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This work is focused on the entropy analysis of a semi-discrete nodal discontinuous Galerkin spectral element method (DGSEM) on moving meshes for hyperbolic conservation laws. The DGSEM is constructed with a local tensor-product Lagrange-polynomial basis computed from Legendre–Gauss–Lobatto points. Furthermore, the collocation of interpolation and quadrature nodes is used in the spatial discretization. This approach leads to discrete derivative approximations in space that are summation-by-parts (SBP) operators. On a static mesh, the SBP property and suitable two-point flux functions, which satisfy the entropy condition from Tadmor, allow to mimic results from the continuous entropy analysis, if it is ensured that properties such as positivity preservation (of the water height, density or pressure) are satisfied on the discrete level. In this paper, Tadmor’s condition is extended to the moving mesh framework. We show that the volume terms in the semi-discrete moving mesh DGSEM do not contribute to the discrete entropy evolution when a two-point flux function that satisfies the moving mesh entropy condition is applied in the split form DG framework. The discrete entropy behavior then depends solely on the interface contributions and on the domain boundary contribution. The interface contributions are directly controlled by proper choice of the numerical element interface fluxes. If an entropy conserving two-point flux is chosen, the interface contributions vanish. To increase the robustness of the discretization we use so-called entropy stable two-point fluxes at the interfaces that are guaranteed entropy dissipative and thus give a bound on the interface contributions in the discrete entropy balance. The remaining boundary condition contributions depend on the type of the considered boundary condition. E.g. for periodic boundary conditions that are of entropy conserving type, our methodology with the entropy conserving interface fluxes is fully entropy conservative and with the entropy stable interface fluxes is guaranteed entropy stable. The presented proof does not require any exactness of quadrature in the spatial integrals of the variational forms. As it is the case for static meshes, these results rely on the assumption that additional properties like positivity preservation are satisfied on the discrete level. Besides the entropy stability, the time discretization of the moving mesh DGSEM will be investigated and it will be proven that the moving mesh DGSEM satisfies the free stream preservation property for an arbitrary s-stage Runge–Kutta method, when periodic boundary conditions are used. The theoretical properties of the moving mesh DGSEM will be validated by numerical experiments for the compressible Euler equations with periodic boundary conditions.
Left the reference element E=[-1,1]3\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$E=[-1,1]^3$$\end{document} and on the right a general hexahedral element eκ(t)\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$e_{\kappa }(t)$$\end{document} with the curved faces Γ→1ξ1,ξ3,τ\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\vec {\Gamma }_{1}\left( \xi ^{1},\xi ^{3},\tau \right) $$\end{document}, Γ→2ξ1,ξ3,τ\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\vec {\Gamma }_{2}\left( \xi ^{1},\xi ^{3},\tau \right) $$\end{document}, Γ→3ξ1,ξ2,τ\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\vec {\Gamma }_{3}\left( \xi ^{1},\xi ^{2},\tau \right) $$\end{document}, Γ→4ξ2,ξ3,τ\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\vec {\Gamma }_{4}\left( \xi ^{2},\xi ^{3},\tau \right) $$\end{document}, Γ→5ξ1,ξ2,τ\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\vec {\Gamma }_{5}\left( \xi ^{1},\xi ^{2},\tau \right) $$\end{document}, and Γ→6ξ2,ξ3,τ\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\vec {\Gamma }_{6}\left( \xi ^{2},\xi ^{3},\tau \right) $$\end{document}. The mapping x→t=χ→ξ→,τ\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\vec {x}\left( t\right) =\vec {\chi }\left( \vec {\xi },\tau \right) $$\end{document} connects E and eκ(t)\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$e_{\kappa }(t)$$\end{document}
… 
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Journal of Scientific Computing (2020) 82:69
https://doi.org/10.1007/s10915-020-01171-7
Entropy Stable Discontinuous Galerkin Schemes on Moving
Meshes for Hyperbolic Conservation Laws
Gero Schnücke1·Nico Krais2·Thomas Bolemann2·Gregor J. Gassner3
Received: 21 December 2018 / Revised: 13 February 2020 / Accepted: 20 February 2020 /
Published online: 3 March 2020
© The Author(s) 2020
Abstract
This work is focused on the entropy analysis of a semi-discrete nodal discontinuous Galerkin
spectral element method (DGSEM) on moving meshes for hyperbolic conservation laws.
The DGSEM is constructed with a local tensor-product Lagrange-polynomial basis com-
puted from Legendre–Gauss–Lobatto points. Furthermore, the collocation of interpolation
and quadrature nodes is used in the spatial discretization. This approach leads to discrete
derivative approximations in space that are summation-by-parts (SBP) operators. On a static
mesh, the SBP property and suitable two-point flux functions, which satisfy the entropy
condition from Tadmor, allow to mimic results from the continuous entropy analysis, if it is
ensured that properties such as positivity preservation (of the water height, density or pres-
sure) are satisfied on the discrete level. In this paper, Tadmor’s condition is extended to the
moving mesh framework. We show that the volume terms in the semi-discrete moving mesh
DGSEM do not contribute to the discrete entropy evolution when a two-point flux function
that satisfies the moving mesh entropy condition is applied in the split form DG framework.
The discrete entropy behavior then depends solely on the interface contributions and on the
domain boundary contribution. The interface contributions are directly controlled by proper
choice of the numerical element interface fluxes. If an entropy conserving two-point flux is
chosen, the interface contributions vanish. To increase the robustness of the discretization we
use so-called entropy stable two-point fluxes at the interfaces that are guaranteed entropy dis-
sipative and thus give a bound on the interface contributions in the discrete entropy balance.
The remaining boundary condition contributions depend on the type of the considered bound-
ary condition. E.g. for periodic boundary conditions that are of entropy conserving type, our
methodology with the entropy conserving interface fluxes is fully entropy conservative and
with the entropy stable interface fluxes is guaranteed entropy stable. The presented proof does
not require any exactness of quadrature in the spatial integrals of the variational forms. As it
is the case for static meshes, these results rely on the assumption that additional properties
like positivity preservation are satisfied on the discrete level. Besides the entropy stability,
the time discretization of the moving mesh DGSEM will be investigated and it will be proven
that the moving mesh DGSEM satisfies the free stream preservation property for an arbitrary
s-stage Runge–Kutta method, when periodic boundary conditions are used. The theoretical
BGero Schnücke
gschnuec@math.uni-koeln.de
Extended author information available on the last page of the article
123
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69 Page 2 of 42 Journal of Scientific Computing (2020) 82 :69
properties of the moving mesh DGSEM will be validated by numerical experiments for the
compressible Euler equations with periodic boundary conditions.
Keywords Discontinuous Galerkin ·Summation-by-parts ·Moving meshes ·Entropy
stability ·Free stream preservation
1 Introduction
A lot of applications in engineering and physics require the approximation of conservation
laws on time-dependent domains, e.g. domains with moving boundaries. For instance, mov-
ing mesh discontinuous Galerkin (DG) methods have been investigated in [5,43,52,54]. In
particular, moving mesh discontinuous Galerkin spectral element methods (DGSEM) have
been constructed and analyzed in [37,48,64]. In the literature, there are also moving mesh
methods with the capability to change the connectivity of the mesh, e.g. with finite volume
(FV) methods [44,57] and with a DG method [60]. Moving mesh finite difference meth-
ods were constructed in [1,51], in [66] a moving mesh collocation method was constructed
and in [27] a moving mesh continuous finite element method was constructed. In general,
moving mesh methods are well suited to preserve motion related properties like the Galilean-
invariance. These properties are necessary to describe physical processes like the formation
of disc galaxies [45].
A common way to approximate conservation laws on time-dependent domains is to use the
Arbitrary Lagrangian–Eulerian (ALE) approach [17]. In this approach the conservation law
is transformed from the time-dependent domain onto a time-independent reference domain.
The motion of the mesh on the physical domain is part of the transformation. Thus, the grid
velocity field appears as a new quantity in the equation on the reference domain. On the one
hand the ALE transformation simplifies the discretization, since a static mesh can be used in
the reference domain. On the other hand, the new quantities in the equation on the reference
domain complicate the discrete stability analysis, even in the linear case [37].
In this work, moving mesh DGSEM to solve non-linear, symmetrizable and hyperbolic
systems of conservation laws are investigated. It is well known that symmetrizable systems
are equipped with an entropy/entropy flux pair [26,49]. For scalar conservation laws, entropy
admissibility criteria provide the unique physically relevant weak solution [15,39]. In gen-
eral, entropy admissibility criteria are not enough to ensure well-posedness for systems of
conservation laws [11]. Nevertheless, the entropy is an essential quantity to analyze systems
of conservation laws. In particular, for gas dynamics a possible mathematical entropy is
the scaled negative thermodynamic entropy which shows that the mathematical model cor-
rectly captures the second law of thermodynamics [2]. The entropy is conserved for smooth
solutions of a conservation law and decays for discontinuous solutions [29,59].
It is reasonable to construct numerical schemes for conservation laws which reflect the
properties of the entropy on the discrete level. Tadmor [58] developed a discrete entropy
criterion to construct a specific class of two-point flux functions for low-order finite differ-
ence (FD) and FV methods. FD/FV methods with these class of two-point flux functions
preserve entropy on the discrete level. Moreover, these FV methods can be modified by
adding dissipation to the numerical fluxes such that the entropy is decreasing for all times.
Therefore, two-point fluxes with Tadmor’s discrete entropy condition are called entropy
conservative fluxes. LeFloch et al. [40] gave a framework to construct high-order entropy
conservative schemes in periodic domains. Fisher and Carpenter [20] combined this approach
123
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Journal of Scientific Computing (2020) 82 :69 Page 3 of 42 69
with summation-by-parts (SBP) operators and proved that two-point entropy conservative
fluxes can be used to construct high-order schemes when the derivative approximations in
space are SBP operators. A SBP operator provides a discrete analogue of the integration-
by-parts formula [19,22,38]. It is worth to mention that the derivative matrix in the DGSEM
provides a SBP operator, if the tensor-product Lagrange-polynomial basis is computed from
Legendre–Gauss–Lobatto (LGL) points and interpolation and quadrature are collocated.
Gassner et al. [23,24] showed that split forms of the partial differential equations can be
discretely recovered when specific choices of numerical volume fluxes in the flux form vol-
ume integral of Fisher and Carpenter are chosen. Thus, an entropy stable DGSEM can be
constructed by the following building blocks:
(1) The derivative matrix satisfies the SBP property.
(2) There are two-point flux functions with Tadmor’s discrete entropy condition that can be
extended to high-order in a split form DG framework.
This methodology has been used in the construction of high-order entropy stable DGSEM
on quadrilateral/hexahedral elements, e.g. [4,23,61], or on triangular/tetrahedral elements,
e.g. [6,10,13]. All these methods are provably entropy stable and the semi-discrete entropy
analysis for them is based merely on the properties of the SBP operators and the assumptions
that the time integration is exact. Additionally, properties like positivity preservation (of the
water height, density or pressure) must be satisfied on the discrete level. The exactness of
quadrature in the spatial integrals of the variational form is not necessary. Available entropy
stable moving mesh methods are for instance the low order continuous finite element method
by Guermond et al. [27] and a spectral collocation based approach published during the
extended review process of the current paper by Yamaleev et al. [66].
The remainder of the paper is organized as follows: The ALE transformation and continu-
ous entropy analysis is presented in the Sects. 2.1,2.2 and 2.3. The framework for the spectral
element discretization with the SBP operator is given in the Sect. 2.4 and the DG split form
framework is presented in the Sect. 2.5. The moving mesh DGSEM is finally presented in the
Sect. 2.5. A discrete entropy analysis for the moving mesh DGSEM is given in the Sects. 2.6
and 2.7. Furthermore, in Sect. 2.8 it is proven that the moving mesh DGSEM satisfies the free
stream preservation property. In Sect. 4, numerical examples with the compressible Euler
equations are presented to validate our theoretical findings.
2 Entropy Stable DGSEM on Moving Meshes
The main goal of this work is the construction of an entropy stable moving mesh DGSEM. On
static meshes, it is possible to construct high-order entropy stable DGSEM, if the derivative
matrix is an SBP operator and entropy conservative two-point flux functions are available.
This methodology has been used in the construction of high-order entropy stable DGSEM
on quadrilateral/hexahedral elements, e.g. [4,23,61]. In this section, it will be shown that
similar ideas can be used to construct high-order entropy stable moving mesh DGSEM. The
construction of the entropy stable moving mesh DGSEM will be presented for an arbitrary
symmetrizable and hyperbolic system of conservation laws
u
t+
3
i=1
fi
xi=0,(2.1)
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69 Page 4 of 42 Journal of Scientific Computing (2020) 82 :69
on a time-dependent domain (t)R3. The vector of conservative variables is uand
fi,i=1,2,3, are the physical flux vectors. The state vectors are of size pdepending on the
number of equations in the system under consideration and the conservation law is subjected
to appropriate initial and boundary conditions (see the comment below Eq. (2.44) in Sect. 2.3).
The block vector nomenclature in [24] simplifies the analysis of the system (2.1)on
curved elements. Thus, we translate the conservation law (2.1) in block vector notation. A
block vector is highlighted by the double arrow
f:=
f1
f2
f3
.(2.2)
The dot product of two block vectors is given by
f·
g:=
3
i=1
fT
igi.(2.3)
Furthermore, the dot product of a vector vin the three dimensional space and a block vector
is defined by
v·
f:=
3
i=1
vifi.(2.4)
We note that the dot product (2.3) is a scalar quantity and the dot product (2.4) is a vector
in a pdimensional space, where the number pcorresponds to the number of conservative
variables in the conservation law(2.1). The interaction between a vector vand the conservative
variables is defined as the block vector
vu:=
v1u
v2u
v3u
.(2.5)
Thus, in particular, the spatial gradient of the conservative variables is defined by
xu:=
u
x1
u
x2
u
x3
.(2.6)
The gradient of a vector valued function g=[g1,g2,g3]Tis a second order tensor, written
in matrix form as
x⊗gT=
g1
x1
g1
x2
g1
x3
g2
x1
g2
x2
g2
x3
g3
x1
g3
x2
g3
x3
,(2.7)
where is the outer product of two vectors in a three dimensional space. The dot product
(2.3) and the spatial gradient (2.6) are used to define the divergence of a block vector flux as
x·
f:=
3
i=1
fi
xi
.(2.8)
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Journal of Scientific Computing (2020) 82 :69 Page 5 of 42 69
Moreover, for a vector valued function gand the conservative variables, we have the product
rule
x·(gu)=
x·gu+g·
xu(2.9)
with respect to the dot products (2.3)and(2.4). These notations allow to write the conservation
law (2.1) in the compact form
u
t+
x·
f=0.(2.10)
2.1 Building Blocks of the ALE Transformation for Hexahedral Curved Meshes
In order to set up the moving mesh DGSEM in the Sect. 2.5,wemakeforallt[0,T]the
assumptions:
(A1) For a fixed number KNthe physical domain (t)can be subdivided into K
time-dependent, non-overlapping and conforming hexahedral elements, eκ(t),κ=
1,...,K. These elements can have curved faces.
