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At least 19 records

A provably stable numerical method for the anisotropic diffusion equation in confined magnetic fields

We present a novel numerical method for solving the anisotropic diffusion equation in magnetic fields confined to a periodic box which is accurate and provably stable. We derive energy estimates of the solution of the continuous initial boundary value problem. A discrete formulation is presented using operator splitting in time with the summation by parts finite difference approximation of spatial derivatives for the perpendicular diffusion operator. Weak penalty procedures are derived for implementing both boundary conditions and parallel diffusion operator obtained by field line tracing. We prove that the fully-discrete approximation is unconditionally stable. Discrete energy estimates are shown to match the continuous energy estimate given the correct choice of penalty parameters. A nonlinear penalty parameter is shown to provide an effective method for tuning the parallel diffusion penalty and significantly minimises rounding errors. Several numerical experiments, using manufactured solutions, the “NIMROD benchmark” problem and a single island problem, are presented to verify numerical accuracy, convergence, and asymptotic preserving properties of the method. Finally, we present a magnetic field with chaotic regions and islands and show the contours of the anisotropic diffusion equation reproduce key features in the field.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

High-order cyclo-difference techniques: An alternative to finite differences

The summation-by-parts energy norm is used to establish a new class of high-order finite-difference techniques referred to here as 'cyclo-difference' techniques. These techniques are constructed cyclically from stable subelements, and require no numerical boundary conditions; when coupled with the simultaneous approximation term (SAT) boundary treatment, they are time asymptotically stable for an arbitrary hyperbolic system. These techniques are similar to spectral element techniques and are ideally suited for parallel implementation, but do not require special collocation points or orthogonal basis functions. The principal focus is on methods of sixth-order formal accuracy or less; however, these methods could be extended in principle to any arbitrary order of accuracy.

Carpenter, Mark H.↗

Efficient Entropy Stable Gauss Collocation Methods

The construction of high-order entropy stable collocation schemes on quadrilateral and hexahedral elements has relied on the use of Gauss-Legendre-Lobatto collocation points and their equivalence with summation-by-parts (SBP) finite difference operators. In this work, we show how to efficiently generalize the construction of semidiscrete, entropy stable schemes on tensor product elements to Gauss points and generalized SBP operators. Numerical experiments suggest 8 that the use of Gauss points significantly improves accuracy on curved meshes.

Jesse Chan↗

Elastic Wave Propagation in Curvilinear Coordinates with Mesh Refinement Interfaces by a Fourth Order Finite Difference Method

In this work, 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 efficiency is improved. At the mesh refinement interfaces with hanging nodes, physical interface conditions are imposed by using ghost points and interpolation. With a fourth order predictor-corrector time integrator, the fully discrete scheme is energy conserving. Numerical experiments are presented to verify the fourth order convergence rate and the energy conserving property.

58 GEOSCIENCES↗

A Stable and Conservative Interface Treatment of Arbitrary Spatial Accuracy

Stable and accurate interface conditions are derived for the linear advection-diffusion equation. The conditions are functionally independent of the spatial order of accuracy and rely only on the form of the discrete operator. We focus on high-order finite-difference operators that satisfy the summation-by-parts (SBP) property. We prove that stability is a natural consequence of the SBP operators used in conjunction with the new boundary conditions. In addition, we show that the interface treatments are conservative. New finite-difference operators of spatial accuracy up to sixth order are constructed: these operators satisfy the SBP property. Finite-difference operators are shown to admit design accuracy (p(sup th)-order global accuracy) when (p - 1)(sup th)-order stencil closures are used near the boundaries if the physical boundary conditions are implemented to at least p(sup th)-order accuracy. Stability and accuracy are demonstrated on the nonlinear Burgers' equation for an twelve-subdomain problem with randomly distributed interfaces.

Carpenter, Mark H.↗

Summation by parts, projections, and stability

We have derived stability results for high-order finite difference approximations of mixed hyperbolic-parabolic initial-boundary value problems (IBVP). The results are obtained using summation by parts and a new way of representing general linear boundary conditions as an orthogonal projection. By slightly rearranging the analytic equations, we can prove strict stability for hyperbolic-parabolic IBVP. Furthermore, we generalize our technique so as to yield strict stability on curvilinear non-smooth domains in two space dimensions. Finally, we show how to incorporate inhomogeneous boundary data while retaining strict stability. Using the same procedure one can prove strict stability in higher dimensions as well.

Olsson, Pelle↗

Entropy Stable Wall Boundary Conditions for the Three-Dimensional Compressible Navier-Stokes Equations

Non-linear entropy stability and a summation-by-parts framework are used to derive entropy stable wall boundary conditions for the three-dimensional compressible Navier-Stokes equations. A semi-discrete entropy estimate for the entire domain is achieved when the new boundary conditions are coupled with an entropy stable discrete interior operator. The data at the boundary are weakly imposed using a penalty flux approach and a simultaneous-approximation-term penalty technique. Although discontinuous spectral collocation operators on unstructured grids are used herein for the purpose of demonstrating their robustness and efficacy, the new boundary conditions are compatible with any diagonal norm summation-by-parts spatial operator, including finite element, finite difference, finite volume, discontinuous Galerkin, and flux reconstruction/correction procedure via reconstruction schemes. The proposed boundary treatment is tested for three-dimensional subsonic and supersonic flows. The numerical computations corroborate the non-linear stability (entropy stability) and accuracy of the boundary conditions.

