arXiv subjects

Kenneth Duru

Publications and source records attributed to Kenneth Duru.

At least 19 recordsLinked to original sources

arXiv2026

A perfectly matched layer for damping vertically propagating waves in the compressible Boussinesq equations

This paper introduces a new application of the perfectly matched layer (PML) for mitigating model top wave reflections in geophysical fluid models. Typically, a strong Laplacian or Rayleigh damping sponge layer is used near the upper boundary, but these often need many vertical levels or a high model top to be sufficiently effective. An advantage of the PML is that, at the continuous level, it is free of wave reflection at the onset of the damping layer. This enables the PML to be effective even with a thin damping layer. We derive PMLs for the linear and nonlinear versions of the Boussinesq equations, which are a simplified model for vertical dynamics in the atmosphere. In the nonlinear system, we define a novel PML that damps perturbations from a hydrostatically balanced reference state. We approximate the PML equations using the compatible finite element method for numerical experiments. First, tests with the linear Boussinesq system show that the PML is more effective than a typical sponge layer in absorbing acoustic waves near the model top. Next, tests in the nonlinear system show that i) the PML can damp acoustic waves even when they are under-resolved by the time discretisation, and ii) the PML can avoid the standing wave pattern caused by model top reflection of orographic gravity waves. We propose that the PML is worth further development and investigation as a sponge layer alternative in dynamical cores for atmospheric modelling.

math.NA↗

arXiv2026

A provably stable numerical method for the anisotropic diffusion equation in confined magnetic fields: Curvilinear coordinates and multi-block domains

We present a robust and accurate numerical method for the anisotropic diffusion equation in curvilinear coordinates. This study extends the recent work [Muir et al., Computer Physics Communications, 2025] for solving the anisotropic diffusion equation in magnetic fields from Cartesian meshes to to curvilinear coordinates and complex geometries. The method uses summation by parts with simultaneous approximation terms for computing the diffusion perpendicular to field lines. The diffusion along field lines is computed using a penalty approach, similar to a simultaneous approximation term, but applied across the volume. To extend the method to complex geometry we use a multi-block approach with piecewise smooth structured meshes. That is, the domain is split into sub-grids, with locally adjacent boundaries coupled weakly using penalties. We prove the semi-discrete stability for the curvilinear implementation by deriving discrete energy estimates. The approach is verified though a number of numerical tests, which demonstrate the convergence properties of the method in multi-domain approach. Finally, we present a qualitative result generated in complex geometry and magnetic field, which is generated by the Stepped Pressure Equilibrium Code.

math.NA↗

arXiv2026

Local linear stability of dual-pairing summation-by-parts methods for nonlinear conservation laws

A recent study by Gassner et al. [J. Sci. Comput. 90:79 (2022)] demonstrates that local energy stability--that is, ensuring the asymptotic numerical growth rate does not exceed the continuous growth rate--is crucial for achieving accurate numerical simulations of nonlinear conservation laws. While nonlinear entropy stability is necessary for numerical stability (i.e., ensuring the boundedness of nonlinear numerical solutions), local energy stability is essential to prevent unresolved high-frequency wave modes from dominating the simulation. Currently, it remains an open question whether high-order numerical methods for nonlinear conservation laws can be simultaneously entropy-stable and locally energy-stable. In this work, we examine the local energy-stability properties of recently developed entropy-stable, high-order accurate dual-pairing (DP) SBP methods, as introduced by Duru et al. [arXiv: 2411.06629], for nonlinear conservation laws. Our analysis indicates that the entropy-stable volume upwind filter inherent in these methods can ensure local energy stability. This approach offers a novel numerical strategy for designing reliable high-order methods for nonlinear conservation laws that are provably entropy-stable and locally energy-stable. The theoretical findings are supported by numerical experiments involving the inviscid Burgers equation and nonlinear shallow water equations, in 1D and 2D. Furthermore, we present accurate numerical simulations of 2D barotropic shear instability, with fully developed turbulence, demonstrating the efficiency of the DP SBP method in resolving turbulent scales.

math.NA↗

arXiv2026

A space-time dual-pairing summation-by-parts framework for forward and adjoint wave equations

In this paper, we propose the first of its kind space-time dual-pairing summation by parts (DP-SBP) numerical framework for forward and adjoint wave propagation problems. This novel approach enables us to achieve spatial and temporal high order accuracy while naturally introducing dissipation in time. Within this framework, initial and boundary conditions are weakly imposed using the simultaneous approximation term (SAT) technique. Fully discrete energy estimates are derived, ensuring the stability of the resulting numerical scheme. Furthermore, the proposed space-time numerical framework allows us to construct adjoint consistent fully discrete numerical approximations, which can be applied to solve inverse wave propagation problems. We provide numerical experiments in one and two spatial dimensions to verify the theoretical analysis and demonstrate convergence of numerical errors.