(A2) The time-dependent elements eκ(t)are mapped into the spatial computational domain
E=[1,1]3with a bijective isoparametric transfinite mapping
eκ(t)x(t)=χ
ξ,τ,
ξE[0,T].(2.11)
Winters constructed in his PHD thesis [65] a mapping for this set up. Like in [65], it is
assumed that the curved faces satisfy for all τ[0,T]
113=
613,
213=
613,
312=
6ξ2,1,
113=
413,
213=
413,
312=
4ξ2,1,
1ξ1,1=
3ξ1,1,
2ξ1,1=
3ξ1,1,
512=
6ξ2,1,
1ξ1,1=
5ξ1,1,
2ξ1,1=
5ξ1,1,
512=
4ξ2,1.(2.12)
The location of the curved faces is sketched in Fig. 1. The curved faces of an element
eκ(t)are approximated as interpolation polynomials up to degree Nsuch that
IN
i(η, ζ, τ ):=
N
j,k=0
iηj
kj(η)k(ζ),i=1,2,3,4,5,6,(2.13)
where jN
j=0,{k}N
k=0are the Lagrange polynomials associated with the interpolation
points ηjN
j=0and {ζk}N
k=0.
(A3) The determinant Jof the Jacobian matrix
ξ⊗χT
satisfies
J:= det
ξ⊗χ>0,τ[0,T].(2.14)
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69 Page 6 of 42 Journal of Scientific Computing (2020) 82 :69
Fig. 1 Left the reference element E=[1,1]3and on the right a general hexahedral element eκ(t)
with the curved faces
1ξ13,
2ξ13,
3ξ12,
4ξ23,
5ξ12,and
6ξ23. The mapping x(t)=χ
ξ,τconnects Eand eκ(t)
Mesh curving techniques are discussed by Hindenlang et al. [30] and methodologies to
construct a moving mesh with the properties (A1)–(A3) are given in the literature e.g. the
book of Huang and Russell [32, Chapter 6, Chapter 7]. In many situations the moving mesh
methodology depends on the underlying problem, e.g. [45].
The mapping provides the grid velocity field
ν=[ν1
2
3]T:= ∂χ1
∂τ ,∂χ2
∂τ ,∂χ3
∂τ T
=χ
∂τ .(2.15)
It is desirable that the grid velocity is continuous, since the mesh should be conforming
and watertight at each time level. The next statement provides conditions on the element
boundaries to guarantee that the grid velocity becomes continuous.
Lemma 2.1 Let e1(t)and e2(t)be two neighboring elements which share one of the faces
1
1=
2
2,
1
3=
2
5,
1
4=
2
6,
2
1=
1
2,
2
3=
1
5,
2
4=
1
6,(2.16)
where
l
i,l =1,2, and i =1,2,3,4,5,6, are the faces of the element el(t). Furthermore,
suppose that the faces
l
i(·,·)are continuously differentiable in the time interval [0,T].
Then the grid velocity field is continuous in the points which belong to the face that the
elements share.
In Appendix Athe Lemma 2.1 is proven in two dimensions. The three dimensional proof
can be done by the same argumentation.
2.2 Transformation of the Conservation Law onto a Reference Element
In the following, we show that the system (2.10) can be transformed from a time-dependent
element eκ(t)on the reference element E. The mapping (A.1) provides the covariant basis
vectors
ai:= χ
∂ξi,i=1,2,3,(2.17)
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Journal of Scientific Computing (2020) 82 :69 Page 7 of 42 69
and the volume weighted contravariant vectors
Jai=aj×ak,(i,j,k)cyclic.(2.18)
The quantity
ξ=ξ123Tis a vector in the reference element E=[1,1]3.Thecovari-
ant and the volume weighted contravariant vectors represent the Jacobian matrix
ξ⊗χT
and its adjoint matrix
ξ⊗χT=a1a2a3,adj
ξ⊗χT=
Ja1T
Ja2T
Ja3T
.(2.19)
Furthermore, the contravariant vectors satisfy the metric identities
3
i=1
Jai
∂ξi=0.(2.20)
In particular, the covariant and the contravariant vectors allow to transform differential oper-
ators on the time-independent reference element E. On the reference element the gradient of
a function fis given by
xf=1
J3
i=1
Jaif
∂ξi=1
Jadj
ξ⊗χ
ξf(2.21)
and the divergence of a vector valued function gis given by
x·g=1
J
3
i=1
∂ξiJai·g=1
J
ξ·
˜g,(2.22)
where we used the contravariant flux
˜g:=
Ja1·g
Ja2·g
Ja3·g
=adj
ξ⊗χTg.(2.23)
In [24], the following block matrix has been introduced to combine the transformations (2.21)
and (2.22) with the block vector notation
M=
Ja1
1IpJa2
1IpJa3
1Ip
Ja1
2IpJa2
2IpJa3
2Ip
Ja1
3IpJa2
3IpJa3
3Ip
,(2.24)
where the matrix Ipis the p×pidentity matrix and Jai
jis the component of Jaiin the j-th
Cartesian coordinate direction. The transformation of the gradient becomes
xu=1
JM
ξu.(2.25)
We note that for a vector valued function gthe following identity holds
g·
xu=1
Jg·M
ξu=1
J
˜g·
ξu.(2.26)
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69 Page 8 of 42 Journal of Scientific Computing (2020) 82 :69
Moreover, by applying the metric identities (2.20), the transformation of the divergence can
be written as
x·
f=1
J
ξ·MT
f.(2.27)
Hence, the contravariant block vector flux is given by
˜
f:=
Ja1·
f
Ja2·
f
Ja3·
f
=MT
f.(2.28)
Since the elements {ek(t)}K
k=1are time-dependent, the time evolution of the quantity Jneeds
to be analyzed. Thus, we apply Jacobi’s formula (cf. e.g. Bellman [3]) and obtain by (2.15),
(2.19)
J
∂τ =tr adj
ξ⊗χT
∂τ
∇⊗χT=
3
i=1
Jai·ai
∂τ =
3
i=1
Jai·ν
∂ξi,
(2.29)
where tr [·]denotes the trace of a matrix. The metric identities (2.20) allow to write the
Eq. (2.29) in conservation form
J
∂τ =
3
i=1
∂ξiJai·ν=
ξ·
˜ν. (2.30)
The chain rule formula and the identity (2.26) provide
u
∂τ =u
t+1
J
˜ν·
ξu.(2.31)
Next,weplug(2.30) into Eq. (2.31), apply the product rule (2.9) and rearrange. This provides
the equation
Ju
t=(Ju)
∂τ
ξ·
˜νu.(2.32)
Finally, we combine the identities (2.27)and(2.32) to write the the conservation law (2.10)
in the following form
(Ju)
∂τ +
ξ·
˜
g=0,(2.33)
where
g=
g1
g2
g3
:=
f1ν1u
f2ν2u
f3ν3u
=
f−νu.(2.34)
The formulation (2.33) is the representation of the system (2.10) on the time-independent
reference element Efor a time-dependent element eκ(t).
Remark 2.2 The metric identities (2.20) and the Eq. (2.30) provide the geometric conser-
vation law (GCL) [18,28,41,42,46]. A numerical method to solve (2.10)onmovingand
deforming grids needs to satisfy both equations, otherwise the conservation properties of the
conservation law (2.10) are not preserved. Farhat et al. [18,28,41] proved that the absence of
123
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Journal of Scientific Computing (2020) 82 :69 Page 9 of 42 69
these equations has a critical effect on the accuracy and stability of a moving mesh method.
In particular, the preservation of constant states is no longer guaranteed, if the GCL is not
satisfied on the discrete level.
2.3 Entropy Analysis in Three Dimensions
The system (2.1) is assumed to be symmetrizable. Thus, in particular, it is equipped with
entropy/entropy flux pairs s,fs
i,i=1,2,3, (cf. Godunov [26] and Mock [49]). The
strictly convex function sis the entropy function. The entropy function sprovides the entropy
variables
w:= s
u,(2.35)
and it follows by the chain rule
s
t=wTu
t,s
xi=wTu
xi
,i=1,2,3.(2.36)
The entropy flux functions and the flux functions in the conservation law are related and
satisfy
wTfi
xi=fs
i
xi
,i=1,2,3.(2.37)
The identities (2.26)and(2.36)give
wT
˜ν·
ξu=JwTν·
xu=Jν·
xs=
˜ν·
ξs.(2.38)
Hence, we obtain with the identity (2.31) and the chain rule
JwTu
∂τ =Js
t+
˜ν·
ξs=Js
∂τ .(2.39)
Therefore, the product rule provides the identity
wT(Ju)
∂τ =Js
∂τ +J
∂τ wTu
=(Js)
∂τ +J
∂τ wTus
=(Js)
∂τ +
ξ·
˜νwTus,
(2.40)
whereweusedtheGCL(2.30) in the last step. Next, we apply the relation (2.37)forthe
entropy flux functions and obtain
wTgi
xi=
xfs
iνis∂vi
xiwTus,i=1,2,3.(2.41)
Next, we apply the vector notation
fs:= fs
1,fs
2,fs
3T.Then(2.41) and the transformation
formulas for the gradient and divergence in the Sect. 2.2 give
wT
ξ·
˜
g=
ξ·˜
fs
˜νs
ξ·
˜νwTus.(2.42)
123
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69 Page 10 of 42 Journal of Scientific Computing (2020) 82 :69
Finally, the identities (2.40)and(2.42) provide the balance law
0=wT(Ju)
∂τ +
ξ·
˜
g=(Js)
∂τ +
ξ·˜
fs
˜νs.(2.43)
We integrate the Eq. (2.43) over the domain E×[0,T]and obtain
∂τ 
E
Jsd
ξdτ=−T
0E˜
fs
˜νsTˆndSdτ. (2.44)
Boundary conditions then need to be specified so that the bound on the entropy depends only
on the boundary data. We will assume here that boundary data is given in a way that the right
hand side in Eq. (2.44) is non-positive so that the entropy will not increase in time.
For discontinuous solutions the Eq. (2.44) is not satisfied, but under further assumptions
it is possible to proof that a weak solution of (2.33) satisfies the inequality
(Js)
∂τ +
ξ·˜
fs
˜νs0 (2.45)
in the sense of distributions on E×(0,T)(see Godlewski and Raviart [25, Chapter 1,
Theorem 3.3]). The inequality (2.45) means that it holds the inequality
T
0E
Js∂φ
∂τ d
ξdτ≥−T
0E˜
fs
˜νsT
ξφd
ξdτ, φC
0(E×(0,T)) 0.
(2.46)
2.4 Building Blocks for the Spectral Element Approximation
A nodal approach is used for the spectral element approximation. The Lagrange basis func-
tions are given by
j(ξ):=
N
i=0,j=i
ξξi
ξjξi
,j=0,...N,(2.47)
where the nodal points {ξi}N
i=0are the LGL points. We note that ξ0=−1andξN=1. The
Lagrange basis functions satisfy the cardinal property
iξj=δji,(2.48)
where δji is the Kronecker delta. On the reference element E=[1,1]3the solution and
fluxes of the system (2.33) are approximated by tensor product Lagrange polynomials of
degree N, e.g.
uξ123,tUξ123,t:=
N
i,j,k=0
Uijk (t)iξ1jξ2kξ3.(2.49)
In the following, polynomial approximations are highlighted by capital letters, e.g. Uis an
approximation for the state vector uand Fl,l=1,2,3, are approximations for the fluxes fl,
l=1,2,3. The determinant Jof the Jacobian matrix
ξχis also approximated by tensor
product Lagrange polynomials
Jξ123,tJξ123,t:=
N
i,j,k=0
Jijk (t)iξ1jξ2kξ3.(2.50)
123
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Journal of Scientific Computing (2020) 82 :69 Page 11 of 42 69
In particular, the interpolation operator for a function gis given by
IN(g)ξ123=
N
i,j,k=0
gijkiξ1jξ2kξ3,(2.51)
where gijk := gξ1
i2
j3
kand ξ1
iN
i=0,ξ2
iN
i=0,ξ3
iN
i=0are sets of LGL points. Deriva-
tives are approximated by exact differentiation of the polynomial interpolants. In general we
have IN(g)= IN1g(cf. e.g. [7,36]), as differentiation and interpolation only commute
if there are no discretization errors. However, the contravariant coordinate vectors need to be
discretized in such a way that the metric identities (2.20) are satisfied on the discrete level,
too. Kopriva [35] introduced the conservative curl form that computes
Jaα
β:= ˆxα·
ξ×INχγ
ξχδ=1,2,3=1,2,3,(β, γ, δ)cyclic,
(2.52)
to approximate the metric terms. Here χ=[χ1
2
3]Trepresents the mapping from the
element to the reference element and ˆxiis the unit vector in the i-th Cartesian coordinate
direction. The representation (2.52) ensures that
3
α=1
INJaα
β
∂ξα=0=1,2,3.(2.53)
From now on, the discrete contravariant coordinate vectors are denoted by Jaα
β, when the
curl form (2.52) has been used to compute these quantities.
Integrals are approximated by a tensor product extension of a 2N1 accurate LGL
quadrature formula. Hence, interpolation and quadrature nodes are collocated. In one spatial
dimension the LGL quadrature formula is given by
1
1
g(ξ)dξ
N
i=0
ωig(ξi)=
N
i=0
ωigi,(2.54)
where ωi,i=0,...,N, are the quadrature weights and ξi,i=0,..., N,aretheLGL
quadrature points. The formula (2.54) motivates the definition of the discrete quantity
f,gN:=
N
i=0
N
j=0
N
k=0
ωiωjωkfT
ijkgijk =
N
i,j,k=0
ωijkfT
ijkgijk (2.55)
for two functions fand g. We note that (2.55) satisfies
IN(g),ϕN=g,ϕN,ϕPNE,Rp.(2.56)
Furthermore, for a block vector
fand test functions ϕPN(E,Rp),wedenethediscrete
surface integral
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E,N
ϕT
f·ˆndS :=
N
j,k=0
ωjωkϕT
Njk(F1)Njk ϕT
0jk (F1)0jk
+
N
i,k=0
ωiωkϕT
iNk (F2)iNk ϕT
i0k(F2)i0k
+
N
i,j=0
ωiωjϕT
ijN (F3)ijN ϕT
ij0(F3)ij0,
(2.57)
where ˆnis the unit outward normal at the faces of the reference element E.
The spectral element approximation with LGL points for interpolation and quadrature
provides a SBP operator Q=MD with the mass matrix Mand the derivative matrix D.
The mass matrix and the derivative matrix are given by
Mij =ωiδij,Dij =j(ξi)i,j=0,...,N.(2.58)
The important characteristic of this SBP operator is the property
Q+QT=B,(2.59)
where B=diag (1,0,...,0,1). A SBP operator provides a discrete analogue of the
integration-by-parts formula [19,22,38].
Finally, we note that in the LGL points ξ1
i,ξ2
j,ξ3
k,i,j,k=0,...,N,theEq.(2.53)gives
N
m=0Dim Ja1
βmjk +Djm Ja2
βimk +Dkm Ja3
βijm=0=1,2,3.(2.60)
2.5 The Semi-discrete Discontinuous Galerkin Method
Now, we apply the notation introduced in Sect. 2.4 and construct a moving mesh DGSEM.
We discretize the Eqs. (2.30)and(2.33) simultaneously. In this way, it is ensured that the
Eq. (2.30) is satisfied on the discrete level [37,48,64]. First, we replace the solution uby
(2.49), the Jacobian Jby (2.50) and approximate the fluxes by the interpolation operator
(2.51). Next, we multiply the GCL (2.30) by test functions ϕPN(E),theEq.(2.33) with
ϕPN(E,Rp), integrate the resulting equations and use integration-by-parts to separate
boundary and volume contributions. The volume integrals in the variational form are approx-
imated with the LGL quadrature. Then, we insert numerical surface fluxes
˜νand
˜
Gat
the spatial element interfaces. Afterwards, we use the SBP property (2.59) for the volume
contribution to get the standard DGSEM in strong form:
J
∂τ
N=
ξ·IN
˜ν
N+
E,N
ϕ˜ν
ˆn−˜νˆndS,ϕPN(E),(2.61a)
(JU)
∂τ ,ϕ N=−
ξ·IN
˜
g,ϕ N
E,N
ϕT˜
G
ˆn˜
GˆndS,ϕPNE,Rp,
(2.61b)
where we used the notation (2.55) and the notation (2.57) for the discrete surface integral.