Parsani, Matteo↗

Entropy Stable Wall Boundary Conditions for the Compressible Navier-Stokes Equations

Non-linear entropy stability and a summation-by-parts framework are used to derive entropy stable wall boundary conditions for the compressible Navier-Stokes equations. A semi-discrete entropy estimate for the entire domain is achieved when the new boundary conditions are coupled with an entropy stable discrete interior operator. The data at the boundary are weakly imposed using a penalty flux approach and a simultaneous-approximation-term penalty technique. Although discontinuous spectral collocation operators are used herein for the purpose of demonstrating their robustness and efficacy, the new boundary conditions are compatible with any diagonal norm summation-by-parts spatial operator, including finite element, finite volume, finite difference, discontinuous Galerkin, and flux reconstruction schemes. The proposed boundary treatment is tested for three-dimensional subsonic and supersonic flows. The numerical computations corroborate the non-linear stability (entropy stability) and accuracy of the boundary conditions.

Parsani, Matteo↗

High-Order Entropy Stable Formulations for Computational Fluid Dynamics

A systematic approach is presented for developing entropy stable (SS) formulations of any order for the Navier-Stokes equations. These SS formulations discretely conserve mass, momentum, energy and satisfy a mathematical entropy inequality. They are valid for smooth as well as discontinuous flows provided sufficient dissipation is added at shocks and discontinuities. Entropy stable formulations exist for all diagonal norm, summation-by-parts (SBP) operators, including all centered finite-difference operators, Legendre collocation finite-element operators, and certain finite-volume operators. Examples are presented using various entropy stable formulations that demonstrate the current state-of-the-art of these schemes.

Carpenter, Mark H.↗

Difference equations and integral families for Witten diagrams

We show that tree-level and one-loop Mellin space correlators in anti-de Sitter space obey certain difference equations, which are the direct analog to the differential equations for Feynman loop integrals in the flat space. Finite-difference relations, which we refer to as “summation-by-parts relations”, in parallel with the integration-by-parts relations for Feynman loop integrals, are derived to reduce the integrals to a basis. We illustrate the general methodology by explicitly deriving the difference equations and summation-by-parts relations for various tree-level and one-loop Witten diagrams up to the four-point bubble level.

AdS-CFT Correspondence↗

Time-stable boundary conditions for finite-difference schemes solving hyperbolic systems: Methodology and application to high-order compact schemes

We present a systematic method for constructing boundary conditions (numerical and physical) of the required accuracy, for compact (Pade-like) high-order finite-difference schemes for hyperbolic systems. First, a roper summation-by-parts formula is found for the approximate derivative. A 'simultaneous approximation term' (SAT) is then introduced to treat the boundary conditions. This procedure leads to time-stable schemes even in the system case. An explicit construction of the fourth-order compact case is given. Numerical studies are presented to verify the efficacy of the approach.

Carpenter, Mark H.↗

Time-stable boundary conditions for finite-difference schemes solving hyperbolic systems: Methodology and application to high-order compact schemes

We present a systematic method for constructing boundary conditions (numerical and physical) of the required accuracy, for compact (Pade-like) high-order finite-difference schemes for hyperbolic systems. First a proper summation-by-parts formula is found for the approximate derivative. A 'simultaneous approximation term' is then introduced to treat the boundary conditions. This procedure leads to time-stable schemes even in the system case. An explicit construction of the fourth-order compact case is given. Numerical studies are presented to verify the efficacy of the approach.

Carpenter, Mark H.↗

Discretely Conservative Finite-Difference Formulations for Nonlinear Conservation Laws in Split Form: Theory and Boundary Conditions

Simulations of nonlinear conservation laws that admit discontinuous solutions are typically restricted to discretizations of equations that are explicitly written in divergence form. This restriction is, however, unnecessary. Herein, linear combinations of divergence and product rule forms that have been discretized using diagonal-norm skew-symmetric summation-by-parts (SBP) operators, are shown to satisfy the sufficient conditions of the Lax-Wendroff theorem and thus are appropriate for simulations of discontinuous physical phenomena. Furthermore, special treatments are not required at the points that are near physical boundaries (i.e., discrete conservation is achieved throughout the entire computational domain, including the boundaries). Examples are presented of a fourth-order, SBP finite-difference operator with second-order boundary closures. Sixth- and eighth-order constructions are derived, and included in E. Narrow-stencil difference operators for linear viscous terms are also derived; these guarantee the conservative form of the combined operator.

