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A stencil-adaptive SBP-SAT finite difference scheme is shown to display superconvergent behavior. Applied to the linear advection equation, it has a convergence rate $\mathcal{O}(\Delta x^4)$ in contrast to a conventional scheme, which converges at a rate $\mathcal{O}(\Delta x^3)$., Comment: 9 pages, 1 figure

Provably stable flux reconstruction (FR) schemes are derived for partial differential equations cast in curvilinear coordinates. Specifically, energy stable flux reconstruction (ESFR) schemes are considered as they allow for design flexibility as well as stability proofs for the linear advection problem on affine elements. Additionally, split forms are examined as they enable the development of energy stability proofs. The first critical step proves, that in curvilinear coordinates, the discontinuous Galerkin (DG) conservative and non-conservative forms are inherently different--even under exact integration and analytically exact metric terms. This analysis demonstrates that the split form is essential to developing provably stable DG schemes on curvilinear coordinates and motivates the construction of metric dependent ESFR correction functions in each element. Furthermore, the provably stable FR schemes differ from schemes in the literature that only apply the ESFR correction functions to surface terms or on the conservative form, and instead incorporate the ESFR correction functions on the full split form of the equations. It is demonstrated that the scheme is divergent when the correction functions are only used for surface reconstruction in curvilinear coordinates. We numerically verify the stability claims for our proposed FR split forms and compare them to ESFR schemes in the literature. Lastly, the newly proposed provably stable FR schemes are shown to obtain optimal orders of convergence. The scheme loses the orders of accuracy at the equivalent correction parameter value c as that of the one-dimensional ESFR scheme.

We present a new methodology for computing sensitivities in evolutionary systems using a model-driven low-rank approximation. To this end, we formulate a variational principle that seeks to minimize the distance between the time derivative of the reduced approximation and sensitivity dynamics. The first-order optimality condition of the variational principle leads to a system of closed-form evolution equations for an orthonormal basis and corresponding sensitivity coefficients. This approach allows for the computation of sensitivities with respect to a large number of parameters in an accurate and tractable manner by extracting correlations between different sensitivities on the fly. The presented method requires solving forward evolution equations, sidestepping the restrictions imposed by forward/backward workflow of adjoint sensitivities. For example, the presented method, unlike the adjoint equation, does not impose any I/O load and can be used in applications in which real time sensitivities are of interest. We demonstrate the utility of the method for three test cases: (1) computing sensitivity with respect to model parameters in the Rossler system (2) computing sensitivity with respect to an infinite-dimensional forcing parameter in the chaotic Kuramoto-Sivashinsky equation and (3) computing sensitivity with respect to reaction parameters for species transport in a turbulent reacting flow.

In this paper, the entropy conservative/stable algorithms presented by Del Rey Fernandez and coauthors [18,16,17] for the compressible Euler and Navier-Stokes equations on nonconforming p-refined/coarsened curvilinear grids is extended to h/p refinement/coarsening. The main difficulty in developing nonconforming algorithms is the construction of appropriate coupling procedures across nonconforming interfaces. Here, a computationally simple and efficient approach based upon using decoupled interpolation operators is utilized. The resulting scheme is entropy conservative/stable and element-wise conservative. Numerical simulations of the isentropic vortex and viscous shock propagation confirm the entropy conservation/stability and accuracy properties of the method (achieving ~ p + 1 convergence) which are comparable to those of the original conforming scheme [4,35]. Simulations of the Taylor-Green vortex at Re = 1,600 and turbulent flow past a sphere at Re = 2,000 show the robustness and stability properties of the overall spatial discretization for unstructured grids. Finally, to demonstrate the entropy conservation property of a fully-discrete explicit entropy stable algorithm with h/p refinement/coarsening, we present the time evolution of the entropy function obtained by simulating the propagation of the isentropic vortex using a relaxation Runge-Kutta scheme., Comment: 37 pages. arXiv admin note: text overlap with arXiv:1909.12536, arXiv:1909.12546

The entropy conservative, curvilinear, nonconforming, p-refinement algorithm for hyperbolic conservation laws of Del Rey Fernandez et al. (2019), is extended from the compressible Euler equations to the compressible Navier-Stokes equations. A simple and flexible coupling procedure with planar interpolation operators between adjoining nonconforming elements is used. Curvilinear volume metric terms are numerically approximated via a minimization procedure and satisfy the discrete geometric conservation law conditions. Distinct curvilinear surface metrics are used on the adjoining interfaces to construct the interface coupling terms, thereby localizing the discrete geometric conservation law constraints to each individual element. The resulting scheme is entropy conservative/stable, element-wise conservative, and freestream preserving. Viscous interface dissipation operators are developed that retain the entropy stability of the base scheme. The accuracy and stability properties of the resulting numerical scheme are shown to be comparable to those of the original conforming scheme (achieving ~p+1 convergence) in the context of the viscous shock problem, the Taylor-Green vortex problem at a Reynolds number of Re=1,600, and a subsonic turbulent flow past a sphere at Re = 2,000., Comment: 16 pages

We present a novel technique for the imposition of non-linear entropy conservative and entropy stable solid wall boundary conditions for the compressible Navier-Stokes equations in the presence of an adiabatic wall, or a wall with a prescribed heat entropy flow. The procedure relies on the formalism and mimetic properties of diagonal-norm, summation-by-parts, and simultaneous-approximation-term operators, and is a generalization of previous works on discontinuous interface coupling [1] and solid wall boundary conditions [2]. Using the method of lines, a semi-discrete entropy estimate for the entire domain is obtained when the proposed numerical imposition of boundary conditions are coupled with an entropy-conservative or entropy-stable discrete interior operator. The resulting estimate mimics the global entropy estimate obtained at the continuous level. The boundary data at the wall are weakly imposed using a penalty flux approach and a simultaneous-approximation-term technique for both the conservative variables and the gradient of the entropy variables. Discontinuous spectral collocation operators (mass lumped nodal discontinuous Galerkin operators), on high-order unstructured grids, are used for the purpose of demonstrating the robustness and efficacy of the new procedure for weakly enforcing boundary conditions. Numerical simulations confirm the non-linear stability of the proposed technique, with applications to three-dimensional subsonic and supersonic flows. The procedure described is compatible with any diagonal-norm summation-by-parts spatial operator, including finite element, finite difference, finite volume, discontinuous Galerkin, and flux reconstruction schemes., Comment: 34 pages

