Post on 11-Jul-2015
LiteratureEntropy Stable ENO Scheme
Stability Results for ENONumerical Experiments
Arbitrarily High-Order Essentially Non-OscillatoryEntropy Stable Schemes For Systems Of
Conservation Laws
Hamed Zakerzadeh
German Research School for Simulation Sciences
January 18, 2013
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LiteratureEntropy Stable ENO Scheme
Stability Results for ENONumerical Experiments
Outline
1 Literature
2 Entropy Stable ENO SchemeIntroductionEntropy conservative fluxesNumerical diffusion operators
3 Stability Results for ENOENO ProcedureThe sign property for ENO reconstructionBoundedness of relative jumps of ENO reconstructionENO interpolation
4 Numerical ExperimentsSod shock tubeShock-entropy wave interaction
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LiteratureEntropy Stable ENO Scheme
Stability Results for ENONumerical Experiments
Literature
[FMT, ’11] Fjordholm, Ulrik S., Siddhartha Mishra, and EitanTadmor.ENO reconstruction and ENO interpolation are stable,Foundations of Computational Mathematics, (2011): 1-21.
[FMT, ’12a] Fjordholm, Ulrik S., Siddhartha Mishra, and EitanTadmor.Entropy stable ENO scheme,“HYP2010: 13th International Conference on Hyperbolic Problems,Beijing, 2010, vol 1, Contemporary Appl. Math., Higher Ed. Press 17(2012) 12-27.
[FMT, ’12b] Fjordholm, Ulrik S., Siddhartha Mishra, and EitanTadmor.Arbitrarily High-order Accurate Entropy Stable EssentiallyNon-oscillatory Schemes for Systems of Conservation Laws,
SIAM Journal on Numerical Analysis 50.2 (2012): 544-573.
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LiteratureEntropy Stable ENO Scheme
Stability Results for ENONumerical Experiments
Two important outcomes...
Jump of the reconstructed ENO atinterfaces has the same sign asunderlying cell averages.
This jump is upper-bounded interms of the jump of the underlyingcell averages.
Combine the ENO withentropy conservative fluxes
⇓New entropy stable ENOschemes of arbitrary order
4/̇ 53
LiteratureEntropy Stable ENO Scheme
Stability Results for ENONumerical Experiments
Two important outcomes...
Jump of the reconstructed ENO atinterfaces has the same sign asunderlying cell averages.
This jump is upper-bounded interms of the jump of the underlyingcell averages.
Combine the ENO withentropy conservative fluxes
⇓New entropy stable ENOschemes of arbitrary order
4/̇ 53
LiteratureEntropy Stable ENO Scheme
Stability Results for ENONumerical Experiments
IntroductionEntropy conservative fluxesNumerical diffusion operators
Continuous Settings
System of conservation laws
ut + f(u)x = 0 ∀(x, t) ∈ R,u(x, 0) = u0(x) ∀x ∈ R.
Here, u : R× R+ 7→ Rm is the vector of unknowns and f isthe (non-linear) flux vector.
Extra admissibility criteria: Entropy Condition
“continuous solutions of non-linear equations exist onlyfor a limited time interval. Such solutions can,nevertheless, be continued for all future times asdiscontinuous solutions which satisfy the conservationlaws in the integrated sense. . . [they] are not determineduniquely by their initial values.”[Lax, ’71]
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LiteratureEntropy Stable ENO Scheme
Stability Results for ENONumerical Experiments
IntroductionEntropy conservative fluxesNumerical diffusion operators
Continuous Settings
Assume that there exists a convex function E : Rm 7→ R andfunctions v, Q s.t.
v = ∂uE, ∂uQ = 〈v, ∂uf〉.
Then, just multiplying by vT shows that smooth solutions ofconservation law satisfy the entropy identity.
Et +Qx = 0.
But, the entropy has to be dissipated at shocks → entropyinequality.
Et +Qx ≤ 0.
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LiteratureEntropy Stable ENO Scheme
Stability Results for ENONumerical Experiments
IntroductionEntropy conservative fluxesNumerical diffusion operators
Conservative finite difference schemes
Consider a uniform Cartesian mesh.
The conservative finite difference (finite volume) methodupdates point values (cell averages in Ii) of the solution uresulting in the semi-discrete scheme:
d
dtui(t) = − 1
∆x(Fi+1/2(t)− Fi−1/2(t)),
with numerical flux Fi+1/2 = F(ui(t),ui+1(t)) computedfrom the (approximate) solution of the Riemann problem atthe interface.
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LiteratureEntropy Stable ENO Scheme
Stability Results for ENONumerical Experiments
IntroductionEntropy conservative fluxesNumerical diffusion operators
Objectives
No entropy stability results for high-order numerical schemes basedon the TVD, ENO, WENO, and DG procedures, are available[FMT, ’12b].