123
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The approximation of
˜νand the nonlinear flux
˜
gby the interpolation operator (2.51)
causes aliasing errors in the standard strong form. The aliasing errors cannot be bounded
and the errors are independent of the choice of the numerical surface flux. In Gassner [22]
a detailed explanation and analysis of the aliasing problem is given. Furthermore, a spe-
cific reformulation of the volume integrals by using the skew-symmetry strategy has been
developed to fix the aliasing problem. This approach has been enhanced and generalized by
Gassner et al. in [23,24] with a technique developed for high-order FD schemes (LeFloch
et al. [40]orFisherandCarpenter[20]). The generalized approach is called split form DG
framework. Here, we proceed similar as in [24] and replace the interpolation operators in
the discrete volume integrals by derivative projection operators. The interpolation operator
in the discrete equation for the GCL (2.30) is replaced by
DN·
˜νijk :=
N
m=0
2Dim{{ ν}}(i,m)jk ·{{Ja1}}(i,m)jk
+2Djm{{ ν}}i(j,m)k·{{Ja2}}i(j,m)k
+2Dkm{{ ν}}ij(k,m)·{{Ja3}}ij(k,m)
(2.62)
with the volume averages of the metric terms, e.g.
{{·}} (i,m)jk := 1
2(·)ijk +(·)mjk.(2.63)
The derivative projection operator in the discrete equation for (2.33) is computed as in [24].
Thus, the operator is given by
DN·
˜
GEC
ijk :=
N
m=0
2Dim
GEC νijk,νmjk,Uijk,Umjk·{{Ja1}}(i,m)jk
+2Djm
GEC νijk,νimk,Uijk,Uimk·{{Ja2}}i(j,m)k
+2Dkm
GEC νijk,νijm,Uijk,Uijm·{{Ja3}}ij(k,m).
(2.64)
We note that the discrete volume weighted contravariant vectors Jal,l=1,2,3, in the
derivative projection operator (2.62)and(2.64) are computed by the conservative curl form
(2.52). The flux
GEC is consistent and symmetric such that, e.g.
GEC νijk,νmjk,U,U=
F(U)−{{v}} (i,m)jkU,(2.65)
and
GEC νijk,νmjk,Uijk,Umjk=
GEC νmjk,νijk,Umjk,Uijk,(2.66)
for i,j,k,m=0,...,N. Furthermore, the flux functions GEC
l,l=1,2,3, satisfy for
i,j,k,m=0,...,N, the following discrete entropy conditions
[[W]]T
(i,m)jkGEC
lνijk,νmjk,Uijk,Umjk=[[l]] (i,m)jk −{{νl}}(i,m)jk [[]](i,m)jk,
[[W]]T
i(j,m)kGEC
lνijk,νimk,Uijk,Uimk=[[l]]i(j,m)k−{{νl}}i(j,m)k[[ ]]i(j,m)k,
[[W]]T
ij(k,m)GEC
lνijk,νijm,Uijk,Uijm=[[l]]ij(k,m)−{{νl}}ij(k,m)[[]]ij(k,m).
(2.67)
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The quantities and lare polynomial approximations which satisfy in the LGL points
ijk =WT
ijkUijk Sijk,(l)ijk := WT
ijk (Fl)ijk Fs
lijk ,l=1,2,3,(2.68)
where Wijk,Sijk and Fs
lijk are the nodal values of the polynomials
W:= IN(w),S:= IN(s),Fs
l:= INfs
l,l=1,2,3.(2.69)
Here, srepresents an entropy for the system (2.1) with the corresponding entropy flux func-
tions fs
l,l=1,2,3, and entropy variables w. Furthermore, the volume jumps in (2.67)are,
e.g.
[[·]] (i,m)jk := (·)ijk (·)mjk .(2.70)
In Appendix B, flux functions with these properties are presented for the Euler equations.
Finally, for each element eκ(t)the semi-discrete moving mesh DGSEM can be written in
the following form:
J
∂τ
N=
DN·
˜ν, ϕN+
E,N
ϕ˜ν
ˆn−˜νˆndS,ϕPN(E),(2.71a)
(JU)
∂τ ,ϕ N=−
DN·
˜
GEC,ϕ N
E,N
ϕT˜
G
ˆn˜
GˆndS,ϕPNE,Rp.
(2.71b)
The unit outward facing normal vector and surface element on the element side are con-
structed from the element metrics by
n:= 1
ˆs
3
l=1Jalˆnl,ˆs:= !!!!!
3
l=1Jalˆnl!!!!!
.(2.72)
Thus, the quantity ˜νˆnin (2.71a) and the flux ˜
Gˆnin (2.71b) are defined by
˜νˆn=ˆsn·ν=
3
l=1ˆnlJal
1ν1+Jal
2ν2+Jal
3ν3,(2.73)
˜
Gˆn=ˆsn·
G=
3
l=1ˆnlJal
1G1+Jal
2G2+Jal
3G3=M
G·ˆn.(2.74)
To define the numerical surface fluxes in (2.71a)and(2.71b), we introduce notation for states
at the LGL nodes along an interface between two spatial elements to be a primary ”and
complement the notation with a secondary + to denote the value at the LGL nodes on the
opposite side. Then the orientated jump and the arithmetic mean at the interfaces are defined
by
[[·]] : = (·)+(·),and {{·}} := 1
2(·)++(·).(2.75)
When applied to vectors, the average and jump operators are evaluated separately for each
vector component. Then the normal vector nis defined unique to point from the ”to
the + side. This notation allows to compute the contravariant surface numerical fluxes in
(2.71a)as
˜ν
ˆns(n1{{v1}} + n2{{v2}} + n3{{ v3}}).(2.76)
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We note that due to the assumptions made in Sect. 2.1, the mesh velocity is a continuous func-
tion and the averages reduce to the uniquely defined values on the surface. The contravariant
surface numerical fluxes in (2.71b)aregivenby
˜
G
ˆnsn1GEC
1+n2GEC
2+n3GEC
3,(2.77)
where the Cartesian fluxes GEC
l,l=1,2,3, satisfy (2.65), (2.66), (2.67). We note that these
fluxes are the baseline choices without interface dissipation, to get a baseline scheme that is
entropy conservative.
Remark 2.3 (i) The discrete volume weighted contravariant vectors Jaα,α=1,2,3, do
not dependent on the solution J of (2.71a), since these vectors are computed by the
conservative curl form (2.52). Thus, the discrete metric identities (2.53) are satisfied
and the normal computation (2.72) is watertight. This means the normal vector and the
surface element are continuous across element interfaces.
(ii) Since the discrete volume weighted contravariant vectors Jaα,α=1,2,3, are com-
puted by the conservative curl form (2.52), the Eq. (2.20) is satisfied on the discrete
level.
(iii) The Eqs. (2.71a)and(2.71a) ensure that the Eq. (2.30) is satisfied on the discrete level.
2.6 Semi-discrete Entropy Conservation
The spatial integral of the entropy is bounded in time on the continuous level. Thus, it is
desirable that a numerical method is stable in the sense that a discrete version of this integral
is bounded in time, too. In the context of the moving mesh semi-discrete DGSEM (2.71), we
are interested to find an upper bound for the quantity
¯
S(τ):=
K
k=1S(τ),J(τ)N,τ[0,T],(2.78)
where S=IN(s)is a polynomial approximation for the entropy s. Next, we prove the
following statement for the semi-discrete moving mesh DGSEM.
Theorem 2.4 Suppose the flux functions
GEC in the derivative projection operator (2.64),
the numerical surface fluxes ˜
G
ˆnare computed by Cartesian fluxes GEC
l,l =1,2,3, with
the properties (2.65),(2.66),(2.67)and periodic boundary conditions are used. Then the
semi-discrete moving mesh DGSEM (2.71)satisfies the discrete entropy equation
¯
S(τ)=¯
S(0),τ[0,T],(2.79)
where ¯
S(τ)is given by (2.78).
Proof We proceed similar as in the continuous entropy analysis, use the polynomial approx-
imation ϕ=IN(w)=Was test function in the Eq. (2.71b) and obtain
(JU)
∂τ ,W N=−
DN·
˜
GEC,W N
E,N
WT˜
G
ˆn˜
GˆndS.(2.80)
First, we consider the left hand side in the Eq. (2.80). Since interpolation and quadrature
nodes are collocated, the nodal values can be analyzed by the same arguments as in the
continuous computations (2.38)and(2.39). Hence, we obtain for all i,j,k=0,...,N
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JijkWT
ijk
∂τ Uijk=JijkWT
ijk
Uijk
t+WT
ijk
˜νijk ·
ξUijk
=Jijk
Sijk
t+
˜ν·
ξSijk =Jijk
∂τ Sijk.
(2.81)
Next we multiply the Eq. (2.81)byωijk and compute the sum over all LGL nodes. This gives
JU
∂τ ,W N=S
∂τ ,J N
.(2.82)
Since we assume time continuity for our semi-discrete analysis, we apply the product rule in
time and obtain by (2.82)
(JU)
∂τ ,W N=S
∂τ ,J N+J
∂τ ,WTU N
=
∂τ S,JN+J
∂τ ,
N
=
∂τ S,JN+
DN·
˜ν, N+
E,N˜ν
ˆn−˜νˆndS,
(2.83)
where we used in the last step the Eq. (2.71a) with the test function ϕ=. We note that the
quantity is defined as a polynomial with the nodal values (2.68). In the Appendix C.1,the
following equation is proven
DN·
˜
GEC,W N=
E,N˜
Fs
ˆn−˜νˆnSdS
DN·
˜ν, N,(2.84)
where ˜
Fs
ˆn=ˆsn·
Fswith
Fs=Fs
1,Fs
2,Fs
3T. Here the polynomials Fs
l,l=1,2,3, are
given by (2.69). Moreover, we obtain by (2.73)and(2.74)
WT˜
G
ˆn˜
Gˆn˜
Fs
ˆn−˜νˆnS
=
3
l=1"ˆsnlWTFlFs
l−ˆsnlWTUS#WT˜
G
ˆn
=˜
ˆn−˜νˆnWT˜
G
ˆn,
(2.85)
where as well as l,l=1,2,3, are polynomials with nodal values (2.68)and ˜
ˆn:=
ˆsn·
with
=[1,
2,
3]T. Next, we plug the Eqs. (2.83), (2.84), (2.85)in(2.80)and
rearrange. This results in the equation
∂τ S,JN=−
E,N"WT˜
G
ˆn˜
Gˆn+˜
Fs
ˆn−˜νˆnS˜ν
ˆn−˜νˆn#dS
=
E,N˜
ˆn−˜ν
ˆnWT˜
G
ˆndS.
(2.86)
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Journal of Scientific Computing (2020) 82 :69 Page 17 of 42 69
Then, we sum the Eq. (2.86) over all elements and use that the normal computation (2.72)is
watertight. This provides the equation
∂τ ¯
S(τ)=
Boundary
faces
E,N˜
ˆnν
ˆn˜
WT˜
G
ˆndS
Interior
faces
E,N[[ ˜
ˆn]]−{{˜νˆn}}[[]]−[[W]] T˜
G
ˆndS.
(2.87)
Since the numerical surface fluxes ˜
G
ˆnare computed by Cartesian fluxes GEC
l,l=1,2,3,
with the properties (2.67), it follows
[[ ˜
ˆn]]−{{˜νˆn}}[[]]−[[W]] T˜
G
ˆn=
3
l=1ˆsnl[[l]]−{{νl}}[[]] [[W]] TG
l=0.(2.88)
Hence, we obtain the equation
∂τ ¯
S(τ)=
Boundary
faces
E,N˜
ˆn−˜ν
ˆnWT˜
G
ˆndS.(2.89)
Since the method is investigated with periodic boundary conditions, we obtain the desired
entropy equation by integrating the Eq.(2.89) over the time interval [0,T]. This completes
the proof of Theorem 2.4.
Remark 2.5 The proof of Theorem 2.4 requires the assumptions that the time integration is
exact and that properties like positivity preservation (of the water height, density or pressure)
are satisfied on the discrete level.
For non-periodic boundary conditions, a proper choice of discrete boundary condition is
necessary to bound the term
Boundary
faces
E,N˜
ˆn−˜ν
ˆnWT˜
G
ˆndS (2.90)
in Eq. (2.89) such that the method becomes entropy conservative/stable. Thus, we obtain
from Theorem 2.4 the following Corollary.
Corollary 2.6 Suppose the flux functions
GEC in the derivative projection operator (2.64)and
the numerical surface fluxes ˜
G
ˆn(2.77)are computed by Cartesian fluxes GEC
l,l =1,2,3,
with the properties (2.65),(2.66),(2.67)and a proper dissipative boundary condition, e.g.,
[14,31,53], is applied. Then the semi-discrete moving mesh DGSEM (2.71)satisfies the
discrete entropy inequality
¯
S(τ)¯
S(0),τ[0,T].(2.91)
2.7 Semi-discrete Entropy Stability
Entropy conservation can be merely expected when a reversible process is described by a
system of PDEs. In general, conservation laws are describing irreversible processes with
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69 Page 18 of 42 Journal of Scientific Computing (2020) 82 :69
discontinuous solutions. Hence, it cannot be expected that the entropy conservative moving
mesh DGSEM provides a physical meaningful discretization for the system (2.1). However,
the entropy conservative flux at the element interfaces can be augmented by an artificial
dissipation term.
In the literature, there are different strategies to add dissipation to an entropy conservative
flux. Here, dissipation is added via a matrix operator. This approach, for instance, has been
used in the context of gas dynamics by Chandrashekar [8]orWintersetal.[63].
The conservative variables ucan be written in dependence of the entropy variables w.
Differentiation of the conservative variables u=u(w)provides the symmetric positive
definite matrix u
w, since the system (2.1) is assumed to be symmetrizable (cf. e.g. [29]).
Thus, it follows by a Taylor expansion up to first order
[[u]] = u
w[[w]] + O|[[w]] |2,(2.92)
where the jump operator is defined by (2.75) at the interfaces. Furthermore, the system (2.1)
is hyperbolic. Thus, the flux Jacobian matrices fl
u,l=1,2,3, are diagonalizable and have
real eigenvalues λl
i(u)p
i=1R. The corresponding right eigenvector matrices are Rl.For
the Euler equations Merriam [47] has shown that there are block diagonal scaling matrices
such that the Hessian matrix of the entropy can be represented by scaled right eigenvector
matrices. This result has been generalized and is known as the eigenvector scaling theorem
(cf. Barth [2, Theorem 4]). Hence, according to the eigenvector scaling theorem, there are
symmetric block diagonal scaling matrices Tlwith
fl
u=˜
Rll(u)˜
R1
l,u
w=˜
Rl˜
RT
l,˜
Rl=RlTl,l=1,2,3,(2.93)
where l(u):= diag λl
1(u),...,λ
l
p(u). The flux Jacobian matrices gl
u=fl
uνlIp
have the real eigenvalues λl
i(u)νlp
i=1and the same right eigenvectors as the flux Jacobian
fl
u. We note that Ipis the p×pidentity matrix. Hence, it follows
gl
u=˜
Rll(ν, u)˜
R1
l,
l(ν, u):= diag λl
1(u)νl,...,λ
l
p(u)νl,
l=1,2,3.(2.94)
Furthermore, we obtain by (2.93)
gl
w=gl
uu
w=˜
Rll(ν, u)˜
RT
l,l=1,2,3.(2.95)
The Eq. (2.95) motivates the definition of the following matrix dissipation operators
Hl=ˆ
Rl|l|ˆ
RT
l,ˆ
Rl=R
lT
l,l=1,2,3.(2.96)
where the matrices R
l,T
l, depend on some averaged values of the states U,U+and they
are consistent with the right eigenvector matrix Rland the scaling matrix Tl. The matrix |l|
depends on the values λl
iUν
lp
i=1and λl
iU+ν+
lp
i=1. The matrix Hlneeds to
be a symmetric positive definite matrix. Therefore, the matrix |l|has to be chosen carefully.
