A benchmark problem on atmospheric sound propagation over irregular terrain has been solved using a stable fourth-order accurate finite difference approximation of a high-fidelity acoustic model. A comparison with the parabolic equation method and ray tracing methods is made. The results show that ray tracing methods can potentially be unreliable in the presence of irregular terrain.

We build a multi-element variant of the smoothness increasing accuracy conserving (SIAC) shock capturing technique proposed for single element spectral methods by Wissink et al. (J Sci Comput 77:579–596, 2018). In particular, the baseline scheme of our method is the nodal discontinuous Galerkin spectral element method (DGSEM) for approximating the solution of systems of conservation laws. It is well known that high-order methods generate spurious oscillations near discontinuities which can develop in the solution for nonlinear problems, even when the initial data is smooth. We propose a novel multi-element SIAC filtering technique applied to the DGSEM as a shock capturing method. We design the SIAC filtering such that the numerical scheme remains high-order accurate and that the shock capturing is applied adaptively throughout the domain. The shock capturing method is derived for general systems of conservation laws. We apply the novel SIAC filter to the two-dimensional Euler and ideal magnetohydrodynamics equations to several standard test problems with a variety of boundary conditions.

A general interface procedure is presented for multi-domain collocation methods satisfying the summation-by-parts (SBP) spatial discretization convention. Unlike more traditional operators (e.g. FEM) applied to the advection-diffusion equation, the new procedure penalizes the solution and the first p derivatives across the interface. The combined interior/interface operators are proven to be pointwise stable, and conservative, although accuracy deteriorates for p≥2. Penalties between two different sets of variables are compared (motivated by FEM primal and flux formulations), and are shown to be equivalent for certain choices of penalty parameters. Extensive validation studies are presented using two classes of high-order SBP operators: (1) central finite difference, and (2) Legendre spectral collocation.

A general interface procedure is presented for multi-domain collocation methods satisfying the summation-by-parts (SBP) spatial discretization convention. Unlike more traditional operators (e.g. FEM) applied to the advection-diffusion equation, the new procedure penalizes the solution and the first p derivatives across the interface. The combined interior/interface operators are proven to be pointwise stable, and conservative, although accuracy deteriorates for pa parts per thousand yen2. Penalties between two different sets of variables are compared (motivated by FEM primal and flux formulations), and are shown to be equivalent for certain choices of penalty parameters. Extensive validation studies are presented using two classes of high-order SBP operators: (1) central finite difference, and (2) Legendre spectral collocation.

We propose a class of semi-Lagrangian methods of high approximation order in space and time, based on spectral element space discretizations and exponential integrators of Runge–Kutta type. The methods were presented in Celledoni and Kometa (J Sci Comput 41(1):139–164, 2009) for simpler convection–diffusion equations. We discuss the extension of these methods to the Navier–Stokes equations, and their implementation using projections. Semi-Lagrangian methods up to order three are implemented and tested on various examples. The good performance of the methods for convection-dominated problems is demonstrated with numerical experiments.

We derive analytic solutions to the scalar and vector advection equation with variable coefficients in one spatial dimension using Laplace transform methods. These solutions are used to investigate how accuracy and stability are influenced by the presence of discontinuous wave speeds when applying high-order-accurate, skew-symmetric finite difference methods designed for smooth wave speeds. The methods satisfy a summation-by-parts rule with weak enforcement of boundary conditions and formal order of accuracy equal to 2, 3, 4 and 5. We study accuracy, stability and convergence rates for linear wave speeds that are (a) constant, (b) non-constant but smooth, (c) continuous with a discontinuous derivative, and (d) constant with a jump discontinuity. Cases (a) and (b) correspond to smooth wave speeds and yield stable schemes and theoretical convergence rates. Non-smooth wave speeds [cases (c) and (d)], however, reveal reductions in theoretical convergence rates and in the latter case, the presence of an instability.

We study the numerical solutions of time-dependent systems of partial differential equations, focusing on the implementation of boundary conditions. The numerical method considered is a finite difference scheme constructed by high order summation by parts operators, combined with a boundary procedure using penalties (SBP-SAT). Recently it was shown that SBP-SAT finite difference methods can yield superconvergent functional output if the boundary conditions are imposed such that the discretization is dual consistent. We generalize these results so that they include a broader range of boundary conditions and penalty parameters. The results are also generalized to hold for narrow-stencil second derivative operators. The derivations are supported by numerical experiments.

In this paper, the elastic constants of a material are recovered from measured displacements where the model is the equilibrium equations for the orthotropic case. The finite element method is used for the discretization of the state equation and the Gauss–Newton method is used to solve the nonlinear least squares problem attained from the parameter estimation problem. A posteriori error estimators are derived and used to improve the accuracy by an appropriate mesh refinement. A numerical experiment is presented to show the applicability of the approach.