We present a class of schemes that are
(formally) arbitrarily order accurate
entropy stable for any system of conservation laws
essentially non oscillatory around discontinuities
computationally efficient
called
TeCNO⇐= Entropy conservative fluxes + Numerical diffusion
(using ENO reconstruction procedure)
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LiteratureEntropy Stable ENO Scheme
Stability Results for ENONumerical Experiments
IntroductionEntropy conservative fluxesNumerical diffusion operators
Entropy conservative fluxes
Theorem 2.1. [Tadmor, ’87b] Two-point entropy conservative flux(Tadmor’s flux)
Assume that a consistent numerical flux F̃i+1/2 satisfies
JvKTi+1/2F̃i+1/2 = JψKi+1/2.
Then the scheme with numerical flux F̃i+1/2 is entropy conservative, itscomputed solutions satisfy the discrete entropy equality
d
dtE(ui(t)) = − 1
∆x
(Q̃i+1/2 − Q̃i−1/2
),
with the numerical entropy flux
Q̃i+1/2 = vTi+1/2F̃i+1/2 − ψi+1/2.
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LiteratureEntropy Stable ENO Scheme
Stability Results for ENONumerical Experiments
IntroductionEntropy conservative fluxesNumerical diffusion operators
Entropy conservative fluxes
Theorem 2.1. (continued)
Then we can show that at least one solution for (1) exists as
F̃i+1/2 =
∫ 1
ξ=0f(vi+1/2(ξ)
)dξ,
where
vi+1/2(ξ) := vi + ξ∆vi+1/2, ∆vi+1/2 := vi+1 − vi,
that gives the second-order accuracy for the scheme.
It may be very hard to evaluate the path integral.=⇒ find simple and inexpensive solution for specific systems
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LiteratureEntropy Stable ENO Scheme
Stability Results for ENONumerical Experiments
IntroductionEntropy conservative fluxesNumerical diffusion operators
Example: Euler equations
Let
u =
ρρuE
, f(u) =
ρuρu2 + p(E + p)u
,where E = p
γ−1 + 12ρu
2. Also an entropy-entroy flux pair is
E =ρs
γ − 1, Q =
−ρusγ − 1
,
with s = log(p)− γlog(ρ) as thermodynamic entropy. So
v =
γ−sγ−1 −
ρu2
2pρup−ρp
, ψ(u) = ρu.
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LiteratureEntropy Stable ENO Scheme
Stability Results for ENONumerical Experiments
IntroductionEntropy conservative fluxesNumerical diffusion operators
Example: Euler equations
Ismail and Roe [Roe, ’09] have constructed an explicit solution forthe Euler equations. Define
z =
√ρ
p
1up
, (a)lni+1/2 :=JaKi+1/2
Jlog(a)Ki+1/2.
So, the entropy conservative flux F̃i+1/2 = [F̃ 1i+1/2F̃
2i+1/2F̃
3i+1/2]
T
is
F̃ 1i+1/2 = z2i+1/2(z
3)lni+1/2,
F̃ 2i+1/2 =
z3i+1/2
z1i+1/2
+z2i+1/2
z1i+1/2
F̃ 1i+1/2,
F̃ 3i+1/2 =
1
2
z2i+1/2
z1i+1/2
(γ + 1
γ − 1
(z3)lni+1/2
(z1)lni+1/2
+ F̃ 2i+1/2
).
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LiteratureEntropy Stable ENO Scheme
Stability Results for ENONumerical Experiments
IntroductionEntropy conservative fluxesNumerical diffusion operators
High-order entropy conservative fluxes
Following the procedure of LeFloch, Mercier, and Rohde [Lefloch,’02] we construct a linear combination of Tadmor’s flux=⇒ 2pth-order accurate entropy conservative fluxes for any p ∈ N.
Theorem 2.2. [Lefloch, ’02]
For p ∈ N assume that αp1, . . . , αpp solve the the p linear equations
2
p∑r=1
rαpr = 1,
p∑i=1
i2s−1αpr = 0 (s = 2, . . . , p),
and define
F̃2pi+1/2 =
p∑r=1
αpr
r−1∑s=0
F̃(ui−s,ui−s+r).
