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  • 1.
    Amsallem, David
    et al.
    Department of Aeronautics and Astronautics, Stanford University, USA.
    Nordström, Jan
    Linköping University, Department of Mathematics, Computational Mathematics. Linköping University, The Institute of Technology.
    High-order accurate difference schemes for the Hodgkin-Huxley equations2013In: Journal of Computational Physics, ISSN 0021-9991, E-ISSN 1090-2716, Vol. 252, p. 573-590Article in journal (Refereed)
    Abstract [en]

    A novel approach for simulating potential propagation in neuronal branches with high accuracy is developed. The method relies on high-order accurate difference schemes using the Summation-By-Parts operators with weak boundary and interface conditions applied to the Hodgkin–Huxley equations. This work is the first demonstrating high accuracy for that equation. Several boundary conditions are considered including the non-standard one accounting for the soma presence, which is characterized by its own partial differential equation. Well-posedness for the continuous problem as well as stability of the discrete approximation is proved for all the boundary conditions. Gains in terms of CPU times are observed when high-order operators are used, demonstrating the advantage of the high-order schemes for simulating potential propagation in large neuronal trees.

  • 2.
    Berg, Jens
    et al.
    Uppsala University, Sweden.
    Nordström, Jan
    Linköping University, Department of Mathematics, Computational Mathematics. Linköping University, The Institute of Technology.
    Duality based boundary conditions and dual consistent finite difference discretizations of the Navier–Stokes and Euler equations2014In: Journal of Computational Physics, ISSN 0021-9991, E-ISSN 1090-2716, Vol. 259, p. 135-153Article in journal (Refereed)
    Abstract [en]

    In this paper we derive new farfield boundary conditions for the time-dependent Navier–Stokes and Euler equations in two space dimensions. The new boundary conditions are derived by simultaneously considering well-posedess of both the primal and dual problems. We moreover require that the boundary conditions for the primal and dual Navier–Stokes equations converge to well-posed boundary conditions for the primal and dual Euler equations.

    We perform computations with a high-order finite difference scheme on summation-by-parts form with the new boundary conditions imposed weakly by the simultaneous approximation term. We prove that the scheme is both energy stable and dual consistent and show numerically that both linear and non-linear integral functionals become superconvergent.

  • 3.
    Berg, Jens
    et al.
    Uppsala University, Department of Information Technology, SE-751 05, Uppsala, Sweden.
    Nordström, Jan
    Linköping University, Department of Mathematics, Computational Mathematics. Linköping University, The Institute of Technology.
    On the impact of boundary conditions on dual consistent finite difference discretizations2013In: Journal of Computational Physics, ISSN 0021-9991, E-ISSN 1090-2716, Vol. 236, p. 41-55Article in journal (Refereed)
    Abstract [en]

    In this paper we derive well-posed boundary conditions for a linear incompletely parabolic system of equations, which can be viewed as a model problem for the compressible Navier{Stokes equations. We show a general procedure for the construction of the boundary conditions such that both the primal and dual equations are wellposed.

    The form of the boundary conditions is chosen such that reduction to rst order form with its complications can be avoided.

    The primal equation is discretized using finite difference operators on summation-by-parts form with weak boundary conditions. It is shown that the discretization can be made energy stable, and that energy stability is sufficient for dual consistency.

    Since reduction to rst order form can be avoided, the discretization is significantly simpler compared to a discretization using Dirichlet boundary conditions.

    We compare the new boundary conditions with standard Dirichlet boundary conditions in terms of rate of convergence, errors and discrete spectra. It is shown that the scheme with the new boundary conditions is not only far simpler, but also has smaller errors, error bounded properties, and highly optimizable eigenvalues, while maintaining all desirable properties of a dual consistent discretization.

  • 4.
    Berg, Jens
    et al.
    Uppsala University, Department of Information Technology.
    Nordström, Jan
    Linköping University, The Institute of Technology. Linköping University, Department of Mathematics, Scientific Computing.
    Stable Robin solid wall boundary conditions for the Navier-Stokes equations2011In: Journal of Computational Physics, ISSN 0021-9991, E-ISSN 1090-2716, Vol. 230, no 19, p. 7519-7532Article in journal (Refereed)
    Abstract [en]

    In this paper we prove stability of Robin solid wall boundary conditions for the compressible Navier–Stokes equations. Applications include the no-slip boundary conditions with prescribed temperature or temperature gradient and the first order slip-flow boundary conditions. The formulation is uniform and the transitions between different boundary conditions are done by a change of parameters. We give different sharp energy estimates depending on the choice of parameters.

    The discretization is done using finite differences on Summation-By-Parts form with weak boundary conditions using the Simultaneous Approximation Term. We verify convergence by the method of manufactured solutions and show computations of flows ranging from no-slip to almost full slip.

  • 5.
    Berg, Jens
    et al.
    Uppsala University, Department of Information Technology, Sweden.
    Nordström, Jan
    Linköping University, Department of Mathematics, Computational Mathematics. Linköping University, The Institute of Technology.
    Superconvergent functional output for time-dependent problems using finite differences on summation-by-parts form2012In: Journal of Computational Physics, ISSN 0021-9991, E-ISSN 1090-2716, Vol. 231, no 20, p. 6846-6860Article in journal (Refereed)
    Abstract [en]

    Finitedifference operators satisfying the summation-by-parts (SBP) rules can be used to obtain high order accurate, energy stable schemes for time-dependent partial differential equations, when the boundary conditions are imposed weakly by the simultaneous approximation term (SAT).

    In general, an SBP-SAT discretization is accurate of order p + 1 with an internal accuracy of 2p and a boundary accuracy of p. Despite this, it is shown in this paper that any linear functional computed from the time-dependent solution, will be accurate of order 2p when the boundary terms are imposed in a stable and dual consistent way.

    The method does not involve the solution of the dual equations, and superconvergent functionals are obtained at no extra computational cost. Four representative model problems are analyzed in terms of convergence and errors, and it is shown in a systematic way how to derive schemes which gives superconvergentfunctionaloutputs.

  • 6.
    Bohm, Marvin
    et al.
    Mathematisches Institut, Universität zu Köln, Köln, Germany.
    Winters, Andrew Ross
    Mathematisches Institut, Universität zu Köln, Köln, Germany.
    Gassner, Gregor J
    Mathematisches Institut, Universität zu Köln, Köln, Germany.
    Derigs, Dominik
    I. Physikalisches Institut, Universität zu Köln, Köln, Germany.
    Hindenlang, Florian
    Max-Planck Institut für Plasmaphysik, Garching, Germany.
    Saur, Joachim
    Institut für Geophysik und Meteorologie, Universität zu Köln, Köln, Germany.
    An entropy stable nodal discontinuous Galerkin method for the resistive MHD equations. Part I: Theory and numerical verification2018In: Journal of Computational Physics, ISSN 0021-9991, E-ISSN 1090-2716Article in journal (Refereed)
    Abstract [en]

    The first paper of this series presents a discretely entropy stable discontinuous Galerkin (DG) method for the resistive magnetohydrodynamics (MHD) equations on three-dimensional curvilinear unstructured hexahedral meshes. Compared to other fluid dynamics systems such as the shallow water equations or the compressible Navier-Stokes equations, the resistive MHD equations need special considerations because of the divergence-free constraint on the magnetic field. For instance, it is well known that for the symmetrization of the ideal MHD system as well as the continuous entropy analysis a non-conservative term proportional to the divergence of the magnetic field, typically referred to as the Powell term, must be included. As a consequence, the mimicry of the continuous entropy analysis in the discrete sense demands a suitable DG approximation of the non-conservative terms in addition to the ideal MHD terms.

