Error Analysis Of Summation By Parts Formulations
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Error analysis of summation-by-parts formulations
Author: Viktor Linders
language: en
Publisher: Linköping University Electronic Press
Release Date: 2017-11-20
In this thesis we consider errors arising from finite difference operators on summation-by-parts (SBP) form, used in the discretisation of partial differential equations. The SBP operators are augmented with simultaneous-approximation-terms (SATs) to weakly impose boundary conditions. The SBP-SAT framework combines high order of accuracy with a systematic construction of provably stable boundary procedures, which renders it suitable for a wide range of problems. The first part of the thesis treats wave propagation problems discretised using SBP operators on coarse grids. Unless special care is taken, inaccurate approximations of the underlying dispersion relation materialises in the form of an incorrect propagation speed. We present a procedure for constructing SBP operators with minimal dispersion error. Experiments indicate that they outperform higher order non-optimal SBP operators for flow problems involving high frequencies and long simulation times. In the second part of the thesis, the formal order of accuracy of SBP operators near boundaries is analysed. We prove that the order in the interior of a diagonal norm based SBP operator must be at least twice that of the boundary stencil, irrespective of the grid point distribution near the boundary. This generalises the classical theory posed on uniform and conforming grids. We further show that for a common class of SBP operators, the diagonal norm defines a quadrature rule of the same order as the interior stencil. Again, this result is independent of the grid. In the final contribution if the thesis, we introduce the notion of a transmission problem to describe a general class of problems where different dynamics are coupled in time. Well-posedness and stability analyses are performed for continuous and discrete problems. A general condition is obtained that is necessary and sufficient for the transmission problem to satisfy an energy estimate. The theory provides insights into the coupling of fluid flow models, multi-block formulations, numerical filters, interpolation and multi-grid implementations.
Eigenvalue analysis and convergence acceleration techniques for summation-by-parts approximations
Author: Andrea Alessandro Ruggiu
language: en
Publisher: Linköping University Electronic Press
Release Date: 2019-09-05
Many physical phenomena can be described mathematically by means of partial differential equations. These mathematical formulations are said to be well-posed if a unique solution, bounded by the given data, exists. The boundedness of the solution can be established through the so-called energy-method, which leads to an estimate of the solution by means of integration-by-parts. Numerical approximations mimicking integration-by-parts discretely are said to fulfill the Summation-By-Parts (SBP) property. These formulations naturally yield bounded approximate solutions if the boundary conditions are weakly imposed through Simultaneous-Approximation-Terms (SAT). Discrete problems with bounded solutions are said to be energy-stable. Energy-stable and high-order accurate SBP-SAT discretizations for well-posed linear problems were first introduced for centered finite-difference methods. These mathematical formulations, based on boundary conforming grids, allow for an exact mimicking of integration-by-parts. However, other discretizations techniques that do not include one or both boundary nodes, such as pseudo-spectral collocation methods, only fulfill a generalized SBP (GSBP) property but still lead to energy-stable solutions. This thesis consists of two main topics. The first part, which is mostly devoted to theoretical investigations, treats discretizations based on SBP and GSBP operators. A numerical approximation of a conservation law is said to be conservative if the approximate solution mimics the physical conservation property. It is shown that conservative and energy-stable spatial discretizations of variable coefficient problems require an exact numerical mimicking of integration-by-parts. We also discuss the invertibility of the algebraic problems arising from (G)SBP-SAT discretizations in time of energy-stable spatial approximations. We prove that pseudo-spectral collocation methods for the time derivative lead to invertible fully-discrete problems. The same result is proved for second-, fourth- and sixth-order accurate finite-difference based time integration methods. Once the invertibility of (G)SBP-SAT discrete formulations is established, we are interested in efficient algorithms for the unique solution of such problems. To this end, the second part of the thesis has a stronger experimental flavour and deals with convergence acceleration techniques for SBP-SAT approximations. First, we consider a modified Dual Time-Stepping (DTS) technique which makes use of two derivatives in pseudo-time. The new DTS formulation, compared to the classical one, accelerates the convergence to steady-state and reduces the stiffness of the problem. Next, we investigate multi-grid methods. For parabolic problems, highly oscillating error modes are optimally damped by iterative methods, while smooth residuals are transferred to coarser grids. In this case, we show that the Galerkin condition in combination with the SBP-preserving interpolation operators leads to fast convergence. For hyperbolic problems, low frequency error modes are rapidly expelled by grid coarsening, since coarser grids have milder stability restrictions on time steps. For such problems, Total Variation Dimishing Multi-Grid (TVD-MG) allows for faster wave propagation of first order upwind discretizations. In this thesis, we extend low order TVD-MG schemes to high-order SBP-SAT upwind discretizations.
Error Analysis of Summation-by-parts Formulations
In this thesis we consider errors arising from finite difference operators on summation-by-parts (SBP) form, used in the discretisation of partial differential equations. The SBP operators are augmented with simultaneous-approximation-terms (SATs) to weakly impose boundary conditions. The SBP-SAT framework combines high order of accuracy with a systematic construction of provably stable boundary procedures, which renders it suitable for a wide range of problems. The first part of the thesis treats wave propagation problems discretised using SBP operators on coarse grids. Unless special care is taken, inaccurate approximations of the underlying dispersion relation materialises in the form of an incorrect propagation speed. We present a procedure for constructing SBP operators with minimal dispersion error. Experiments indicate that they outperform higher order non-optimal SBP operators for flow problems involving high frequencies and long simulation times. In the second part of the thesis, the formal order of accuracy of SBP operators near boundaries is analysed. We prove that the order in the interior of a diagonal norm based SBP operator must be at least twice that of the boundary stencil, irrespective of the grid point distribution near the boundary. This generalises the classical theory posed on uniform and conforming grids. We further show that for a common class of SBP operators, the diagonal norm defines a quadrature rule of the same order as the interior stencil. Again, this result is independent of the grid. In the final contribution if the thesis, we introduce the notion of a transmission problem to describe a general class of problems where different dynamics are coupled in time. Well-posedness and stability analyses are performed for continuous and discrete problems. A general condition is obtained that is necessary and sufficient for the transmission problem to satisfy an energy estimate. The theory provides insights into the coupling of fluid flow models, multi-block formulations, numerical filters, interpolation and multi-grid implementations.