arXiv subjects

Hendrik Ranocha

Publications and source records attributed to Hendrik Ranocha.

84 records · Page 5Linked to original sources

arXiv2019

Some Notes on Summation by Parts Time Integration Methods

Some properties of numerical time integration methods using summation by parts operators and simultaneous approximation terms are studied. These schemes can be interpreted as implicit Runge-Kutta methods with desirable stability properties such as $A$-, $B$-, $L$-, and algebraic stability. Here, insights into the necessity of certain assumptions, relations to known Runge-Kutta methods, and stability properties are provided by new proofs and counterexamples. In particular, it is proved that a) a technical assumption is necessary since it is not fulfilled by every SBP scheme, b) not every Runge-Kutta scheme having the stability properties of SBP schemes is given in this way, c) the classical collocation methods on Radau and Lobatto nodes are SBP schemes, and d) nearly no SBP scheme is strong stability preserving.

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arXiv2018

Error Boundedness of Discontinuous Galerkin Methods with Variable Coefficients

For practical applications, the long time behaviour of the error of numerical solutions to time-dependent partial differential equations is very important. Here, we investigate this topic in the context of hyperbolic conservation laws and flux reconstruction schemes, focusing on the schemes in the discontinuous Galerkin spectral element framework. For linear problems with constant coefficients, it is well-known in the literature that the choice of the numerical flux (e.g. central or upwind) and the selection of the polynomial basis (e.g. Gauß-Legendre or Gauß-Lobatto-Legendre) affects both the growth rate and the asymptotic value of the error. Here, we extend these investigations of the long time error to variable coefficients using both Gauß-Lobatto-Legendre and Gauß-Legendre nodes as well as several numerical fluxes. We derive conditions guaranteeing that the errors are still bounded in time. Furthermore, we analyse the error behaviour under these conditions and demonstrate in several numerical tests similarities to the case of constant coefficients. However, if these conditions are violated, the error shows a completely different behaviour. Indeed, by applying central numerical fluxes, the error increases without upper bound while upwind numerical fluxes can still result in uniformly bounded numerical errors. An explanation for this phenomenon is given, confirming our analytical investigations.

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arXiv2018

Stability of Correction Procedure via Reconstruction With Summation-by-Parts Operators for Burgers' Equation Using a Polynomial Chaos Approach

In this paper, we consider Burgers' equation with uncertain boundary and initial conditions. The polynomial chaos (PC) approach yields a hyperbolic system of deterministic equations, which can be solved by several numerical methods. Here, we apply the correction procedure via reconstruction (CPR) using summation-by-parts operators. We focus especially on stability, which is proven for CPR methods and the systems arising from the PC approach. Due to the usage of split-forms, the major challenge is to construct entropy stable numerical fluxes. For the first time, such numerical fluxes are constructed for all systems resulting from the PC approach for Burgers' equation. In numerical tests, we verify our results and show also the advantage of the given ansatz using CPR methods. Moreover, one of the simulations, i.e. Burgers' equation equipped with an initial shock, demonstrates quite fascinating observations. The behaviour of the numerical solutions from several methods (finite volume, finite difference, CPR) differ significantly from each other. Through careful investigations, we conclude that the reason for this is the high sensitivity of the system to varying dissipation. Furthermore, it should be stressed that the system is not strictly hyperbolic with genuinely nonlinear or linearly degenerate fields.

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arXiv2018

Mimetic Properties of Difference Operators: Product and Chain Rules as for Functions of Bounded Variation and Entropy Stability of Second Derivatives

For discretisations of hyperbolic conservation laws, mimicking properties of operators or solutions at the continuous (differential equation) level discretely has resulted in several successful methods. While well-posedness for nonlinear systems in several space dimensions is an open problem, mimetic properties such as summation-by-parts as discrete analogue of integration-by-parts allow a direct transfer of some results and their proofs, e.g. stability for linear systems. In this article, discrete analogues of the generalised product and chain rules that apply to functions of bounded variation are considered. It is shown that such analogues hold for certain second order operators but are not possible for higher order approximations. Furthermore, entropy dissipation by second derivatives with varying coefficients is investigated, showing again the far stronger mimetic properties of second order approximations compared to higher order ones.