New entropy stable spectral collocations schemes of arbitrary order of accuracy are developed for the unsteady 3-D Euler and Navier-Stokes equations on dynamic unstructured grids. To take into account the grid motion and deformation, we use an arbitrary Lagrangian-Eulerian (ALE) formulation. As a result, moving and deforming hexahedral grid elements are individually mapped onto a cube in the fixed reference system of coordinates. The proposed scheme is constructed by using the skew-symmetric form of the Navier-Stokes equations, which are discretized by using summation-by-parts spectral collocation operators that preserve the conservation properties of the original governing equations. Furthermore, the metric coefficients are approximated such that the geometric conservation laws (GCL) are satisfied exactly on both static and dynamic grids. To make the scheme entropy stable, a new entropy conservative flux is derived for the 3-D Euler and Navier-Stokes equations on dynamic unstructured grids. The new flux preserves the design order of accuracy of the original spectral collocation scheme and guarantees the entropy conservation on moving and deforming grids. We present numerical results demonstrating design order of accuracy and freestream preservation properties of the new schemes for both the Euler and Navier-Stokes equations on moving and deforming unstructured grids., Comment: 32 pages, 4 figures

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 semi-discretely entropy stable schemes on tensor product elements to Gauss points and generalized SBP operators. Numerical experiments suggest that the use of Gauss points significantly improves accuracy on curved meshes., Comment: Accepted to SISC

This work examines the development of an entropy conservative (for smooth solutions) or entropy stable (for discontinuous solutions) space-time discontinuous Galerkin (DG) method for systems of non-linear hyperbolic conservation laws. The resulting numerical scheme is fully discrete and provides a bound on the mathematical entropy at any time according to its initial condition and boundary conditions. The crux of the method is that discrete derivative approximations in space and time are summation-by-parts (SBP) operators. This allows the discrete method to mimic results from the continuous entropy analysis and ensures that the complete numerical scheme obeys the second law of thermodynamics. Importantly, the novel method described herein does not assume any exactness of quadrature in the variational forms that naturally arise in the context of DG methods. Typically, the development of entropy stable schemes is done on the semi-discrete level ignoring the temporal dependence. In this work we demonstrate that creating an entropy stable DG method in time is similar to the spatial discrete entropy analysis, but there are important (and subtle) differences. Therefore, we highlight the temporal entropy analysis throughout this work. For the compressible Euler equations, the preservation of kinetic energy is of interest besides entropy stability. The construction of kinetic energy preserving (KEP) schemes is, again, typically done on the semi-discrete level similar to the construction of entropy stable schemes. We present a generalization of the KEP condition from Jameson to the space-time framework and provide the temporal components for both entropy stability and kinetic energy preservation. The properties of the space-time DG method derived herein is validated through numerical tests for the compressible Euler equations.

We consider the numerical simulation of the acoustic wave equations arising from seismic applications, for which staggered grid finite difference methods are popular choices due to their simplicity and efficiency. We relax the uniform grid restriction on finite difference methods and allow the grids to be block-wise uniform with nonconforming interfaces. In doing so, variations in the wave speeds of the subterranean media can be accounted for more efficiently. Staggered grid finite difference operators satisfying the summation-by-parts (SBP) property are devised to approximate the spatial derivatives appearing in the acoustic wave equation. These operators are applied within each block independently. The coupling between blocks is achieved through simultaneous approximation terms (SATs), which impose the interface condition weakly, i.e., by penalty. Ratio of the grid spacing of neighboring blocks is allowed to be rational number, for which specially designed interpolation formulas are presented. These interpolation formulas constitute key pieces of the simultaneous approximation terms. The overall discretization is shown to be energy-conserving and examined on test cases of both theoretical and practical interests, delivering accurate and stable simulation results.

This work presents an entropy stable discontinuous Galerkin (DG) spectral element approximation for systems of non-linear conservation laws with general geometric (h) and polynomial order (p) non-conforming rectangular meshes. The crux of the proofs presented is that the nodal DG method is constructed with the collocated Legendre-Gauss-Lobatto nodes. This choice ensures that the derivative/mass matrix pair is a summation-by-parts (SBP) operator such that entropy stability proofs from the continuous analysis are discretely mimicked. Special attention is given to the coupling between nonconforming elements as we demonstrate that the standard mortar approach for DG methods does not guarantee entropy stability for non-linear problems, which can lead to instabilities. As such, we describe a precise procedure and modify the mortar method to guarantee entropy stability for general non-linear hyperbolic systems on h/p non-conforming meshes. We verify the high-order accuracy and the entropy conservation/stability of fully non-conforming approximation with numerical examples.

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., Comment: 43 pages

Block-to-block interface interpolation operators are constructed for several common high-order finite difference discretizations. In contrast to conventional interpolation operators, these new interpolation operators maintain the strict stability, accuracy and conservation of the base scheme even when nonconforming grids or dissimilar operators are used in adjoining blocks. The stability properties of the new operators are verified using eigenvalue analysis, and the accuracy properties are verified using numerical simulations of the Euler equations in two spatial dimensions.