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Jan Nordström

Publications and source records attributed to Jan Nordström.

At least 37 records · Page 2Linked to original sources
arXiv2023

Nonlinear Boundary Conditions for Initial Boundary Value Problems with Applications in Computational Fluid Dynamics

We derive new boundary conditions and implementation procedures for nonlinear initial boundary value problems (IBVPs) with non-zero boundary data that lead to bounded solutions. The new boundary procedure is applied to nonlinear IBVPs in skew-symmetric form, including dissipative terms. The complete procedure has two main ingredients. In the first part (published in [1, 2]), the energy and entropy rate in terms of a surface integral with boundary terms was produced for problems with first derivatives. In this second part we complement it by adding second derivative terms and new nonlinear boundary procedures leading for boundary conditions with non-zero data. The new nonlinear boundary procedure generalise the well known characteristic boundary procedure for linear problems to the nonlinear setting. To introduce the procedure, a skew-symmetric scalar IBVP encompassing the linear advection equation and Burgers equation is analysed. Once the continuous analysis is done, we show that energy stable nonlinear discrete approximations follow by using summation-by-parts operators combined with weak boundary conditions. The scalar analysis is subsequently repeated for general nonlinear systems of equations. Finally, the new boundary procedure is applied to four important IBVPs in computational fluid dynamics: the incompressible Euler and Navier-Stokes, the shallow water and the compressible Euler equations.

math.NA↗
arXiv2023

A superconvergent stencil-adaptive SBP-SAT finite difference scheme

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 $\mathcal{O}(Δx^4)$ in contrast to a conventional scheme, which converges at a rate $\mathcal{O}(Δx^3)$.

math.NA↗
arXiv2023

Multi-dimensional summation-by-parts operators for general function spaces: Theory and construction

Summation-by-parts (SBP) operators allow us to systematically develop energy-stable and high-order accurate numerical methods for time-dependent differential equations. Until recently, the main idea behind existing SBP operators was that polynomials can accurately approximate the solution, and SBP operators should thus be exact for them. However, polynomials do not provide the best approximation for some problems, with other approximation spaces being more appropriate. We recently addressed this issue and developed a theory for one-dimensional SBP operators based on general function spaces, coined function-space SBP (FSBP) operators. In this paper, we extend the theory of FSBP operators to multiple dimensions. We focus on their existence, connection to quadratures, construction, and mimetic properties. A more exhaustive numerical demonstration of multi-dimensional FSBP (MFSBP) operators and their application will be provided in future works. Similar to the one-dimensional case, we demonstrate that most of the established results for polynomial-based multi-dimensional SBP (MSBP) operators carry over to the more general class of MFSBP operators. Our findings imply that the concept of SBP operators can be applied to a significantly larger class of methods than is currently done. This can increase the accuracy of the numerical solutions and/or provide stability to the methods.

math.NA↗
arXiv2023

A symmetry and Noether charge preserving discretization of initial value problems

Taking insight from the theory of general relativity, where space and time are treated on the same footing, we develop a novel geometric variational discretization for second order initial value problems (IVPs). By discretizing the dynamics along a world-line parameter, instead of physical time directly, we retain manifest translation symmetry and conservation of the associated continuum Noether charge. A non-equidistant time discretization emerges dynamically, realizing a form of automatic adaptive mesh refinement (AMR), guided by the system symmetries. Using appropriately regularized summation by parts finite difference operators, the continuum Noether charge, defined via the Killing vector associated with translation symmetry, is shown to be exactly preserved in the interior of the simulated time interval. The convergence properties of the approach are demonstrated with two explicit examples.

math.NA↗
arXiv2023

Uncertain Data in Initial Boundary Value Problems: Impact on Short and Long Time Predictions

We investigate the influence of uncertain data on solutions to initial boundary value problems. Uncertainty in the forcing function, initial conditions and boundary conditions are considered and we quantify their relative influence for short and long time calculations. It is shown that dissipative boundary conditions leading to energy bounds play a crucial role. For short time calculations, uncertainty in the initial data dominate. As time grows, the influence of initial data vanish exponentially fast. For longer time calculations, the uncertainty in the forcing function and boundary data dominate, as they grow in time. Errors due to the forcing function grows faster (linearly in time) than the ones due to the boundary data (grows as the square root of time). Roughly speaking, the results indicate that for short time calculations, the initial conditions are the most important, but for longer time calculations, focus should be on modelling efforts and boundary conditions. Our findings have impact on predictions where similar mathematical and numerical techniques are used for both short and long times as for example in regional weather and climate predictions.

math.AP↗
arXiv2023

A provably stable and high-order accurate finite difference approximation for the incompressible boundary layer equations