In Appendix B.3, the matrices to construct the dissipation operator (2.96) for the compressible
Euler equations are given. There it can be also seen which average values are used to evaluate
the states U,U+in the matrices.
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Journal of Scientific Computing (2020) 82 :69 Page 19 of 42 69
The dissipation operator (2.96) is used to modify the Cartesian numerical surface flux at
the element interfaces as follows
GES
l:= GEC
l1
2Hl[[W]],l=1,2,3,(2.97)
where the Cartesian fluxes GEC
l,l=1,2,3, satisfy (2.65), (2.66), (2.67). The contravariant
surface numerical fluxes ˜
GEC
ˆnare computed by (2.77). We note that the dissipation operator
(2.96) is not used to modify the entropy conservative fluxes in the derivative projection
operator (2.64).
The numerical fluxes ˜
GES
ˆndo not provide an entropy conservative scheme, but the result
in Theorem 2.4 can be used to prove that the moving mesh DGSEM becomes entropy stable,
such that the discrete mathematical entropy is bounded at any time by its initial data, when
the numerical fluxes ˜
GES
ˆnare used at the element interfaces and it is assumed that the time
integration is exact and that properties like positivity preservation (of the water height, density
or pressure) are satisfied on the discrete level.
Corollary 2.7 Suppose the flux functions
GEC in the derivative projection operator (2.64)are
computed by Cartesian fluxes GEC
l,l =1,2,3, with the properties (2.65),(2.66),(2.67),the
numerical surface fluxes ˜
G
ˆn=˜
GES
ˆnare computed by the Cartesian fluxes GES
l,l =1,2,3,
given by (2.97)and periodic boundary conditions are used. Then the semi-discrete moving
mesh DGSEM (2.71)satisfies the discrete entropy inequality
¯
S(τ)¯
S(0),τ[0,T].(2.98)
Furthermore, with proper dissipative boundary conditions, the method satisfies again the
inequality (2.98)for non-periodic problems.
Proof We proceed as in the proof of Theorem 2.4 and obtain the equation
∂τ ¯
S(τ)=
Boundary
faces
E,N˜
ˆn−˜ν
ˆnWT˜
GES
ˆndS
Interior
faces
E,N[[ ˜
ˆn]]−{{˜νˆn}}[[]]−[[W]] T˜
GES
ˆndS.
(2.99)
Since the numerical surface fluxes ˜
GES
ˆnare computed by the Cartesian fluxes (2.97)andthe
fluxes GEC
l,l=1,2,3, satisfy (2.67), it follows
[[ ˜
ˆn]]−[[]]{{ ˜νˆn}} [[W]] T˜
GES
ˆn
=
3
l=1ˆsnl[[l]]−[[]]{{νl}} [[W]] TGEC
l+1
2[[W]]THl[[ W]]
=1
2
3
l=1ˆsnl[[W]] THl[[W]].
(2.100)
Since the matrices Hl,l=1,2,3, are symmetric positive definite and the outward normal
vectors of the curved elements are positive oriented, the Eq.(2.100) provides
Interior
faces
E,N[[ ˜
ˆn]]−{{˜νˆn}}[[]]−[[W]] T˜
GES
ˆndS 0.(2.101)
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69 Page 20 of 42 Journal of Scientific Computing (2020) 82 :69
Hence, we obtain the inequality
∂τ ¯
S(τ)
Boundary
faces
E,N˜
ˆn−˜ν
ˆnWT˜
GES
ˆndS.(2.102)
The right hand side of the inequality vanishes, since the method is investigated with periodic
boundary conditions. Hence, we obtain the the desired inequality (2.98)byintegrating(2.102)
over the temporal interval [0,T].
2.8 Free Stream Preservation for the Moving Mesh DGSEM
In this section, we check the discretization of the geometric and metric terms in time. Since DG
methods with the forward Euler discretization are unstable [9,16], we investigate directly the
discretization by an explicit RK method with s2 stages and the characteristic coefficients
aσ s
,σ =1,{bσ}s
σ=1,{cσ}s
σ=1. It is worth to mention that a Courant–Friedrichs–Lewy (CFL)
restriction is necessary when an explicit s-stage RK method is used in the DG framework.
In order to present the RK discretization of the semi-discrete DGSEM (2.71), it is beneficial
to write the method in the equivalent nodal representation. This representation is for all
i,j,k=0,...,N,givenby
Jijk
∂τ =V(ν)ijk,(2.103a)
JijkUijk
∂τ =G(ν)ijk,Uijk,(2.103b)
where the right hand sides are given by
V(ν)ijk:=
DN·
˜νijk +1
ωiωjωk
E,N
ijk˜ν
ˆn−˜νˆndS,(2.104)
G(ν)ijk,Uijk:=
DN·
˜
GEC
ijk 1
ωiωjωk
E,N
ijk˜
G
ˆn˜
GˆndS (2.105)
with the tensorial Lagrange polynomials ijkgiven by (2.47).
It should be noted that the solutions Jijk,i,j,k=0,...,N, of the ordinary differential
equations (ODEs) (2.103a) need to be positive. We note that the solutions Jijk,i,j,k=
0,...,Nof the ODEs (2.103a) are not used to compute the volume weighted contravariant
coordinate vectors Jal,l=1,2,3, in the right hand sides (2.104)and(2.105). These vectors
are computed from the mapping by the conservative curl form (2.52). Hence, the right hand
sides (2.104) are are independent of Jijk,i,j,k=0,...,N. Therefore, the solutions of the
ODEs (2.103a) are positive, if the grid velocity does not cause to much distortion in the mesh
which is ensured when the assumptions (A1)-(A3) are satisfied.
Next, the interval [0,T]is divided in time points tn. The step size of the time discretization
is t. The DGSEM solutions, the fluxes and the grid velocity field are approximated in the
time points tn, e.g. U(tn)Un. Then, the RK discretization of the semi-discrete DGSEM
is given by
for =1,...,s:
123
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Journal of Scientific Computing (2020) 82 :69 Page 21 of 42 69
J()
ijk =Jn
ijk +t
1
σ=1
aσ V(ν)n+σ
ijk ,(2.106a)
U()
ijk =Un
ijk +t
J()
ijk
1
σ=1
aσ G(ν)n+σ
ijk ,U(σ)
ijkV(ν)n+σ
ijk Un
ij,(2.106b)
Jn+1
ijk =Jn
ijk +t
s
σ=1
bσV(ν)n+σ
ijk ,(2.106c)
Un+1
ijk =Un
ijk +t
J(n+1)
ijk
s
σ=1
bσG(ν)n+σ
ijk ,U(σ)
ijkV(ν)n+σ
ijk Un
ijk,(2.106d)
where (ν)n+σ
ijk := νξ1
i2
j3
k,tn+cσtand ξ1
iN
i=0,ξ2
iN
i=0,ξ3
iN
i=0are sets of LGL
points. Next, we prove that the fully-discrete split form RK-DGSEM (2.106) satisfies the
free stream preservation property.
Theorem 2.8 Suppose the fully-discrete split form RK-DGSEM (2.106)is investigated with
periodic boundary conditions and the solution of the scheme is given by Un
ijk =C:=
c1,...,cpTRpfor all elements eκ(tn),κ=1,...,K , and the numerical fluxes satisfy
(2.65). Then, the constant states cl,l =1,..., p, are preserved in each Runge–Kutta stage
(2.106b). In particular, the solution of the fully-discrete DGSEM method at time level tn+1
is Un+1
ijk =C.
Proof Let {1,...,s}be an arbitrary fixed index. We are interested to investigate the
-th RK stage. Hence, without loss of generality, we can assume that U(σ) =Cfor all
σ=0,...,1. Then, since the flux
GEC satisfies (2.65), it follows
DN·
˜
GEC
ijk =2
N
m=0
Dim{{Ja1}}(i,m)jk ·
F(C)
+2
N
m=0
Djm{{Ja2}}i(j,m)k·
F(C)
+2
N
m=0
Dkm{{Ja3}}ij(k,m)·
F(C)
DN·
˜νn+σ
ijk
C.
(2.107)
Furthermore, since the metric terms are computed by the conservative curl form (2.52), we
obtain
2
N
m=0Dim{{Ja1}}(i,m)jk +Djm{{Ja2}}i(j,m)k+Dkm {{Ja3}} ij(k,m)
=
N
m=0Dim Ja1mjk +Djm Ja2imk +Dkm Ja3ijm=0.
(2.108)
Here we used the split form Lemma from Gassner et al. [23, Lemma 1] in the first step and in
the second step we used the identity (2.60) for the discrete metric identities. Thus, it follows
that
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69 Page 22 of 42 Journal of Scientific Computing (2020) 82 :69
DN·
˜
GEC
ijk =−
DN·
˜νn+σ
ijk
C.(2.109)
Similar, since the flux
Gsatisfies (2.65), follows
˜
G
ˆn˜
Gˆn=
3
l=1ˆsnlFl(C)−{{νn+σ
l}}Cˆsn·
F(C)(ν)n+σC
=−ˆsn·{{(ν)n+σ}} (ν)n+σC=−˜ν,n+σ
ˆn−˜νn+σ
ˆnC.
(2.110)
Thus, the Eqs. (2.109)and(2.110)give
G(ν)n+σ
ijk ,C=
DN·
˜νn+σ
ijk +1
ωiωjωk
E,N
ijk˜ν,n+σ
ˆn−˜νn+σ
ˆndS
C
=V(ν)n+σ
ijk C.(2.111)
Hence, the solution of the RK stage (2.106b)isgivenby
U()
ijk =C+t
J()
ijk
1
σ=1
aσ G(ν)n+σ
ijk ,CV(ν)n+σ
ijk C=C.(2.112)
Since the parameter was arbitrary chosen, it follows U()
ijk for all =1,...,s. In particular,
it follows
Un+1
ijk =C+t
Jn+1
ijk
s
σ=1
bσG(ν)n+σ
ijk ,CV(ν)n+σ
ijk C=C.(2.113)
This completes the proof of Theorem 2.8.
3 Numerical Results
The numerical computations in this section are performed with the open source code FLEXI1
and the three-dimensional high-order meshes for the simulations are generated with the open
source tool HOPR.2
We present tests on three dimensional moving hexahedral curved meshes for the com-
pressible Euler equations. Based on these tests we will evaluate the theoretical findings of
the previous sections. The three dimensional compressible Euler equations are given by
u
t+
∇·
f=0.(3.1)
1www.flexi-project.org.
2www.hopr-project.org.
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Journal of Scientific Computing (2020) 82 :69 Page 23 of 42 69
The state vector and the components of the block vector flux,
f,aregivenby
u=
ρ
ρu1
ρu2
ρu3
E
,f1=
ρu1
ρu2
1+p
ρu1u2
ρu1u3
(E+p)u1
,f2=
ρu2
ρu1u2
ρu2
2+p
ρu2u3
(E+p)u2
,f3=
ρu3
ρu1u3
ρu2u3
ρu2
3+p
(E+p)u3
,(3.2)
where the conservative variables are the density ρ, the momentum ρu=[ρu1u2u3]T
and the total energy E. In order to close the system, we assume an ideal gas such that the
pressure is defined as
p= 1)Eρ
2|u|2,(3.3)
where γis the adiabatic exponent. We choose γ=1.4 in the following experiments. The
system (3.1) is investigated in the domain =[xmin,xmax]3. At initial time t=0the
domain is divided in Knon-overlapping and conforming cartesian hexahedral elements
eκ(0),κ=1,...,K. For each element eκ(0),κ=1,...,K, the temporal distribution of a
grid point
xκ(0)=xκ
1(0),xκ
2(0),xκ
3(0)Teκ(0)(3.4)
is given by
xκ(t)=xκ(0)+0.05 Lsin (2πt)sin 2π
Lxκ
1(0)sin 2π
Lxκ
2(0)sin 2π
Lxκ
3(0),
(3.5)
where L:= xmax xmin.InFig.2, we show a slice through a three dimensional mesh
with K=163elements at initial time and at its maximal distortion. The mesh velocity is
calculated by exact differentiation of Eq. (3.5). Note that the formula (3.5) is a common
way to construct a deforming domain. For instance, similar formulas were used for the DG
methods in [37,64] and the collocation method in [66]. Furthermore, the five stage fourth order
low-storage two-register explicit RK method (RK4(3)5[2R+]) from Kennedy, Carpenter and
Lewis [34, Section 3.4.] is used for the time-integration in the numerical experiments. The
CFL restriction is computed as in [12]
t
min
1κK|hκ(tn)|CCFL
(2N+1)λmax
,(3.6)
where hκ(tn)is the minimum element size of eκ(tn),CCFL (0,1]and λmax is the largest
advective wave speed at the current time level traveling in either the x1,x2,x3-direction.
3.1 Experimental Convergence Rates
In this section, we verify the high-order approximation of the moving DGSEM (2.71). For
this purpose, we investigate the domain =[1,1]3and apply the method of manufactured
solutions. Thus, we assume a solution of the form
123
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Fig. 2 A slice through a three dimensional mesh with K=163elements at initial time (left) and at its maximal
distortion (right)
U(x,t)=
ρ(x,t)
ρu1(x,t)
ρu2(x,t)
ρu3(x,t)
E(x,t)
=
2+0.1sin(π(x1+x2+x32·0.3t))
2+0.1sin(π(x1+x2+x32·0.3t))
2+0.1sin(π(x1+x2+x32·0.3t))
2+0.1sin(π(x1+x2+x32·0.3t))
[2+0.1sin(π(x1+x2+x32·0.3t))]2
.(3.7)
We plug solution (3.7) into the Euler system and compute the residual using a computer
algebra system. This term is used as a source term in our convergence tests. We note that this
term is handled and discretized as a solution independent part in the numerical computation.
We run the convergence test with periodic boundary conditions. Furthermore, the moving
mesh DGSEM (2.71) is applied with the flux function in Appendix B.1 as volume and surface
flux. In addition, the surface flux is stabilized by the dissipation operator in Appendix B.3.
Besides using the grid point distribution given in (3.5), we also compute static reference
solutions, by setting the grid velocity to zero. In this case, the moving mesh DGSEM (2.71)
degenerates to the split form DGSEM for static meshes [23,24].
In Table 1, we list the experimental order of convergence (EOC) and L2errors for the
conservative variables that we obtain for polynomials with odd degree N=3onastatic
mesh (top) and on a moving mesh (bottom). To calculate the L2norm, we interpolate the
polynomial solution to a higher degree (at least twice the degree of the solution) and perform
integration on that higher degree. The convergence rates on the moving mesh are not as
good as on a static mesh, which can be justified by the high distortion in the mesh from the
grid point distribution formula (3.5). However, with an increasing number of elements the
same convergence rates as on a static mesh are almost reached. Moreover, the experimental
order of convergence (EOC) and L2errors for the conservative variables that we obtain for
polynomials with even degree N=4 are listed in the Table 2. We observe a similar behavior
as for the odd degree N=3. This indicate the high-order approximation properties of the
moving mesh DGSEM.
