢大学）
Curvilinear, multiblock summation-by-parts finite difference operators with the simultaneous approximation term method provide a stable and accurate framework for solving the wave equation in second order form. That said, the standard method can become arbitrarily stiff when characteristic boundary conditions and nonlinear interface conditions are used. Here we propose a new technique that avoids this stiffness by using characteristic variables to "upwind" the boundary and interface treatment. This is done through the introduction of an additional block boundary displacement variable. Using a …
A finite-difference summation-by-parts, conditionally stable partitioned algorithm for conjugate heat transfer problems
University of Waterloo（滑铁卢大学）；Ansys Canada Inc.（安世加拿大公司）；the University of British Columbia（不列颠哥伦比亚大学）；Institute of Mechanical and Electrical Engineering, University of Southern Denmark（南丹麦大学机电工程研究所）
Radial basis function methods are powerful tools in numerical analysis and have demonstrated good properties in many different simulations. However, for time-dependent partial differential equations, only a few stability results are known. In particular, if boundary conditions are included, stability issues frequently occur. The question we address in this paper is how provable stability for RBF methods can be obtained. We develop and construct energy-stable radial basis function methods using the general framework of summation-by-parts operators often used in the Finite Difference and Finite …
Stability of the Active Flux Method in the Framework of Summation-by-Parts Operators
Institut de Mathématiques de Bordeaux (IMB), CNRS UMR 5251（波尔多数学研究所）；University of Würzburg, Institute of Mathematics（维尔茨堡大学）；University of Kassel, Institute of Mathematics（卡塞尔大学）；Johannes Gutenberg University Mainz, Institute of Mathematics（美因茨约翰内斯·古腾堡大学）
We consider finite difference approximations of the second derivative, exemplified in Poisson's equation, the heat equation and the wave equation. The finite difference operators satisfy a summation-by-parts property, which mimics the integration-by-parts. Since the operators approximate the second derivative, they are singular by construction. To impose boundary conditions, these operators are modified using Simultaneous Approximation Terms. This makes the modified matrices non-singular, for most choices of boundary conditions. Recently, inverses of such matrices were derived. However, when c…
Acoustic and elastic wave equations are routinely used in geophysical and engineering studies to simulate the propagation of waves, with a broad range of applications, including seismology, near surface characterization, non-destructive structural evaluation, etc. Finite difference methods remain popular choices for these simulations due to their simplicity and efficiency. In particular, the family of finite difference methods based on the summation-by-parts operators and the simultaneous-approximation-terms technique have been proposed for these simulations, which offers great flexibility in …
In this paper, we show that diagonal-norm summation by parts (SBP) discretizations of general non-conservative systems of hyperbolic balance laws can be rewritten as a finite-volume-type formula, also known as flux-differencing formula, if the non-conservative terms can be written as the product of a local and a symmetric contribution. Furthermore, we show that the existence of a flux-differencing formula enables the use of recent subcell limiting strategies to improve the robustness of the high-order discretizations. To demonstrate the utility of the novel flux-differencing formula, we constr…
High-order accurate summation-by-parts (SBP) finite difference (FD) methods constitute efficient numerical methods for simulating large-scale hyperbolic wave propagation problems. Traditional SBP FD operators that approximate first-order spatial derivatives with central-difference stencils often have spurious unresolved numerical wave-modes in their computed solutions. Recently derived high order accurate upwind SBP operators based upwind FD stencils have the potential to suppress these poisonous spurious wave-modes on marginally resolved computational grids. In this paper, we demonstrate that…
We analyze two types of summation-by-parts finite difference operators for approximating the second derivative with variable coefficient. The first type uses ghost points, while the second type does not use any ghost points. A previously unexplored relation between the two types of summation-by-parts operators is investigated. By combining them we develop a new fourth order accurate finite difference discretization with hanging nodes on the mesh refinement interface. We take the model problem as the two-dimensional acoustic wave equation in second order form in terms of acoustic pressure, and …
We study nonlinear hyperbolic conservation laws with non-convex flux in one space dimension and, for a broad class of numerical methods based on summation by parts operators, we compute numerically the kinetic functions associated with each scheme. As established by LeFloch and collaborators, kinetic functions (for continuous or discrete models) uniquely characterize the macro-scale dynamics of small-scale dependent, undercompressive, nonclassical shock waves. We show here that various entropy-dissipative numerical schemes can yield nonclassical solutions containing classical shocks, including…
Strongly stable dual-pairing summation by parts finite difference schemes for the vector invariant nonlinear shallow water equations -- I: Numerical scheme and validation on the plane
The stable operation of gas networks is an important optimization target. While for this task commonly finite volume methods are used, we introduce a new finite difference approach. With a summation by part formulation for the spatial discretization, we get well-defined fluxes between the pipes. This allows a simple and explicit formulation of the coupling conditions at the node. From that, we derive the adjoint equations for the network simply and transparently. The resulting direct and adjoint equations are numerically efficient and easy to implement. The approach is demonstrated by the opti…
High-Order Summation-By-Parts Schemes for First-Order Hyperbolic Systems in Curvilinear Coordinates with Singularities
Radboud University（拉德堡德大学）；Albert-Einstein-Institut, Max-Planck-Institut für Gravitationsphysik（马克斯·普朗克引力物理学研究所爱因斯坦研究所）；Leibniz Universität Hannover（汉诺威莱布尼茨大学）；Perimeter Institute for Theoretical Physics（理论物理前沿研究所）；University of Waterloo（滑铁卢大学）；Louisiana State University（路易斯安那州立大学）
