Review of summation-by-parts operators with simultaneous approximation terms for the numerical solution of partial differential equations

Abstract Summation-by-parts (SBP) operators have a number of properties that make them an attractive option for higher-order spatial discretizations of partial differential equations. In particular, they enable the derivation of higher-order boundary closures leading to provable time stability. When implemented on multi-block structured meshes in conjunction with simultaneous approximation terms (SATs)—penalty terms that impose boundary and interblock-coupling conditions in a weak sense—they offer additional properties of value, even for second-order accurate schemes and steady problems. For example, they involve low communication overhead for efficient parallel algorithms and relax the continuity requirements of both the mesh and the solution across block interfaces. This paper provides a brief history of seminal contributions to, and applications of, SBP-SAT methods followed by a description of their properties and a methodology for deriving SBP operators for first derivatives and second derivatives with variable coefficients. A procedure for deriving SATs is also provided. Practical aspects are discussed, including artificial dissipation, transformation to curvilinear coordinates, and application to the Navier–Stokes equations. Recent developments are reviewed, including a variational interpretation, the connection to quadrature rules, functional superconvergence, error estimates, and dual consistency. Finally, the connection to quadrature rules is exploited to provide a generalization of the SBP concept to a broader class of operators, enabling a unification and rigorous development of SATs for operators such as nodal-based pseudo-spectral and some discontinuous Galerkin operators.

[1]  H. Kreiss,et al.  Initial-Boundary Value Problems and the Navier-Stokes Equations , 2004 .

[2]  Magnus Svärd,et al.  On Coordinate Transformations for Summation-by-Parts Operators , 2004, J. Sci. Comput..

[3]  Jan Nordström,et al.  A stable and high-order accurate conjugate heat transfer problem , 2010, J. Comput. Phys..

[4]  Frank Chorlton Summation by Parts , 1998 .

[5]  Jan Nordström,et al.  Superconvergent functional output for time-dependent problems using finite differences on summation-by-parts form , 2012, J. Comput. Phys..

[6]  Alina Chertock,et al.  Strict Stability of High-Order Compact Implicit Finite-Difference Schemes , 2000 .

[7]  Jan Nordström,et al.  High Order Finite Difference Approximations of Electromagnetic Wave Propagation Close to Material Discontinuities , 2003, J. Sci. Comput..

[8]  Pelle Olsson High-Order Difference Methods and Dataparallel Implementation , 1992 .

[9]  Jan Nordström,et al.  High-order finite difference methods, multidimensional linear problems, and curvilinear coordinates , 2001 .

[10]  David W. Zingg,et al.  Aerodynamic Shape Optimization of a Blended-Wing-Body Regional Transport for a Short Range Mission , 2013 .

[11]  Magnus Svärd,et al.  On the order of accuracy for difference approximations of initial-boundary value problems , 2006, J. Comput. Phys..

[12]  David Gottlieb,et al.  Spectral Methods on Arbitrary Grids , 1995 .

[13]  D. Gottlieb,et al.  A Stable and Conservative Interface Treatment of Arbitrary Spatial Accuracy , 1999 .

[14]  J. Hadamard,et al.  Lectures on Cauchy's Problem in Linear Partial Differential Equations , 1924 .

[15]  Jason E. Hicken,et al.  Parallel Newton-Krylov Solver for the Euler Equations Discretized Using Simultaneous-Approximation Terms , 2008 .

[16]  H. C. Yee,et al.  Entropy Splitting for High Order Numerical Simulation of Compressible Turbulence , 2002 .

[17]  Jan Nordström,et al.  Boundary and Interface Conditions for High-Order Finite-Difference Methods Applied to the Euler and Navier-Stokes Equations , 1999 .

[18]  Philip L. Roe,et al.  An Entropy Adjoint Approach to Mesh Refinement , 2010, SIAM J. Sci. Comput..

[19]  E. Tadmor Skew-selfadjoint form for systems of conservation laws , 1984 .

[20]  Krzysztof J. Fidkowski,et al.  Pseudo-transient Continuation, Solution Update Methods, and CFL Strategies for DG Discretizations of the RANS-SA Equations , 2013 .

[21]  Jan Nordström,et al.  A stable and conservative method for locally adapting the design order of finite difference schemes , 2011, J. Comput. Phys..