math.NA↗

arXiv2026

On well-posed energy/entropy stable boundary conditions for the rotating shallow water equations

We derive and analyze well-posed, energy- and entropy-stable boundary conditions (BCs) for the two-dimensional linear and nonlinear rotating shallow water equations (RSWE) in vector invariant form. The focus of the study is on subcritical flows, which are commonly observed in atmospheric, oceanic, and geostrophic flow applications. We consider spatial domains with smooth boundaries and formulate both linear and nonlinear BCs using mass flux, Riemann's invariants, and Bernoulli's potential, ensuring that the resulting initial boundary value problem (IBVP) is provably entropy- and energy-stable. The linear analysis is comprehensive, providing sufficient conditions to establish the existence, uniqueness, and energy stability of solutions to the linear IBVP. For the nonlinear IBVP, which admits more general solutions, our goal is to develop nonlinear BCs that guarantee entropy stability. We introduce the concepts of linear consistency and linear stability for nonlinear IBVPs, demonstrating that if a nonlinear IBVP is both linearly consistent and linearly stable, then, for sufficiently regular initial and boundary data over a finite time interval, a unique smooth solution exists. Both the linear and nonlinear IBVPs can be efficiently solved using high-order accurate numerical methods. By employing high-order summation-by-parts operators to discretize spatial derivatives and implementing weak enforcement of BCs via penalty techniques, we develop provably energy- and entropy-stable numerical schemes on curvilinear meshes. Extensive numerical experiments are presented to verify the accuracy of the methods and to demonstrate the robustness of the proposed BCs and numerical schemes.

math.NA↗

arXiv2025

Scalable ADER-DG Transport Method with Polynomial Order Independent CFL Limit

Discontinuous Galerkin (DG) methods are known to suffer from increasingly restrictive explicit time-step constraints as the polynomial order increases, limiting their efficiency at high orders for explicit time-stepping schemes. In this paper, we introduce a novel \emph{locally implicit}, but \emph{globally explicit} ADER-DG scheme designed for transport-dominated problems. The method achieves a maximum stable time step governed by an element-width based CFL condition that is independent of the polynomial degree. By solving a set of element-local implicit problems at each time step, our approach more effectively utilises the domain of dependence. As a result, our method remains stable for CFL numbers up to $\approx 1/\sqrt{d}$ in $d$ spatial dimensions. We provide a rigorous stability proof in one dimension, and extend the analysis to two and three dimensions using a semi-analytical von Neumann stability analysis. The accuracy and convergence of the method are demonstrated through numerical experiments for both linear and nonlinear test cases, including numerical simulations of a transport problem on a cubed sphere 2D manifold embedded in 3D.

math.NA↗

arXiv2024

Thermodynamic consistency and structure-preservation in summation by parts methods for the moist compressible Euler equations

Moist thermodynamics is a fundamental driver of atmospheric dynamics across all scales, making accurate modeling of these processes essential for reliable weather forecasts and climate change projections. However, atmospheric models often make a variety of inconsistent approximations in representing moist thermodynamics. These inconsistencies can introduce spurious sources and sinks of energy, potentially compromising the integrity of the models. Here, we present a thermodynamically consistent and structure preserving formulation of the moist compressible Euler equations. When discretised with a summation by parts method, our spatial discretisation conserves: mass, water, entropy, and energy. These properties are achieved by discretising a skew symmetric form of the moist compressible Euler equations, using entropy as a prognostic variable, and the summation-by-parts property of discrete derivative operators. Additionally, we derive a discontinuous Galerkin spectral element method with energy and tracer variance stable numerical fluxes, and experimentally verify our theoretical results through numerical simulations.

physics.ao-ph↗

arXiv2024

A dual-pairing summation-by-parts finite difference framework for nonlinear conservation laws

Robust and convergent high-order numerical methods for solving partial differential equations are highly attractive due to their efficiency on modern and next-generation hardware architectures. However, designing such methods for nonlinear hyperbolic conservation laws remains a significant challenge. In this work, we introduce a framework based on dual-pairing (DP) and upwind summation-by-parts (SBP) finite difference (FD) and discontinuous Galerkin (DG) finite element methods, aimed at achieving accurate and robust numerical approximations of nonlinear conservation laws. The framework ensures entropy consistency and features an intrinsic high-order accurate filter designed to detect and resolve regions where the solution is poorly captured or discontinuities are present. The DP SBP FD/DG operators form a dual pair of discrete derivative operators that collectively preserve the SBP property. Furthermore, these operators are constructed to be upwind, allowing them to incorporate dissipation within the elements themselves.This contrasts with traditional SBP and collocated DG spectral element methods, which typically induce dissipation solely through numerical fluxes at element interfaces. Our framework facilitates the systematic combination of DP SBP FD/DG operators with skew-symmetric and upwind flux splitting techniques. This integration enables the development of robust, high-order accurate schemes for nonlinear hyperbolic conservation laws.

