David C. Del Rey Fernández

A generalized framework for nodal first derivative summation-by-parts operators

A generalized framework is presented that extends the classical theory of finite-difference summation-by-parts (SBP) operators to include a wide range of operators, where the main extensions are (i) non-repeating interior point operators, (ii) nonuniform nodal distribution in the computational domain, (iii) operators that do not include one or both boundary nodes. Necessary and sufficient conditions are proven for the existence of nodal approximations to the first derivative with the SBP property. It is proven that the positive-definite norm matrix of each SBP operator must be associated with a quadrature rule; moreover, given a quadrature rule there exists a corresponding SBP operator, where for diagonal-norm SBP operators the weights of the quadrature rule must be positive. The generalized framework gives a straightforward means of posing many known approximations to the first derivative as SBP operators; several are surveyed, such as discontinuous Galerkin discretizations based on the Legendre-Gauss quadrature points, and shown to be SBP operators. Moreover, the new framework provides a method for constructing SBP operators by starting from quadrature rules; this is illustrated by constructing novel SBP operators from known quadrature rules. To demonstrate the utility of the generalization, the Legendre-Gauss and Legendre-Gauss-Radau quadrature points are used to construct SBP operators that do not include one or both boundary nodes.

Multidimensional Summation-by-Parts Operators: General Theory and Application to Simplex Elements

Summation-by-parts (SBP) finite-difference discretizations share many attractive properties with Galerkin finite-element methods (FEMs), including time stability and superconvergent functionals; however, unlike FEMs, SBP operators are not completely determined by a basis, so the potential exists to tailor SBP operators to meet different objectives. To date, application of high-order SBP discretizations to multiple dimensions has been limited to tensor product domains. This paper presents a definition for multi-dimensional SBP finite-difference operators that is a natural extension of one-dimensional SBP operators. Theoretical implications of the definition are investigated for the special case of a diagonal norm (mass) matrix. In particular, a diagonal-norm SBP operator exists on a given domain if and only if there is a cubature rule with positive weights on that domain and the polynomial-basis matrix has full rank when evaluated at the cubature nodes. Appropriate simultaneous-approximation terms are developed to impose boundary conditions weakly, and the resulting discretizations are shown to be time stable. Concrete examples of multi-dimensional SBP operators are constructed for the triangle and tetrahedron; similarities and differences with spectral-element and spectral-difference methods are discussed. An assembly process is described that builds diagonal-norm SBP operators on a global domain from element-level operators. Numerical results of linear advection on a doubly periodic domain demonstrate the accuracy and time stability of the simplex operators.

GENERALIZED SUMMATION-BY-PARTS OPERATORS FOR THE SECOND DERIVATIVE ∗

The generalization of summation-by-parts operators for the first derivative of Del Rey Fernandez, Boom, and Zingg [J. Comput. Phys., 266 (2014), pp. 214--239] is extended to approximations of second derivatives with a constant or variable coefficient. This enables the construction of second-derivative operators with one or more of the following characteristics: (i) nonrepeating interior point operators, (ii) nonuniform nodal distributions, and (iii) exclusion of one or both boundary nodes. Definitions are proposed that give rise to generalized summation-by-parts operators that result in consistent, conservative, and stable discretizations of partial differential equations with or without mixed derivatives. It is proven that approximations to the second derivative with a variable coefficient can be constructed using the constituent matrices of the constant-coefficient operator. Moreover, for operators with a repeating interior point operator, a decomposition is proposed that makes the application of such o...