[22]  Daniele Funaro,et al.  Domain decomposition methods for pseudo spectral approximations , 1987 .

[23]  Philippe H. Geubelle,et al.  Interaction of a Mach 2.25 turbulent boundary layer with a fluttering panel using direct numerical simulation , 2013 .

[24]  Siddhartha Mishra,et al.  On stability of numerical schemes via frozen coefficients and the magnetic induction equations , 2010 .

[25]  Magnus Svärd,et al.  Review of summation-by-parts schemes for initial-boundary-value problems , 2013, J. Comput. Phys..

[26]  Magnus Svärd,et al.  High-order accurate computations for unsteady aerodynamics , 2007 .

[27]  B. Gustafsson The convergence rate for difference approximations to mixed initial boundary value problems , 1975 .

[28]  David W. Zingg,et al.  Parallel Newton–Krylov–Schur Flow Solver for the Navier–Stokes Equations , 2013 .

[29]  G. Iaccarino,et al.  Boundary procedures for the time-dependent Burgers' equation under uncertainty , 2010 .

[30]  J. Nordström,et al.  Summation by Parts Operators for Finite Difference Approximations of Second-Derivatives with Variable Coefficients , 2004, Journal of Scientific Computing.

[31]  Jan Nordström,et al.  Numerical analysis of the Burgers' equation in the presence of uncertainty , 2009, J. Comput. Phys..

[32]  D. Bodony,et al.  Wave propagation in gaseous small-scale channel flows , 2011 .

[33]  Jason E. Hicken Output error estimation for summation-by-parts finite-difference schemes , 2012, J. Comput. Phys..

[34]  A. Chertock,et al.  Strict Stability of High-Order Compact Implicit Finite-Difference Schemes: The Role of Boundary Conditions for Hyperbolic PDEs, II , 2000 .

[35]  Thomas H. Pulliam,et al.  Artificial Dissipation Models for the Euler Equations , 1985 .

[36]  Björn Sjögreen,et al.  Grid convergence of high order methods for multiscale complex unsteady viscous compressible flows , 2001 .

[37]  Jan Nordström,et al.  Summation-by-parts in time , 2013, J. Comput. Phys..

[38]  Jan Nordström,et al.  Conservative Finite Difference Formulations, Variable Coefficients, Energy Estimates and Artificial Dissipation , 2006, J. Sci. Comput..

[39]  Magnus Svärd,et al.  Steady-State Computations Using Summation-by-Parts Operators , 2005, J. Sci. Comput..

[40]  D. Gottlieb,et al.  A new method of imposing boundary conditions in pseudospectral approximations of hyperbolic equations , 1988 .

[41]  Thomas H. Pulliam,et al.  Fundamental Algorithms in Computational Fluid Dynamics , 2014 .

[42]  Jan Nordström,et al.  Stable Robin solid wall boundary conditions for the Navier-Stokes equations , 2011, J. Comput. Phys..

[43]  Jason E. Hicken,et al.  Superconvergent Functional Estimates from Summation-By-Parts Finite-Difference Discretizations , 2011, SIAM J. Sci. Comput..

[44]  Magnus Svärd,et al.  Stable and Accurate Artificial Dissipation , 2004, J. Sci. Comput..

[45]  Ken Mattsson,et al.  A solution to the stability issues with block norm summation by parts operators , 2013, J. Comput. Phys..

[46]  Rolf Rannacher,et al.  Adaptive Galerkin finite element methods for partial differential equations , 2001 .

[47]  P. Olsson Summation by parts, projections, and stability. II , 1995 .

[48]  Jan Nordström,et al.  On the impact of boundary conditions on dual consistent finite difference discretizations , 2013, J. Comput. Phys..

[49]  Ramji Kamakoti,et al.  High-Order Narrow Stencil Finite-Difference Approximations of Second-Order Derivatives Involving Variable Coefficients , 2009, SIAM J. Sci. Comput..

[50]  F. V. Postell,et al.  High order finite difference methods , 1990 .

[51]  Magnus Svärd,et al.  Higher-order finite difference schemes for the magnetic induction equations with resistivity , 2011 .

[52]  David C. Del Rey Fernández,et al.  A generalized framework for nodal first derivative summation-by-parts operators , 2014, J. Comput. Phys..