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LiteratureEntropy Stable ENO Scheme
Stability Results for ENONumerical Experiments
IntroductionEntropy conservative fluxesNumerical diffusion operators
High-order entropy conservative fluxes
Theorem 2.2. (continued)
Then the finite difference scheme with flux F̃2p is
consistentF̃2p(ui, . . . ,ui) = f(ui),
2pth-order accurate, i.e for sufficiently smooth solutions u
1
∆x
(F̃2p(ui−p+1, . . . ,ui+p)− F̃2p(ui−p, . . . ,ui+p−1)
)= ∂xf(ui) +O(∆x2p),
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LiteratureEntropy Stable ENO Scheme
Stability Results for ENONumerical Experiments
IntroductionEntropy conservative fluxesNumerical diffusion operators
High-order entropy conservative fluxes
Theorem 2.2. (continued)
and entropy conservative, satisfies the discrete entropyidentity by
Q̃2pi+1/2 =
p∑r=1
αpr
r−1∑s=0
Q̃(ui−s,ui−s+r)
=1
2
p∑r=1
αpr
r−1∑s=0
((vi−s + vi−s+r)
T F̃(ui−s,ui−s+r)
− (ψi−s + ψi−s+r)).
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LiteratureEntropy Stable ENO Scheme
Stability Results for ENONumerical Experiments
IntroductionEntropy conservative fluxesNumerical diffusion operators
Numerical diffusion operators
The entropy conservative schemes will produce high-frequencyoscillations near shocks=⇒ add some dissipative mechanism for entropy=⇒ entropy stable schemes whose solutions satisfy a discreteentropy inequality
d
dtE(ui(t)) +
1
∆x
(Q̂i+1/2 − Q̂i−1/2
)≤ 0.
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LiteratureEntropy Stable ENO Scheme
Stability Results for ENONumerical Experiments
IntroductionEntropy conservative fluxesNumerical diffusion operators
First-order numerical diffusion operators
We modify by 1
Fi+1/2 = F̃i+1/2 −1
2Di+1/2JvKi+1/2 (1)
Lemma 2.1. [Tadmor, ’87b]
The scheme flux (1) entropy stable, its solutions satisfy
d
dtE(ui) +
1
∆x(Q̂i+1/2 − Q̂i−1/2)
= − 1
4∆x(JvKTi+1/2Di+1/2JvKi+1/2 + JvKTi−1/2Di−1/2JvKi−1/2) ≤ 0,
where
Q̂i+1/2 = Q̃i+1/2 −1
2vTi+1/2Di+1/2JvKi+1/2.
1D is an arbitrary S.P.D. matrix.
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LiteratureEntropy Stable ENO Scheme
Stability Results for ENONumerical Experiments
IntroductionEntropy conservative fluxesNumerical diffusion operators
First-order numerical diffusion operators
We will use diffusion matrices in the form of Di+1/2 = RΛRT .2
R is the matrix of eigenvectors of the flux Jacobian ∂uf and Λ is apositive diagonal matrix that depends on the eigenvalues of theflux Jacobian.
Roe-type diffusion operator
Λ = diag(|λ1|, . . . , |λm|),
where |λ1|, . . . , |λm| are eigenvalues of ∂uf(ui+1/2).
Rusanov -type diffusion operator
Λ = max(|λ1|, . . . , |λm|)IDm.
2We will see the discussion later on.
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LiteratureEntropy Stable ENO Scheme
Stability Results for ENONumerical Experiments
IntroductionEntropy conservative fluxesNumerical diffusion operators
High-order numerical diffusion operators
Remark
As the term JvKi+1/2 is of the order of ∆x, the scheme with flux(1) is in general only first-order accurate even if we use veryhigh-order entropy conservative flux.
=⇒ reconstruction of the entropy variables v
we define our higher-order numerical flux as
Fki+1/2 = F̃2pi+1/2 −
1
2Di+1/2〈v〉i+1/2, (2)
where
〈v〉i+1/2 = v−i+1−v+i , v+
i = vi(xi+1/2), v−i = vi(xi−1/2).
and vi(x) is the piecewise (k − 1)th-degree (kth-order)polynomial.
(choose 2p = k or (k + 1) for even (odd) k respectively)
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LiteratureEntropy Stable ENO Scheme
Stability Results for ENONumerical Experiments
IntroductionEntropy conservative fluxesNumerical diffusion operators
High-order numerical diffusion operators
Remark
As the term JvKi+1/2 is of the order of ∆x, the scheme with flux(1) is in general only first-order accurate even if we use veryhigh-order entropy conservative flux.
=⇒ reconstruction of the entropy variables v
we define our higher-order numerical flux as
Fki+1/2 = F̃2pi+1/2 −
1
2Di+1/2〈v〉i+1/2, (2)
where
〈v〉i+1/2 = v−i+1−v+i , v+
i = vi(xi+1/2), v−i = vi(xi−1/2).
and vi(x) is the piecewise (k − 1)th-degree (kth-order)polynomial. (choose 2p = k or (k + 1) for even (odd) k respectively)
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LiteratureEntropy Stable ENO Scheme
Stability Results for ENONumerical Experiments
IntroductionEntropy conservative fluxesNumerical diffusion operators
High-order numerical diffusion operators
might not be entropy stable? → modify the reconstruction
Lemma 2.2.