math.NA↗

arXiv2023

An entropy stable discontinuous Galerkin method for the spherical thermal shallow water equations

We present a novel discontinuous Galerkin finite element method for numerical simulations of the rotating thermal shallow water equations in complex geometries using curvilinear meshes, with arbitrary accuracy. We derive an entropy functional which is convex, and which must be preserved in order to preserve model stability at the discrete level. The numerical method is provably entropy stable and conserves mass, buoyancy, vorticity, and energy. This is achieved by using novel entropy stable numerical fluxes, summation-by-parts principle, and splitting the pressure and convection operators so that we can circumvent the use of chain rule at the discrete level. Numerical simulations on a cubed sphere mesh are presented to verify the theoretical results. The numerical experiments demonstrate the robustness of the method for a regime of well developed turbulence, where it can be run stably without any dissipation. The entropy stable fluxes are sufficient to control the grid scale noise generated by geostrophic turbulence, eliminating the need for artificial stabilisation.

math.NA↗

arXiv2023

Strongly stable dual-pairing summation by parts finite difference schemes for the vector invariant nonlinear shallow water equations -- I: Numerical scheme and validation on the plane

We present an energy/entropy stable and high order accurate finite difference (FD) method for solving the nonlinear (rotating) shallow water equations (SWEs) in vector invariant form using the newly developed dual-pairing and dispersion-relation preserving summation by parts (SBP) FD operators. We derive new well-posed boundary conditions (BCs) for the SWE in one space dimension, formulated in terms of fluxes and applicable to linear and nonlinear SWEs. For the nonlinear vector invariant SWE in the subcritical regime, where energy is an entropy functional, we find that energy/entropy stability ensures the boundedness of numerical solution but does not guarantee convergence. Adequate amount of numerical dissipation is necessary to control high frequency errors which could negatively impact accuracy in the numerical simulations. Using the dual-pairing SBP framework, we derive high order accurate and nonlinear hyper-viscosity operator which dissipates entropy and enstrophy. The hyper-viscosity operator effectively minimises oscillations from shocks and discontinuities, and eliminates high frequency grid-scale errors. The numerical method is most suitable for the simulations of subcritical flows typically observed in atmospheric and geostrophic flow problems. We prove both nonlinear and local linear stability results, as well as a priori error estimates for the semi-discrete approximations of both linear and nonlinear SWEs. Convergence, accuracy, and well-balanced properties are verified via the method of manufactured solutions and canonical test problems such as the dam break and lake at rest. Numerical simulations in two-dimensions are presented which include the rotating and merging vortex problem and barotropic shear instability, with fully developed turbulence.

math.NA↗

arXiv2023

On well-posed boundary conditions and energy stable finite volume method for the linear shallow water wave equation

We derive and analyse well-posed boundary conditions for the linear shallow water wave equation. The analysis is based on the energy method and it identifies the number, location and form of the boundary conditions so that the initial boundary value problem is well-posed. A finite volume method is developed based on the summation-by-parts framework with the boundary conditions implemented weakly using penalties. Stability is proven by deriving a discrete energy estimate analogous to the continuous estimate. The continuous and discrete analysis covers all flow regimes. Numerical experiments are presented verifying the analysis.

math.NA↗

arXiv2023

A provably stable numerical method for the anisotropic diffusion equation in confined magnetic fields

We present a novel numerical method for solving the anisotropic diffusion equation in magnetic fields confined to a periodic box which is accurate and provably stable. We derive energy estimates of the solution of the continuous initial boundary value problem. A discrete formulation is presented using operator splitting in time with the summation by parts finite difference approximation of spatial derivatives for the perpendicular diffusion operator. Weak penalty procedures are derived for implementing both boundary conditions and parallel diffusion operator obtained by field line tracing. We prove that the fully-discrete approximation is unconditionally stable. Discrete energy estimates are shown to match the continuous energy estimate given the correct choice of penalty parameters. A nonlinear penalty parameter is shown to provide an effective method for tuning the parallel diffusion penalty and significantly minimises rounding errors. Several numerical experiments, using manufactured solutions, the ``NIMROD benchmark'' problem and a single island problem, are presented to verify numerical accuracy, convergence, and asymptotic preserving properties of the method. Finally, we present a magnetic field with chaotic regions and islands and show the contours of the anisotropic diffusion equation reproduce key features in the field.

math.NA↗

arXiv2023

Entropy and energy conservation for thermal atmospheric dynamics using mixed compatible finite elements