[53]  Michal Osusky,et al.  A Parallel Newton-Krylov-Schur Algorithm for the Reynolds-Averaged Navier-Stokes Equations , 2014 .

[54]  Magnus Svärd,et al.  Stable and accurate schemes for the compressible Navier-Stokes equations , 2008, J. Comput. Phys..

[55]  B. Gustafsson High Order Difference Methods for Time Dependent PDE , 2008 .

[56]  Joseph Oliger,et al.  Energy and Maximum Norm Es-timates for Nonlinear Conservation Laws , 1994 .

[57]  Ken Mattsson,et al.  Summation by Parts Operators for Finite Difference Approximations of Second-Derivatives with Variable Coefficients , 2012, J. Sci. Comput..

[58]  Daniel J. Bodony,et al.  Numerical investigation and modelling of acoustically excited flow through a circular orifice backed by a hexagonal cavity , 2012, Journal of Fluid Mechanics.

[59]  Nail K. Yamaleev,et al.  Boundary closures for fourth-order energy stable weighted essentially non-oscillatory finite-difference schemes , 2011, J. Comput. Phys..

[60]  Jeremy E. Kozdon,et al.  Interaction of Waves with Frictional Interfaces Using Summation-by-Parts Difference Operators: Weak Enforcement of Nonlinear Boundary Conditions , 2012, J. Sci. Comput..

[61]  Jing Gong,et al.  A stable and conservative high order multi-block method for the compressible Navier-Stokes equations , 2009, J. Comput. Phys..

[62]  B. Strand Summation by parts for finite difference approximations for d/dx , 1994 .

[63]  Qiqi Wang,et al.  A Conservative Mesh-Free Scheme and Generalized Framework for Conservation Laws , 2012, SIAM J. Sci. Comput..

[64]  H. Kreiss,et al.  Comparison of accurate methods for the integration of hyperbolic equations , 1972 .

[65]  Gianluca Iaccarino,et al.  Stable and accurate wave-propagation in discontinuous media , 2008, J. Comput. Phys..

[66]  D. Venditti,et al.  Adjoint error estimation and grid adaptation for functional outputs: application to quasi-one-dimensional flow , 2000 .

[67]  H. C. Yee,et al.  Designing Adaptive Low-Dissipative High Order Schemes for Long-Time Integrations. Chapter 1 , 2001 .

[68]  Gregor Gassner,et al.  A Skew-Symmetric Discontinuous Galerkin Spectral Element Discretization and Its Relation to SBP-SAT Finite Difference Methods , 2013, SIAM J. Sci. Comput..

[69]  Jan Nordström,et al.  On stability and monotonicity requirements of finite difference approximations of stochastic conservation laws with random viscosity , 2013 .

[70]  Jason E. Hicken,et al.  Summation-by-parts operators and high-order quadrature , 2011, J. Comput. Appl. Math..

[71]  Travis C. Fisher,et al.  High-order entropy stable finite difference schemes for nonlinear conservation laws: Finite domains , 2013, J. Comput. Phys..

[72]  Chi-Wang Shu,et al.  High order finite difference and finite volume WENO schemes and discontinuous Galerkin methods for CFD , 2001 .

[73]  Magnus Svärd,et al.  Higher order finite difference schemes for the magnetic induction equations , 2009, 1102.0473.

[74]  H. C. Yee,et al.  Entropy Splitting and Numerical Dissipation , 2000 .

[75]  Björn Sjögreen,et al.  ON TENTH-ORDER CENTRAL SPATIAL SCHEMES , 2007, Proceeding of Fifth International Symposium on Turbulence and Shear Flow Phenomena.

[76]  David W. Zingg,et al.  Time-accurate flow simulations using an efficient Newton-Krylov-Schur approach with high-order temporal and spatial discretization , 2013 .

[77]  H. Kreiss,et al.  Finite Element and Finite Difference Methods for Hyperbolic Partial Differential Equations , 1974 .

[78]  A computational study of vortex–airfoil interaction using high-order finite difference methods , 2010 .

[79]  Jan Nordström,et al.  High order finite difference methods for wave propagation in discontinuous media , 2006, J. Comput. Phys..

