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Philipp Öffner

Publications and source records attributed to Philipp Öffner.

At least 19 recordsLinked to original sources

Gaussian FSBP operators: Comparison and application to numerical methods for hyperbolic conservation laws

Function-space summation-by-parts (FSBP) operators enable conservative and energy-stable numerical methods for hyperbolic conservation laws based on general, non-polynomial approximation spaces. Recent works show that using generalized Gaussian quadrature significantly reduces the number of grid points required compared to existing constructions that have mostly focused on equidistant grids. In this paper, we compare open and closed FSBP operators constructed with generalized Gaussian quadratures and apply them to numerically solve hyperbolic conservation laws. Furthermore, to support open node distributions, we extend the FSBP framework by introducing function-space exact extrapolation operators and operationalize them in numerical schemes for solving hyperbolic conservation laws. Our numerical experiments include the one-dimensional linear advection, non-viscous Burgers, and compressible Euler equations of gas dynamics. We observe that applying FSBP operators in numerical schemes can improve efficiency and accuracy. Notably, we demonstrate these advantages in more challenging time-dependent settings compared to other recent works on Gaussian FSBP operators.

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Convergence analysis of structure-preserving schemes for the multicomponent compressible Euler flows

We present a convergence analysis of a finite volume (FV) scheme for the multicomponent compressible Euler system in the framework of dissipative weak (DW) solutions. DW solutions were introduced as a generalized solution framework in computational fluid dynamics and have recently gained considerable attention. They extend the well-known Lax Equivalence Theorem to nonlinear settings, meaning that if a numerical scheme is both consistent and stable, it will also converge. The FV scheme under consideration preserves key physical properties of the fluid mixture, in particular, positivity of partial densities, pressure, and temperature. Using uniform stability bounds and consistency estimates, we prove that the numerical solutions converge in the framework of DW solutions of the multicomponent Euler system. Applying the relative entropy method and the weak-strong uniqueness principle, we further show that the approximate solutions converge strongly to the classical solution as long as it exists. Numerical experiments confirm the theoretical results, not only for low-order FV methods but also through extended numerical investigations of a higher-order, structure-preserving discontinuous Galerkin scheme.

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Global Existence for a Class of Keyfitz--Kranzer Systems with Application to Thin-Film Flows

We prove the existence of global weak entropy solutions for a class of non-symmetric Keyfitz-Kranzer type systems that includes lubrication models for thin-film flow. We identify a family of entropy/entropy-flux pairs for these first-order systems, which is, in particular, admissible for a tailored second-order approximate system. The latter is motivated by higher-order dissipation operators in thin-film flow models. By identifying an invariant region in the state space, it is possible to derive a-priori $L^\infty$-bounds for the sequence of solutions to the approximate system. Exploiting the parabolic and transport structure of the equations associated with the Riemann invariants, we then rigorously justify the vanishing-diffusion limit and establish the existence of weak entropy solutions for the Cauchy problem for the first-order systems.

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Convergence of a Finite Volume Scheme for the Navier-Stokes-Korteweg Model via Dissipative Solutions

We propose a concept of dissipative weak (DW) solutions for the Navier-Stokes-Korteweg (NSK) system and prove conditional convergence of a structure-preserving finite volume scheme towards such a solution. DW solutions provide a generalized solution concept in computational fluid dynamics and have recently attracted significant attention. They provide an extension of the famous Lax Equivalence Theorem to nonlinear problems, i.e. consistency and stability of a numerical scheme imply convergence. Our work builds on recent advances where convergence towards DW solutions of structure-preserving schemes has been established for the Euler and Navier-Stokes equations. Indeed, we prove convergence of a recently proposed FV scheme by leveraging its conservation and dissipation properties as well as its consistency.