Fisher, Travis C.↗

High Order Difference Method for Low Mach Number Aeroacoustics

A high order finite difference method with improved accuracy and stability properties for computational aeroacoustics (CAA) at low Mach numbers is proposed. The Euler equations are split into a conservative and a symmetric non- conservative portion to allow the derivation of a generalized energy estimate. Since the symmetrization is based on entropy variables, that splitting of the flux derivatives is referred to as entropy splitting. Its discretization by high order central differences was found to need less numerical dissipation than conventional conservative schemes. Owing to the large disparity of acoustic and stagnation quantities in low Mach number aeroacoustics, the split Euler equations are formulated in perturbation form. The unknowns are the small changes of the conservative variables with respect to their large stagnation values. All nonlinearities and the conservation form of the conservative portion of the split flux derivatives can be retained, while cancellation errors are avoided with its discretization opposed to the conventional conservative form. The finite difference method is third-order accurate at the boundary and the conventional central sixth-order accurate stencil in the interior. The difference operator satisfies the summation by parts property analogous to the integration by parts in the continuous energy estimate. Thus, strict stability of the difference method follows automatically. Spurious high frequency oscillations are suppressed by a characteristic-based filter similar to but without limiter. The time derivative is approximated by a 4-stage low-storage second-order explicit Runge-Kutta method. The method has been applied to simulate vortex sound at low Mach numbers. We consider the Kirchhoff vortex, which is an elliptical patch of constant vorticity rotating with constant angular frequency in irrotational flow. The acoustic pressure generated by the Kirchhoff vortex is governed by the 2D Helmholtz equation, which can be solved analytically using separation of variables.

Mueller, B.↗

Compact finite volume methods for the diffusion equation

The paper describes an approach to treating initial-boundary-value problems by finite volume methods in which the parallel between differential and difference arguments is closely maintained. By using intrinsic geometrical properties of the volume elements, it is possible to describe discrete versions of the div, curl, and grad operators which lead, using summation-by-parts techniques, to familiar energy equations as well as the div curl = 0 and curl grad = 0 identities. For the diffusion equation, these operators describe compact schemes whose convergence is assured by the energy equations and which yield both the potential and the flux vector with second-order accuracy. A simplified potential form is especially useful for obtaining numerical results by multigrid and ADI methods.

Rose, Milton E.↗

Compact finite volume methods for the diffusion equation

An approach to treating initial-boundary value problems by finite volume methods is described, in which the parallel between differential and difference arguments is closely maintained. By using intrinsic geometrical properties of the volume elements, it is possible to describe discrete versions of the div, curl, and grad operators which lead, using summation-by-parts techniques, to familiar energy equations as well as the div curl = 0 and curl grad = 0 identities. For the diffusion equation, these operators describe compact schemes whose convergence is assured by the energy equations and which yield both the potential and the flux vector with second order accuracy. A simplified potential form is especially useful for obtaining numerical results by multigrid and alternating direction implicit (ADI) methods. The treatment of general curvilinear coordinates is shown to result from a specialization of these general results.

Rose, Milton E.↗

Boundary Closures for Fourth-order Energy Stable Weighted Essentially Non-Oscillatory Finite Difference Schemes

A general strategy exists for constructing Energy Stable Weighted Essentially Non Oscillatory (ESWENO) finite difference schemes up to eighth-order on periodic domains. These ESWENO schemes satisfy an energy norm stability proof for both continuous and discontinuous solutions of systems of linear hyperbolic equations. Herein, boundary closures are developed for the fourth-order ESWENO scheme that maintain wherever possible the WENO stencil biasing properties, while satisfying the summation-by-parts (SBP) operator convention, thereby ensuring stability in an L2 norm. Second-order, and third-order boundary closures are developed that achieve stability in diagonal and block norms, respectively. The global accuracy for the second-order closures is three, and for the third-order closures is four. A novel set of non-uniform flux interpolation points is necessary near the boundaries to simultaneously achieve 1) accuracy, 2) the SBP convention, and 3) WENO stencil biasing mechanics.

Fisher, Travis C.↗

Analysis of the SBP-SAT Stabilization for Finite Element Methods Part I: Linear Problems

In the hyperbolic community, discontinuous Galerkin (DG) 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 methods appear to be unsuitable for hyperbolic problems and there exists still the perception that continuous Galerkin methods are notoriously unstable. To remedy this issue, stabilization terms are usually added and various formulations can be found in the literature. However, this perception is not true and the stabilization terms are unnecessary, in general. In this paper, we deal with this problem, but present a different approach. We use the boundary conditions to stabilize the scheme following a procedure that are frequently used in the finite difference community. Here, the main idea is to impose the boundary conditions weakly and specific boundary operators are constructed such that they guarantee stability. This approach has already been used in the discontinuous Galerkin framework, but here we apply it with a continuous Galerkin scheme. No internal dissipation is needed even if unstructured grids are used. Further, we point out that we do not need exact integration, it suffices if the quadrature rule and the norm in the differential operator are the same, such that the summation-by-parts property is fulfilled meaning that a discrete Gauss Theorem is valid. This contradicts the perception in the hyperbolic community that stability issues for pure Galerkin scheme exist. In numerical simulations, we verify our theoretical analysis.

97 MATHEMATICS AND COMPUTING↗