[80]  Jan Nordström,et al.  Revisiting and Extending Interface Penalties for Multi-domain Summation-by-Parts Operators , 2010, J. Sci. Comput..

[81]  Eli Turkel,et al.  On Central-Difference and Upwind Schemes , 1992 .

[82]  Michael T. Heath,et al.  Energy stable numerical methods for hyperbolic partial differential equations using overlapping domain decomposition , 2012, J. Comput. Phys..

[83]  Gianluca Iaccarino,et al.  Stable Boundary Treatment for the Wave Equation on Second-Order Form , 2009, J. Sci. Comput..

[84]  Burton Wendroff,et al.  The Relative Efficiency of Finite Difference and Finite Element Methods. I: Hyperbolic Problems and Splines , 1974 .

[85]  Douglas N. Arnold,et al.  Unified Analysis of Discontinuous Galerkin Methods for Elliptic Problems , 2001, SIAM J. Numer. Anal..

[86]  D. Gottlieb,et al.  Time-stable boundary conditions for finite-difference schemes solving hyperbolic systems: methodology and application to high-order compact schemes , 1994 .

[87]  David W. Zingg,et al.  Higher-order spatial discretization for turbulent aerodynamic computations , 2001 .

[88]  Nail K. Yamaleev,et al.  Discretely conservative finite-difference formulations for nonlinear conservation laws in split form: Theory and boundary conditions , 2013, J. Comput. Phys..

[89]  Magnus Svärd,et al.  A stable high-order finite difference scheme for the compressible Navier-Stokes equations: No-slip wall boundary conditions , 2008, J. Comput. Phys..

[90]  Magnus Svärd,et al.  A stable high-order finite difference scheme for the compressible Navier-Stokes equations, far-field boundary conditions , 2007, J. Comput. Phys..

[91]  Nail K. Yamaleev,et al.  Third-Order Energy Stable WENO Scheme , 2008 .

[92]  Huayong Liu,et al.  Further studies on Geometric Conservation Law and applications to high-order finite difference schemes with stationary grids , 2013, J. Comput. Phys..

[93]  Ken Mattsson,et al.  Optimal diagonal-norm SBP operators , 2014, J. Comput. Phys..

[94]  Nail K. Yamaleev,et al.  A systematic methodology for constructing high-order energy stable WENO schemes , 2009, J. Comput. Phys..

[95]  James Lu,et al.  An a posteriori Error Control Framework for Adaptive Precision Optimization using Discontinuous Galerkin Finite Element Method , 2005 .

[96]  David C. Del Rey Fernández,et al.  High-Order Compact-Stencil Summation-By-Parts Operators for the Compressible Navier-Stokes Equations , 2013 .

[97]  Jan Nordström,et al.  Conjugate heat transfer for the unsteady compressible Navier–Stokes equations using a multi-block coupling , 2013 .

[98]  M. Hafez,et al.  Frontiers of Computational Fluid Dynamics 2002 , 2001 .

[99]  D. Darmofal,et al.  Review of Output-Based Error Estimation and Mesh Adaptation in Computational Fluid Dynamics , 2011 .

[100]  Ken Mattsson,et al.  Boundary Procedures for Summation-by-Parts Operators , 2003, J. Sci. Comput..

[101]  David L. Darmofal,et al.  Progress Towards a Higher-order Adaptive Solver for Aerodynamics , 2013 .

[102]  Michael J. Aftosmis,et al.  Adjoint Error Estimation and Adaptive Refinement for Embedded-Boundary Cartesian Meshes , 2007 .

[103]  Erik Schnetter,et al.  Optimized High-Order Derivative and Dissipation Operators Satisfying Summation by Parts, and Applications in Three-dimensional Multi-block Evolutions , 2005, J. Sci. Comput..

[104]  Ralf Hartmann,et al.  Adjoint Consistency Analysis of Discontinuous Galerkin Discretizations , 2007, SIAM J. Numer. Anal..

[105]  Jason E. Hicken,et al.  Dual consistency and functional accuracy: a finite-difference perspective , 2014, J. Comput. Phys..

[106]  Mark H. Carpenter,et al.  Stable and Accurate Interpolation Operators for High-Order Multiblock Finite Difference Methods , 2009, SIAM J. Sci. Comput..