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NASA NTRS2007

Revisiting and Extending Interface Penalties for Multi-Domain Summation-by-Parts Operators

General interface coupling conditions are presented for multi-domain collocation methods, which satisfy the summation-by-parts (SBP) spatial discretization convention. The combined interior/interface operators are proven to be L2 stable, pointwise stable, and conservative, while maintaining the underlying accuracy of the interior SBP operator. The new interface conditions resemble (and were motivated by) those used in the discontinuous Galerkin finite element community, and maintain many of the same properties. Extensive validation studies are presented using two classes of high-order SBP operators: 1) central finite difference, and 2) Legendre spectral collocation.

Carpenter, Mark H.↗

DOE OSTI2024

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↗

NASA NTRS2014

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↗

NASA NTRS2015

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↗

NASA NTRS1989

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.↗

NASA NTRS1989

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.↗

NASA NTRS1993

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.↗

NASA NTRS1993

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.↗

NASA NTRS1994

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.↗

NASA NTRS1998

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.↗

NASA NTRS2001

Entropy Splitting for High Order Numerical Simulation of Vortex Sound at Low Mach Numbers

A method of minimizing numerical errors, and improving nonlinear stability and accuracy associated with low Mach number computational aeroacoustics (CAA) is proposed. The method consists of two levels. From the governing equation level, we condition the Euler equations in two steps. The first step is to split the inviscid flux derivatives into a conservative and a non-conservative portion that satisfies a so called generalized energy estimate. This involves the symmetrization of the Euler equations via a transformation of variables that are functions of the physical entropy. Owing to the large disparity of acoustic and stagnation quantities in low Mach number aeroacoustics, the second step is to reformulate the split Euler equations in perturbation form with the new unknowns as the small changes of the conservative variables with respect to their large stagnation values. From the numerical scheme level, a stable sixth-order central interior scheme with a third-order boundary schemes that satisfies the discrete analogue of the integration-by-parts procedure used in the continuous energy estimate (summation-by-parts property) is employed.

Mueller, B.↗

NASA NTRS2002

Entropy Splitting for High Order Numerical Simulation of Compressible Turbulence

A stable high-order numerical scheme for direct numerical simulation (DNS) of shock-free compressible turbulence is presented. The method is applicable to general geometries. It contains no upwinding, artificial dissipation, or filtering. Instead the method relies on the stabilizing mechanisms of an appropriate conditioning of the governing equations and the use of compatible spatial difference operators for the interior points (interior scheme) as well as the boundary points (boundary scheme). An entropy-splitting approach splits the inviscid flux derivatives into conservative and nonconservative portions. The spatial difference operators satisfy a summation-by-parts condition, leading to a stable scheme (combined interior and boundary schemes) for the initial boundary value problem using a generalized energy estimate. A Laplacian formulation of the viscous and heat conduction terms on the right hand side of the Navier–Stokes equations is used to ensure that any tendency to odd–even decoupling associated with central schemes can be countered by the fluid viscosity. The resulting methods are able to minimize the spurious high-frequency oscillations associated with pure central schemes, especially for long time integration applications such as DNS. For validation purposes, the methods are tested in a DNS of compressible turbulent plane channel flow at low values of friction Mach number, where reference turbulence data bases exist. It is demonstrated that the methods are robust in terms of grid resolution, and in good agreement with published channel data. Accurate turbulence statistics can be obtained with moderate grid sizes. Stability limits on the range of the splitting parameter are determined from numerical tests.

N.D. Sandham↗

NASA NTRS2001

High Order Numerical Simulation of Sound Generated by the Kirchhoff Vortex

An improved high order finite difference method for low Mach number computational aeroacoustics (CAA) is described. The improvements involve the conditioning of the Euler equations in perturbation form to minimize numerical cancellation error, and the use of a stable non-dissipative sixth-order central spatial differencing for the interior points and third-order at the boundary points. The spatial difference operator satisfies the summation-by-parts property to guarantee strict stability for linear hyperbolic systems. Spurious high frequency oscillations are damped by a third-order characteristic-based filter. The objective of this paper is to apply these improvements in the simulation of sound generated by the Kirchhoff vortex.

Mueller, Bernhard↗

NASA NTRS2009

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.↗

NASA NTRS2011

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.↗

NASA NTRS2013

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.↗

NASA NTRS2013

Entropy Stable Spectral Collocation Schemes for the Navier-Stokes Equations: Discontinuous Interfaces

Nonlinear entropy stability and a summation-by-parts framework are used to derive provably stable, polynomial-based spectral collocation methods of arbitrary order. The new methods are closely related to discontinuous Galerkin spectral collocation methods commonly known as DGFEM, but exhibit a more general entropy stability property. Although the new schemes are applicable to a broad class of linear and nonlinear conservation laws, emphasis herein is placed on the entropy stability of the compressible Navier-Stokes equations.

Carpenter, Mark H.↗

NASA NTRS2016

Towards an Entropy Stable Spectral Element Framework for Computational Fluid Dynamics

Entropy stable (SS) discontinuous spectral collocation formulations of any order are developed for the compressible Navier-Stokes equations on hexahedral elements. Recent progress on two complementary efforts is presented. The first effort is a generalization of previous SS spectral collocation work to extend the applicable set of points from tensor product, Legendre-Gauss-Lobatto (LGL) to tensor product Legendre-Gauss (LG) points. The LG and LGL point formulations are compared on a series of test problems. Although being more costly to implement, it is shown that the LG operators are significantly more accurate on comparable grids. Both the LGL and LG operators are of comparable efficiency and robustness, as is demonstrated using test problems for which conventional FEM techniques suffer instability. The second effort generalizes previous SS work to include the possibility of p-refinement at non-conforming interfaces. A generalization of existing entropy stability machinery is developed to accommodate the nuances of fully multi-dimensional summation-by-parts (SBP) operators. The entropy stability of the compressible Euler equations on non-conforming interfaces is demonstrated using the newly developed LG operators and multi-dimensional interface interpolation operators.

Carpenter, Mark H.↗