We consider energy stable summation by parts finite difference methods (SBP-FD) for the homogeneous and piecewise homogeneous dynamic beam equation (DBE). Previously the constant coefficient problem has been solved with SBP-FD together with penalty terms (SBP-SAT) to impose boundary conditions. In this work we revisit this problem and compare SBP-SAT to the projection method (SBP-P). We also consider the DBE with discontinuous coefficients and present novel SBP-SAT, SBP-P and hybrid SBP-SAT-P discretizations for imposing interface conditions. Numerical experiments show that all methods conside…
The Laplacian appears in several partial differential equations used to model wave propagation. Summation-by-parts--simultaneous approximation term (SBP-SAT) finite difference methods are often used for such equations, as they combine computational efficiency with provable stability on curvilinear multiblock grids. However, the existing SBP-SAT discretization of the Laplacian quickly becomes prohibitively stiff as grid skewness increases. The stiffness stems from the SATs that impose inter-block couplings and Dirichlet boundary conditions. We resolve this issue by deriving stable SATs whose st…
We develop a fourth order accurate finite difference method for the three dimensional elastic wave equation in isotropic media with the piecewise smooth material property. In our model, the material property can be discontinuous at curved interfaces. The governing equations are discretized in second order form on curvilinear meshes by using a fourth order finite difference operator satisfying a summation-by-parts property. The method is energy stable and high order accurate. The highlight is that mesh sizes can be chosen according to the velocity structure of the material so that computational…
Entropy Stable Space-Time Discontinuous Galerkin Schemes with Summation-by-Parts Property for Hyperbolic Conservation Laws
University of Cologne（科隆大学）；National Institute of Aerospace and Computational AeroSciences Branch, NASA Langley Research Center（NASA兰利研究中心国家航空航天与计算空气动力学分支）；Computational AeroSciences Branch, NASA Langley Research Center（NASA兰利研究中心计算空气动力学分支）
The scalar, one-dimensional advection equation and heat equation are considered. These equations are discretized in space, using a finite difference method satisfying summation-by-parts (SBP) properties. To impose the boundary conditions, we use a penalty method called simultaneous approximation term (SAT). Together, this gives rise to two semi-discrete schemes where the discretization matrices approximate the first and the second derivative operators, respectively. The discretization matrices depend on free parameters from the SAT treatment. We derive the inverses of the discretization matric…
Summation-by-parts (SBP) finite difference methods have several desirable properties for second-order wave equations. They combine the computational efficiency of narrow-stencil finite difference operators with provable stability on curvilinear multiblock grids. While several techniques for boundary and interface conditions exist, weak imposition via simultaneous approximation terms (SATs) is perhaps the most flexible one. Although SBP methods have been applied to elastic wave equations many times, an SBP-SAT method for general anisotropic elastic wave equations has not yet been presented in t…
Summation by parts methods for the spherical harmonic decomposition of the wave equation in arbitrary dimensions
University of Southampton（南安普顿大学）；Institut d’Astrophysique de Paris, CNRS, Univ. Pierre et Marie Curie（巴黎天体物理学研究所，法国国家科学研究中心，皮埃尔和玛丽·居里大学）；Laboratoire Univers et Théories, CNRS, Univ. Paris Diderot（宇宙与理论实验室，法国国家科学研究中心，巴黎第七大学）；Oakland University（奥克兰大学）；Michigan Center for Theoretical Physics, Randall Laboratory of Physics, University of Michigan（密歇根大学兰德尔物理理论与物理中心）
We develop a stable finite difference method for the elastic wave equation in bounded media, where the material properties can be discontinuous at curved interfaces. The governing equation is discretized in second order form by a fourth or sixth order accurate summation-by-parts operator. The mesh size is determined by the velocity structure of the material, resulting in nonconforming grid interfaces with hanging nodes. We use order-preserving interpolation and the ghost point technique to couple adjacent mesh blocks in an energy-conserving manner, which is supported by a fully discrete stabil…
The paper describes the construction of entropy-stable discontinuous Galerkin difference (DGD) discretizations for hyperbolic conservation laws on unstructured grids. The construction takes advantage of existing theory for entropy-stable summation-by-parts (SBP) discretizations. In particular, the paper shows how DGD discretizations -- both linear and nonlinear -- can be constructed by defining the SBP trial and test functions in terms of interpolated DGD degrees of freedom. In the case of entropy-stable discretizations, the entropy variables rather than the conservative variables must be inte…
In this article we develop a numerical scheme to deal with interfaces between touching numerical grids when solving Schrö{}dinger equation. In order to pass the information among grids we use the values of the fields only at the contact point between them. Surprisingly we obtain a convergent methods which is third order accurate with respect to the spatial resolution. In test cases, at the minimal resolution needed to describe correctly the waves, the error of this approximation is similar to that of a homogeneous (centered differences everywhere) scheme with three points stencil, that is a si…
We present a mechanism to explicitly couple the finite-difference discretizations of 2D acoustic and isotropic elastic wave systems that are separated by straight interfaces. Such coupled simulations allow the application of the elastic model to geological regions that are of special interest for seismic exploration studies (e.g., the areas surrounding salt bodies), while with the computationally more tractable acoustic model still being applied in the background regions. Specifically, the acoustic wave system is expressed in terms of velocity and pressure while the elastic wave system is expr…
3d Summation-by-Parts scheme for Linear Wave Equations on Hyperboloidal Slices
Indian Institute of Science Education and Research (IISER) Pune（印度科学教育研究所浦那分校）；International Centre for Theoretical Sciences (ICTS), Tata Institute of Fundamental Research (TIFR)（塔塔基础研究所国际理论科学中心）；Beijing Institute of Mathematical Sciences and Applications (BIMSA)（北京数学科学与应用研究院）
