Andrew R. Winters

Andrew R. Winters, Rodrigo C. Moura, Gianmarco Mengaldo et al.

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...

Marvin Bohm, Andrew R. Winters, Gregor J. Gassner et al.

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...

Gregor J. Gassner, Andrew R. Winters, Florian J. Hindenlang et al.

We show how to modify the original Bassi and Rebay scheme (BR1) [F. Bassi and S. Rebay, A High Order Accurate Discontinuous Finite Element Method for the Numerical Solution of the Compressible Navier-Stokes Equations, Journal of Computational Physics, 131:267--279, 1997] to get a provably stable discontinuous Galerkin collocation spectral element method (DGSEM) with Gauss-Lobatto (GL) nodes for the compressible Navier-Stokes equations (NSE) on three dimensional curvilinear meshes. Specifically, we show that the BR1 scheme can be provably stable if the metric identities are discretely satisfied, a two-point average for the metric terms is used for the contravariant fluxes in the volume, an entropy conserving split form is used for the advective volume integrals, the auxiliary gradients for the viscous terms are computed from gradients of entropy variables, and the BR1 scheme is used for the interface fluxes. Our analysis shows that even with three dimensional curvilinear grids, the BR1 fluxes do not add artificial dissipation at the interior element faces. Thus, the BR1 interface fluxes preserve the stability of the discretization of the advection terms and we get either energy stability or entropy-stability for the linear or nonlinear compressible NSE, respectively.

Lucas Friedrich, Gero Schnücke, Andrew R. Winters et al.

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 non-linear 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 semi-discrete 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 semi-discrete 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 is validated through numerical tests for the compressible Euler equations.

Niklas Wintermeyer, Andrew R. Winters, Gregor J. Gassner et al.

We design an arbitrary high-order accurate nodal discontinuous Galerkin spectral element approximation for the nonlinear two dimensional shallow water equations with non-constant, possibly discontinuous, bathymetry on unstructured, possibly curved, quadrilateral meshes. The scheme is derived from an equivalent flux differencing formulation of the split form of the equations. We prove that this discretisation exactly preserves the local mass and momentum. Furthermore, combined with a special numerical interface flux function, the method exactly preserves the mathematical entropy, which is the total energy for the shallow water equations. By adding a specific form of interface dissipation to the baseline entropy conserving scheme we create a provably entropy stable scheme. That is, the numerical scheme discretely satisfies the second law of thermodynamics. Finally, with a particular discretisation of the bathymetry source term we prove that the numerical approximation is well-balanced. We provide numerical examples that verify the theoretical findings and furthermore provide an application of the scheme for a partial break of a curved dam test problem.

Dominik Derigs, Andrew R. Winters, Gregor J. Gassner et al.

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

Lucas Friedrich, Andrew R. Winters, David C. Del Rey Fernández et al.

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

Niklas Wintermeyer, Andrew R. Winters, Gregor J. Gassner et al.

We extend the entropy stable high order nodal discontinuous Galerkin spectral element approximation for the non-linear two dimensional shallow water equations presented by Wintermeyer et al. [N. Wintermeyer, A. R. Winters, G. J. Gassner, and D. A. Kopriva. An entropy stable nodal discontinuous Galerkin method for the two dimensional shallow water equations on unstructured curvilinear meshes with discontinuous bathymetry. Journal of Computational Physics, 340:200-242, 2017] with a shock capturing technique and a positivity preservation capability to handle dry areas. The scheme preserves the entropy inequality, is well-balanced and works on unstructured, possibly curved, quadrilateral meshes. For the shock capturing, we introduce an artificial viscosity to the equations and prove that the numerical scheme remains entropy stable. We add a positivity preserving limiter to guarantee non-negative water heights as long as the mean water height is non-negative. We prove that non-negative mean water heights are guaranteed under a certain additional time step restriction for the entropy stable numerical interface flux. We implement the method on GPU architectures using the abstract language OCCA, a unified approach to multi-threading languages. We show that the entropy stable scheme is well suited to GPUs as the necessary extra calculations do not negatively impact the runtime up to reasonably high polynomial degrees (around $N=7$). We provide numerical examples that challenge the shock capturing and positivity properties of our scheme to verify our theoretical findings.