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A high-order, structure preserving scheme for the stochastic Galerkin shallow water equations -- unification and two-dimensional extension

Recently, two independent research efforts have been made to study the stochastic Galerkin formulation of the shallow water equations. Bender and \"Offner developed entropy-conservative discontinuous Galerkin (DG) methods to solve the stochastic shallow water equations in a stochastic Galerkin framework using Roe variable transformation, while Dai, Epshteyn and collaborators proposed second-order, energy-stable and well-balanced schemes for the same class of problems with a specific projection step used inside the Galerkin projection together with high-order quadrature rules and a time-step restriction. In this paper, we provide a comprehensive comparison of the two methodologies mentioned, focusing on their theoretical properties and practical implementation aspects. We highlight shared foundational concepts and key differences of both approaches, with a particular focus on the selection of basis functions in the stochastic domain. As a highlight, we show that under specific conditions, the two formulations align, offering a unified framework that connects these distinct approaches. From our theoretical findings, we extend the development of high-order entropy conservative DG methods for the one-dimensional stochastic Galerkin shallow equations to two space dimensions; constructing entropy conservative two-point fluxes via primitive variables instead of entropy variables and applying it in our high-order DG setting. In numerical simulations, we verify and support our theoretical findings of a well-balanced and entropy-stable DG scheme which can be used to solve geophyiscal fluid flows with uncertainty.

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Convergence analysis for a finite-volume scheme for the Euler- and Navier-Stokes-Korteweg system via energy-variational solutions

We consider a structure-preserving finite-volume scheme for the Euler-Korteweg (EK) and Navier-Stokes-Korteweg (NSK) equations. We prove that its numerical solutions converge to energy-variational solutions of EK or NSK under mesh refinement. Energy-variational solutions constitute a novel solution concept that has recently been introduced for hyperbolic conservation laws, including the EK system, and which we extend to the NSK model. Our proof is based on establishing uniform estimates following from the properties of the structure-preserving scheme, and using the stability of the energy-variational formulation under weak convergence in the natural energy spaces.

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Why summation by parts is not enough

We investigate the construction and performance of summation-by-parts (SBP) operators, which offer a powerful framework for the systematic development of structure-preserving numerical discretizations of partial differential equations. Previous approaches for the construction of SBP operators have usually relied on either local methods or sparse differentiation matrices, as commonly used in finite difference schemes. However, these methods often impose implicit requirements that are not part of the formal SBP definition. We demonstrate that adherence to the SBP definition alone does not guarantee the desired accuracy, and we identify conditions for SBP operators to achieve both accuracy and stability. Specifically, we analyze the error minimization for an augmented basis, discuss the role of sparsity, and examine the importance of nullspace consistency in the construction of SBP operators. Furthermore, we show how these design criteria can be integrated into a recently proposed optimization-based construction procedure for function space SBP (FSBP) operators on arbitrary grids. Our findings are supported by numerical experiments that illustrate the improved accuracy for the numerical solution using the proposed SBP operators.

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A Structure Preserving Finite Volume Scheme for the Navier-Stokes-Korteweg Equations

We present a semi-discrete finite volume scheme for the local NavierStokes-Korteweg and Euler-Korteweg systems. Our scheme is applicable for equidistant Cartesian meshes in one and two space dimensions. In contrast to other works, which employ, for example, hyperbolic approximations of the equations or auxiliary-variable approaches leading to extended systems, our scheme operates directly on the original system. We prove that it conserves mass and momentum and is energy stable. Numerical experiments complement our theoretical findings, showing that the scheme is convergent of order one if employed with explicit or implicit time discretisation.

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The Lax-Wendroff theorem for Patankar-type methods applied to hyperbolic conservation laws

For hyperbolic conservation laws, the famous Lax-Wendroff theorem delivers sufficient conditions for the limit of a convergent numerical method to be a weak (entropy) solution. This theorem is a fundamental result, and many investigations have been done to verify its validity for finite difference, finite volume, and finite element schemes, using either explicit or implicit linear time-integration methods. Recently, the use of modified Patankar (MP) schemes as time-integration methods for the discretization of hyperbolic conservation laws has gained increasing interest. These schemes are unconditionally conservative and positivity-preserving and only require the solution of a linear system. However, MP schemes are by construction nonlinear, which is why the theoretical investigation of these schemes is more involved. We prove an extension of the Lax-Wendroff theorem for the class of MP methods. This is the first extension of the Lax--Wendroff theorem to nonlinear time integration methods with just an additional hypothesis on the total time variation boundedness of the numerical solutions. We provide some numerical simulations that validate the theoretical observations.