    This paper focuses on the resistive MHD equations: Our first contribution is a proof that the resistive terms are symmetric and positive-definite when formulated in entropy space as gradients of the entropy variables, which enables us to show that the entropy inequality holds for the resistive MHD equations. This continuous analysis is the key for our DG discretization and guides the path for the construction of an approximation that discretely mimics the entropy inequality, typically termed entropy stability. Our second contribution is a detailed derivation and analysis of the discretization on three-dimensional curvilinear meshes. The discrete analysis relies on the summation-by-parts property, which is satisfied by the DG spectral element method (DGSEM) with Legendre-Gauss-Lobatto (LGL) nodes. Although the divergence-free constraint is included in the non-conservative terms, the resulting method has no particular treatment of the magnetic field divergence errors, which might pollute the solution quality. Our final contribution is the extension of the standard resistive MHD equations and our DG approximation with a divergence cleaning mechanism that is based on a generalized Lagrange multiplier (GLM).

    As a conclusion to the first part of this series, we provide detailed numerical validations of our DGSEM method that underline our theoretical derivations. In addition, we show a numerical example where the entropy stable DGSEM demonstrates increased robustness compared to the standard DGSEM.

  • 7.
    Burdakov, Oleg
    et al.
    Linköping University, Department of Mathematics, Optimization . Linköping University, The Institute of Technology.
    Kapyrin, Ivan
    Russian Academy of Science.
    Vassilevski, Yuri
    Russian Academy of Science.
    Monotonicity recovering and accuracy preserving optimization methods for postprocessing finite element solutions2012In: Journal of Computational Physics, ISSN 0021-9991, E-ISSN 1090-2716, Vol. 231, no 8, p. 3126-3142Article in journal (Refereed)
    Abstract [en]

    We suggest here a least-change correction to available finite element (FE) solution. This postprocessing procedure is aimed at recovering the monotonicity and some other important properties that may not be exhibited by the FE solution. Although our approach is presented for FEs, it admits natural extension to other numerical schemes, such as finite differences and finite volumes. For the postprocessing, a priori information about the monotonicity is assumed to be available, either for the whole domain or for a subdomain where the lost monotonicity is to be recovered. The obvious requirement is that such information is to be obtained without involving the exact solution, e.g. from expected symmetries of this solution. less thanbrgreater than less thanbrgreater thanThe postprocessing is based on solving a monotonic regression problem with some extra constraints. One of them is a linear equality-type constraint that models the conservativity requirement. The other ones are box-type constraints, and they originate from the discrete maximum principle. The resulting postprocessing problem is a large scale quadratic optimization problem. It is proved that the postprocessed FE solution preserves the accuracy of the discrete FE approximation. less thanbrgreater than less thanbrgreater thanWe introduce an algorithm for solving the postprocessing problem. It can be viewed as a dual ascent method based on the Lagrangian relaxation of the equality constraint. We justify theoretically its correctness. Its efficiency is demonstrated by the presented results of numerical experiments.

  • 8. Carpenter, Mark H.
    et al.
    Nordström, Jan
    Uppsala universitet, Avdelningen för teknisk databehandling.
    Gottlieb, David
    A stable and conservative interface treatment of arbitrary spatial accuracy1999In: Journal of Computational Physics, ISSN 0021-9991, E-ISSN 1090-2716, Vol. 148, p. 341-365Article in journal (Refereed)
  • 9.
    Carpenter, Mark H
    et al.
    Computational Aerosciences Branch, NASA Langley Research Center, Hampton, VA 23681, USA.
    Nordström, Jan
    Linköping University, Department of Mathematics, Computational Mathematics. Linköping University, Faculty of Science & Engineering.
    Gottlieb, David
    cDivision of Applied Mathematics, Brown University, Providence, RI 02912, USA.
    Corrigendum to “A stable and conservative interface treatment of arbitrary spatial accuracy” [J.Comput.Phys.148(1999)341–365]2017In: Journal of Computational Physics, ISSN 0021-9991, E-ISSN 1090-2716, Vol. 351, p. 534-Article in journal (Other academic)
  • 10.
    Derigs, Dominik
    et al.
    I. Physikalisches Institut, Universität zu Köln, Köln, Germany.
    Winters, Andrew Ross
    Mathematisches Institut, Universität zu Köln, Köln, Germany.
    Gassner, Gregor J
    Mathematisches Institut, Universität zu Köln, Köln, Germany.
    Walch, Stefanie
    I. Physikalisches Institut, Universität zu Köln, Köln, Germany.
    A novel averaging technique for discrete entropy-stable dissipation operators for ideal MHD2017In: Journal of Computational Physics, ISSN 0021-9991, E-ISSN 1090-2716, Vol. 330, p. 624-632Article in journal (Refereed)
    Abstract [en]

    Entropy stable schemes can be constructed with a specific choice of the numerical flux function. First, an entropy conserving flux is constructed. Secondly, an entropy stable dissipation term is added to this flux to guarantee dissipation of the discrete entropy. Present works in the field of entropy stable numerical schemes are concerned with thorough derivations of entropy conservative fluxes for ideal MHD. However, as we show in this work, if the dissipation operator is not constructed in a very specific way, it cannot lead to a generally stable numerical scheme. The two main findings presented in this paper are that the entropy conserving flux of Ismail & Roe can easily break down for certain initial conditions commonly found in astrophysical simulations, and that special care must be taken in the derivation of a discrete dissipation matrix for an entropy stable numerical scheme to be robust. We present a convenient novel averaging procedure to evaluate the entropy Jacobians of the ideal MHD and the compressible Euler equations that yields a discretization with favorable robustness properties.