For each i ∈ Z, let {rli+1/2}ml=1 be a basis of Rm for each i and
define the non-singular Ri+1/2 = [r1i+1/2| . . . |rmi+1/2] and Λi+1/2 as
a non-negative diagonal matrix
Di+1/2 := Ri+1/2Λi+1/2RTi+1/2.
Let reconstruction polynomial vi(x) s.t. ∀i,∃ diagonal Bi+1/2 ≥ 0s.t.
〈v〉i+1/2 =(RTi+1/2
)−1Bi+1/2R
Ti+1/2JvKi+1/2. (3)
Then the scheme with numerical flux (2) is entropy stable.
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LiteratureEntropy Stable ENO Scheme
Stability Results for ENONumerical Experiments
IntroductionEntropy conservative fluxesNumerical diffusion operators
High-order numerical diffusion operators
might not be entropy stable? → modify the reconstruction
Lemma 2.2.
For each i ∈ Z, let {rli+1/2}ml=1 be a basis of Rm for each i and
define the non-singular Ri+1/2 = [r1i+1/2| . . . |rmi+1/2] and Λi+1/2 as
a non-negative diagonal matrix
Di+1/2 := Ri+1/2Λi+1/2RTi+1/2.
Let reconstruction polynomial vi(x) s.t. ∀i,∃ diagonal Bi+1/2 ≥ 0s.t.
〈v〉i+1/2 =(RTi+1/2
)−1Bi+1/2R
Ti+1/2JvKi+1/2. (3)
Then the scheme with numerical flux (2) is entropy stable.
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LiteratureEntropy Stable ENO Scheme
Stability Results for ENONumerical Experiments
IntroductionEntropy conservative fluxesNumerical diffusion operators
High-order numerical diffusion operators
Lemma 2.2. (continued)
i.e. its computed solutions satisfy the entropy dissipation estimate
d
dtE(ui) +
1
∆x(Q̂ki+1/2 − Q̂
ki−1/2) ≤ 0,
where
Q̂ki+1/2 = Q̃2pi+1/2 −
1
2vi+1/2Di+1/2〈v〉i+1/2.
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LiteratureEntropy Stable ENO Scheme
Stability Results for ENONumerical Experiments
IntroductionEntropy conservative fluxesNumerical diffusion operators
High-order numerical diffusion operators
Remark (Role of Bi+1/2)
If the reconstructed variables satisfy (3) then
Fki+1/2 = F̃2pi+1/2 −
1
2Ri+1/2Λi+1/2Bi+1/2R
Ti+1/2JvKi+1/2
Remark (Discussion about choose of R and Λ)
R|Λ|R−1JuK ≈ R|Λ|R−1vuJvK = R|Λ|RT JvK.
refer to [Barth, ’98] and [Merriam, ’89].
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LiteratureEntropy Stable ENO Scheme
Stability Results for ENONumerical Experiments
IntroductionEntropy conservative fluxesNumerical diffusion operators
Reconstruction procedure
Q: How to find such a reconstruction to satisfy positivity of matrixB?
Corollary 2.1.
Let vi, vi+1, v+i , v−i+1 be given and define the scaled entropyvariables as
w±i = RTi±1/2vi, w̃±i = RTi±1/2v±i .
Now, (3) reads
〈w̃〉i+1/2 = Bi+1/2〈w〉i+1/2 (sign property),
i.e. at each cell interface, the jump in reconstructed values has thesame sign as the jump in the underlying cell averages.
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LiteratureEntropy Stable ENO Scheme
Stability Results for ENONumerical Experiments
IntroductionEntropy conservative fluxesNumerical diffusion operators
Reconstruction procedure, How? (I)
Second-order reconstructionThe only symmetric TVD limiter that satisfies thesign property is the minmod limiter.Or use non-TVD limiters e.g. ENO limiter,second-order version of the ENO reconstruction procedure
φ(θ) =
{θ if − 1 ≤ θ ≤ 1,
1 else.
Higher-order versions of the ENO procedure?
Yes! With the results we are going to prove.Just accept for now!
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LiteratureEntropy Stable ENO Scheme
Stability Results for ENONumerical Experiments
IntroductionEntropy conservative fluxesNumerical diffusion operators
Reconstruction procedure, How? (II)
Define the point value µii = w−i and inductively
µij+1 = µij + δj+1/2 (j = i, i+ 1, . . . ),
µij−1 = µij − δj−1/2 (j = i, i− 1, . . . ).
similarly we define νii = w+i and
νij+1 = νij + δj+1/2 (j = i, i+ 1, . . . ),
νij−1 = νij − δj−1/2 (j = i, i− 1, . . . ).