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Some new properties of an Active flux type scheme: PamPa

In this paper, we provide a few new properties of Active Flux (AF)/Point-Average-Moment PolynomiAl-interpreted (\pampa) schemes. First, we show, in full generality, that the AF/pampa schemes can be interpreted in such a way that the discontinuous Galerkin (dG) scheme is one of their building blocks. Secondly we provide intrinsic bound preserving properties of the current variant of pampa. This is also illustrated numerically. Last, we show, at least in one dimension, that the pampa scheme has the summation by part (SBP) property.

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Generalized upwind summation-by-parts operators and their application to nodal discontinuous Galerkin methods

High-order numerical methods for conservation laws are highly sought after due to their potential efficiency. However, it is challenging to ensure their robustness, particularly for under-resolved flows. Baseline high-order methods often incorporate stabilization techniques that must be applied judiciously -- sufficient to ensure simulation stability but restrained enough to prevent excessive dissipation and loss of resolution. Recent studies have demonstrated that combining upwind summation-by-parts (USBP) operators with flux vector splitting can increase the robustness of finite difference (FD) schemes without introducing excessive artificial dissipation. This work investigates whether the same approach can be applied to nodal discontinuous Galerkin (DG) methods. To this end, we demonstrate the existence of USBP operators on arbitrary grid points and provide a straightforward procedure for their construction. Our discussion encompasses a broad class of USBP operators, not limited to equidistant grid points, and enables the development of novel USBP operators on Legendre--Gauss--Lobatto (LGL) points that are well-suited for nodal DG methods. We then examine the robustness properties of the resulting DG-USBP methods for challenging examples of the compressible Euler equations, such as the Kelvin--Helmholtz instability. Similar to high-order FD-USBP schemes, we find that combining flux vector splitting techniques with DG-USBP operators does not lead to excessive artificial dissipation. Furthermore, we find that combining lower-order DG-USBP operators on three LGL points with flux vector splitting indeed increases the robustness of nodal DG methods. However, we also observe that higher-order USBP operators offer less improvement in robustness for DG methods compared to FD schemes. We provide evidence that this can be attributed to USBP methods adding dissipation only to unresolved modes...

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Discontinuous Galerkin methods for the complete stochastic Euler equations

In recent years, stochastic effects have become increasingly relevant for describing fluid behaviour, particularly in the context of turbulence. The most important model for inviscid fluids in computational fluid dynamics are the Euler equations of gas dynamics which we focus on in this paper. To take stochastic effects into account, we incorporate a stochastic forcing term in the momentum equation of the Euler system. To solve the extended system, we apply an entropy dissipative discontinuous Galerkin spectral element method including the Finite Volume setting, adjust it to the stochastic Euler equations and analyze its convergence properties. Our analysis is grounded in the concept of dissipative martingale solutions, as recently introduced by Moyo (J. Diff. Equ. 365, 408-464, 2023). Assuming no vacuum formation and bounded total energy, we proof that our scheme converges in law to a dissipative martingale solution. During the lifespan of a pathwise strong solution, we achieve convergence of at least order 1/2, measured by the expected $L^1$ norm of the relative energy. The results built a counterpart of corresponding results in the deterministic case. In numerical simulations, we show the robustness of our scheme, visualise different stochastic realizations and analyze our theoretical findings.

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Locally energy-stable finite element schemes for incompressible flow problems: Design and analysis for equal-order interpolations

We show that finite element discretizations of incompressible flow problems can be designed to ensure preservation/dissipation of kinetic energy not only globally but also locally. In the context of equal-order (piecewise-linear) interpolations, we prove the validity of a semi-discrete energy inequality for a quadrature-based approximation to the nonlinear convective term, which we combine with the Becker--Hansbo pressure stabilization. An analogy with entropy-stable algebraic flux correction schemes for the compressible Euler equations and the shallow water equations yields a weak `bounded variation' estimate from which we deduce the semi-discrete Lax--Wendroff consistency and convergence towards dissipative weak solutions. The results of our numerical experiments for standard test problems confirm that the method under investigation is non-oscillatory and exhibits optimal convergence behavior.