  • 11.
    Derigs, Dominik
    et al.
    I. Physikalisches Institut, Universität zu Köln, Köln, Germany.
    Winters, Andrew Ross
    Mathematisches Institut, Universität zu Köln, Köln, Germany.
    Gassner, Gregor J
    Mathematisches Institut, Universität zu Köln, Köln, Germany.
    Walch, Stefanie
    I. Physikalisches Institut, Universität zu Köln, Köln, Germany.
    A novel high-order, entropy stable, 3D AMR MHD solver with guaranteed positive pressure2016In: Journal of Computational Physics, ISSN 0021-9991, E-ISSN 1090-2716, Vol. 317, p. 223-256Article in journal (Refereed)
    Abstract [en]

    We describe a high-order numerical magnetohydrodynamics (MHD) solver built upon a novel non-linear entropy stable numerical flux function that supports eight travelling wave solutions. By construction the solver conserves mass, momentum, and energy and is entropy stable. The method is designed to treat the divergence-free constraint on the magnetic field in a similar fashion to a hyperbolic divergence cleaning technique. The solver described herein is especially well-suited for flows involving strong discontinuities. Furthermore, we present a new formulation to guarantee positivity of the pressure. We present the underlying theory and implementation of the new solver into the multi-physics, multi-scale adaptive mesh refinement (AMR) simulation code FLASH (http://flash.uchicago.edu). The accuracy, robustness and computational efficiency is demonstrated with a number of tests, including comparisons to available MHD implementations in FLASH.

  • 12.
    Derigs, Dominik
    et al.
    I. Physikalisches Institut, Universität zu Köln, Köln, Germany.
    Winters, Andrew Ross
    Mathematisches Institut, Universität zu Köln, Köln, Germany.
    Gassner, Gregor J
    Mathematisches Institut, Universität zu Köln, Köln, Germany.
    Walch, Stefanie
    I. Physikalisches Institut, Universität zu Köln, Köln, Germany.
    Bohm, Marvin
    Mathematisches Institut, Universität zu Köln, Köln, Germany.
    Ideal GLM-MHD: About the entropy consistent nine-wave magnetic field divergence diminishing ideal magnetohydrodynamics equations2018In: Journal of Computational Physics, ISSN 0021-9991, E-ISSN 1090-2716, Vol. 364, p. 420-467Article in journal (Refereed)
    Abstract [en]

    The paper presents two contributions in the context of the numerical simulation of magnetized fluid dynamics. First, we show how to extend the ideal magnetohydrodynamics (MHD) equations with an inbuilt magnetic field divergence cleaning mechanism in such a way that the resulting model is consistent with the second law of thermodynamics. As a byproduct of these derivations, we show that not all of the commonly used divergence cleaning extensions of the ideal MHD equations are thermodynamically consistent. Secondly, we present a numerical scheme obtained by constructing a specific finite volume discretization that is consistent with the discrete thermodynamic entropy. It includes a mechanism to control the discrete divergence error of the magnetic field by construction and is Galilean invariant. We implement the new high-order MHD solver in the adaptive mesh refinement code FLASH where we compare the divergence cleaning efficiency to the constrained transport solver available in FLASH (unsplit staggered mesh scheme).

    The full text will be freely available from 2020-07-13 08:00
  • 13.
    Eriksson, Sofia
    et al.
    Department of Information Technology, Scientific Computing, Uppsala University, SE-751 05 Uppsala, Sweden.
    Abbas, Qaisar
    Department of Information Technology, Scientific Computing, Uppsala University, SE-751 05 Uppsala, Sweden.
    Nordström, Jan
    Linköping University, Department of Mathematics, Scientific Computing. Linköping University, The Institute of Technology.
    A stable and conservative method for locally adapting the design order of finite difference schemes2011In: Journal of Computational Physics, ISSN 0021-9991, E-ISSN 1090-2716, Vol. 230, no 11, p. 4216-4231Article in journal (Refereed)
    Abstract [en]

    A procedure to locally change the order of accuracy of finite difference schemes is developed. The development is based on existing Summation-By-Parts operators and a weak interface treatment. The resulting scheme is proven to be accurate and stable.

     

    Numerical experiments verify the theoretical accuracy for smooth solutions. In addition, shock calculations are performed, using a scheme where the developed switching procedure is combined with the MUSCL technique.

  • 14.
    Eriksson, Sofia
    et al.
    Linnaeus University, Växjö, Sweden.
    Nordström, Jan
    Linköping University, Department of Mathematics, Computational Mathematics. Linköping University, Faculty of Science & Engineering.
    Finite difference schemes with transferable interfaces for parabolic problems2018In: Journal of Computational Physics, ISSN 0021-9991, E-ISSN 1090-2716, Vol. 375, p. 935-949Article in journal (Refereed)
    Abstract [en]

    We derive a method to locally change the order of accuracy of finite difference schemes that approximate the second derivative. The derivation is based on summation-by-parts operators, which are connected at interfaces using penalty terms. At such interfaces, the numerical solution has a double representation, with one representation in each domain. We merge this double representation into a single one, yielding a new scheme with unique solution values in all grid points. The resulting scheme is proven to be stable, accurate and dual consistent.

    The full text will be freely available from 2020-09-06 10:11
  • 15.
    Fisher, Travis C.
    et al.
    Computational Aerosciences Branch, NASA Langley Research Center, Hampton, VA 23681, USA.
    Carpenter, Mark H.
    School of Mechanical Engineering, Purdue University, West Lafayette, IN 47907, USA.
    Nordström, Jan
    Linköping University, Department of Mathematics, Computational Mathematics. Linköping University, The Institute of Technology.
    Yamaleev, Nail K.
    Department of Mathematics, North Carolina A&T State University, Greensboro, NC 27411, USA.
    Swanson, Charles
    Distinguished Research Associate, NASA Langley Research Center.
    Discretely Conservative Finite-Difference Formulations for Nonlinear Conservation Laws in Split Form: Theory and Boundary Conditions2013In: Journal of Computational Physics, ISSN 0021-9991, E-ISSN 1090-2716, Vol. 234, p. 353-375Article in journal (Refereed)
    Abstract [en]

    The Lax-Wendroff theorem stipulates that a discretely conservative operator is necessary to accurately capture discontinuities. The discrete operator, however, need not be derived from the divergence form of the continuous equations. Indeed, conservation law equations that are split into linear combinations of the divergence and product rule form and then discretized using any diagonal-norm skew-symmetric summation-by-parts (SBP) spatial operator, yield discrete operators that are conservative. Furthermore, split-form, discretely conservation operators can be derived for periodic or finite-domain SBP spatial operators of any order. Examples are presented of a fourth-order, SBP finite-difference operator with second-order boundary closures. Sixth- and eighth-order constructions are derived, and are supplied in an accompanying text file.

  • 16.
    Frenander, Hannes
    et al.
    Linköping University, Department of Mathematics, Computational Mathematics. Linköping University, Faculty of Science & Engineering.
    Nordström, Jan
    Linköping University, Department of Mathematics, Computational Mathematics. Linköping University, Faculty of Science & Engineering.
    Constructing non-reflecting boundary conditions using summation-by-parts in time2017In: Journal of Computational Physics, ISSN 0021-9991, E-ISSN 1090-2716, Vol. 331, p. 38-48Article in journal (Refereed)
    Abstract [en]

    In this paper we provide a new approach for constructing non-reflecting boundary conditions. The boundary conditions are based on summation-by-parts operators and derived without Laplace transformation in time. We prove that the new non-reflecting boundary conditions yield a well-posed problem and that the corresponding numerical approximation is unconditionally stable. The analysis is demonstrated on a hyperbolic system in two space dimensions, and the theoretical results are confirmed by numerical experiments.