In this article we develop a high order accurate method to solve the incompressible boundary layer equations in a provably stable manner.~We first derive continuous energy estimates,~and then proceed to the discrete setting.~We formulate the discrete approximation using high-order finite difference methods on summation-by-parts form and implement the boundary conditions weakly using the simultaneous approximation term method.~By applying the discrete energy method and imitating the continuous analysis,~the discrete estimate that resembles the continuous counterpart is obtained proving stability.~We also show that these newly derived boundary conditions removes the singularities associated with the null-space of the nonlinear discrete spatial operator.~Numerical experiments that verifies the high-order accuracy of the scheme and coincides with the theoretical results are presented.~The numerical results are compared with the well-known Blasius similarity solution as well as that resulting from the solution of the incompressible Navier Stokes equations.

math.NA↗
arXiv2023

Encapsulated generalized summation-by-parts formulations for curvilinear and non-conforming meshes

We extend the construction of so-called encapsulated global summation-by-parts operators to the general case of a mesh which is not boundary conforming. Owing to this development, energy stable discretizations of nonlinear and variable coefficient initial boundary value problems can be formulated in simple and straightforward ways using high-order accurate operators of generalized summation-by-parts type. Encapsulated features on a single computational block or element may include polynomial bases, tensor products as well as curvilinear coordinate transformations. Moreover, through the use of inner product preserving interpolation or projection, the global summation-by-parts property in extended to arbitrary multi-block or multi-element meshes with non-conforming nodal interfaces.

math.NA↗
arXiv2023

A method-of-lines framework for energy stable arbitrary Lagrangian-Eulerian methods

We present a novel framework based on semi-bounded spatial operators for analyzing and discretizing initial boundary value problems on moving and deforming domains. This development extends an existing framework for well-posed problems and energy stable discretizations from stationary domains to the general case including arbitrary mesh motion. In particular, we show that an energy estimate derived in the physical coordinate system is equivalent to a semi-bounded property with respect to a stationary reference domain. The continuous analysis leading up to this result is based on a skew-symmetric splitting of the material time derivative, and thus relies on the property of integration-by-parts. Following this, a mimetic energy stable arbitrary Lagrangian-Eulerian framework for semi-discretization is formulated, based on approximating the material time derivative in a way consistent with discrete summation-by-parts. Thanks to the semi-bounded property, a method-of-lines approach using standard explicit or implicit time integration schemes can be applied to march the system forward in time. The same type of stability arguments applies as for the corresponding stationary domain problem, without regards to additional properties such as discrete geometric conservation. As an additional bonus we demonstrate that discrete geometric conservation, in the sense of exact free-stream preservation, can still be achieved in an automatic way with the new framework. However, we stress that this is not necessary for stability.

math.NA↗
arXiv2023

Summation-by-parts operators for general function spaces

Summation-by-parts (SBP) operators are popular building blocks for systematically developing stable and high-order accurate numerical methods for time-dependent differential equations. The main idea behind existing SBP operators is that the solution is assumed to be well approximated by polynomials up to a certain degree, and the SBP operator should therefore be exact for them. However, polynomials might not provide the best approximation for some problems, and other approximation spaces may be more appropriate. In this paper, a theory for SBP operators based on general function spaces is developed. We demonstrate that most of the established results for polynomial-based SBP operators carry over to this general class of SBP operators. Our findings imply that the concept of SBP operators can be applied to a significantly larger class of methods than currently known. We exemplify the general theory by considering trigonometric, exponential, and radial basis functions.

math.NA↗
arXiv2023

A new variational discretization technique for initial value problems bypassing governing equations

Motivated by the fact that both the classical and quantum description of nature rest on causality and a variational principle, we develop a novel and highly versatile discretization prescription for classical initial value problems (IVPs). It is based on an optimization (action) functional with doubled degrees of freedom, which is discretized using a single regularized summation-by-parts (SBP) operator. Formulated as optimization task it allows us to obtain classical trajectories without the need to derive an equation of motion. The novel regularization we develop in this context is inspired by the weak imposition of initial data, often deployed in the modern treatment of IVPs and is implemented using affine coordinates. We demonstrate numerically the stability, accuracy and convergence properties of our approach in systems with classical equations of motion featuring both first and second order derivatives in time. onvergence properties of our approach in systems with classical equations of motion featuring both first and second order derivatives in time.

math.NA↗
arXiv2023

Nonlinear and Linearised Primal and Dual Initial Boundary Value Problems: When are they Bounded? How are they Connected?

Linearisation is often used as a first step in the analysis of nonlinear initial boundary value problems. The linearisation procedure frequently results in a confusing contradiction where the nonlinear problem conserves energy and has an energy bound but the linearised version does not (or vice versa). In this paper we attempt to resolve that contradiction and relate nonlinear energy conserving and bounded initial boundary value problems to their linearised versions and the related dual problems. We start by showing that a specific skew-symmetric form of the primal nonlinear problem leads to energy conservation and a bound. Next, we show that this specific form together with a non-standard linearisation procedure preserves these properties for the new slightly modified linearised problem. We proceed to show that the corresponding linear and nonlinear dual (or self-adjoint) problems also have bounds and conserve energy due to this specific formulation. Next, the implication of the new formulation on the choice of boundary conditions is discussed. A straightforward nonlinear and linear analysis may lead to a different number and type of boundary conditions required for an energy bound. We show that the new formulation shed some light on this contradiction. We conclude by illustrating that the new continuous formulation automatically lead to energy stable and energy conserving numerical approximations for both linear and nonlinear primal and dual problems if the approximations are formulated on summation-by-parts form.