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arXiv2018

Numerical Methods for the Magnetic Induction Equation with Hall Effect and Projections onto Divergence-Free Vector Fields

The nonlinear magnetic induction equation with Hall effect can be used to model magnetic fields, e.g. in astrophysical plasma environments. In order to give reliable results, numerical simulations should be carried out using effective and efficient schemes. Thus, high-order stable schemes are investigated here. Following the approach provided recently by Nordström (J Sci Comput 71.1, pp. 365--385, 2017), an energy analysis for both the linear and the nonlinear induction equation including boundary conditions is performed at first. Novel outflow boundary conditions for the Hall induction equation are proposed, resulting in an energy estimate. Based on an energy analysis of the initial boundary value problem at the continuous level, semidiscretisations using summation by parts (SBP) operators and simultaneous approximation terms are created. Mimicking estimates at the continuous level, several energy stable schemes are obtained in this way and compared in numerical experiments. Moreover, stabilisation techniques correcting errors in the numerical divergence of the magnetic field via projection methods are studied from an energetic point of view in the SBP framework. In particular, the treatment of boundaries is investigated and a new approach with some improved properties is proposed.

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arXiv2018

Generalised Summation-by-Parts Operators and Variable Coefficients

High-order methods for conservation laws can be highly efficient if their stability is ensured. A suitable means mimicking estimates of the continuous level is provided by summation-by-parts (SBP) operators and the weak enforcement of boundary conditions. Recently, there has been an increasing interest in generalised SBP operators both in the finite difference and the discontinuous Galerkin spectral element framework. However, if generalised SBP operators are used, the treatment of the boundaries becomes more difficult since some properties of the continuous level are no longer mimicked discretely --- interpolating the product of two functions will in general result in a value different from the product of the interpolations. Thus, desired properties such as conservation and stability are more difficult to obtain. Here, new formulations are proposed, allowing the creation of discretisations using general SBP operators that are both conservative and stable. Thus, several shortcomings that might be attributed to generalised SBP operators are overcome (cf. J.~Nordström and A.~A.~Ruggiu, "On Conservation and Stability Properties for Summation-By-Parts Schemes", \emph{Journal of Computational Physics} 344 (2017), pp. 451--464, and J. Manzanero, G. Rubio, E. Ferrer, E. Valero and D. A. Kopriva, "Insights on aliasing driven instabilities for advection equations with application to Gauss-Lobatto discontinuous Galerkin methods", Journal of Scientific Computing (2017), https://doi.org/10.1007/s10915-017-0585-6).

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arXiv2017

Comparison of some Entropy Conservative Numerical Fluxes for the Euler Equations

Entropy conservation and stability of numerical methods in gas dynamics have received much interest. Entropy conservative numerical fluxes can be used as ingredients in two kinds of schemes: Firstly, as building blocks in the subcell flux differencing form of Fisher and Carpenter (2013) and secondly (enhanced by dissipation) as numerical surface fluxes in finite volume like schemes. The purpose of this article is threefold. Firstly, the flux differencing theory is extended, guaranteeing high-order for general symmetric and consistent numerical fluxes and investigating entropy stability in a generalised framework of summation-by-parts operators applicable to multiple dimensions and simplex elements. Secondly, a general procedure to construct affordable entropy conservative fluxes is described explicitly and used to derive several new fluxes. Finally, robustness properties of entropy stable numerical fluxes are investigated and positivity preservation is proven for several entropy conservative fluxes enhanced with local Lax-Friedrichs type dissipation operators. All these theoretical investigations are supplemented with numerical experiments.

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arXiv2017

Extended Skew-Symmetric Form for Summation-by-Parts Operators and Varying Jacobians

A generalised analytical notion of summation-by-parts (SBP) methods is proposed, extending the concept of SBP operators in the correction procedure via reconstruction (CPR), a framework of high-order methods for conservation laws. For the first time, SBP operators with dense norms and not including boundary points are used to get an entropy stable split-form of Burgers' equation. Moreover, overcoming limitations of the finite difference framework, stability for curvilinear grids and dense norms is obtained for SBP CPR methods by using a suitable way to compute the Jacobian.