  • 17.
    Gassner, Gregor J
    et al.
    Mathematisches Institut, Universität zu Köln, Köln, Germany.
    Winters, Andrew Ross
    Mathematisches Institut, Universität zu Köln, Köln, Germany.
    Kopriva, David A
    Department of Mathematics, The Florida State University, Tallahassee, US.
    Split form nodal discontinuous Galerkin schemes with summation-by-parts property for the compressible Euler equations2016In: Journal of Computational Physics, ISSN 0021-9991, E-ISSN 1090-2716, Vol. 327, p. 39-66Article in journal (Refereed)
    Abstract [en]

    Fisher and Carpenter (High-order entropy stable finite difference schemes for non-linear conservation laws: Finite domains, Journal of Computational Physics, 252:518–557, 2013) found a remarkable equivalence of general diagonal norm high-order summation-by- parts operators to a subcell based high-order finite volume formulation. This equivalence enables the construction of provably entropy stable schemes by a specific choice of the sub-cell finite volume flux. We show that besides the construction of entropy stable high order schemes, a careful choice of subcell finite volume fluxes generates split formulations of quadratic or cubic terms. Thus, by changing the subcell finite volume flux to a specific choice, we are able to generate, in a systematic way, all common split forms of the compressible Euler advection terms, such as the Ducros splitting and the Kennedy and Gruber splitting. Although these split forms are not entropy stable, we present a systematic way to prove which of those split forms are at least kinetic energy preserving. With this, we show we construct a unified high-order split form DG framework. We investigate with three dimensional numerical simulations of the inviscid Taylor-Green vortex and show that the new split forms enhance the robustness of high order simulations in comparison to the standard scheme when solving turbulent vortex dominated flows. In fact, we show that for certain test cases, the novel split form discontinuous Galerkin schemes are more robust than the discontinuous Galerkin scheme with over-integration.

  • 18.
    Ghasemi, Fatemeh
    et al.
    Linköping University, Department of Mathematics, Computational Mathematics. Linköping University, Faculty of Science & Engineering.
    Nordström, Jan
    Linköping University, Department of Mathematics, Computational Mathematics. Linköping University, Faculty of Science & Engineering.
    An energy stable coupling procedure for the compressible and incompressible Navier-Stokes equations2019In: Journal of Computational Physics, ISSN 0021-9991, E-ISSN 1090-2716, Vol. 396, p. 280-302Article in journal (Refereed)
    Abstract [en]

    The coupling of the compressible and incompressible Navier-Stokes equations is considered. Our ambition is to take a first step towards a provably well posed and stable coupling procedure. We study a simplified setting with a stationary planar interface and small disturbances from a steady background flow with zero velocity normal to the interface. The simplified setting motivates the use of the linearized equations, and we derive interface conditions such that the continuous problem satisfy an energy estimate. The interface conditions can be imposed both strongly and weakly. It is shown that the weak and strong interface imposition produce similar continuous energy estimates. We discretize the problem in time and space by employing finite difference operators that satisfy a summation-by-parts rule. The interface and initial conditions are imposed weakly using a penalty formulation. It is shown that the results obtained for the weak interface conditions in the continuous case, lead directly to stability of the fully discrete problem.

    The full text will be freely available from 2021-07-16 11:14
  • 19.
    Gong, Jing
    et al.
    Uppsala universitet, Avdelningen för teknisk databehandling.
    Nordström, Jan
    Uppsala universitet, Avdelningen för teknisk databehandling.
    A stable and efficient hybrid scheme for viscous problems in complex geometries2007In: Journal of Computational Physics, ISSN 0021-9991, E-ISSN 1090-2716, Vol. 226, p. 1291-1309Article in journal (Refereed)
  • 20.
    Linders, Viktor
    et al.
    Linköping University, Department of Mathematics, Computational Mathematics. Linköping University, Faculty of Science & Engineering.
    Nordström, Jan
    Linköping University, Department of Mathematics, Computational Mathematics. Linköping University, Faculty of Science & Engineering.
    Uniformly Best Wavenumber Approximations by Spatial Central Difference Operators2015In: Journal of Computational Physics, ISSN 0021-9991, E-ISSN 1090-2716, Vol. 300, p. 695-709Article in journal (Refereed)
    Abstract [en]

    We construct accurate central difference stencils for problems involving high frequency waves or multi-frequency solutions over long time intervals with a relatively coarse spatial mesh, and with an easily obtained bound on the dispersion error. This is done by demonstrating that the problem of constructing central difference stencils that have minimal dispersion error in the infinity norm can be recast into a problem of approximating a continuous function from a finite dimensional subspace with a basis forming a Chebyshev set. In this new formulation, characterising and numerically obtaining optimised schemes can be done using established theory.

  • 21.
    Linders, Viktor
    et al.
    Linköping University, Department of Mathematics, Computational Mathematics. Linköping University, Faculty of Science & Engineering.
    Kupiainen, Marco
    Rossby Centre SMHI, Norrköping, Sweden.
    Nordström, Jan
    Linköping University, Department of Mathematics, Computational Mathematics. Linköping University, Faculty of Science & Engineering.
    Summation-by-Parts Operators with Minimal Dispersion Error for Coarse Grid Flow Calculations2017In: Journal of Computational Physics, ISSN 0021-9991, E-ISSN 1090-2716, Vol. 340, p. 34p. 160-176Article in journal (Refereed)
    Abstract [en]

    We present a procedure for constructing Summation-by-Parts operators with minimal dispersion error both near and far from numerical interfaces. Examples of such operators are constructed and compared with a higher order non-optimised Summation-by-Parts operator. Experiments show that the optimised operators are superior for wave propagation and turbulent flows involving large wavenumbers, long solution times and large ranges of resolution scales.

  • 22.
    Lindström, Jens
    et al.
    Uppsala universitet, Avdelningen för teknisk databehandling.
    Nordström, Jan
    Uppsala universitet, Avdelningen för teknisk databehandling.
    A stable and high-order accurate conjugate heat transfer problem2010In: Journal of Computational Physics, ISSN 0021-9991, E-ISSN 1090-2716, Vol. 229, no 14, p. 5440-5456Article in journal (Refereed)
    Abstract [en]

    This paper analyzes well-posedness and stability of a conjugate heat transfer problem in one space dimension. We study a model problem for heat transfer between a fluid and a solid. The energy method is used to derive boundary and interface conditions that make the continuous problem well-posed and the semi-discrete problem stable. The numerical scheme is implemented using 2nd-, 3rd- and 4th-order finite difference operators on Summation-By-Parts (SBP) form. The boundary and interface conditions are implemented weakly. We investigate the spectrum of the spatial discretization to determine which type of coupling that gives attractive convergence properties. The rate of convergence is verified using the method of manufactured solutions.