3.2 Entropy Analysis Validation
The three dimensional Euler equations (3.1) are equipped with the entropy/entropy flux pairs
s=− ρς
γ1,fs
l=−ρςul
γ1,l=1,2,3,(3.8)
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Table 1 Experimental order of convergence (EOC) and L2errors at time T=5 for the Euler manufactured solution test (3.7)
KL
2(ρ)EOC(ρ) L2(ρu1)EOCu1)L2(ρu2)EOCu2)L2(ρu3)EOCu3)L2(E)EOC(E)
232.84E02 2.74E02 2.74E02 2.74E02 5.47E02
435.54e-03 2.36 5.43E03 2.34 5.43E03 2.34 5.43E03 2.34 1.03E03 2.40
834.35E05 6.99 4.28E05 6.99 4.28E05 6.99 4.28E05 6.99 1.06E04 6.61
1632.10E06 4.37 2.07E06 4.37 2.08E06 4.37 2.07E06 4.37 5.33E06 4.31
3231.26E07 4.06 1.24E07 4.06 1.24E07 4.06 1.24E07 4.06 3.19E07 4.06
6437.82E09 4.01 7.67E09 4.01 7.67E09 4.01 7.67E09 4.01 1.97E08 4.01
234.16E02 3.73E02 3.73E02 3.73E02 5.61E02
433.77E03 3.46 3.52E03 3.41 3.52E03 3.41 3.52E03 3.41 6.06E03 3.21
831.99E04 4.25 1.75E04 4.33 1.75E04 4.33 1.75E04 4.33 3.24E04 4.23
1635.37E06 5.21 4.91E06 5.16 4.91E06 5.16 4.91E06 5.16 1.20E05 4.75
3232.18E07 4.62 2.07E07 4.57 2.07E07 4.57 2.07E07 4.57 5.83E07 4.36
6431.45E08 3.92 1.34E08 3.95 1.34E08 3.95 1.34E08 3.95 3.95E08 3.88
The moving mesh DGSEM is used with N=3 on a static mesh (top) and on a moving mesh (bottom) with the grid point distribution (3.5)
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Table 2 Experimental order of convergence (EOC) and L2errors at time T=5 for the Euler manufactured solution test (3.7)
KL
2(ρ)EOC(ρ) L2(ρu1)EOCu1)L2(ρu2)EOCu2)L2(ρu3)EOCu3)L2(E)EOC(E)
236.99E03 6.64E03 6.64E03 6.64E03 1.16E02
434.02E04 4.12 3.97E04 4.06 3.97E04 4.06 3.97E04 4.06 7.96E04 3.87
834.50E06 6.48 4.50E06 6.47 4.50E06 6.47 4.50E06 6.47 1.16E05 6.10
1631.37E07 5.04 1.38E07 5.02 1.38E07 5.02 1.38E07 5.02 3.66E07 4.98
3234.33E09 4.98 4.40E09 4.97 4.40E09 4.97 4.40E09 4.97 1.16E08 4.97
6431.36E10 4.99 1.38E10 4.99 1.38E10 4.99 1.38E10 4.99 3.66E10 4.99
231.02E02 9.06E03 9.06E03 9.06E03 1.45E02
434.53E04 4.50 4.13E04 4.46 4.13E04 4.46 4.13E04 4.46 7.18E04 4.33
831.10E05 5.37 1.02E05 5.35 1.02E05 5.35 1.02E05 5.35 1.86E05 5.27
1631.91E07 5.85 1.72E07 5.88 1.72E07 5.88 1.72E07 5.88 3.81E07 5.61
3237.28E09 4.71 6.33E09 4.77 6.33E09 4.77 6.33E09 4.77 1.38E08 4.78
6432.79E10 4.71 2.38E10 4.74 2.38E10 4.74 2.38E10 4.74 5.40E10 4.68
The moving mesh DGSEM is used with N=4 on a static mesh (top) and on a moving mesh (bottom) with the grid point distribution (3.5)
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where ς=log pργ. We are interested in the behavior of the discrete entropy conservation
error
S(T)=¯
S(T)¯
S(0),(3.9)
where ¯
S(·)is computed by (2.78). Therefore, we investigate the inviscid Taylor-Green vortex
(TGV) test case [56] in the domain =[0,2π]3. The inviscid TGV can be a challenging test
case regarding the robustness of a numerical scheme, partly because the dynamics produce
arbitrarily small scales. The flow field is thus by design under-resolved, which makes it a
suitable test case to investigate the entropy conservation properties of the scheme. The TGV
evolves from the initial data
ρ=1,
u=[sin (x1)cos (x2)cos (x3),cos (x1)sin (x2)cos (x3),0]T,
p=p0+1
16 (cos (2x1)+cos (2x2)) (cos (2x3)+2).
(3.10)
To render the simulation close to incompressible, the Mach number M0=1
γp0is set to 0.1
by adjusting the pressure correspondingly. We run the simulation with K=163elements
and periodic boundary conditions. The final time is chosen to be T=13. Furthermore,
we apply the flux function in Appendix B.1 to compute the derivative projection operator
(2.64). To calculate the discrete integral entropy, the SBP mass matrices are used directly.
In Fig. 3we present a log-log plot of the entropy conservation error for N=3,4. We
note that the flux in Appendix B.1 is used as surface flux without a dissipation term in
these computations, rendering the semi-discrete discretization fully entropy conserving. As
expected, we observe the reduction of the remaining entropy conservation error according to
the order of the RK method for decreasing CFL numbers. In Fig. 4the temporal evolution of
the entropy conservation errors S(T)is given. The CFL number is set to CCFL =0.125 and
polynomial degrees N=3andN=4 are used. We observe that the entropy conservation
error S(T)is constant in time (dashed line) when the flux in Appendix B.1 is used without
a dissipation term. This indicates the entropy conservation in the TVG test case. On the other
hand the entropy conservation error S(T)is decreasing in time (solid line) when the surface
flux is stabilized by the dissipation term in Appendix B.3. Thus, the moving mesh DGSEM
is an entropy stable scheme in this test case. These observations agree with the results in
Theorem 2.4 and Corollary 2.6.
3.3 Robustness Test
As has been stated in Sect. 3.2 and noted in literature [50,62], the inviscid TGV is a notoriously
challenging test case for the stability of the numerical scheme. While for lower polynomial
degrees calculations may be possible, high-order simulations are known to crash even if
aliasing-reducing methods like polynomial dealiasing are used [50]. Thus, we use the TGV
test case (3.10) to demonstrate the increased robustness of the entropy stable moving mesh
DGSEM. To do so, we run the simulation up to T=13 using a polynomial degree of N=7
on three different meshes employing K1=143,K2=193and K3=263elements. These
cases correspond to the most restrictive simulations from [50]. Again, the point distribution
given in (3.5) is used. We use the flux function in Appendix B.1 as volume and surface flux
and stabilize the surface flux by the dissipation operator in Appendix B.3.
123
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Fig. 3 Log-log plot of the entropy conservation errors S(T)for the Euler equations with initial data (3.10).
The errors are given at time T=13 for polynomials with degree N=3 (solid line) and N=4 (dotted line)
on a curved moving mesh with K=163elements
Fig. 4 Temporal evolution of the entropy conservation errors S(T)for the Euler equations with initial data
(3.10). The flux in Appendix B.1 is used as surface flux without dissipation (solid line) and with the dissipation
term in Appendix B.3 (dashed line)
Using the entropy stable moving DGSEM, we were able to run all simulations until
final time. This shows that the consistent dissipation operators in combination with the
entropy conservative volume fluxes can lead to superior stability properties. We note that
simulations without dissipative surface fluxes crash before reaching the final time for higher-
order simulations (N3). This highlights the role that entropy conservation plays in the
stabilization of challenging numerical problems.
3.4 Free Stream Preservation Validation
We consider the Euler equations (3.1) on the domain =[0,2π]3with the initial data
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Table 3 Free stream preservation test for N=3 (top) and N=4 (bottom)
CCFL L(ρ)L(ρu1)L(ρu2)L(ρu3)L(E)
0.95 2.47E14 1.40E12 4.46E12 4.48E12 1.33E12
0.5 2.47E14 1.40E12 4.46E12 4.48E12 1.33E12
0.25 2.70E14 1.40E12 4.46E12 4.48E12 1.36E12
0.125 3.10E14 1.40E12 4.46E12 4.48E12 1.43E12
0.0625 3.78E14 1.40E12 4.46E12 4.48E12 1.56E12
0.95 2.07E14 1.24E12 5.28E12 5.21E12 1.12E12
0.5 2.49E14 1.24E12 5.28E12 5.21E12 1.30E12
0.25 2.81E14 1.24E12 5.28E12 5.21E12 1.34E12
0.125 3.32E14 1.24E12 5.28E12 5.21E12 1.40E12
0.0625 4.24E14 1.24E12 5.28E12 5.21E12 1.59E12
The Lerrors measure the difference between the initial data (3.11) and the numerical solution at time T=20
for different constants CCFL
U(x,t)=
ρ(x,t)
ρu1(x,t)
ρu2(x,t)
ρu3(x,t)
E(x,t)
=
1
0.3
0
0
17
.(3.11)
The entropy stable DGSEM is applied with the flux function in Appendix B.1 as volume and
surface flux as well as the dissipation operator in Appendix B.3 to stabilize the surface flux.
We apply K=163elements, the formula (3.5) to describe the displacement of the mesh
points and periodic boundary conditions are used in the simulation. Furthermore, the final
time is set to T=20. In Table 3,wepresenttheL
errors between the initial data (3.11)
and the numerical solution at time T=20 for polynomials of degree N=3 (top), N=4
(bottom) and different CFL numbers CCFL. The errors are computed by super sampling the
polynomial solution, at least doubling the amount of nodes per direction from the underlying
solution. We observe that the errors are close to zero and vary slightly for the different CFL
numbers. These results indicate the compliance of the free stream preservation property.
4 Conclusions
In this work a moving mesh DGSEM to solve non-linear conservation laws has been con-
structed and analyzed. The semi-discrete method is provably entropy stable and the free
stream preservation property is satisfied for each explicit s-stage Runge–Kutta method.
The moving mesh DGSEM has been presented for three dimensional conservation laws.
The derivatives in space are approximated with high-order derivative matrices which are
SBP operators. Furthermore, the split form DG framework [23,24] has been used to avoid
aliasing in the discretization of the volume integrals. In addition, two-point flux functions
with the generalized entropy condition (2.67) are used in the split form DG framework. These
modules in the spatial discretization are the basis to prove that the moving mesh DGSEM
is an entropy stable scheme, when periodic boundary conditions are used. Non-periodic
boundary conditions require the construction of suitable dissipative boundary conditions to
enforce the entropy stability. The discrete entropy analysis requires the assumptions that the
123
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69 Page 30 of 42 Journal of Scientific Computing (2020) 82 :69
time derivatives can be evaluated exactly and that properties like positivity preservation (of
the water height, density or pressure) are satisfied on the discrete level. Operations like the
integration-by-parts formula are mimicked by the SPB operators on the discrete level.
The three dimensional Euler equations have been considered to verify the proven properties
of the moving mesh DGSEM in our numerical experiments. We presented convergence tests
for smooth test problems to verify that the split form DG framework provides also on a
moving mesh a high-order accurate approximation. Furthermore, the numerical robustness
tests in the Sect. 3.3 emphasize the relevance of the entropy stable DGSEM, since the method
was able to run the challenging inviscid TGV test case until final time.
Acknowledgements Open Access funding provided by Projekt DEAL. Gero Schnücke and Gregor Gassner
are supported by the European Research Council (ERC) under the European Union’s Eights Framework
Program Horizon 2020 with the research project Extreme, ERC Grant Agreement No. 714487. The authors
gratefully acknowledge the support and the computing time on “Hazel Hen” provided by the HLRS through
the project “hpcdg”.
Open Access This article is licensed under a Creative Commons Attribution 4.0 International License, which
permits use, sharing, adaptation, distribution and reproduction in any medium or format, as long as you give
appropriate credit to the original author(s) and the source, provide a link to the Creative Commons licence,
and indicate if changes were made. The images or other third party material in this article are included in the
article’s Creative Commons licence, unless indicated otherwise in a credit line to the material. If material is
not included in the article’s Creative Commons licence and your intended use is not permitted by statutory
regulation or exceeds the permitted use, you will need to obtain permission directly from the copyright holder.
To view a copy of this licence, visit http://creativecommons.org/licenses/by/4.0/.
A Proof for Lemma 2.1
In this section, we prove Lemma 2.1. For the sake of simplicity we present merely the proof
in two dimensions. The three dimensional proof can be done by the same argumentation.
A way to compute the two dimensional bijective isoparametric transfinite mapping is given
in the book of Kopriva [36, Chapter 6, equation (6.18)]. The mapping is for all ξ12TE
and τ[0,T]given by
eκ(t)x(t)=χξ12=1
21ξ1IN
4ξ2+1+ξ1IN
2ξ2
+1
21ξ2IN
1ξ1+1+ξ2IN
3ξ1
1
41+ξ1"1ξ2IN
1(1)+1+ξ2IN
3(1)#
1
41ξ1"1ξ2IN
1(1)+1+ξ2IN
3(1)#.
(A.1)
It is worth to mention that the mapping χξ12matches with the boundary faces in the
interpolation points. The location of the curved faces
1ξ1,
2ξ2,
3ξ1and
4ξ2is sketched in Fig. 5.
In the following, e1(t)and e2(t)are two neighboring elements which share the same
boundary face. Without loss of generality the elements share the face
1
3=
2
1as it is
illustrated in Fig. 6. Then, for the elements el(t),l=1,2, the grid velocity field is given by
νlξ12=1
21ξ1IN
∂τ
l
4ξ2+1+ξ1INd
dt
l
2ξ2,t
123
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Journal of Scientific Computing (2020) 82 :69 Page 31 of 42 69
Fig. 5 Left the reference element E=[1,1]2and on the right a general quadrilateral element ek(t)with
the curved faces
1ξ1,
2ξ2,
3ξ1and
4ξ2. The mapping χξ12connects
Eand ek(t)
Fig. 6 Two elements e1(t)and
e2(t)of a conforming mesh
sharing the same curved
boundary (dotted curve)
+1
21ξ2IN
∂τ
l
1ξ1+1+ξ2IN
∂τ
l
3ξ1
1
41+ξ11ξ2IN
∂τ
l
1(1)
+1+ξ2IN
∂τ
l
3(1)
1
41ξ11ξ2IN
∂τ
l
1(1)
+1+ξ2IN
∂τ
l
3(1),(A.2)
since it holds the identity
∂τ IN
l
i=IN
∂τ
l
i,l=1,2,and i=1,2,3,4.(A.3)
Furthermore, since for l=1,2, and i=1,2,3,4, the faces
l
i(·,·,t)are continuously
differentiable in the time interval [0,T], it holds
IN
∂τ
1
4(1)=IN
∂τ
1
3(1),IN
∂τ
1
2(1)=IN
∂τ
1
3(1),
(A.4)
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69 Page 32 of 42 Journal of Scientific Computing (2020) 82 :69
IN
∂τ
2
4(1)=IN
∂τ
2
1(1),IN
∂τ
2
2(1)=IN
∂τ
2
1(1),
(A.5)
∂τ
1
3ζj=d
dt
2
1ζj,j=0,...,N,(A.6)
where ζjN
j=0are interpolation points.