These are those values we have to interpolate.
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LiteratureEntropy Stable ENO Scheme
Stability Results for ENONumerical Experiments
IntroductionEntropy conservative fluxesNumerical diffusion operators
Reconstruction procedure, How? (III)
The jump is is retained
JµiKj+1/2 = JνiKj+1/2 = δj+1/2 = 〈w〉j+1/2.
⇓
µij = νij + (µij − νij), ∀j.
So, the reconstruction is
pi(x) = qi(x) + (µij − νij), ∀x.
Hence, we find the reconstructed values as
w̃−i = pi(xi−1/2), w̃+i = qi(xi+1/2).
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LiteratureEntropy Stable ENO Scheme
Stability Results for ENONumerical Experiments
IntroductionEntropy conservative fluxesNumerical diffusion operators
Final step
Theorem 2.2. [FMT, ’12b]
For any k ≥ 1, let 2p = k (if k is even) or 2p = k + 1 (if k is odd).Define the entropy conservative flux F̃2p. Let 〈v〉 be defined bythe kth-order accurate ENO reconstruction procedure.Then the finite difference scheme with numerical flux (2) is
(k − 1)th-order accurate for smooth solutions;
entropy stable, computed solutions satisfy the discrete entropyinequality.
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LiteratureEntropy Stable ENO Scheme
Stability Results for ENONumerical Experiments
ENO ProcedureThe sign property for ENO reconstructionBoundedness of relative jumps of ENO reconstructionENO interpolation
A bit of historical notes...
Essentially Non-Oscillatory method (ENO) method was initiallydesigned by Harten et al. [Harten, ’87]
s.t. for a given wj = w(xj), cell averages of a piecewise smoothfunction w(x), we construct R(x;w), a piecewise polynomialfunction of x of degree r − 1 s.t.
At all points x for which there is a neighbourhood where w issmooth,
R(x;w) = w(x) + e(x)hr +O(hr+1) (Accuracy),
R(xj ;w) = wj (Conservation),
TV (R(·;w)) ≤ TV (w) +O(hr) (ENO property).
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LiteratureEntropy Stable ENO Scheme
Stability Results for ENONumerical Experiments
ENO ProcedureThe sign property for ENO reconstructionBoundedness of relative jumps of ENO reconstructionENO interpolation
A bit of historical notes...
Recall Our Goal!
To show that the jump of the reconstructed ENO point values at eachcell interface
1 has the same sign as the jump of the underlying cell averages acrossthat interface.
2 can be upper-bounded in terms of the jump of the underlying cellaverages.
Compare with already existing stability results:
1 ENO property above is for sufficiently small h. [Harten, ’87]
2 ENO-SR for continuous f ∈ Cm(R\{a}) is globally rth-orderaccurate (sufficiently small h) and globally 2nd-order(∀h > 0), a gain of one order compared to linear method.[Arandiga, ’05]
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LiteratureEntropy Stable ENO Scheme
Stability Results for ENONumerical Experiments
ENO ProcedureThe sign property for ENO reconstructionBoundedness of relative jumps of ENO reconstructionENO interpolation
What is ENO?
Given cell averages {vi} ∈ Z over consecutive intervalsIi = [xi1/2, xi+1/2) s.t. vi := 1
|Ii|∫Iiv(x)dx, then
ENO: A v(x) =∑k
vk1Ik(x) 7→ RA v(x) =∑k
fk(x)1Ik(x),
where fk(x) are polynomials of degree p− 1 such that thepiecewise polynomial ENO reconstruction RA v(x) satisfiesaccuracy and conservation conditions and
1Ik(x) =
{1 if x ∈ Ik0 if x /∈ Ik.
30/̇ 53
LiteratureEntropy Stable ENO Scheme
Stability Results for ENONumerical Experiments
ENO ProcedureThe sign property for ENO reconstructionBoundedness of relative jumps of ENO reconstructionENO interpolation
What is ENO?
Conservation enables us to recast as
ENO reconstruction =⇒ non-linear interpolation
So, define the primitive V (x) :=∫ x−∞ v(s)ds and perform the
interpolation for that!
ENO: L V (x) 7→ RL V (x) :=∑k
Fk(x)1Ik(x)
This interpolation satisfy both properties!
Note that Vj+1/2 :=
∫ xj+1/2
−∞v(s)ds =
j∑k=−∞
|Ik|vk
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LiteratureEntropy Stable ENO Scheme
Stability Results for ENONumerical Experiments
ENO ProcedureThe sign property for ENO reconstructionBoundedness of relative jumps of ENO reconstructionENO interpolation
ENO Reconstruction
Properties:
Use adaptive stencil, with data-dependent offset which isadapted to the smoothness of the data.