  • 23.
    Lundquist, Tomas
    et al.
    Industrial CFD Research Group, Department of Mechanical Engineering, University of Cape Town, South Africa.
    Malan, Arnaud
    Industrial CFD Research Group, Department of Mechanical Engineering, University of Cape Town, South Africa.
    Nordström, Jan
    Linköping University, Department of Mathematics, Computational Mathematics. Linköping University, Faculty of Science & Engineering.
    A hybrid framework for coupling arbitrary summation-by-parts schemes on general meshes2018In: Journal of Computational Physics, ISSN 0021-9991, E-ISSN 1090-2716, Vol. 362, p. 49-68Article in journal (Refereed)
    Abstract [en]

    We develop a general interface procedure to couple both structured and unstructured parts of a hybrid mesh in a non-collocated, multi-block fashion. The target is to gain optimal computational efficiency in fluid dynamics simulations involving complex geometries. While guaranteeing stability, the proposed procedure is optimized for accuracy and requires minimal algorithmic modifications to already existing schemes. Initial numerical investigations confirm considerable efficiency gains compared to non-hybrid calculations of up to an order of magnitude.

    The full text will be freely available from 2020-02-13 16:38
  • 24.
    Lundquist, Tomas
    et al.
    Linköping University, Department of Mathematics, Computational Mathematics. Linköping University, The Institute of Technology.
    Nordström, Jan
    Linköping University, Department of Mathematics, Computational Mathematics. Linköping University, The Institute of Technology.
    The SBP-SAT Technique for Initial Value Problems2014In: Journal of Computational Physics, ISSN 0021-9991, E-ISSN 1090-2716, Vol. 270, p. 86-104Article in journal (Refereed)
    Abstract [en]

    A detailed account of the stability and accuracy properties of the SBP-SAT technique for numerical time integration is presented. We show how the technique can be used to formulate both global and multi-stage methods with high order of accuracy for both stiff and non-stiff problems. Linear and non- linear stability results, including A-stability, L-stability and B-stability are proven using the energy method for general initial value problems. Numerical experiments corroborate the theoretical properties.

  • 25.
    Mattsson, Ken
    et al.
    Department of Information Technology, Uppsala University, PO Box 337, SE-75105 Uppsala, Sweden.
    Nordström, Jan
    Linköping University, Department of Mathematics, Computational Mathematics. Linköping University, Faculty of Science & Engineering.
    Corrigendum to “Summation by parts operators for finite difference approximations of second derivatives” [J.Comput.Phys.199 (2004) 503–540]2017In: Journal of Computational Physics, ISSN 0021-9991, E-ISSN 1090-2716, Vol. 351, p. 535-Article in journal (Other academic)
  • 26. Mattsson, Ken
    et al.
    Nordström, Jan
    Uppsala universitet, Avdelningen för teknisk databehandling.
    High order finite difference methods for wave propagation in discontinuous media2006In: Journal of Computational Physics, ISSN 0021-9991, E-ISSN 1090-2716, Vol. 220, p. 249-269Article in journal (Refereed)
  • 27.
    Mattsson, Ken
    et al.
    Uppsala universitet, Avdelningen för teknisk databehandling.
    Nordström, Jan
    Uppsala universitet, Avdelningen för teknisk databehandling.
    Summation by parts operators for finite difference approximations of second derivatives2004In: Journal of Computational Physics, ISSN 0021-9991, E-ISSN 1090-2716, Vol. 199, p. 503-540Article in journal (Refereed)
  • 28.
    Nikkar, Samira
    et al.
    Linköping University, Department of Mathematics, Computational Mathematics. Linköping University, Faculty of Science & Engineering.
    Nordström, Jan
    Linköping University, Department of Mathematics, Computational Mathematics. Linköping University, Faculty of Science & Engineering.
    A dual consistent summation-by-parts formulation for the linearized incompressible Navier-Stokes equations posed on deforming domains2019In: Journal of Computational Physics, ISSN 0021-9991, E-ISSN 1090-2716, Vol. 376, p. 26p. 322-338Article in journal (Refereed)
    Abstract [en]

    In this article, well-posedness and dual consistency of the linearized constant coefficient incompressible Navier–Stokes equations posed on time-dependent spatial domains are studied. To simplify the derivation of the dual problem and improve the accuracy of gradients, the second order formulation is transformed to first order form. Boundary conditions that simultaneously lead to boundedness of the primal and dual problems are derived.Fully discrete finite difference schemes on summation-by-parts form, in combination with the simultaneous approximation technique, are constructed. We prove energy stability and discrete dual consistency and show how to construct the penalty operators such that the scheme automatically adjusts to the variations of the spatial domain. As a result of the aforementioned formulations, stability and discrete dual consistency follow simultaneously.The method is illustrated by considering a deforming time-dependent spatial domain in two dimensions. The numerical calculations are performed using high order operators in space and time. The results corroborate the stability of the scheme and the accuracy of the solution. We also show that linear functionals are superconverging. Additionally, we investigate the convergence of non-linear functionals and the divergence of the solution.

    The full text will be freely available from 2020-10-06 09:11
  • 29.
    Nikkar, Samira
    et al.
    Linköping University, Department of Mathematics, Computational Mathematics. Linköping University, Faculty of Science & Engineering.
    Nordström, Jan
    Linköping University, Department of Mathematics, Computational Mathematics. Linköping University, Faculty of Science & Engineering.
    A fully discrete, stable and conservative summation-by-parts formulation for deforming interfaces2017In: Journal of Computational Physics, ISSN 0021-9991, E-ISSN 1090-2716, Vol. 339, p. 25p. 500-524Article in journal (Refereed)
    Abstract [en]

    We introduce an interface/coupling procedure for hyperbolic problems posed on time-dependent curved multi-domains. First, we transform the problem from Cartesian to boundary-conforming curvilinear coordinates and apply the energy method to derive well-posed and conservative interface conditions. Next, we discretize the problem in space and time by employing finite difference operators that satisfy a summation-by-parts rule. The interface condition is imposed weakly using a penalty formulation. We show how to formulate the penalty operators such that the coupling procedure is automatically adjusted to the movements and deformations of the interface, while both stability and conservation conditions are respected. The developed techniques are illustrated by performing numerical experiments on the linearized Euler equations and the Maxwell equations. The results corroborate the stability and accuracy of the fully discrete approximations.

  • 30.
    Nikkar, Samira
    et al.
    Linköping University, Department of Mathematics, Computational Mathematics. Linköping University, The Institute of Technology.
    Nordström, Jan
    Linköping University, Department of Mathematics, Computational Mathematics. Linköping University, The Institute of Technology.
    Fully discrete energy stable high order finite difference methods for hyperbolic problems in deforming domains2015In: Journal of Computational Physics, ISSN 0021-9991, E-ISSN 1090-2716, Vol. 291, p. 82-98Article in journal (Refereed)
    Abstract [en]

    A time-dependent coordinate transformation of a constant coefficient hyperbolic system of equations which results in a variable coefficient system of equations is considered. By applying the energy method, well-posed boundary conditions for the continuous problem are derived. Summation-by-Parts (SBP) operators for the space and time discretization, together with a weak imposition of boundary and initial conditions using Simultaneously Approximation Terms (SATs) lead to a provable fully-discrete energy-stable conservative finite difference scheme. We show how to construct a time-dependent SAT formulation that automatically imposes boundary conditions, when and where they are required. We also prove that a uniform flow field is preserved, i.e. the Numerical Geometric Conservation Law (NGCL) holds automatically by using SBP-SAT in time and space. The developed technique is illustrated by considering an application using the linearized Euler equations: the sound generated by moving boundaries. Numerical calculations corroborate the stability and accuracy of the new fully discrete approximations.