For the element e1(t)the points along the interface with e2(t)are mapped in the set
{(ξ,1):ξ[1,1]}. Hence, the grid velocity becomes
ν1(ξ,1)=IN
∂τ
1
3(ξ,τ),ξ[1,1](A.7)
by (A.4). On the opposite, for the element e2(t)the points along the interface with e1(t)are
mapped in the set {(ξ,1):ξ[1,1]}and we obtain
ν2(ξ,1)=IN
∂τ
2
1(ξ,τ),ξ[1,1],(A.8)
by (A.5). Thus, we obtain ν1(·,1)=ν2(·,1)by (A.6). This proves that the grid
velocity is continuous in the interface points of the two neighboring elements.
B Entropy Stable Moving Mesh Euler Fluxes
We present entropy stable Cartesian fluxes GEC
l,l=1,2,3, for the compressible Euler
equations (3.1) equipped with the entropy/entropy flux pairs (3.8). Then the entropy variables
are given by
w=γς
γ1β|u|2,2βu1,2βu2,2βu3,2βT
,with β:= ρ
2p(B.1)
and the entropy functionals are given by
φ=wTus=ρ, ψl=wTflfs
l=ρul,l=1,2,3.(B.2)
B.1 Entropy Conservative Euler Flux Based on the Flux in [8]
In the following the logarithmic mean {{·}}log will be used. For two positive states aand a+,
the logarithmic mean is defined by
{{a}}log := *[[ a]]
[[log(a)]] ,if a= a+,
a,if a=a+.(B.3)
A numerically stable procedure to compute the logarithmic mean (B.3) is provided by Ismail
and Roe [33, Appendix B]. Friedrich et al. [21, Theorem 3] constructed the following state
function
U#=
{{ρ}}log
{{ρ}}log {{u1}}
{{ρ}}log {{u2}}
{{ρ}}log {{u3}}
{{ρ}}log
2(γ1){{β}}log +1
2{{ρ}}log |u|2
,(B.4)
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Journal of Scientific Computing (2020) 82 :69 Page 33 of 42 69
where
|u|2=2{{ u1}}2+{{u2}}2+{{u3}}2{{ u2
1}} + {{u2
2}} + {{u2
3}}.(B.5)
The state function (B.4) is consistent, symmetric and it holds
[[w]]TU#=[[ρ]] = [[φ]] .(B.6)
In [40, Eg. (3.4) p. 1974] LeFloch et al. gave a general formula to compute entropy con-
servative numerical state flux-functions. Furthermore, Chandrashekar constructed in [8]a
kinetic energy preserving and entropy conservative (KEPEC) numerical flux function for the
compressible Euler equations. In the x1-direction Chandrashekar’s KEPEC flux is given by
FEC_CH
1=
{{ρ}}log {{u1}}
{{ρ}}log {{u1}}2+{{ρ}}
2{{β}}
{{ρ}}log {{u1}}{{u2}}
{{ρ}}log {{u1}}{{u3}}
{{ρ}}log {{u1}} 1
2(γ1){{β}}log +1
2|u|2+{{ ρ}} {{ u1}}
2{{β}}
.(B.7)
The flux (B.7) is consistent with f1and symmetric. In particular, Chandrashekar proved that
[[w]]TFEC_CH
1=[[ρu1]] = [[ψ1]] .(B.8)
The state function (B.4) and the flux function (B.7) are used to construct the flux
GEC_CH
1=FEC_CH
1−{{ν1}} U#=
{{ρ}}log {{u1ν1}}
{{ρ}}log {{u1ν1}}{{u1}} + {{ρ}}
2{{β}}
{{ρ}}log {{u1ν1}}{{u2}}
{{ρ}}log {{u1ν1}}{{u3}}
{{ρ}}log {{u1ν1}} 1
2(γ1){{β}}log +1
2|u|2+{{ ρ}} {{ u1}}
2{{β}}
.
(B.9)
The flux (B.9) is consistent with g1=f1ν1u, symmetric and it follows
[[w]]TGEC_CH
1=[[w]] TFEC_CH
1−{{ν1}} [[w]]TU#=[[ψ1]] {{ν1}} [[φ]] (B.10)
by (B.6)and(B.8). In the same way, the x2-direction and the x3-direction of Chandrashekar’s
KEPEC flux can be used to construct
GEC_CH
2=
{{ρ}}log {{u2ν2}}
{{ρ}}log {{u1}}{{u2ν2}}
{{ρ}}log {{u2}}{{u2ν2}} + {{ρ}}
2{{β}}
{{ρ}}log {{u2ν2}}{{u3}}
{{ρ}}log {{u2ν2}} 1
2(γ1){{β}}log +1
2|u|2+{{ ρ}} {{ u2}}
2{{β}}
(B.11)
and
GEC_CH
3=
{{ρ}}log {{u3ν3}}
{{ρ}}log {{u1}}{{u3ν3}}
{{ρ}}log {{u2}}{{u3ν3}}
{{ρ}}log {{u3}}{{u3ν3}} + {{ρ}}
2{{β}}
{{ρ}}log {{u3ν3}} 1
2(γ1){{β}}log +1
2|u|2+{{ ρ}} {{u3}}
2{{β}}
.(B.12)
123
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69 Page 34 of 42 Journal of Scientific Computing (2020) 82 :69
The fluxes (B.11), (B.12) are consistent with g2=f2ν2u,g3=f3ν3u, symmetric and
satisfy
[[w]]TGEC_CH
2=[[w]] TFEC_CH
2−{{ν2}} [[w]]TU#=[[ψ2]]−{{ν2}}[[φ]] ,(B.13)
[[w]]TGEC_CH
3=[[w]] TFEC_CH
3−{{ν3}} [[w]]TU#=[[ψ3]]−{{ν3}}[[φ]] .(B.14)
B.2 Entropy Conservative Euler Flux Based on the Flux in [55]
Ranocha constructed in his PHD thesis [55] another KEPEC numerical flux for the com-
pressible Euler equations. We proceed as in the Appendix B.1 and use the state (B.4)and
Ranocha’s flux to construct the following two-point flux functions
GEC_R
1=
{{ρ}}log {{u1ν1}}
{{ρ}}log {{u1ν1}}{{u1}} + {{ p}}
{{ρ}}log {{u1ν1}}{{u2}}
{{ρ}}log {{u1ν1}}{{u3}}
{{ρ}}log {{u1ν1}} 1
2(γ1){{β}}log +1
2|u|2+2{{ p}} {{u1}} {{ pu1}}
,(B.15a)
GEC_R
2=
{{ρ}}log {{u2ν2}}
{{ρ}}log {{u1}}{{u2ν2}}
{{ρ}}log {{u2}}{{u2ν2}} + {{ p}}
{{ρ}}log {{u2ν2}}{{u3}}
{{ρ}}log {{u2ν2}} 1
2(γ1){{β}}log +1
2|u|2+2{{ p}} {{u2}} {{ pu2}}
,(B.15b)
and
GEC_R
3=
{{ρ}}log {{u3ν3}}
{{ρ}}log {{u1}}{{u3ν3}}
{{ρ}}log {{u2}}{{u3ν3}}
{{ρ}}log {{u3}}{{u3ν3}} + {{ p}}
{{ρ}}log {{u3ν3}} 1
2(γ1){{β}}log +1
2|u|2+2{{ p}} {{u3}} {{ pu3}}
.
(B.15c)
The flux functions (B.15) are consistent with g1,g2,g3, symmetric and satisfy
[[w]]TGEC_R
l=[[ψl]]−{{νl}}[[φ]],l=1,2,3.(B.16)
B.3 Matrix Dissipation Term for the Euler Flux
We will use the Euler fluxes from the previous Appendices B.1 and B.2 with the dissipation
operators form Winters et al. [63]. In the following, the matrices to construct the entropy
stable dissipation operators (2.96) are listed. The average components of the dissipation term
in the x1-direction are given by
R
1=
11001
{{u1}} ¯c{{u1}} 00{{u1}} + ¯c
{{u2}} {{u2}} 10 {{ u2}}
{{u3}} {{u3}} 01 {{ u3}}
¯
h−{{u1}} ¯c1
2|u|2{{ u2}} {{u3}} ¯
h+{{u1}} ¯c
,(B.17)
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T
1=diag
+{{ρ}}log
2γ,+(γ1)
γ{{ρ}}log ,+{{ρ}}
2{{β}} ,+{{ρ}}
2{{β}} ,+{{ρ}} log
2γ
,(B.18)
1=diag (|{{u1ν1}} ¯c|,|{{u1ν1}} |,|{{u1ν1}}|,|{{ u1ν1}}|,|{{u1ν1}} + ¯c|),
(B.19)
where
¯c:= +γ{{ρ}}
2{{ρ}}log {{β}} ,¯
h:= γ
2(γ1){{β}}log +1
2|u|2.(B.20)
In the x2-direction the components are given by
R
2=
10101
{{u1}} 1{{u1}} 0{{ u1}}
{{u2}} ¯c0{{u2}} 0{{ u2}} + ¯c
{{u3}} 0{{u3}} 1{{ u3}}
¯
h−{{u2}} ¯c{{u1}} 1
2|u|2{{ u3}} ¯
h+{{u2}} ¯c
,(B.21)
T
2=diag
+{{ρ}}log
2γ,+{{ρ}}
2{{β}} ,+(γ1)
γ{{ρ}}log ,+{{ρ}}
2{{β}} ,+{{ρ}} log
2γ
,(B.22)
2=diag (|{{u2ν2}} ¯c|,|{{u2ν2}} |,|{{u2ν2}}|,|{{ u2ν2}}|,|{{u2ν2}} + ¯c|),
(B.23)
andinthex3-direction the components are given by
R
3=
1001 1
{{u1}} 10{{u1}} {{u1}}
{{u2}} 01{{ u2}} {{u2}}
{{u3}} ¯c00{{u3}} {{u3}} + ¯c
¯
h−{{u3}} ¯c{{u1}} {{u2}} 1
2|u|2¯
h+{{u3}} ¯c
,(B.24)
T
3=diag
+{{ρ}}log
2γ,+{{ρ}}
2{{β}} ,+{{ρ}}
2{{β}} ,+(γ1)
γ{{ρ}}log ,+{{ρ}}log
2γ
,(B.25)
3=diag (|{{u3ν3}} ¯c|,|{{u3ν3}} |,|{{u3ν3}}|,|{{ u3ν3}}|,|{{u3ν3}} + ¯c|).
(B.26)
C Proofs of Entropy Conservation for Advection Terms
In this section, we apply the following identities which result from the properties of the SBP
operator Q
N
i,j=0
Qij[[a]](i,j){{b}} (i,j)=
N
i,j=0
Qijaibj(aNbNa0b0),(C.1)
N
i,j=0
Qij[[a]](i,j){{b}} (i,j){{c}}(i,j)=
N
i,j=0
2Qijai{{b}}(i,j){{c}} (i,j)(aNbNcNa0b0c0),
(C.2)
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69 Page 36 of 42 Journal of Scientific Computing (2020) 82 :69
where {a}N
i=0,{b}N
i=0and {c}N
i=0are generic nodal values. These identities can be proven in
a similar way as the discrete split forms in Lemma 1 in [23]. Thus, we skip a proof in this
paper.
C.1 Proof for Eq. (2.84)
The flux
GEC satisfies the symmetry property (2.66) and the SBP property (2.59) provides
2ωiDim =2Qim =Qim Qmi +Bim,i,m=0,...,N.(C.3)
Thus, we obtain
DN·
˜
GEC,W N
=
N
j,k=0
ωjωk
N
i,m,k=0
Qim[[W]] T
(i,m)j
GEC νijk,νmjk,Uijk,Umjk·{{Ja1}}(i,m)jk
+
N
j,k=0
ωjωk
N
i,m=0
BimWT
ijk
GEC νijk,νmjk,Uijk,Umjk·{{Ja1}}(i,m)jk
+
N
i,k=0
ωiωk
N
j,m=0
Qjm[[W]] T
i(j,m),k
GEC νijk,νimk,Uijk,Uimk·{{Ja2}}i(j,m)k
+
N
i,k=0
ωiωk
N
j,m=0
BjmWT
ijk
GEC νijk,νimk,Uijk,Uimk·{{Ja2}}i(j,m)k
+
N
i,j=0
ωiωj
N
j,m=0
Qkm[[W]]T
ij(k,m)
GEC νijk,νijm,Uijk,Uijm·{{Ja3}}ij(k,m)
+
N
i,j=0
ωiωj
N
j,m=0
BkmWT
ijk
GEC νijk,νijm,Uijk,Uijm·{{Ja3}}ij(k,m)
(C.4)
by the same calculation as in [21, Appendix C.1., Equations (C.4) and (C.5)] or [24, Appendix
B.3., Equation (B.31)]. To evaluate the fluxes
GEC at the element interfaces, we apply the
consistence condition (2.65), such that e.g.
GEC νNjk,νNjk,UNjk,UNjk=
FUNjk−{{ν}}(N,N)jkUNjk =
GNjk,
j,k=0,...,N.(C.5)
This provides the identity
N
j,k=0
ωjωk
N
i,m=0
BimWT
ijk
GEC νijk,νmjk,Uijk,Umjk·{{Ja1}}(i,m)jk
+
N
i,k=0
ωiωk
N
j,m=0
BjmWT
ijk
GEC νijk,νimk,Uijk,Uimk·{{Ja2}}i(j,m)k
123
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+
N
i,j=0
ωiωj
N
k,m=0
BkmWT
ijk
GEC νijk,νijm,Uijk,Uijm·{{Ja3}}ij(k,m)
=
N
j,k=0
ωjωkWT
Njk
GNjk ·Ja1NjkWT
0jk
G0jk ·Ja10jk
+
N
i,k=0
ωiωkWT
iNk
GiNk ·Ja2iNkWT
i0k
Gi0k·Ja2i0k
+
N
i,j=0
ωiωjWT
ijN
GijN ·Ja3ijNWT
ij0
Gij0·Ja3ij0
=
E,N
WT
˜
G·ˆndS.(C.6)
Next, we investigate the first sum on the right hand side in the Eq.(C.4). Since the fluxes
GEC
l,l=1,2,3, satisfy the entropy condition (2.67), follows
N
j,k=0
ωjωk
N
i,m=0
Qim[[W]] T
(i,m)jk
GEC νijk,νmjk,Uijk,Umjk·{{Ja1}}(i,m)jk
=
N
j,k=0
ωjωk
N
i,m=0
Qim[[W]] T
(i,m)jkGEC
1νijk,νmjk,Uijk,Umjk{{Ja1
1}}(i,m)jk
+
N
j,k=0
ωjωk
N
i,m=0
Qim[[W]] T
(i,m)jkGEC
2νijk,νmjk,Uijk,Umjk{{Ja1
2}}(i,m)jk
+
N
j,k=0
ωjωk
N
i,m=0
Qim[[W]] T
(i,m)jkGEC
3νijk,νmjk,Uijk,Umjk{{Ja1
3}}(i,m)jk
=
N
j,k=0
ωjωk
N
i,m=0
Qim [[1]](i,m)jk −{{ν1}}(i,m)jk[[ ]](i,m)jk{{ Ja1
1}}(i,m)jk
+
N
j,k=0
ωjωk
N
i,m=0
Qim [[2]](i,m)jk −{{ν2}}(i,m)jk[[ ]](i,m)jk{{ Ja1
2}}(i,m)jk
+
N
j,k=0
ωjωk
N
i,m=0
Qim [[3]](i,m)jk −{{ν3}}(i,m)jk[[ ]](i,m)jk{{ Ja1
3}}(i,m)jk.