Atmospheric systems incorporating thermal dynamics must be stable with respect to both energy and entropy. While energy conservation can be enforced via the preservation of the skew-symmetric structure of the Hamiltonian form of the equations of motion, entropy conservation is typically derived as an additional invariant of the Hamiltonian system, and satisfied via the exact preservation of the chain rule. This is particularly challenging since the function spaces used to represent the thermodynamic variables in compatible finite element discretisations are typically discontinuous at element boundaries. In the present work we negate this problem by constructing our equations of motion via weighted averages of skew-symmetric formulations using both flux form and material form advection of thermodynamic variables, which allow for the necessary cancellations required to conserve entropy without the chain rule. We show that such formulations allow for stable simulations of both the thermal shallow water and 3D compressible Euler equations on the sphere using mixed compatible finite elements without entropy damping.

math.NA↗

arXiv2023

Conservation and stability in a discontinuous Galerkin method for the vector invariant spherical shallow water equations

We develop a novel and efficient discontinuous Galerkin spectral element method (DG-SEM) for the spherical rotating shallow water equations in vector invariant form. We prove that the DG-SEM is energy stable, and discretely conserves mass, vorticity, and linear geostrophic balance on general curvlinear meshes. These theoretical results are possible due to our novel entropy stable numerical DG fluxes for the shallow water equations in vector invariant form. We experimentally verify these results on a cubed sphere mesh. Additionally, we show that our method is robust, that is can be run stably without any dissipation. The entropy stable fluxes are sufficient to control the grid scale noise generated by geostrophic turbulence without the need for artificial stabilisation.

math.NA↗

arXiv2023

Well-posed boundary conditions and energy stable discontinuous Galerkin spectral element method for the linearized Serre equations

We derive well-posed boundary conditions for the linearized Serre equations in one spatial dimension by utilizing the energy method. An energy stable and conservative discontinuous Galerkin spectral element method with simple upwind numerical fluxes is proposed for solving the initial boundary value problem. We derive discrete energy estimates for the numerical approximation and prove a priori error estimates in the energy norm. Detailed numerical examples are provided to verify the theoretical analysis and show convergence of numerical errors.

math.NA↗

arXiv2023

An efficient method for the anisotropic diffusion equation in magnetic fields

We solve the anisotropic diffusion equation in 2D, where the dominant direction of diffusion is defined by a vector field which does not conform to a Cartesian grid. Our method uses operator splitting to separate the diffusion perpendicular and parallel to the vector field. The slow time scale is solved using a provably stable finite difference formulation in the perpendicular to the vector field, and an integral operator for the diffusion parallel to it. Energy estimates are shown to for the continuous and semi-discrete cases. Numerical experiments are performed showing convergence of the method, and examples is given to demonstrate the capabilities of the method.

math.NA↗

arXiv2022

On the stability analysis of perfectly matched layer for the elastic wave equation in layered media

In this paper, we present the stability analysis of the perfectly matched layer (PML) in two-space dimensional layered elastic media. Using normal mode analysis we prove that all interface wave modes present at a planar interface of bi-material elastic solids are dissipated by the PML. Our analysis builds upon the ideas presented in [SIAM Journal on Numerical Analysis 52 (2014) 2883-2904] and extends the stability results of boundary waves (such as Rayleigh waves) on a half-plane elastic solid to interface wave modes (such as Stoneley waves) transmitted into the PML at a planar interface separating two half-plane elastic solids. Numerical experiments in two-layer and multi-layer elastic solids corroborate the theoretical analysis, and generalise the results to complex elastic media. Numerical examples using the Marmousi model demonstrates the utility of the PML and our numerical method for seismological applications.

math.NA↗

arXiv2022

Accurate simulations of nonlinear dynamic shear ruptures on pre-existing faults in 3D elastic solids with dual-pairing SBP methods

In this paper we derive and analyse efficient and stable numerical methods for accurate numerical simulations of nonlinear dynamic shear ruptures on non-planar faults embedded in 3D elastic solids using dual-paring (DP) summation by parts (SBP) finite difference (FD) methods. Specifically, for nonlinear dynamic earthquake ruptures, we demonstrate that the DP SBP FD operators [K. Mattsson. J. Comput. Phys., 335:283-310, 2017] generate spurious catastrophic high frequency wave modes that do not diminish with mesh refinement. Meanwhile our new dispersion relation preserving (DRP) SBP FD operators [C. Williams and K Duru, arXiv:2110.04957, 2021] have more accurate numerical dispersion relation properties and do not support poisonous spurious high frequency wave modes. Numerical simulations are performed in 3D with geometrically complex fault surfaces verifying the efficacy of the method. Our method accurately reproduces community developed dynamic rupture benchmark problems, proposed by Southern California Earthquake Center, with less computational effort than standard methods based on traditional SBP FD operators.

math.NA↗