Marvin Bohm, Andrew R. Winters, Dominik Derigs et al.

This work presents an extension of discretely entropy stable discontinuous Galerkin (DG) methods to the resistive magnetohydrodynamics (MHD) equations. Although similar to the compressible Navier-Stokes equations at first sight, there are some important differences concerning the resistive MHD equations that need special focus. The continuous entropy analysis of the ideal MHD equations, which are the advective parts of the resistive MHD equations, shows that the divergence-free constraint on the magnetic field components must be incorporated as a non-conservative term in a form either proposed by Powell or Janhunen. Consequently, this non-conservative term needs to be discretized, such that the approximation is consistent with the entropy. As an extension of the ideal MHD system, we address in this work the continuous analysis of the resistive MHD equations and show that the entropy inequality holds. Thus, our first contribution is the proof that the resistive terms are symmetric and positive semi-definite when formulated in entropy space as gradients of the entropy variables. Moreover, this enables the construction of an entropy stable DG discretization for the resistive MHD equations. However, the resulting method suffers from large errors in the divergence-free constraint, since no particular treatment of divergence errors is included in the standard resistive MHD model. Hence, our second contribution is the extension of the resistive MHD equations with proper divergence cleaning based on a generalized Lagrange multiplier (GLM) strategy. We construct and analyze a DG method that is entropy stable for the resistive MHD equations and has a built-in GLM divergence cleaning mechanism. The theoretical derivations and proofs are then verified by several numerical examples...

Birte Schmidtmann, Andrew R. Winters

It is known that HLL-type schemes are more dissipative than schemes based on characteristic decompositions. However, HLL-type methods offer greater flexibility to large systems of hyperbolic conservation laws because the eigenstructure of the flux Jacobian is not needed. We demonstrate in the present work that several HLL-type Riemann solvers are provably entropy stable. Further, we provide convex combinations of standard dissipation terms to create hybrid HLL-type methods that have less dissipation while retaining entropy stability. The decrease in dissipation is demonstrated for the ideal MHD equations with a numerical example.

Andrés M. Rueda-Ramírez, Patrick Ersing, Andrew R. Winters et al.

High-order discontinuous Galerkin (DG) methods equipped with subcell finite-volume (FV) limiters provide an efficient framework for the simulation of nonlinear hyperbolic balance laws featuring shocks and complex flow structures. However, for systems with non-conservative terms, the design of hybrid DG/FV schemes that simultaneously guarantee high-order accuracy, robustness, and well-balancedness remains challenging. In particular, for the shallow water equations with variable bottom topography, standard flux-differencing formulations combined with node-wise subcell limiting generally destroy the well-balanced property, even if both the underlying DG and FV methods are individually well-balanced. In this work, we propose a novel flux-differencing formulation for non-conservative systems that enables node-wise subcell limiting while preserving steady states exactly. The key idea is to construct staggered DG fluxes whose non-conservative contributions are in local-times-jump form and vanish individually at equilibrium. To achieve this, we introduce a reformulation of the shallow water equations in which the source term is proportional to the gradient of the total water height. This reformulation allows the design of staggered fluxes that preserve equilibrium locally at the node level, thereby enabling arbitrary nodal blending with low-order FV fluxes. The resulting DG/FV method is high-order accurate, robust, and exactly well-balanced under node-wise limiting. Numerical experiments, including two-dimensional dam-break configurations with wet/dry fronts and complex obstacle interactions, demonstrate the improved stability and accuracy of the proposed approach. Although this work focuses on the shallow water equations, the well-balanced hybrid DG/FV methods developed here are applicable to a broader class of nonlinear systems of balance laws.