Simultaneous Approximation Terms for Multi-dimensional Summation-by-Parts Operators

This paper is concerned with the accurate, conservative, and stable imposition of boundary conditions and inter-element coupling for multi-dimensional summation-by-parts (SBP) finite-difference operators. More precisely, the focus is on diagonal-norm SBP operators that are not based on tensor products and are applicable to unstructured grids composed of arbitrary elements. We show how penalty terms—simultaneous approximation terms (SATs)—can be adapted to discretizations based on multi-dimensional SBP operators to enforce boundary and interface conditions. A general SAT framework is presented that leads to conservative and stable discretizations of the variable-coefficient advection equation. This framework includes the case where there are no nodes on the boundary of the SBP element at which to apply penalties directly. This is an important generalization, because elements analogous to Legendre–Gauss collocation, i.e. without boundary nodes, typically have higher accuracy for the same number of degrees of freedom. Symmetric and upwind examples of the general SAT framework are created using a decomposition of the symmetric part of an SBP operator; these particular SATs enable the pointwise imposition of boundary and inter-element conditions. We illustrate the proposed SATs using triangular-element SBP operators with and without nodes that lie on the boundary. The accuracy, conservation, and stability properties of the resulting SBP–SAT discretizations are verified using linear advection problems with spatially varying divergence-free velocity fields.

Entropy-stable summation-by-parts discretization of the Euler equations on general curved elements

Abstract We present and analyze an entropy-stable semi-discretization of the Euler equations based on high-order summation-by-parts (SBP) operators. In particular, we consider general multidimensional SBP elements, building on and generalizing previous work with tensor–product discretizations. In the absence of dissipation, we prove that the semi-discrete scheme conserves entropy; significantly, this proof of nonlinear L 2 stability does not rely on integral exactness. Furthermore, interior penalties can be incorporated into the discretization to ensure that the total (mathematical) entropy decreases monotonically, producing an entropy-stable scheme. SBP discretizations with curved elements remain accurate, conservative, and entropy stable provided the mapping Jacobian satisfies the discrete metric invariants; polynomial mappings at most one degree higher than the SBP operators automatically satisfy the metric invariants in two dimensions. In three-dimensions, we describe an elementwise optimization that leads to suitable Jacobians in the case of polynomial mappings. The properties of the semi-discrete scheme are verified and investigated using numerical experiments.

Opportunities for efficient high-order methods based on the summation-by-parts property (Invited)

Summation-by-parts (SBP) operators are traditionally viewed as high-order finite-difference operators, but they can also be interpreted as finite-element operators with an implicit basis. Such an element-based perspective leads to several opportunities that we describe. The first is provided by generalized one-dimensional SBP operators, which maintain the desirable properties of classical SBP operators while permitting flexible nodal distributions. The second opportunity is to extend the SBP definition to multiple dimensions, and a recently proposed definition for multidimensional SBP operators paves the way for time-stable, high-order finite-difference operators on unstructured grids. The final opportunity that we discuss is an analogy with the continuous Galerkin finite-element method, which leads to a systematic means of assembling SBP operators on a global domain from elemental operators. To illustrate these ideas, high-order SBP operators are constructed for the triangle and tetrahedron, and the former are assembled into a global SBP operator and applied to a linear convection problem on a triangular grid.

Conservative and Stable Degree Preserving SBP Operators for Non-conforming Meshes

Non-conforming numerical approximations offer increased flexibility for applications that require high resolution in a localized area of the computational domain or near complex geometries. Two key properties for non-conforming methods to be applicable to real world applications are conservation and energy stability. The summation-by-parts (SBP) property, which certain finite-difference and discontinuous Galerkin methods have, finds success for the numerical approximation of hyperbolic conservation laws, because the proofs of energy stability and conservation can discretely mimic the continuous analysis of partial differential equations. In addition, SBP methods can be developed with high-order accuracy, which is useful for simulations that contain multiple spatial and temporal scales. However, existing non-conforming SBP schemes result in a reduction of the overall degree of the scheme, which leads to a reduction in the order of the solution error. This loss of degree is due to the particular interface coupling through a simultaneous-approximation-term (SAT). We present in this work a novel class of SBP–SAT operators that maintain conservation, energy stability, and have no loss of the degree of the scheme for non-conforming approximations. The new degree preserving discretizations require an ansatz that the norm matrix of the SBP operator is of a degree

New Diagonal-Norm Summation-by-Parts Operators for the First Derivative with Increased Order of Accuracy

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