(C.7)
For l=1,2,3, the SPB properties (C.1)and(C.2) provide
N
j,k=0
ωjωk
N
i,m=0
Qim [[l]](i,m)jk −{{νl}}(i,m)jk[[]] (i,m)jk{{Ja1
l}}(i,m)jk
=−
N
j,k=0
ωjωk(l)Njk (νl)NjkNjkJa1
lNjk
123
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69 Page 38 of 42 Journal of Scientific Computing (2020) 82 :69
(l)0jk (νl)0jk 0jkJa1
l0jk
+
N
i,j,k=0
ωiωjωk(l)ijk
N
m=0
Dim Ja1
lmjk
N
i,j,k=0
ωiωjωkijk
N
m=0
2Dim{{νl}}(i,m)jk{{ Ja1
l}}(i,m)jk.(C.8)
Hence, we obtain the identity
N
j,k=0
ωjωk
N
i,m=0
Qim[[W]] T
(i,m)jk
GEC νijk,νmjk,Uijk,Umjk·{{Ja1}}(i,m)jk
=−
N
j,k=0
ωjωk
Njk (ν)Njk Njk·Ja1Njk
0jk
(ν)0jk 0jkJa10jk
+
N
i,j,k=0
ωiωjωk
ijk ·N
m=0
Dim Ja1mjk
N
i,j,k=0
ωiωjωkijk
N
m=0
2Dim{{ ν}}(i,m)jk ·{{Ja1}}(i,m)jk.
(C.9)
By the same computation, the third sum on the right hand side in the Eq. (C.4) becomes
N
i,k=0
ωiωk
N
j,m=0
Qjm[[W]] T
i(j,m)k
GEC νijk,νimk,Uijk,Uimk·{{Ja2}}i(j,m)k
=−
N
i,k=0
ωiωk
iNk (ν)iNk iNk·Ja2iNk 
i0k
(ν)i0ki0kJa2i0k
+
N
i,j,k=0
ωiωjωk
ijk ·N
m=0
Djm Ja2imk
N
i,j,k=0
ωiωjωkijk
N
m=0
2Djm{{ ν}}i(j,m)k·{{Ja2}}i(j,m)k
(C.10)
and the sum next-to-last on the right hand side in the Eq. (C.4) becomes
N
i,j=0
ωiωj
N
k,m=0
Qkm[[W]]T
ij(k,m)
GEC νijk,νijm,Uijk,Uijm·{{Ja3}}ij(k,m)
=−
N
i,j=0
ωiωj
ijN (ν)ijN ijN·Ja3ijN
ij0
(ν)ij0ij0Ja3ij0
123
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Journal of Scientific Computing (2020) 82 :69 Page 39 of 42 69
+
N
i,j,k=0
ωiωjωk
ijk ·N
m=0
Dkm Ja3ijm
N
i,j,k=0
ωiωjωkijk
N
m=0
2Dkm{{ ν}}ij(k,m)·{{Ja3}}ij(k,m).(C.11)
The definition of the derivative projection operator (2.62)intheEq.(2.71a) provides
N
i,j,k=0
ωiωjωkijk
N
m=0
2Dim{{ ν}}(i,m)jk ·{{Ja1}}(i,m)jk
N
i,j,k=0
ωiωjωkijk
N
m=0
2Djm{{ ν}}i(j,m)k·{{Ja2}}i(j,m)k
N
i,j,k=0
ωiωjωkijk
N
m=0
2Dkm{{ ν}}ij(k,m)·{{Ja3}}ij(k,m)
=−
N
i,j,k=0
ωiωjωkijk
DN·
˜νijk=−
DN·
˜ν, N.
(C.12)
Next, we plug the Eqs. (C.6), (C.9), (C.10), (C.11)intheEq.(C.4) and apply the identity
(C.12). This results in the identity
DN·
˜
GEC,W N=
E,NWT
˜
G·ˆn
˜
˜ν·ˆndS
DN·
˜ν, N
+
N
i,j,k=0
ωiωjωk
ijk ·N
m=0Dim Ja1mjk +Djm Ja2imk
+Dkm Ja3ijm.
(C.13)
The definition of the contravariant vector flux functions (2.23) and contravariant block vector
flux functions (2.28) provide the equality
WT
˜
G·ˆn
˜
˜ν·ˆn=
3
l,r=1
Jar
lWTGl9l+νlˆnr
=
3
l,r=1
Jar
lFs
lνlSˆnr
=ˆsn·
Fs−νS=˜
Fs
ˆn−˜νˆnS.
(C.14)
Therefore, the Eq. (C.13) simplifies to
DN·
˜
GEC,W N=
E,N˜
Fs
ˆn−˜νˆnSdS
DN·
˜ν, N,(C.15)
since the discrete volume weighted contravariant vectors Jaα,α=1,2,3, are computed by
the conservative curl form (2.52) and the discrete metric identities (2.60)aresatisedinthe
LGL points.
123
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69 Page 40 of 42 Journal of Scientific Computing (2020) 82 :69
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Publisher’s Note Springer Nature remains neutral with regard to jurisdictional claims in published maps and
institutional affiliations.
Affiliations
Gero Schnücke1·Nico Krais2·Thomas Bolemann2·Gregor J. Gassner3
Nico Krais
krais@iag.uni-stuttgart.de
Thomas Bolemann
bolemann@iag.uni-stuttgart.de
Gregor J. Gassner
ggassner@math.uni-koeln.de
1Mathematical Institute, University of Cologne, Cologne, Germany
2Institute of Aerodynamics and Gas Dynamics (IAG), University of Stuttgart, Stuttgart, Germany
3Mathematical Institute, Center for Data and Simulation Science (CDS), University of Cologne,
Cologne, Germany
123
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2.
3.
4.
5.
6.
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... The DG method in spectral element form combined with an explicit time integration is standout due to its high efficiency for massively parallel computing. Krais et al. [91] and Schnucke et al. [130] proposed a split-form ALE DGSEM, which can deal with the nonlinear instability problem due to under-resolved turbulence. Although high-order DG methods are favorable in turbulence simulation, the appearance of strong discontinuities, e.g. ...
... Kopriva et al. [87] extended the original scheme to be an energy-stable version in order to improve its robustness. Krais et al. [91] and Schnucke et al. [130] further extended the scheme to be an entropy-stable approach. Since the nonlinear-stability problem due to under-resolved turbulence is of our interest, besides the original ALE DGSEM, the entropy-stable version is included in the following as well. ...
... More types of two-point fluxes can be found in [130,91]. As the split-form ALE DGSEM method with PI flux has proven to be stable even in under-resolved turbulent flows [89], it forms the baseline scheme for the LES framework introduced in the following chapter without further statement. ...
Thesis
Full-text available
Within this work, an accurate and efficient fluid-structure interaction (FSI) framework is developed in order to study the influence of the elastic panel response on the shock-wave/turbulent boundary-layer interaction (SWTBLI). Of specific research interest is, in time-dependent domains, finding an accurate, efficient and robust shock-capturing method capable of obtaining sharp shock profiles as well as introducing as little dissipation into turbulent structures as possible. Nowadays, the continuous increase in compute power, as well as the ongoing efforts to improve numerical methods and code development, allow to model more and more complex multiphysics problems. These problems introduce additional, highly non-linear and multiscale interactions between different parts of the coupled system, and therefore require the accurate description of each isolated simulation to reduce uncertainties in their modeling choices. FSI is a typical multiphysics phenomenon with crucial importance to a wide range of engineering applications including aeroelastic flutter and the deflection behavior of wind-turbine blades. The challenges associated with modeling FSI include an efficient and accurate coupling between fluid and structure solvers, that is, modeling physical phenomena at the boundary of the fluid domain through structure deformations and modeling external forces on structure surfaces through fluid flow properties. Another challenge appears along with the change of the fluid domain geometry, which necessitates either a reformulation of the governing Navier-Stokes equations or an appropriate numerical method to allow deforming and moving domains. Moreover, a mesh movement technique to handle mesh deformation inside computational domains is indispensable. In this thesis, different FSI temporal and spatial coupling techniques are explored, and subsequently these methods are implemented into a high-order discontinuous Galerkin (DG) solver in an efficient way. High-order methods are expected to determine the future of high-fidelity numerical simulations, and hence in this thesis high-order numerical methods are employed in the construction of both fluid and structure solvers. Specifically, a discontinuous Galerkin spectral element method (DGSEM) is adopted in the fluid solver and a Legendre spectral finite element method (LSFEM) is adopted in the structure solver. Within this thesis, complicated flow problems and simple structure problems are involved in the FSI simulations, and thus special care is taken of the computational fluid dynamics (CFD) part, especially the numerics of modeling compressible turbulence and shock waves. For the modeling of simple structures like beams and plates, the classical structure models, i.e. the geometrically- and materially-linear dynamic Timoshenko beam and the dynamic Mindlin-Reissner plate, are employed. The adopted high-order fluid solver is based on an arbitrary Lagrangian-Eulerian (ALE) DGSEM such that mesh movement is allowed. An implicit large eddy simulation (iLES) technique is used to model turbulence, which relies on a split-form ALE DGSEM to deal with an emerging non-linear stability problem in under-resolved turbulence. These methods were originally derived and proposed by predecessors in the DG community, and they are included in this thesis for integrity. Moreover, different shock-capturing approaches based on the (split-form) ALE DGSEM are investigated and compared in detail. A novel ALE FV sub-cell method is proposed to keep sharp shock profiles in unsteady flows. An improved adaptive filter by confining its filtering effect to be near shocks is found to be better behaved in the accuracy, efficiency and flexibility of the simulation of SWTBLI over elastic panels. In this method, an accurate shock indicator capable of distinguishing solution discontinuities due to shocks and under-resolved turbulence plays the key role while determining the filter effective regions. For this purpose, two new shock indicators based on the original Jameson shock indicator and the Ducros shock indicator are proposed. Apart from the shock capturing, an efficient zonal LES framework relying on a turbulent inflow method and a non-reflecting outflow boundary condition is applied to simulate the SWTBLI over elastic panels within a computational domain of small streamwise length. After being validated by two benchmark FSI problems, the developed FSI framework is applied to simulate SWTBLI over an elastic panel. A comparison with a previous simulation of SWTBLI over a rigid panel reveals that: 1) Larger amplitudes of pressure and temperature variations, observed on the elastic panel surface, imply a larger threat to the structural integrity; 2) The shock-induced separation flow over the elastic panel changes both in size and location, leading to a different skin-friction coefficient distribution; 3) The shock system, including the incident and reflected shocks, changes along with the continuous deformation of panel; 4) A new low-frequency flow unsteadiness of the same magnitude as the elastic panel vibration is detected, which may affect the flow dynamics inside turbulent boundary layer; 5) The panel response has not obviously changed the magnitude of the separation-induced low-frequency flow unsteadiness.
... With arbitrary Lagrangian-Eulerian (ALE) approaches, it is easy to ensure a high-quality mesh so that they are suited for problems where turbulent boundary-layers are present, such as the SWTBLI over elastic panels. Specifically, the split-form ALE DGSEM by Krais et al. (2020b) and Schnücke et al. (2020) is used since it can handle the non-linear instability due to under-resolved turbulence. Although high-order DG methods are favorable in turbulence simulation, the appearance of strong discontinuities, e.g. ...
... To allow arbitrary movements of the underlying mesh, we apply an ALE ansatz relying on the DGSEM, which was described by Minoli and Kopriva (2011). To solve the nonlinear-stability problem in under-resolved turbulence simulations, Krais et al. (2020b) and Schnücke et al. (2020) proposed a split-form ALE DGSEM based on the method by Minoli and Kopriva (2011). Since the under-resolved turbulence simulation is of our interest, the split-form ALE DGSEM is employed as the baseline. ...
... In this section, the split-form ALE DGSEM (Krais et al., 2020b;Schnücke et al., 2020), relying on the so-called strong form of the governing equations discretized with Legendre-Gauss-Lobatto (LGL) nodes, is employed for the spatial discretization. First, the physical domain is subdivided into non-overlapping unstructured hexahedral elements with optionally curved surfaces to account for complex geometries. ...
... With arbitrary Lagrangian-Eulerian (ALE) approaches, it is easy to ensure a high-quality mesh so that they are suited for problems where turbulent boundary-layers are present, such as the SWTBLI over elastic panels. Specifically, the split-form ALE DGSEM by Krais et al. [23] and Schnucke et al. [24] is used since it can handle the non-linear instability due to under-resolved turbulence. Although high-order DG methods are favorable in turbulence simulation, the appearance of strong discontinuities, e.g. ...
... To allow aribtrary movements of the underlying mesh, we apply an ALE ansatz relying on the DGSEM, which was described by Minoli and Kopriva [45]. To solve the nonlinear-stability problem in under-resolved turbulence simulations, Krais and Schnucke et al. [23,24] proposed a splitform ALE DGSEM based on the method by Minoli and Kopriva [45]. Since the under-resolved turbulence simulation is of our interest, the split-form ALE DGSEM is employed as the baseline. ...
... In this section, the split-form ALE DGSEM [23,24], relying on the so-called strong form of the governing equations discretized with Legendre-Gauss-Lobatto (LGL) nodes, is employed for the spatial discretization. First, the physical domain is subdivided into non-overlapping unstructured hexahedral elements with optionally curved surfaces to account for complex geometries. ...
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Within this work, a loosely-coupled high-order fluid-structure interaction (FSI) framework is developed in order to investigate the influence of an elastic panel response on shock-wave/turbulent boundary-layer interaction (SWTBLI). Since high-order methods are expected to determine the future of high-fidelity numerical simulations, they are employed in the construction of both fluid and structure solvers. Specifically, a split-form arbitrary Lagrangian-Eulerian discontinuous Galerkin spectral element method is employed in the fluid solver and a Legendre spectral finite element method in the structure solver. A zonal large eddy simulation technique, relying on a turbulent inflow method and a non-reflecting outflow boundary condition, is used to model under-resolved turbulence efficiently. Shock capturing by an improved adaptive filter method, which confines the filtering effect to the vicinity of shocks, is found to be well-behaved in accuracy, efficiency and flexibility. After being validated by two benchmark FSI problems, the developed FSI framework is applied to simulate SWTBLI over an elastic panel. A comparison with a previous simulation of SWTBLI over a rigid panel reveals that: 1) A larger amplitude of the pressure variation, observed on the elastic panel surface, implies a larger threat to the structural integrity; 2) The shock-induced separation flow over the elastic panel changes both in size and shape, leading to a different skin-friction coefficient distribution; 3) A new low-frequency flow unsteadiness of the same magnitude as the elastic panel vibration is detected, which may affect the flow dynamics inside the turbulent boundary layer; 4) The separation-induced low-frequency flow unsteadiness over the elastic panel is detected inside a larger streamwise extent, consistent with the larger streamwise extent of the separation flow region.
... The method of manufactured solutions is used to test the accuracy of the entropy-split discretization of the Navier-Stokes equations. To this end, we use the manufactured solution [91] The source terms are obtained by substituting the manufactured solution into the Navier-Stokes equations, (4), and solving for the difference of the left and right hand sides. A constant viscosity, µ = 0.01, is used, the gas constant and Prandtl number are set to R = 1 and Pr = 0.71, respectively. ...