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arXiv2016

Shallow water equations: Split-form, entropy stable, well-balanced, and positivity preserving numerical methods

For the first time, a general two-parameter family of entropy conservative numerical fluxes for the shallow water equations is developed and investigated. These are adapted to a varying bottom topography in a well-balanced way, i.e. preserving the lake-at-rest steady state. Furthermore, these fluxes are used to create entropy stable and well-balanced split-form semidiscretisations based on general summation-by-parts (SBP) operators, including Gauß nodes. Moreover, positivity preservation is ensured using the framework of Zhang and Shu (Maximum-principle-satisfying and positivity-preserving high-order schemes for conservation laws: survey and recent developments, 2011. In: Proceedings of the Royal Society of London A: Mathematical, Physical and Engineering Sciences, The Royal Society, vol 467, pp. 2752--2766). Therefore, the new two-parameter family of entropy conservative fluxes is enhanced by dissipation operators and investigated with respect to positivity preservation. Additionally, some known entropy stable and positive numerical fluxes are compared. Furthermore, finite volume subcells adapted to nodal SBP bases with diagonal mass matrix are used. Finally, numerical tests of the proposed schemes are performed and some conclusions are presented.

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arXiv2016

Enhancing stability of correction procedure via reconstruction using summation-by-parts operators I: Artificial dissipation

The correction procedure via reconstruction (CPR, also known as flux reconstruction) is a framework of high order semidiscretisations used for the numerical solution of hyperbolic conservation laws. Using a reformulation of these schemes relying on summation-by-parts (SBP) operators and simultaneous approximation terms (SATs), artificial dissipation / spectral viscosity operators are investigated in this first part of a series. Semidiscrete stability results for linear advection and Burgers' equation as model problems are extended to fully discrete stability by an explicit Euler method. As second part of this series, Glaubitz, Ranocha, Öffner, and Sonar (Enhancing stability of correction procedure via reconstruction using summation-by-parts operators II: Modal filtering, 2016) investigate connections to modal filters and their application instead of artificial dissipation.

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arXiv2016

Enhancing stability of correction procedure via reconstruction using summation-by-parts operators II: Modal filtering

A recently introduced framework of semidiscretisations for hyperbolic conservation laws known as correction procedure via reconstruction (CPR, also known as flux reconstruction) is considered in the extended setting of summation-by-parts (SBP) operators using simultaneous approximation terms (SATs). This reformulation can yield stable semidiscretisations for linear advection and Burgers' equation as model problems. In order to enhance these properties, modal filters are introduced to this framework. As a second part of a series, the results of Ranocha, Glaubitz, Öffner, and Sonar ("Enhancing stability of correction procedure via reconstruction using summation-by-parts operators I: Artificial dissipation", 2016) concerning artificial dissipation / spectral viscosity are extended, yielding fully discrete stable schemes. Additionally, a new adaptive strategy to compute the filter strength is introduced and different possible applications of modal filters are compared both theoretically and numerically.

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arXiv2016

Summation-by-parts operators for correction procedure via reconstruction

The correction procedure via reconstruction (CPR, formerly known as flux reconstruction) is a framework of high order methods for conservation laws, unifying some discontinuous Galerkin, spectral difference and spectral volume methods. Linearly stable schemes were presented by Vincent et al. (2011, 2015), but proofs of non-linear (entropy) stability in this framework have not been published yet (to the knowledge of the authors). We reformulate CPR methods using summation-by-parts (SBP) operators with simultaneous approximation terms (SATs), a framework popular for finite difference methods, extending the results obtained by Gassner (2013) for a special discontinuous Galerkin spectral element method. This reformulation leads to proofs of conservation and stability in discrete norms associated with the method, recovering the linearly stable CPR schemes of Vincent et al. (2011, 2015). Additionally, extending the skew-symmetric formulation of conservation laws by additional correction terms, entropy stability for Burgers' equation is proved for general SBP CPR methods not including boundary nodes.

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