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 matrices, interpreting them as discrete Green's functions. In this direct way, we also find out precisely which choices of SAT parameters that make the discretization matrices singular. In the second derivative case, it is shown that if the penalty parameters are chosen such that the semi-discrete scheme is dual consistent, the discretization matrix can become singular even when the scheme is energy stable. The inverse formulas hold for SBP-SAT operators of arbitrary order of accuracy. For second and fourth order accurate operators, the inverses are provided explicitly.
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…
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…
We analyze the stability and functional superconvergence of discretizations of diffusion problems with the narrow-stencil second-derivative generalized summation-by-parts (SBP) operators coupled with simultaneous approximation terms (SATs). Provided that the primal and adjoint solutions are sufficiently smooth and the SBP-SAT discretization is primal and adjoint consistent, we show that linear functionals associated with the steady diffusion problem superconverge at a rate of $ 2p $ when a degree $ p+1 $ narrow-stencil or a degree $ p $ wide-stencil generalized SBP operator is used for the spa…
In the research community, there exists the strong belief that a continuous Galerkin scheme is notoriously unstable and additional stabilization terms have to be added to guarantee stability. In the first part of the series [6], the application of simultaneous approximation terms for linear problems is investigated where the boundary conditions are imposed weakly. By applying this technique, the authors demonstrate that a pure continuous Galerkin scheme is indeed linear stable if the boundary conditions are done in the correct way. In this work, we extend this investigation to the non-linear c…
Several types of simultaneous approximation term (SAT) for diffusion problems discretized with diagonal-norm multidimensional summation-by-parts (SBP) operators are analyzed based on a common framework. Conditions under which the SBP-SAT discretizations are consistent, conservative, adjoint consistent, and energy stable are presented. For SATs leading to primal and adjoint consistent discretizations, the error in output functionals is shown to be of order $h^{2p}$ when a degree $p$ multidimensional SBP operator is used to discretize the spatial derivatives. SAT penalty coefficients correspondi…
Summation-By-Parts (SBP) methods provide a systematic way of constructing provably stable numerical schemes. However, many proofs of convergence and accuracy rely on the assumption that the SBP operator possesses a particular eigenvalue property. In this note, three results pertaining to this property are proven. Firstly, the eigenvalue property does not hold for all nullspace consistent SBP operators. Secondly, this issue can be addressed without affecting the accuracy of the method by adding a specially designed, arbitrarily small perturbation term to the SBP operator. Thirdly, all pseudospe…
Conservative and Stable Degree Preserving SBP Operators for Non-Conforming Meshes
Mathematical Institute, University of Cologne（科隆大学数学研究所）；Institute for Aerospace Studies, University of Toronto（多伦多大学航空航天研究所）；Department of Mechanical, Aerospace, and Nuclear Engineering, Rensselaer Polytechnic Institute（伦斯勒理工学院机械、航空航天与核工程系）
High order entropy stable discontinuous Galerkin (DG) methods for nonlinear conservation laws satisfy an inherent discrete entropy inequality. The construction of such schemes has relied on the use of carefully chosen nodal points or volume and surface quadrature rules to produce operators which satisfy a summation-by-parts (SBP) property. In this work, we show how to construct "modal" skew-symmetric DG formulations which are entropy stable for volume and surface quadratures under which a traditional SBP property does not hold. These skew-symmetric formulations avoid the use of a "strong" matr…
In the hyperbolic community, discontinuous Galerkin approaches are mainly applied when finite element methods are considered. As the name suggested, the DG framework allows a discontinuity at the element interfaces, which seems for many researchers a favorable property in case of hyperbolic balance laws. On the contrary, continuous Galerkin method obtained from a straightforward discretisation of the weak form of the PDEs appear to be unsuitable for hyperbolic problems. To remedy this issue, stabilization terms are usually added and various formulations can be found in the literature. There ex…
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 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…
A solution to the linear Boltzmann equation satisfies an energy bound, which reflects a natural fact: The energy of particles in a finite volume is bounded in time by the energy of particles initially occupying the volume augmented by the energy transported into the volume by particles entering the volume over time. In this paper, we present boundary conditions (BCs) for the spherical harmonic (PN) approximation, which ensure that this fundamental energy bound is satisfied by the PN approximation. Our BCs are compatible with the characteristic waves of PN equations and determine the incoming w…
Entropy Stable Discontinuous Galerkin Schemes on Moving Meshes with Summation-by-Parts Property for Hyperbolic Conservation Laws
University of Cologne（科隆大学）；Institute of Aerodynamics and Gas Dynamics (IAG), University of Stuttgart（斯图加特大学空气动力学与气体动力学研究所）；Center for Data and Simulation Science (CDS), University of Cologne（科隆大学数据与模拟科学中心）
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）
A free-energy stable nodal discontinuous Galerkin approximation with summation-by-parts property for the Cahn-Hilliard equation
ETSIAE-UPM - School of Aeronautics, Universidad Politécnica de Madrid（马德里理工大学航空学院）；Center for Computational Simulation, Universidad Politécnica de Madrid（马德里理工大学计算模拟中心）；Department of Mathematics, Florida State University（佛罗里达州立大学数学系）；Computational Science Research Center, San Diego State University（圣地亚哥州立大学计算科学研究中心）
We present a provably stable discontinuous Galerkin spectral element method for the incompressible Navier-Stokes equations with artificial compressibility and variable density. Stability proofs, which include boundary conditions, that follow a continuous entropy analysis are provided. We define a mathematical entropy function that combines the traditional kinetic energy and an additional energy term for the artificial compressiblity, and derive its associated entropy conservation law. The latter allows us to construct a provably stable split-form nodal Discontinuous Galerkin (DG) approximation…
For the general class of residual distribution (RD) schemes, including many finite element (such as continuous/discontinuous Galerkin) and flux reconstruction methods, an approach to construct entropy conservative/ dissipative semidiscretizations by adding suitable correction terms has been proposed by Abgrall (J.~Comp.~Phys. 372: pp. 640--666, 2018). In this work, the correction terms are characterized as solutions of certain optimization problems and are adapted to the SBP-SAT framework, focusing on discontinuous Galerkin methods. Novel generalizations to entropy inequalities, multiple const…
We propose an approximation of nonlinear renewal equations by means of ordinary differential equations. We consider the integrated state, which is absolutely continuous and satisfies a delay differential equation. By applying the pseudospectral approach to the abstract formulation of the differential equation, we obtain an approximating system of ordinary differential equations. We present convergence proofs for equilibria and the associated characteristic roots, and we use some models from ecology and epidemiology to illustrate the benefits of the approach to perform numerical bifurcation ana…