  • 31.
    Nordström, Jan
    et al.
    Uppsala universitet, Avdelningen för teknisk databehandling.
    Carpenter, Mark H.
    Boundary and interface conditions for high-order finite-difference methods applied to the Euler and Navier-Stokes equations1999In: Journal of Computational Physics, ISSN 0021-9991, E-ISSN 1090-2716, Vol. 148, p. 621-645Article in journal (Refereed)
  • 32.
    Nordström, Jan
    et al.
    Uppsala universitet, Avdelningen för teknisk databehandling.
    Carpenter, Mark H.
    High-order finite difference methods, multidimensional linear problems, and curvilinear coordinates2001In: Journal of Computational Physics, ISSN 0021-9991, E-ISSN 1090-2716, Vol. 173, p. 149-174Article in journal (Refereed)
  • 33.
    Nordström, Jan
    et al.
    Linköping University, Department of Mathematics, Scientific Computing. Linköping University, The Institute of Technology.
    Eriksson, Sofia
    Uppsala University.
    Eliasson, Peter
    Swedish Def Research Agency.
    Weak and strong wall boundary procedures and convergence to steady-state of the Navier-Stokes equations2012In: Journal of Computational Physics, ISSN 0021-9991, E-ISSN 1090-2716, Vol. 231, no 14, p. 4867-4884Article in journal (Refereed)
    Abstract [en]

    We study the influence of different implementations of no-slip solid wall boundary conditions on the convergence to steady-state of the Navier-Stokes equations. The various approaches are investigated using the energy method and an eigenvalue analysis. It is shown that the weak implementation is superior and enhances the convergence to steady-state for coarse meshes. It is also demonstrated that all the stable approaches produce the same convergence rate as the mesh size goes to zero. The numerical results obtained by using a fully nonlinear finite volume solver support the theoretical findings from the linear analysis. 

  • 34.
    Nordström, Jan
    et al.
    Linköping University, Department of Mathematics, Computational Mathematics. Linköping University, Faculty of Science & Engineering.
    Ghasemi, Fatemeh
    Linköping University, Department of Mathematics, Computational Mathematics. Linköping University, Faculty of Science & Engineering.
    Corrigendum to “On the relation between conservation and dual consistency for summation-by-parts schemes”[J. Comput. Phys. 344 (2017) 437–439]2018In: Journal of Computational Physics, ISSN 0021-9991, E-ISSN 1090-2716, Vol. 360, p. 247-247Article in journal (Refereed)
  • 35.
    Nordström, Jan
    et al.
    Linköping University, Department of Mathematics, Computational Mathematics. Linköping University, Faculty of Science & Engineering.
    Ghasemi, Fatemeh
    Linköping University, Department of Mathematics, Computational Mathematics. Linköping University, Faculty of Science & Engineering.
    On the relation between conservation and dual consistency for summation-by-parts schemes2017In: Journal of Computational Physics, ISSN 0021-9991, E-ISSN 1090-2716, Vol. 344, p. 3p. 437-439Article in journal (Refereed)
    Abstract [en]

    n/a

  • 36.
    Nordström, Jan
    et al.
    Uppsala universitet, Avdelningen för teknisk databehandling.
    Gong, Jing
    Uppsala universitet, Avdelningen för teknisk databehandling.
    A stable hybrid method for hyperbolic problems2006In: Journal of Computational Physics, ISSN 0021-9991, E-ISSN 1090-2716, Vol. 212, p. 436-453Article in journal (Refereed)
  • 37.
    Nordström, Jan
    et al.
    Uppsala universitet, Avdelningen för teknisk databehandling.
    Gong, Jing
    van der Weide, Edwin
    Svärd, Magnus
    A stable and conservative high order multi-block method for the compressible Navier-Stokes equations2009In: Journal of Computational Physics, ISSN 0021-9991, E-ISSN 1090-2716, Vol. 228, p. 9020-9035Article in journal (Refereed)
  • 38.
    Nordström, Jan
    et al.
    Linköping University, Department of Mathematics, Computational Mathematics. Linköping University, Faculty of Science & Engineering.
    Linders, Viktor
    Linköping University, Department of Mathematics, Computational Mathematics. Linköping University, Faculty of Science & Engineering.
    Well-posed and stable transmission problems2018In: Journal of Computational Physics, ISSN 0021-9991, E-ISSN 1090-2716, Vol. 364, p. 95-110Article in journal (Refereed)
    Abstract [en]

    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 are analysed for continuous and discrete problems using both strong and weak formulations, and a general transmission condition is obtained. The theory is applied to the coupling of fluid-acoustic models, multi-grid implementations, adaptive mesh refinements, multi-block formulations and numerical filtering.

    The full text will be freely available from 2020-03-28 16:03
  • 39.
    Nordström, Jan
    et al.
    Linköping University, Department of Mathematics, Computational Mathematics. Linköping University, The Institute of Technology.
    Lundquist, Tomas
    Linköping University, Department of Mathematics, Computational Mathematics. Linköping University, The Institute of Technology.
    Summation-By-Parts in Time2013In: Journal of Computational Physics, ISSN 0021-9991, E-ISSN 1090-2716, Vol. 251, p. 487-499Article in journal (Refereed)
    Abstract [en]

    We develop a new high order accurate time-integration technique for initial value problems. We focus on problems that originate from a space approximation using high order finite difference methods on summation-by-parts form with weak boundary conditions, and extend that technique to the time-domain. The new time-integration method is global, high order accurate, unconditionally stable and together with the approximation in space, it generates optimally sharp fully discrete energy estimates. In particular, it is shown how stable fully discrete high order accurate approximations of the Maxwells’ equations, the elastic wave equations and the linearized Euler and Navier-Stokes equations can obtained. Even though we focus on finite difference approximations, we stress that the methodology is completely general and suitable for all semi-discrete energy-stable approximations. Numerical experiments show that the new technique is very accurate and has limited order reduction for stiff problems.