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High-order Hadamard-form entropy stable multidimensional summation-by-parts discretizations of the Euler and Navier-Stokes equations are considerably more expensive than the standard divergence-form discretization. In search of a more efficient entropy stable scheme, we extend the entropy-split method for implementation on unstructured grids and investigate its properties. The main ingredients of the scheme are Harten's entropy functions, diagonal-E \mathsf{E} summation-by-parts operators with diagonal norm matrix, and entropy conservative simultaneous approximation terms (SATs). We show that the scheme is high-order accurate and entropy conservative on periodic curvilinear unstructured grids for the Euler equations. An entropy stable matrix-type artificial dissipation operator is constructed, which can be added to the SATs to obtain an entropy stable semi-discretization. Fully-discrete entropy conservation is achieved using a relaxation Runge-Kutta method. Entropy stable viscous SATs, applicable to both the Hadamard-form and entropy-split schemes, are developed for the Navier-Stokes equations. In the absence of heat fluxes, the entropy-split scheme is entropy stable for the Navier-Stokes equations. Local conservation in the vicinity of discontinuities is enforced using an entropy stable hybrid scheme. Several numerical problems involving both smooth and discontinuous solutions are investigated to support the theoretical results. Computational cost comparison studies suggest that the entropy-split scheme offers substantial efficiency benefits relative to Hadamard-form multidimensional SBP-SAT discretizations.
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In this paper, a new efficient, and at the same time, very simple and general class of thermodynamically compatible finite volume schemes is introduced for the discretization of nonlinear, overdetermined, and thermodynamically compatible first-order hyperbolic systems. By construction, the proposed semi-discrete method satisfies an entropy inequality and is nonlinearly stable in the energy norm. A very peculiar feature of our approach is that entropy is discretized directly, while total energy conservation is achieved as a mere consequence of the thermodynamically compatible discretization. The new schemes can be applied to a very general class of nonlinear systems of hyperbolic PDEs, including both, conservative and non-conservative products, as well as potentially stiff algebraic relaxation source terms, provided that the underlying system is overdetermined and therefore satisfies an additional extra conservation law, such as the conservation of total energy density. The proposed family of finite volume schemes is based on the seminal work of Abgrall [1], where for the first time a completely general methodology for the design of thermodynamically compatible numerical methods for overdetermined hyperbolic PDE was presented. We apply our new approach to three particular thermodynamically compatible systems: the equations of ideal magnetohydrodynamics (MHD) with thermodynamically compatible generalized Lagrangian multiplier (GLM) divergence cleaning, the unified first-order hyperbolic model of continuum mechanics proposed by Godunov, Peshkov, and Romenski (GPR model) and the first-order hyperbolic model for turbulent shallow water flows of Gavrilyuk et al. In addition to formal mathematical proofs of the properties of our new finite volume schemes, we also present a large set of numerical results in order to show their potential, efficiency, and practical applicability.
Chapter
The goal of this paper is to give a review of the split form nodal discontinuous Galerkin spectral element methods (DGSEM). The split form discontinuous Galerkin (DG) framework provides a tool to construct the numerical approximation in a way that aliasing issues caused by the discretization of DG volume integrals are avoided. In particular the split form DG framework can be used to construct entropy conservative (EC) or kinetic energy preserving (KEP) DGSEM to solve the Euler equations. Various split form DGSEM to solve the three dimensional compressible Euler equations are investigated numerically to show the capabilities of these DG methods.
Chapter
The construction of discontinuous Galerkin (DG) methods for the compressible Euler equations includes the approximation of non-linear flux terms in the volume integrals. The terms can lead to aliasing and stability issues. The entropy and kinetic energy are elevated in smooth, but under-resolved parts of the solution which are affected by aliasing. In this work the split form DG framework is used to construct entropy conservative (EC) or kinetic energy preserving (KEP) nodal discontinuous Galerkin spectral element methods (DGSEM) to solve the Euler equations on moving hexahedral meshes. The Arbitrary Lagrangian Eulerian (ALE) approach is used to include the effect of mesh motion in the split form DG methods. Since the EC or KEP property is not sufficient to tame discontinuities in the numerical solution, the split form ALE DGSEM are modified by adding numerical dissipation matrices to the EC or KEP surface numerical fluxes. This leads to entropy stable (ES) or kinetic energy dissipative (KED) methods. The three dimensional Taylor-Green vortex (TGV) is investigated to analyze the properties of the constructed split form ALE DGSEM.
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We perform a linear and entropy stability analysis for wall boundary condition procedures for discontinuous Galerkin spectral element approximations of the compressible Euler equations. Two types of boundary procedures are examined. The first defines a special wall boundary flux that incorporates the boundary condition. The other is the commonly used reflection condition where an external state is specified that has an equal and opposite normal velocity. The internal and external states are then combined through an approximate Riemann solver to weakly impose the boundary condition. We show that with the exact upwind and Lax-Friedrichs solvers the approximations are energy dissipative, with the amount of dissipation proportional to the square of the normal Mach number. Standard approximate Riemann solvers, namely Lax-Friedrichs, HLL, HLLC are entropy stable. The Roe flux is entropy stable under certain conditions. An entropy conserving flux with an entropy stable dissipation term (EC-ES) is also presented. The analysis gives insight into why these boundary conditions are robust in that they introduce large amounts of energy or entropy dissipation when the boundary condition is not accurately satisfied, e.g. due to an impulsive start or under resolution.
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New entropy stable spectral collocation schemes of arbitrary order of accuracy are developed for the unsteady 3-D Euler and Navier-Stokes equations on dynamic unstructured grids. To take into account the grid motion and deformation, we use an arbitrary Lagrangian-Eulerian formulation. As a result, moving and deforming hexahedral grid elements are individually mapped onto a cube in the fixed reference system of coordinates. The proposed scheme is constructed by using the skew-symmetric form of the Navier-Stokes equations, which are discretized by using summation-by-parts spectral collocation operators that preserve the conservation properties of the original governing equations. Furthermore, the metric coefficients are approximated such that the geometric conservation laws are satisfied exactly on both static and dynamic grids. To make the scheme entropy stable, a new entropy conservative flux is derived for the 3-D Euler and Navier-Stokes equations on dynamic unstructured grids. The new flux preserves the design order of accuracy of the original spectral collocation scheme and guarantees entropy conservation on moving and deforming grids. We present numerical results demonstrating design order of accuracy and freestream preservation properties of the new schemes for both the Euler and Navier-Stokes equations on dynamic unstructured grids.
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This work examines the development of an entropy conservative (for smooth solutions) or entropy stable (for discontinuous solutions) space–time discontinuous Galerkin (DG) method for systems of nonlinear hyperbolic conservation laws. The resulting numerical scheme is fully discrete and provides a bound on the mathematical entropy at any time according to its initial condition and boundary conditions. The crux of the method is that discrete derivative approximations in space and time are summation-by-parts (SBP) operators. This allows the discrete method to mimic results from the continuous entropy analysis and ensures that the complete numerical scheme obeys the second law of thermodynamics. Importantly, the novel method described herein does not assume any exactness of quadrature in the variational forms that naturally arise in the context of DG methods. Typically, the development of entropy stable schemes is done on the semidiscrete level ignoring the temporal dependence. In this work, we demonstrate that creating an entropy stable DG method in time is similar to the spatial discrete entropy analysis, but there are important (and subtle) differences. Therefore, we highlight the temporal entropy analysis throughout this work. For the compressible Euler equations, the preservation of kinetic energy is of interest besides entropy stability. The construction of kinetic energy preserving (KEP) schemes is, again, typically done on the semidiscrete level similar to the construction of entropy stable schemes. We present a generalization of the KEP condition from Jameson to the space–time framework and provide the temporal components for both entropy stability and kinetic energy preservation. The properties of the space–time DG method derived herein are validated through numerical tests for the compressible Euler equations. Additionally, we provide, in appendices, how to construct the temporal entropy stable components for the shallow water or ideal magnetohydrodynamic (MHD) equations.
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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. This 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...
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This work focuses on the accuracy and stability of high-order nodal discontinuous Galerkin (DG) methods for under-resolved turbulence computations. In particular we consider the inviscid Taylor-Green vortex (TGV) flow to analyse the implicit large eddy simulation (iLES) capabilities of DG methods at very high Reynolds numbers. The governing equations are discretised in two ways in order to suppress aliasing errors introduced into the discrete variational forms due to the under-integration of non-linear terms. The first, more straightforward way relies on consistent/over-integration, where quadrature accuracy is improved by using a larger number of integration points, consistent with the degree of the non-linearities. The second strategy, originally applied in the high-order finite difference community, relies on a split (or skew-symmetric) form of the governing equations. Different split forms are available depending on how the variables in the non-linear terms are grouped. The desired split form is then built by averaging conservative and non-conservative forms of the governing equations, although conservativity of the DG scheme is fully preserved. A preliminary analysis based on Burgers' turbulence in one spatial dimension is conducted and shows the potential of split forms in keeping the energy of higher-order polynomial modes close to the expected levels. This indicates that the favourable dealiasing properties observed from split-form approaches in more classical schemes seem to hold for DG. The remainder of the study considers a comprehensive set of (under-resolved) computations of the inviscid TGV flow and compares the accuracy and robustness of consistent/over-integration and split form discretisations based on the local Lax-Friedrichs and Roe-type Riemann solvers...
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High order methods based on diagonal-norm summation by parts operators can be shown to satisfy a discrete conservation or dissipation of entropy for nonlinear systems of hyperbolic PDEs. These methods can also be interpreted as nodal discontinuous Galerkin methods with diagonal mass matrices. In this work, we describe how to construct discretely entropy conservative schemes to a more general class of DG methods using flux differencing, quadrature-based projections, and specific DG differentiation operators. This approach also recovers existing methods for Burgers' equation involving dense norm and generalized SBP operators without boundary nodes. Numerical experiments confirm the stability and high order accuracy of the proposed methods for the one-dimensional compressible Euler equations.
Article
We present a novel technique for the imposition of non-linear entropy conservative and entropy stable solid wall boundary conditions for the compressible Navier–Stokes equations in the presence of an adiabatic wall, or a wall with a prescribed heat entropy flow. The procedure relies on the formalism and mimetic properties of diagonal-norm, summation-by-parts and simultaneous-approximation-term operators, and is a generalization of previous works on discontinuous interface coupling [1] and solid wall boundary conditions [2]. Using the method of lines, a semi-discrete entropy estimate for the entire domain is obtained when the proposed numerical imposition of boundary conditions are coupled with an entropy-conservative or entropy-stable discrete interior operator. The resulting estimate mimics the global entropy estimate obtained at the continuous level. The boundary data at the wall are weakly imposed using a penalty flux approach and a simultaneous-approximation-term technique for both the conservative variables and the gradient of the entropy variables. Discontinuous spectral collocation operators (mass lumped nodal discontinuous Galerkin operators), on high-order unstructured grids, are used for the purpose of demonstrating the robustness and efficacy of the new procedure for weakly enforcing boundary conditions. Numerical simulations confirm the non-linear stability of the proposed technique, with applications to three-dimensional subsonic and supersonic flows. The procedure described is compatible with any diagonal-norm summation-by-parts spatial operator, including finite element, finite difference, finite volume, discontinuous Galerkin, and flux reconstruction schemes.
Thesis
It has been known for a long time that high order methods can be very efficient for the numerical solution of hyperbolic balance laws if their stability is ensured. A suitable way to investigate stability of linear partial differential equations is given by the energy method, relying on integration by parts. In order to transfer these methods to the semidiscrete or discrete level, summation-by-parts (SBP) operators have emerged in finite difference methods. Recently, there has been an increased interest in generalised SBP operators applicable in finite difference, finite volume, discontinuous Galerkin, and flux reconstruction methods. Turning to nonlinear hyperbolic balance laws, the analytical theory is not as advanced as the corresponding linear one. Due to this lack of guidance, constructing stable high order numerical methods becomes extremely difficult. Nevertheless, it still seems to be appropriate to mimic properties of solutions at the continuous level discretely, i.e. to follow the basic idea of summation-by-parts operators. Since not all such features can be mimicked exactly, additional challenges arise for generalised SBP operators. Certain conservative and entropy stable discretisations using SBP operators can be interpreted as split forms of the underlying equations. Based thereon, special boundary procedures are constructed for several linear and nonlinear balance laws with possibly varying coefficients, enabling conservative and stable discretisations using general SBP operators. Although these generalised methods can be more accurate and stable than classical ones, they are in general also computationally more expensive. Thus, it is questionable whether they are worth the effort. After extending the theory of conservative discretisations using SBP operators and symmetric numerical fluxes, the application of these methods to nonlinear balance laws such as the shallow water equations and the Euler equations is studied. While it is not clear whether entropy stable schemes can be formulated in this way for the Euler equations and general SBP operators, it is possible to construct such schemes using classical summation-by-parts operators. Following again the idea to mimic properties of the continuous level discretely, several numerical methods are investigated and new ones are developed. Investigating fully discrete stability, the time integration method has to be taken into account. Not relying on the computationally expensive solution of implicit equations, a new procedure to prove stability of explicit Runge-Kutta methods for linear equations is presented and applied to high order, strong stability preserving methods. Moreover, it is examined why such a proof seems to be restricted to linear equations. Finally, an underlying concept of the previous investigations is studied in detail. Since the entropy plays a crucial role in the theory of hyperbolic balance laws, it has been used as a design principle of numerical methods as described before. Extending these studies, variational principles for the entropy are investigated with respect to their applicability in numerical schemes.
Article
We present and analyze an entropy-stable semi-discretization of the Euler equations based on high-order summation-by-parts (SBP) operators. In particular, we consider general multidimensional SBP elements, building on and generalizing previous work with tensor–product discretizations. In the absence of dissipation, we prove that the semi-discrete scheme conserves entropy; significantly, this proof of nonlinear L² stability does not rely on integral exactness. Furthermore, interior penalties can be incorporated into the discretization to ensure that the total (mathematical) entropy decreases monotonically, producing an entropy-stable scheme. SBP discretizations with curved elements remain accurate, conservative, and entropy stable provided the mapping Jacobian satisfies the discrete metric invariants; polynomial mappings at most one degree higher than the SBP operators automatically satisfy the metric invariants in two dimensions. In three-dimensions, we describe an elementwise optimization that leads to suitable Jacobians in the case of polynomial mappings. The properties of the semi-discrete scheme are verified and investigated using numerical experiments.
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It is well known that semi-discrete high order discontinuous Galerkin (DG) methods satisfy cell entropy inequalities for the square entropy for both scalar conservation laws (Jiang and Shu (1994) [39]) and symmetric hyperbolic systems (Hou and Liu (2007) [36]), in any space dimension and for any triangulations. However, this property holds only for the square entropy and the integrations in the DG methods must be exact. It is significantly more difficult to design DG methods to satisfy entropy inequalities for a non-square convex entropy, and/or when the integration is approximated by a numerical quadrature. In this paper, we develop a unified framework for designing high order DG methods which will satisfy entropy inequalities for any given single convex entropy, through suitable numerical quadrature which is specific to this given entropy. Our framework applies from one-dimensional scalar cases all the way to multi-dimensional systems of conservation laws. For the one-dimensional case, our numerical quadrature is based on the methodology established in Carpenter et al. (2014) [5] and Gassner (2013) [19]. The main ingredients are summation-by-parts (SBP) operators derived from Legendre Gauss–Lobatto quadrature, the entropy conservative flux within elements, and the entropy stable flux at element interfaces. We then generalize the scheme to two-dimensional triangular meshes by constructing SBP operators on triangles based on a special quadrature rule. A local discontinuous Galerkin (LDG) type treatment is also incorporated to achieve the generalization to convection–diffusion equations. Extensive numerical experiments are performed to validate the accuracy and shock capturing efficacy of these entropy stable DG methods.