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On the robustness of high-order upwind summation-by-parts methods for nonlinear conservation laws

We use the framework of upwind summation-by-parts (SBP) operators developed by Mattsson (2017, doi:10.1016/j.jcp.2017.01.042) and study different flux vector splittings in this context. To do so, we introduce discontinuous-Galerkin-like interface terms for multi-block upwind SBP methods applied to nonlinear conservation laws. We investigate the behavior of the upwind SBP methods for flux vector splittings of varying complexity on Cartesian as well as unstructured curvilinear multi-block meshes. Moreover, we analyze the local linear/energy stability of these methods following Gassner, Svärd, and Hindenlang (2022, doi:10.1007/s10915-021-01720-8). Finally, we investigate the robustness of upwind SBP methods for challenging examples of shock-free flows of the compressible Euler equations such as a Kelvin-Helmholtz instability and the inviscid Taylor-Green vortex.

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A new variable shape parameter strategy for RBF approximation using neural networks

The choice of the shape parameter highly effects the behaviour of radial basis function (RBF) approximations, as it needs to be selected to balance between ill-condition of the interpolation matrix and high accuracy. In this paper, we demonstrate how to use neural networks to determine the shape parameters in RBFs. In particular, we construct a multilayer perceptron trained using an unsupervised learning strategy, and use it to predict shape parameters for inverse multiquadric and Gaussian kernels. We test the neural network approach in RBF interpolation tasks and in a RBF-finite difference method in one and two-space dimensions, demonstrating promising results.

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An optimization-based construction procedure for function space based summation-by-parts operators on arbitrary grids

We introduce a novel construction procedure for one-dimensional summation-by-parts (SBP) operators. Existing construction procedures for FSBP operators of the form $D = P^{-1} Q$ proceed as follows: Given a boundary operator $B$, the norm matrix $P$ is first determined and then in a second step the complementary matrix $Q$ is calculated to finally get the FSBP operator $D$. In contrast, the approach proposed here determines the norm and complementary matrices, $P$ and $Q$, simultaneously by solving an optimization problem. The proposed construction procedure applies to classical SBP operators based on polynomial approximation and the broader class of function space SBP (FSBP) operators. According to our experiments, the presented approach yields a numerically stable construction procedure and FSBP operators with higher accuracy for diagonal norm difference operators at the boundaries than the traditional approach. Through numerical simulations, we highlight the advantages of our proposed technique.

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Analysis for Implicit and Implicit-Explicit ADER and DeC Methods for Ordinary Differential Equations, Advection-Diffusion and Advection-Dispersion Equations

In this manuscript, we present the development of implicit and implicit-explicit ADER and DeC methodologies within the DeC framework using the two-operators formulation, with a focus on their stability analysis both as solvers for ordinary differential equations (ODEs) and within the context of linear partial differential equations (PDEs). To analyze their stability, we reinterpret these methods as Runge-Kutta schemes and uncover significant variations in stability behavior, ranging from A-stable to bounded stability regions, depending on the chosen order, method, and quadrature nodes. This differentiation contrasts with their explicit counterparts. When applied to advection-diffusion and advection-dispersion equations employing finite difference spatial discretization, the von Neumann stability analysis demonstrates stability under CFL-like conditions. Particularly noteworthy is the stability maintenance observed for the advection-diffusion equation, even under spatial-independent constraints. Furthermore, we establish precise boundaries for relevant coefficients and provide suggestions regarding the suitability of specific schemes for different problem.

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Summation-by-parts operators for general function spaces: The second derivative

Many applications rely on solving time-dependent partial differential equations (PDEs) that include second derivatives. Summation-by-parts (SBP) operators are crucial for developing stable, high-order accurate numerical methodologies for such problems. Conventionally, SBP operators are tailored to the assumption that polynomials accurately approximate the solution, and SBP operators should thus be exact for them. However, this assumption falls short for a range of problems for which other approximation spaces are better suited. We recently addressed this issue and developed a theory for first-derivative SBP operators based on general function spaces, coined function-space SBP (FSBP) operators. In this paper, we extend the innovation of FSBP operators to accommodate second derivatives. The developed second-derivative FSBP operators maintain the desired mimetic properties of existing polynomial SBP operators while allowing for greater flexibility by being applicable to a broader range of function spaces. We establish the existence of these operators and detail a straightforward methodology for constructing them. By exploring various function spaces, including trigonometric, exponential, and radial basis functions, we illustrate the versatility of our approach. The work presented here opens up possibilities for using second-derivative SBP operators based on suitable function spaces, paving the way for a wide range of applications in the future.

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