Measure smoothness by divided differences.
Use an iterative procedure to choose smoothest data for thestencil.
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Stability Results for ENONumerical Experiments
ENO ProcedureThe sign property for ENO reconstructionBoundedness of relative jumps of ENO reconstructionENO interpolation
Data Dependent Stencil based on divided difference
Algorithm 3.1. (ENO reconstruction: selection of ENO stencil)
Let point values of the primitive Vi−p+1/2, . . . , Vi+p−1/2 begiven.Set r1 = −1
2for j = 1, . . . , p− 1 do
if |V [xi+rj−1, . . . , xi+rj+j ]| < |V [xi+rj , . . . , xi+rj+j+1]|then
set rj+1 = rj − 1else
set rj+1 = rjend if
end forSet Fi(x) as the inrterpolant of V over the stencil {V }rp+pk=rp
Compute fi(x) := F ′i (x)
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Stability Results for ENONumerical Experiments
ENO ProcedureThe sign property for ENO reconstructionBoundedness of relative jumps of ENO reconstructionENO interpolation
A global, mesh-independent stability result, after 25 years!
Theorem 3.1. (The Sign Property)
Fix an integer p > 1. Given the cell averages {vi}, let RA v(x) be thepth-order ENO reconstruction of these averages.Let v+i+1/2 = RA v(x+i+1/2) and v−i+1/2 = RA v(x−i+1/2) denote left and
right reconstructed point values at the cell interface xi+1/2, Then foreach i {
if vi+1 − vi ≥ 0 then v+i+1/2 − v−i+1/2 ≥ 0,
if vi+1 − vi ≤ 0 then v+i+1/2 − v−i+1/2 ≤ 0.
Moreover, there is a constant Cp, depending only on p and on the meshratio of neighbouring grid cells s.t.
0 ≤v+i+1/2 − v
−i+1/2
vi+1 − vi≤ Cp.
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LiteratureEntropy Stable ENO Scheme
Stability Results for ENONumerical Experiments
ENO ProcedureThe sign property for ENO reconstructionBoundedness of relative jumps of ENO reconstructionENO interpolation
A global, mesh-independent stability result, after 25 years!
ENO reconstruction of randomly chosen cell averages [FMT, ’11]
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LiteratureEntropy Stable ENO Scheme
Stability Results for ENONumerical Experiments
ENO ProcedureThe sign property for ENO reconstructionBoundedness of relative jumps of ENO reconstructionENO interpolation
Notation
Divided difference for cell averages and primitive function
D[r,r+j] = V [xrj , . . . , xrj+j ], D[r,r+j] =D[r+1,r+j] −D[r,r+j−1]
xr+j − xr.
Also we have
D[−1/2,3/2] = V [x−1/2, x1/2, x3/2] =v1 − v0
x3/2 − x−1/2.
(we use it later!)
36/̇ 53
LiteratureEntropy Stable ENO Scheme
Stability Results for ENONumerical Experiments
ENO ProcedureThe sign property for ENO reconstructionBoundedness of relative jumps of ENO reconstructionENO interpolation
Lemma 3.1.
v+1/2−v−1/2 =
sp∑r=rp
D[r,r+p+1] (xr+p+1 − xr)p−1∏
m=0, 6=l(x1/2 − xr+m+1)︸ ︷︷ ︸
has the same sign as (−1)r+p−1/2
.
remains to show that each non-zero summand has the same signas v1 − v0.
Lemma 3.2.
Let {rj}pj=1 and {sj}pj=1 be the signatures of the ENO stencilsassociated with cells I0 and, respectively, I1. Then the followingholds (for r = rp, . . . , sp):{
if D[−1/2,3/2] > 0 then (−1)r+p−1/2D[r,r+p+1] ≥ 0,
if D[−1/2,3/2] < 0 then (−1)r+p−1/2D[r,r+p+1] ≤ 0.37/̇ 53
LiteratureEntropy Stable ENO Scheme
Stability Results for ENONumerical Experiments
ENO ProcedureThe sign property for ENO reconstructionBoundedness of relative jumps of ENO reconstructionENO interpolation
Jumps are bounded!
Lemma 3.3.
Let rp, sp be the (half-integer) offsets of the ENO stencilsassociated with cell I0 and, respectively, I1. Then
D[r,r+p+1]
D[−1/2,3/2](−1)r+p−1/2 ≤ Cr,p, r = rp, . . . , sp,
where the constants Cr,p are defined recursively, starting withCr,1 = 1, and
Cr,p+1 =2
xr+p+2 − xrmax(Cr,p, Cr+1,p), ∀r,
and they only depend on grid sizes Ij .