  • 40.
    Nordström, Jan
    et al.
    Uppsala universitet, Avdelningen för teknisk databehandling.
    Mattsson, Ken
    Swanson, Charles
    Boundary conditions for a divergence free velocity-pressure formulation of the Navier-Stokes equations2007In: Journal of Computational Physics, ISSN 0021-9991, E-ISSN 1090-2716, Vol. 225, p. 874-890Article in journal (Refereed)
  • 41.
    Nordström, Jan
    et al.
    Linköping University, Department of Mathematics, Computational Mathematics. Linköping University, Faculty of Science & Engineering.
    Nikkar, Samira
    Linköping University, Department of Mathematics, Computational Mathematics. Linköping University, Faculty of Science & Engineering.
    Hyperbolic systems of equations posed on erroneous curved domains2016In: Journal of Computational Physics, ISSN 0021-9991, E-ISSN 1090-2716, Vol. 308, p. 438-442Article in journal (Refereed)
    Abstract [en]

    The effect of an inaccurate geometry description on the solution accuracy of a hyperbolic problem is discussed. The inaccurate geometry can for example come from an imperfect CAD system, a faulty mesh generator, bad measurements or simply a misconception.

    We show that inaccurate geometry descriptions might lead to the wrong wave speeds, a misplacement of the boundary conditions, to the wrong boundary operator and a mismatch of boundary data.

    The errors caused by an inaccurate geometry description may affect the solution more than the accuracy of the specific discretization techniques used. In extreme cases, the order of accuracy goes to zero. Numerical experiments corroborate the theoretical results.

  • 42.
    Nordström, Jan
    et al.
    Linköping University, Department of Mathematics, Computational Mathematics. Linköping University, Faculty of Science & Engineering.
    Ruggiu, Andrea Alessandro
    Linköping University, Department of Mathematics, Computational Mathematics. Linköping University, Faculty of Science & Engineering.
    On conservation and stability properties for summation-by-parts schemes2017In: Journal of Computational Physics, ISSN 0021-9991, E-ISSN 1090-2716, Vol. 344, p. 14p. 451-464Article in journal (Refereed)
    Abstract [en]

    We discuss conservative and stable numerical approximations in summation-by-parts form for linear hyperbolic problems with variable coefficients. An extended setting, where the boundary or interface may or may not be included in the grid, is considered. We prove that conservative and stable formulations for variable coefficient problems require a boundary and interface conforming grid and exact numerical mimicking of integration-by-parts. Finally, we comment on how the conclusions from the linear analysis carry over to the nonlinear setting.

  • 43.
    Nordström, Jan
    et al.
    Linköping University, Department of Mathematics, Computational Mathematics. Linköping University, The Institute of Technology.
    Wahlsten, Markus
    Linköping University, Department of Mathematics, Computational Mathematics. Linköping University, The Institute of Technology.
    Variance reduction through robust design of boundary conditions for stochastic hyperbolic systems of equations2015In: Journal of Computational Physics, ISSN 0021-9991, E-ISSN 1090-2716, Vol. 282, p. 1-22Article in journal (Refereed)
    Abstract [en]

    We consider a hyperbolic system with uncertainty in the boundary and initial data. Our aim is to show that different boundary conditions gives different convergence rates of the variance of the solution. This means that we can with the same knowledge of data get a more or less accurate description of the uncertainty in the solution. A variety of boundary conditions are compared and both analytical and numerical estimates of the variance of the solution is presented. As applications, we study the effect of this technique on Maxwell's equations as well as on a subsonic outflow boundary for the Euler equations.

  • 44.
    O'Reilly, Ossian
    et al.
    Linköping University, Department of Mathematics, Computational Mathematics. Linköping University, Faculty of Science & Engineering. Stanford University, USA.
    Lundquist, Tomas
    Linköping University, Department of Mathematics, Computational Mathematics. Linköping University, Faculty of Science & Engineering.
    Dunham, Eric M.
    Stanford University, USA.
    Nordström, Jan
    Linköping University, Department of Mathematics, Computational Mathematics. Linköping University, Faculty of Science & Engineering.
    Energy stable and high-order-accurate finite difference methods on staggered grids2017In: Journal of Computational Physics, ISSN 0021-9991, E-ISSN 1090-2716, Vol. 346, p. 18p. 572-589Article in journal (Refereed)
    Abstract [en]

    For wave propagation over distances of many wavelengths, high-order finite difference methods on staggered grids are widely used due to their excellent dispersion properties. However, the enforcement of boundary conditions in a stable manner and treatment of interface problems with discontinuous coefficients usually pose many challenges. In this work, we construct a provably stable and high-order-accurate finite difference method on staggered grids that can be applied to a broad class of boundary and interface problems. The staggered grid difference operators are in summation-by-parts form and when combined with a weak enforcement of the boundary conditions, lead to an energy stable method on multiblock grids. The general applicability of the method is demonstrated by simulating an explosive acoustic source, generating waves reflecting against a free surface and material discontinuity.

  • 45.
    Petersson, N. Anders
    et al.
    Center for Applied Scientific Computing, Lawrence Livermore National Laboratory, Livermore, USA.
    O’Reilly, Ossian
    Department of Geophysics, Stanford University, Stanford, USA.
    Sjögreen, Björn
    Center for Applied Scientific Computing, Lawrence Livermore National Laboratory, Livermore, USA.
    Bydlon, Samuel
    Department of Geophysics, Stanford University, Stanford, USA.
    Discretizing singular point sources in hyperbolic wave propagation problems2016In: Journal of Computational Physics, ISSN 0021-9991, E-ISSN 1090-2716, Vol. 321, p. 532-555Article in journal (Refereed)
    Abstract [en]

    We develop high order accurate source discretizations for hyperbolic wave propagation problems in first order formulation that are discretized by finite difference schemes. By studying the Fourier series expansions of the source discretization and the finite difference operator, we derive sufficient conditions for achieving design accuracy in the numerical solution. Only half of the conditions in Fourier space can be satisfied through moment conditions on the source discretization, and we develop smoothness conditions for satisfying the remaining accuracy conditions. The resulting source discretization has compact support in physical space, and is spread over as many grid points as the number of moment and smoothness conditions. In numerical experiments we demonstrate high order of accuracy in the numerical solution of the 1-D advection equation (both in the interior and near a boundary), the 3-D elastic wave equation, and the 3-D linearized Euler equations.

  • 46.
    Pettersson, Per
    et al.
    NORCE Norwegian Research Centre, Norway.
    Doostan, Alireza
    Aerospace Engineering Sciences, University of Colorado Boulder, USA.
    Nordström, Jan
    Linköping University, Department of Mathematics, Computational Mathematics. Linköping University, Faculty of Science & Engineering.
    Level set methods for stochastic discontinuity detection in nonlinear problems2019In: Journal of Computational Physics, ISSN 0021-9991, E-ISSN 1090-2716, Vol. 392, p. 511-531Article in journal (Refereed)
    Abstract [en]

    Stochastic problems governed by nonlinear conservation laws are challenging due to solution discontinuities in stochastic and physical space. In this paper, we present a level set method to track discontinuities in stochastic space by solving a Hamilton-Jacobi equation. By introducing a speed function that vanishes at discontinuities, the iso-zeros of the level set problem coincide with the discontinuities of the conservation law. The level set problem is solved on a sequence of successively finer grids in stochastic space. The method is adaptive in the sense that costly evaluations of the conservation law of interest are only performed in the vicinity of the discontinuities during the refinement stage. In regions of stochastic space where the solution is smooth, a surrogate method replaces expensive evaluations of the conservation law. The proposed method is tested in conjunction with different sets of localized orthogonal basis functions on simplex elements, as well as frames based on piecewise polynomials conforming to the level set function. The performance of the proposed method is compared to existing adaptive multi-element generalized polynomial chaos methods.