math.NA↗
arXiv2023

A skew-symmetric energy and entropy stable formulation of the compressible Euler equations

We show that a specific skew-symmetric form of nonlinear hyperbolic problems leads to energy and entropy bounds. Next, we exemplify by considering the compressible Euler equations in primitive variables, transform them to skew-symmetric form and show how to obtain energy and entropy estimates. Finally we show that the skew-symmetric formulation lead to energy and entropy stable discrete approximations if the scheme is formulated on summation-by-parts form.

math.AP↗
arXiv2022

A linear and nonlinear analysis of the shallow water equations and its impact on boundary conditions

We derive boundary conditions and estimates based on the energy and entropy analysis of systems of the nonlinear shallow water equations in two spatial dimensions. It is shown that the energy method provides more details, but is fully consistent with the entropy analysis. The details brought forward by the nonlinear energy analysis allow us to pinpoint where the difference between the linear and nonlinear analysis originate. We find that the result from the linear analysis does not necessarily hold in the nonlinear case. The nonlinear analysis leads in general to a different minimal number of boundary conditions compared with the linear analysis. In particular, and contrary to the linear case, the magnitude of the flow does not influence the number of required boundary conditions.

math.AP↗
arXiv2022

Energy-stable global radial basis function methods on summation-by-parts form

Radial basis function methods are powerful tools in numerical analysis and have demonstrated good properties in many different simulations. However, for time-dependent partial differential equations, only a few stability results are known. In particular, if boundary conditions are included, stability issues frequently occur. The question we address in this paper is how provable stability for RBF methods can be obtained. We develop and construct energy-stable radial basis function methods using the general framework of summation-by-parts operators often used in the Finite Difference and Finite Element communities.

math.NA↗
arXiv2021

On the Theoretical Foundation of Overset Grid Methods for Hyperbolic Problems: Well-Posedness and Conservation

We use the energy method to study the well-posedness of initial-boundary value problems approximated by overset mesh methods in one and two space dimensions for linear constant-coefficient hyperbolic systems. We show that in one space dimension, for both scalar equations and systems of equations, the problem where one domain partially oversets another is well-posed when characteristic coupling conditions are used. If a system cannot be diagonalized, as is ususally the case in multiple space dimensions, then the energy method does not give proper bounds in terms of initial and boundary data. For those problems, we propose a novel penalty approach. We show, by using a global energy that accounts for the energy in the overlap region of the domains, that under well-defined conditions on the coupling matrices the penalized overset domain problems are energy bounded, conservative, well-posed and have solutions equivalent to the original single domain problem.

math.NA↗
arXiv2021

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

In the hyperbolic community, discontinuous Galerkin 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 method obtained from a straightforward discretisation of the weak form of the PDEs appear to be unsuitable for hyperbolic problems. To remedy this issue, stabilization terms are usually added and various formulations can be found in the literature. There exists still the perception that continuous Galerkin methods are not suited to hyperbolic problems, and the reason of this is the continuity of the approximation. However, this perception is not true and the stabilization terms can be removed, in general, provided the boundary conditions are suitable. In this paper, we deal with this problem, and 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 DG 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 (SBP) property is fulfilled meaning that a discrete Gauss Th. 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.

math.NA↗
arXiv2021

A New Class of $A$ Stable Summation by Parts Time Integration Schemes with Strong Initial Conditions

Since integration by parts is an important tool when deriving energy or entropy estimates for differential equations, one may conjecture that some form of summation by parts (SBP) property is involved in provably stable numerical methods. This article contributes to this topic by proposing a novel class of $A$ stable SBP time integration methods which can also be reformulated as implicit Runge-Kutta methods. In contrast to existing SBP time integration methods using simultaneous approximation terms to impose the initial condition weakly, the new schemes use a projection method to impose the initial condition strongly without destroying the SBP property. The new class of methods includes the classical Lobatto IIIA collocation method, not previously formulated as an SBP scheme. Additionally, a related SBP scheme including the classical Lobatto IIIB collocation method is developed.

math.NA↗
arXiv2021

Impact of wall modeling on kinetic energy stability for the compressible Navier-Stokes equations

Affordable, high order simulations of turbulent flows on unstructured grids for very high Reynolds number flows require wall models for efficiency. However, different wall models have different accuracy and stability properties. Here, we develop a kinetic energy stability estimate to investigate stability of wall model boundary conditions. Using this norm, two wall models are studied, a popular equilibrium stress wall model, which is found to be unstable and the dynamic slip wall model which is found to be stable. These results are extended to the discrete case using the Summation by parts (SBP) property of the discontinuous Galerkin method. Numerical tests show that while the equilibrium stress wall model is accurate but unstable, the dynamic slip wall model is inaccurate but stable.

physics.flu-dyn↗