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Stability Results for ENONumerical Experiments
ENO ProcedureThe sign property for ENO reconstructionBoundedness of relative jumps of ENO reconstructionENO interpolation
. . . explicit expression for upper bound
Theorem 3.2.
v+1/2−v−
1/2
v1−v0 ≤ Cp :=
1x3/2−x−1/2
∑−1/2r=−p+1/2Cr,p
∣∣∣(xr+p+1 − xr)∏p−1m=0(x1/2 − xr+m+1)
∣∣∣ .if we use a uniform mesh, |Ii| , h we get
Cp = 2p−1
p!
∑p−1k=0 k!(p− k− 1)!.
p Upper Bound (Cp)
1 12 23 3.3334 5.3335 8.5336 13.866
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LiteratureEntropy Stable ENO Scheme
Stability Results for ENONumerical Experiments
ENO ProcedureThe sign property for ENO reconstructionBoundedness of relative jumps of ENO reconstructionENO interpolation
ENO interpolation, very short!
Algorithm 3.2. (ENO interpolation: selection of ENO stencil)
Let point values vi−p+1, . . . , vi+p−1 be given.Set l1 = 0for j = 1, . . . , p− 1 do
if |v[xi+lj−1, . . . , xi+lj+j−1]| < |v[xi+lj , . . . , xi+lj+j ]| thenset lj+1 = lj − 1
elseset lj+1 = lj
end ifend forSet fi(x) as the inrterpolant of v over the stencil {v}lp+p−1k=lp
fi(x) =
p−1∑j=0
v[xi+lj , . . . , xi+lj+j ]
j−1∏m=0
(x− xi+lj+m)
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LiteratureEntropy Stable ENO Scheme
Stability Results for ENONumerical Experiments
ENO ProcedureThe sign property for ENO reconstructionBoundedness of relative jumps of ENO reconstructionENO interpolation
Theorem 3.3., The Sign Property Revisited, ENO Interpolation
Fix an integer p > 1. Given the point values {vi}, let I v(x) be thepth-order ENO interpolant of these point values,
I v(x) =∑k
fk(x)1Ik(x), deg fk(x) ≤ p− 1.
Let v−i+1/2 := I v(x−i+1/2) and v+i+1/2 := I v(x+i+1/2) denote left and
right reconstructed point values at the cell interfaces xi+1/2. Then:{if vi+1 − vi ≥ 0 then v+i+1/2 − v
−i+1/2 ≥ 0,
if vi+1 − vi ≤ 0 then v+i+1/2 − v−i+1/2 ≤ 0.
Moreover, there is a constant Cp , depending only on p and on the meshratio of neighbouring grid cells, s.t.
0 ≤v+i+1/2 − v
−i+1/2
vi+1 − vi≤ Cp.
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LiteratureEntropy Stable ENO Scheme
Stability Results for ENONumerical Experiments
ENO ProcedureThe sign property for ENO reconstructionBoundedness of relative jumps of ENO reconstructionENO interpolation
Final results
If we use a uniform mesh with mesh width xj+1 − xj ≡ h then
v+1/2 − v−1/2
v1 − v0≤ Cp :=
2p−1
(p− 1)!
p−1∑l=0
∣∣∣ p−1∏m=1
(1/2− l −m)∣∣∣.
p Upper Bound (Cp)
1 12 23 3.54 65 10.3756 18.25
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LiteratureEntropy Stable ENO Scheme
Stability Results for ENONumerical Experiments
Sod shock tubeShock-entropy wave interaction
Numerical Experiments
We test the following schemes:
ENOk: k-th order accurate standard ENO scheme in theMUSCL formulation.
TeCNOk: k-th order accurate entropy stable scheme as (2) fork = 3, 4 and 5.
We consider the 1D Euler equations and diffusion matrix being ofthe Roe type. The eigenvalues and eigenvectors of the Jacobianare computed at the average of the left and right states. TheENO-MUSCL schemes use the standard Roe numerical flux.
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LiteratureEntropy Stable ENO Scheme
Stability Results for ENONumerical Experiments
Sod shock tubeShock-entropy wave interaction
Sod shock tube
u(x, 0) =
{uL if x < 0
uR otherwise.
with ρLuLpL
=
101
,ρRuRpR
=
0.1250
0.1
.