Non-conforming numerical approximations offer increased flexibility for applications that require high resolution in a localized area of the computational domain or near complex geometries. Two key properties for non-conforming methods to be applicable to real world applications are conservation and energy stability. The summation-by-parts (SBP) property, which certain finite-difference and discontinuous Galerkin methods have, finds success for the numerical approximation of hyperbolic conservation laws, because the proofs of energy stability and conservation can discretely mimic the continuous analysis of partial differential equations. In addition, SBP methods can be developed with high-order accuracy, which is useful for simulations that contain multiple spatial and temporal scales. However, existing non-conforming SBP schemes result in a reduction of the overall degree of the scheme, which leads to a reduction in the order of the solution error. This loss of degree is due to the particular interface coupling through a simultaneous-approximation-term (SAT). We present in this work a novel class of SBP-SAT operators that maintain conservation, energy stability, and have no loss of the degree of the scheme for non-conforming approximations. The new degree preserving discretizations require an ansatz that the norm matrix of the SBP operator is of a degree ≥ 2p, in contrast to, for example, existing finite difference SBP operators, where the norm matrix is 2p − 1 accurate. We demonstrate the fundamental properties of the new scheme with rigorous mathematical analysis as well as numerical verification.

This work examines the development of an entropy conservative (for smooth solutions) or entropy stable (for discontinuous solutions) space-time discontinuous Galerkin (DG) method for systems of nonlinear hyperbolic conservation laws. The resulting numerical scheme is fully discrete and provides a bound on the mathematical entropy at any time according to its initial condition and boundary conditions. The crux of the method is that discrete derivative approximations in space and time are summation-by-parts (SBP) operators. This allows the discrete method to mimic results from the continuous entropy analysis and ensures that the complete numerical scheme obeys the second law of thermodynamics. Importantly, the novel method described herein does not assume any exactness of quadrature in the variational forms that naturally arise in the context of DG methods. Typically, the development of entropy stable schemes is done on the semidiscrete level ignoring the temporal dependence. In this work, we demonstrate that creating an entropy stable DG method in time is similar to the spatial discrete entropy analysis, but there are important (and subtle) differences. Therefore, we highlight the temporal entropy analysis throughout this work. For the compressible Euler equations, the preservation of kinetic energy is of interest besides entropy stability. The construction of kinetic energy preserving (KEP) schemes is, again, typically done on the semidiscrete level similar to the construction of entropy stable schemes. We present a generalization of the KEP condition from Jameson to the space-time framework and provide the temporal components for both entropy stability and kinetic energy preservation. The properties of the space-time DG method derived herein are validated through numerical tests for the compressible Euler equations. Additionally, we provide, in appendices, how to construct the temporal entropy stable components for the shallow water or ideal magnetohydrodynamic (MHD) equations.

This work presents an entropy stable discontinuous Galerkin (DG) spectral element approximation for systems of non-linear conservation laws with general geometric (h) and polynomial order (p) non-conforming rectangular meshes. The crux of the proofs presented is that the nodal DG method is constructed with the collocated Legendre–Gauss–Lobatto nodes. This choice ensures that the derivative/mass matrix pair is a summation-by-parts (SBP) operator such that entropy stability proofs from the continuous analysis are discretely mimicked. Special attention is given to the coupling between non-conforming elements as we demonstrate that the standard mortar approach for DG methods does not guarantee entropy stability for non-linear problems, which can lead to instabilities. As such, we describe a precise procedure and modify the mortar method to guarantee entropy stability for general non-linear hyperbolic systems on h / p non-conforming meshes. We verify the high-order accuracy and the entropy conservation/stability of fully non-conforming approximation with numerical examples.

We show how to modify the original Bassi and Rebay scheme (BR1) [F. Bassi and S. Rebay, A High Order Accurate Discontinuous Finite Element Method for the Numerical Solution of the Compressible Navier-Stokes Equations, Journal of Computational Physics, 131:267–279, 1997] to get a provably stable discontinuous Galerkin collocation spectral element method (DGSEM) with Gauss-Lobatto (GL) nodes for the compressible Navier-Stokes equations (NSE) on three dimensional curvilinear meshes.

Specifically, we show that the BR1 scheme can be provably stable if the metric identities are discretely satisfied, a two-point average for the metric terms is used for the contravariant fluxes in the volume, an entropy conserving split form is used for the advective volume integrals, the auxiliary gradients for the viscous terms are computed from gradients of entropy variables, and the BR1 scheme is used for the interface fluxes.

Our analysis shows that even with three dimensional curvilinear grids, the BR1 fluxes do not add artificial dissipation at the interior element faces. Thus, the BR1 interface fluxes preserve the stability of the discretization of the advection terms and we get either energy stability or entropy-stability for the linear or nonlinear compressible NSE, respectively.

We examine the long time error behavior of discontinuous Galerkin spectral element approximations to hyperbolic equations. We show that the choice of numerical flux at interior element boundaries affects the growth rate and asymptotic value of the error. Using the upwind flux, the error reaches the asymptotic value faster, and to a lower value than a central flux gives, especially for low resolution computations. The differences in the error caused by the numerical flux choice decrease as the solution becomes better resolved.