    The full text will be freely available from 2021-05-03 09:13
  • 47.
    Pettersson, Per
    et al.
    Institute for Computational and Mathematical Engineering and Department of Energy Resources Engineering, Stanford University, Stanford, CA, USA, Department of Information Technology, Uppsala University, Uppsala, Sweden.
    Iaccarino, Gianluca
    Institute for Computational and Mathematical Engineering, Stanford University, Stanford, CA, USA.
    Nordström, Jan
    Linköping University, Department of Mathematics, Computational Mathematics. Linköping University, The Institute of Technology.
    A stochastic Galerkin method for the Euler equations with Roe variable transformation2014In: Journal of Computational Physics, ISSN 0021-9991, E-ISSN 1090-2716, Vol. 257, no A, p. 481-500Article in journal (Refereed)
    Abstract [en]

    The Euler equations subject to uncertainty in the initial and boundary conditions are investigated via the stochastic Galerkin approach. We present a new fully intrusive method based on a variable transformation of the continuous equations. Roe variables are employed to get quadratic dependence in the flux function and a well-defined Roe average matrix that can be determined without matrix inversion.

    In previous formulations based on generalized polynomial chaos expansion of the physical variables, the need to introduce stochastic expansions of inverse quantities, or square-roots of stochastic quantities of interest, adds to the number of possible different ways to approximate the original stochastic problem. We present a method where the square roots occur in the choice of variables, resulting in an unambiguous problem formulation.

    The Roe formulation saves computational cost compared to the formulation based on expansion of conservative variables. Moreover, the Roe formulation is more robust and can handle cases of supersonic flow, for which the conservative variable formulation fails to produce a bounded solution. For certain stochastic basis functions, the proposed method can be made more effective and well-conditioned. This leads to increased robustness for both choices of variables. We use a multi-wavelet basis that can be chosen to include a large number of resolution levels to handle more extreme cases (e.g. strong discontinuities) in a robust way. For smooth cases, the order of the polynomial representation can be increased for increased accuracy.

  • 48.
    Pettersson, Per
    et al.
    Department of Mechanical Engineering, Stanford University, Stanford, USA; Uppsala universitet, Avdelningen för teknisk databehandling.
    Iaccarino, Gianluca
    Department of Mechanical Engineering, Stanford University, Stanford, USA.
    Nordström, Jan
    Uppsala universitet, Avdelningen för teknisk databehandling; Department of Aeronautics and Systems Integration, FOI, Stockholm, Sweden; School of Mechanical, Industrial and Aeronautical Engineering, University of the Witwatersrand, Johannesburg, South Africa.
    Numerical analysis of the Burgers' equation in the presence of uncertainty2009In: Journal of Computational Physics, ISSN 0021-9991, E-ISSN 1090-2716, Vol. 228, p. 8394-8412Article in journal (Refereed)
    Abstract [en]

    The Burgers’ equation with uncertain initial and boundary conditions is investigated usinga polynomial chaos (PC) expansion approach where the solution is represented as a truncatedseries of stochastic, orthogonal polynomials.The analysis of well-posedness for the system resulting after Galerkin projection is presentedand follows the pattern of the corresponding deterministic Burgers equation. Thenumerical discretization is based on spatial derivative operators satisfying the summationby parts property and weak boundary conditions to ensure stability. Similarly to the deterministiccase, the explicit time step for the hyperbolic stochastic problem is proportional tothe inverse of the largest eigenvalue of the system matrix. The time step naturallydecreases compared to the deterministic case since the spectral radius of the continuousproblem grows with the number of polynomial chaos coefficients. An estimate of theeigenvalues is provided.A characteristic analysis of the truncated PC system is presented and gives a qualitativedescription of the development of the system over time for different initial and boundaryconditions. It is shown that a precise statistical characterization of the input uncertainty isrequired and partial information, e.g. the expected values and the variance, are not sufficientto obtain a solution. An analytical solution is derived and the coefficients of the infinitePC expansion are shown to be smooth, while the corresponding coefficients of thetruncated expansion are discontinuous.

  • 49.
    Pettersson, Per
    et al.
    Uni Research, N-5007 Bergen, Norway..
    Nordström, Jan
    Linköping University, Department of Mathematics, Computational Mathematics. Linköping University, Faculty of Science & Engineering.
    Doostan, Alireza
    Aerospace Engineering Sciences, University of Colorado Boulder, CO 80309, USA..
    A Well-posed and Stable Stochastic Galerkin Formulation of the Incompressible Navier-Stokes Equations with Random Data2016In: Journal of Computational Physics, ISSN 0021-9991, E-ISSN 1090-2716, Vol. 306, p. 92-116Article in journal (Refereed)
    Abstract [en]

    We present a well-posed stochastic Galerkin formulation of the incompressible Navier–Stokes equations with uncertainty in model parameters or the initial and boundary conditions. The stochastic Galerkin method involves representation of the solution through generalized polynomial chaos expansion and projection of the governing equations onto stochastic basis functions, resulting in an extended system of equations. A relatively low-order generalized polynomial chaos expansion is sufficient to capture the stochastic solution for the problem considered.

    We derive boundary conditions for the continuous form of the stochastic Galerkin formulation of the velocity and pressure equations. The resulting problem formulation leads to an energy estimate for the divergence. With suitable boundary data on the pressure and velocity, the energy estimate implies zero divergence of the velocity field.

    Based on the analysis of the continuous equations, we present a semi-discretized system where the spatial derivatives are approximated using finite difference operators with a summation-by-parts property. With a suitable choice of dissipative boundary conditions imposed weakly through penalty terms, the semi-discrete scheme is shown to be stable. Numerical experiments in the laminar flow regime corroborate the theoretical results and we obtain high-order accurate results for the solution variables and the velocity divergence converges to zero as the mesh is refined.

  • 50.
    Ruggiu, Andrea Alessandro
    et al.
    Linköping University, Department of Mathematics, Computational Mathematics. Linköping University, Faculty of Science & Engineering.
    Nordström, Jan
    Linköping University, Department of Mathematics, Computational Mathematics. Linköping University, Faculty of Science & Engineering.
    On pseudo-spectral time discretizations in summation-by-parts form2018In: Journal of Computational Physics, ISSN 0021-9991, E-ISSN 1090-2716, Vol. 360, p. 192-201Article in journal (Refereed)
    Abstract [en]

    Fully-implicit discrete formulations in summation-by-parts form for initial-boundary value problems must be invertible in order to provide well functioning procedures. We prove that, under mild assumptions, pseudo-spectral collocation methods for the time derivative lead to invertible discrete systems when energy-stable spatial discretizations are used.

    The full text will be freely available from 2020-01-31 14:56
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