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LiteratureEntropy Stable ENO Scheme
Stability Results for ENONumerical Experiments
Sod shock tubeShock-entropy wave interaction
Comparing ENO (blue circles) and TeCNO (red circles) with the referencesolution (black line) for the Sod shock tube. Density at T = 1.3 on a mesh of100 points is plotted. [FMT, ’12a]
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LiteratureEntropy Stable ENO Scheme
Stability Results for ENONumerical Experiments
Sod shock tubeShock-entropy wave interaction
Shock-Entropy wave interaction [Shu, ’89]
u(x, 0) =
{uL if x < −4
uR otherwise.
with ρLuLpL
=
3.8571432.62936910.33333
,ρRuRpR
=
1 + εsin(5x)01
.
46/̇ 53
LiteratureEntropy Stable ENO Scheme
Stability Results for ENONumerical Experiments
Sod shock tubeShock-entropy wave interaction
Comparing ENO (blue circles) and TeCNO (red circles) with a referencesolution (black line) on the Shu-Osher shock-entropy wave interaction problem.The plotted quantity is the density at time T = 1.8 on a mesh of 200 points.[FMT, ’12a] 47/̇ 53
LiteratureEntropy Stable ENO Scheme
Stability Results for ENONumerical Experiments
Sod shock tubeShock-entropy wave interaction
References
[Arandiga, ’05] Arandiga, Francesc, et al.Interpolation and approximation of piecewise smooth functions,SIAM Journal on Numerical Analysis 43.1 (2005): 41-57.
[Barth, ’98] Barth, Timothy J.Numerical methods for gas dynamic systems on unstructuredmeshes,An introduction to recent developments in theory and numerics forconservation laws 5 (1998): 195-285.
[Harten, ’86] Harten, Ami, et al.Some results on uniformly high-order accurate essentiallynon-oscillatory schemes,Applied Numerical Mathematics 2.3 (1986): 347-377.
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LiteratureEntropy Stable ENO Scheme
Stability Results for ENONumerical Experiments
Sod shock tubeShock-entropy wave interaction
References
[Harten, ’87] Harten, Ami, et al.Uniformly high order accurate essentially non-oscillatory schemes,III,Journal of Computational Physics 71.2 (1987): 231-303.
[Lax, ’71] Friedrichs, Kurt O., and Peter D. Lax.Systems of conservation equations with a convex extension,Proceedings of the National Academy of Sciences 68.8 (1971):1686-1688.
[Lefloch, ’02] Lefloch, Philippe G., Jean-Marc Mercier, andChristian Rohde.Fully Discrete, Entropy Conservative Schemes of Arbitrary Order,SSIAM journal on numerical analysis 40.5 (2002): 1968-1992.
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LiteratureEntropy Stable ENO Scheme
Stability Results for ENONumerical Experiments
Sod shock tubeShock-entropy wave interaction
References
[Lefloch, ’00] LeFloch, Philippe G., and Christian Rohde.High-order schemes, entropy inequalities, and non-classical shocks,SIAM journal on numerical analysis 37.6 (2000): 2023-2060.
[Merriam, ’89] Merriam, Marshal L.An entropy-based approach to non-linear stability,NASA Technical Memorandum 101086.64 (1989): 1.
[Shu, ’98] Shu, Chi-Wang.Essentially non-oscillatory and weighted essentially non-oscillatoryschemes for hyperbolic conservation laws,Advanced numerical approximation of non-linear hyperbolicequations (1998): 325-432.
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LiteratureEntropy Stable ENO Scheme
Stability Results for ENONumerical Experiments
Sod shock tubeShock-entropy wave interaction
References
[Roe, ’09] Ismail, Farzad, and Philip L. Roe.Affordable, entropy-consistent Euler flux functions II: Entropyproduction at shocks,Journal of Computational Physics 228.15 (2009): 5410-5436.
[Shu, ’89] Shu, Chi-Wang, and Stanley Osher.Efficient implementation of essentially non-oscillatoryshock-capturing schemes, II,An introduction to recent developments in theory and numerics forconservation laws 5 (1998): 195-285.
[Tadmor, 87a] Tadmor, Eitan.Entropy functions for symmetric systems of conservation law,Journal of mathematical analysis and applications 122.2 (1987):355-359.
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LiteratureEntropy Stable ENO Scheme
Stability Results for ENONumerical Experiments
Sod shock tubeShock-entropy wave interaction
References
[Tadmor, ’03] Tadmor, EitanEntropy stability theory for difference approximations of non-linearconservation laws and related time-dependent problems,Acta Numerica 12.1 (2003): 451-512.
[Tadmor, ’87b] Tadmor, Eitan.The numerical viscosity of entropy stable schemes for systems ofconservation laws,mathematics of computation 49.179 (1987): 91-103.
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LiteratureEntropy Stable ENO Scheme
Stability Results for ENONumerical Experiments
Sod shock tubeShock-entropy wave interaction
Thanks For YourAttention!
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