We present a high-order difference method for problems in elastodynamics involving

the interaction of waves with highly nonlinear frictional interfaces. We restrict our

attention to two-dimensional antiplane problems involving deformation in only one direction.

Jump conditions that relate tractions on the interface, or fault, to the relative sliding velocity

across it are of a form closely related to those used in earthquake rupture models and

other frictional sliding problems. By using summation-by-parts (SBP) finite difference operators

and weak enforcement of boundary and interface conditions, a strictly stable method

is developed. Furthermore, it is shown that unless the nonlinear interface conditions are formulated

in terms of characteristic variables, as opposed to the physical variables in terms of

which they are more naturally stated, the semi-discretized system of equations can become

extremely stiff, preventing efficient solution using explicit time integrators.

The use of SBP operators also provides a rigorously defined energy balance for the discretized

problem that, as the mesh is refined, approaches the exact energy balance in the

continuous problem. This enables one to investigate earthquake energetics, for example the

efficiency with which elastic strain energy released during rupture is converted to radiated

energy carried by seismic waves, rather than dissipated by frictional sliding of the fault.

These theoretical results are confirmed by several numerical tests in both one and two dimensions

demonstrating the computational efficiency, the high-order convergence rate of

the method, the benefits of using strictly stable numerical methods for long time integration,

and the accuracy of the energy balance.

We develop a stable and high-order accurate finite difference method for problems in earthquake rupture dynamics in complex geometries with multiple faults. The bulk material is an isotropic elastic solid cut by pre-existing fault interfaces that accommodate relative motion of the material on the two sides. The fields across the interfaces are related through friction laws which depend on the sliding velocity, tractions acting on the interface, and state variables which evolve according to ordinary differential equations involving local fields. The method is based on summation-by-parts finite difference operators with irregular geometries handled through coordinate transforms and multi-block meshes. Boundary conditions as well as block interface conditions (whether frictional or otherwise) are enforced weakly through the simultaneous approximation term method, resulting in a provably stable discretization. The theoretical accuracy and stability results are confirmed with the method of manufactured solutions. The practical benefits of the new methodology are illustrated in a simulation of a subduction zone megathrust earthquake, a challenging application problem involving complex free-surface topography, nonplanar faults, and varying material properties.

We here generalize the embedded boundary method that was developed for boundary discretizations of the wave equation in second order formulation in Kreiss et al. (SIAM J. Numer. Anal. 40(5):1940-1967, 2002) and for the Euler equations of compressible fluid flow in Sjogreen and Peterson (Commun. Comput. Phys. 2:1199-1219, 2007), to the compressible Navier-Stokes equations. We describe the method and we implement it on a parallel computer. The implementation is tested for accuracy and correctness. The ability of the embedded boundary technique to resolve boundary layers is investigated by computing skin-friction profiles along the surfaces of the embedded objects. The accuracy is assessed by comparing the computed skin-friction profiles with those obtained by a body fitted discretization.

We investigate stability properties of the spectral element method for advection dominated incompressible flows. In particular, properties of the widely used convective form of the nonlinear term are studied. We remark that problems which are usually associated with the nonlinearity of the governing Navier-Stokes equations also arise in linear scalar transport problems, which implicates advection rather than nonlinearity as a source of difficulty. Thus, errors arising from insufficient quadrature of the convective term, commonly referred to as 'aliasing errors', destroy the skew-symmetric properties of the convection operator. Recovery of skew-symmetry can be efficiently achieved by the use of over-integration. Moreover, we demonstrate that the stability problems are not simply connected to underresolution. We combine theory with analysis of the linear advection-diffusion equation in 2D and simulations of the incompressible Navier-Stokes equations in 2D of thin shear layers at a very high Reynolds number and in 3D of turbulent and transitional channel flow at moderate Reynolds number. For the Navier-Stokes equations, where the divergence-free constraint needs to be enforced iteratively to a certain accuracy, small divergence errors can be detrimental to the stability of the method and it is therefore advised to use additional stabilization (e.g. so-called filter-based stabilization, spectral vanishing viscosity or entropy viscosity) in order to assure a stable spectral element method.

We present a novel finite element method for the Stokes problem on fictitious domains. We prove inf-sup stability, optimal order convergence and uniform boundedness of the condition number of the discrete system. The finite element formulation is based on a stabilized Nitsche method with ghost penalties for the velocity and pressure to obtain stability in the presence of small cut elements. We demonstrate for the first time the applicability of the Nitsche fictitious domain method to three-dimensional Stokes problems. We further discuss a general, flexible and freely available implementation of the method and present numerical examples supporting the theoretical results.

Stability for nonlinear convection problems using centered difference schemes require the addition of artificial dissipation. In this paper we present dissipation operators that preserve both stability and accuracy for high order finite difference approximations of initial boundary value problems.