Philipp Öffner, Per Pettersson, Andrew R. Winters

Recently, two independent research efforts have been made to study the stochastic Galerkin formulation of the shallow water equations. %In particular, Bender and Öffner developed entropy-conservative discontinuous Galerkin (DG) methods to solve the stochastic shallow water equations in an stochastic Galerkin framework using Roe variable transformation, while Dai, Epshteyn and collaborators proposed second-order, energy-stable and well-balanced schemes for the same class of problems with a specific projection step used inside the Galerkin projection together with high-order quadrature rules and a time-step restriction. In this paper, we provide a comprehensive comparison of the two methodologies mentioned, focusing on their theoretical properties and practical implementation aspects. We highlight shared foundational concepts and key differences of both approaches, with a particular focus on the selection of basis functions in the stochastic domain. As a highlight, we show that under specific conditions, the two formulations align, offering a unified framework that connects these distinct approaches. From our theoretical findings, we extend the development of high-order entropy conservative DG methods for the one-dimensional stochastic Galerkin shallow equations to two space dimensions; constructing entropy conservative two-point fluxes via primitive variables instead of entropy variables and applying it in our high-order DG setting. In numerical simulations, we verify and support our theoretical findings of a well-balanced and entropy-stable DG scheme which can be used to solve geophyiscal fluid flows with uncertainty.

Dominik Derigs, Gregor J. Gassner, Stefanie Walch et al.

This article serves as a summary outlining the mathematical entropy analysis of the ideal magnetohydrodynamic (MHD) equations. We select the ideal MHD equations as they are particularly useful for mathematically modeling a wide variety of magnetized fluids. In order to be self-contained we first motivate the physical properties of a magnetic fluid and how it should behave under the laws of thermodynamics. Next, we introduce a mathematical model built from hyperbolic partial differential equations (PDEs) that translate physical laws into mathematical equations. After an overview of the continuous analysis, we thoroughly describe the derivation of a numerical approximation of the ideal MHD system that remains consistent to the continuous thermodynamic principles. The derivation of the method and the theorems contained within serve as the bulk of the review article. We demonstrate that the derived numerical approximation retains the correct entropic properties of the continuous model and show its applicability to a variety of standard numerical test cases for MHD schemes. We close with our conclusions and a brief discussion on future work in the area of entropy consistent numerical methods and the modeling of plasmas.

Lucas Friedrich, David C. Del Rey Fernandez, Andrew R. Winters et al.

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

Gregor J. Gassner, Andrew R. Winters, David A. Kopriva

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

David A. Kopriva, Andrew R. Winters, Marvin Bohm et al.

We design a novel provably stable discontinuous Galerkin spectral element (DGSEM) approximation to solve systems of conservation laws on moving domains. To incorporate the motion of the domain, we use an arbitrary Lagrangian-Eulerian formulation to map the governing equations to a fixed reference domain. The approximation is made stable by a discretization of a skew-symmetric formulation of the problem. We prove that the discrete approximation is stable, conservative and, for constant coefficient problems, maintains the free-stream preservation property. We also provide details on how to add the new skew-symmetric ALE approximation to an existing discontinuous Galerkin spectral element code. Lastly, we provide numerical support of the theoretical results.

Andrew R. Winters, Gregor J. Gassner

In this work, we design an entropy stable, finite volume approximation for the ideal magnetohydrodynamics (MHD) equations. The method is novel as we design an affordable analytical expression of the numerical interface flux function that discretely preserves the entropy of the system. To guarantee the discrete conservation of entropy requires the addition of a particular source term to the ideal MHD system. Exact entropy conserving schemes cannot dissipate energy at shocks, thus to compute accurate solutions to problems that may develop shocks, we determine a dissipation term to guarantee entropy stability for the numerical scheme. Numerical tests are performed to demonstrate the theoretical findings of entropy conservation and robustness.

Andrew R. Winters, Gregor J. Gassner

In this work, we design an entropy stable, finite volume approximation for the shallow water magnetohydrodynamics (SWMHD) equations. The method is novel as we design an affordable analytical expression of the numerical interface flux function that exactly preserves the entropy, which is also the total energy for the SWMHD equations. To guarantee the discrete conservation of entropy requires a special treatment of a consistent source term for the SWMHD equations. With the goal of solving problems that may develop shocks, we determine a dissipation term to guarantee entropy stability for the numerical scheme. Numerical tests are performed to demonstrate the theoretical findings of entropy conservation and robustness.