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Underintegrated Burgers collocation can increase quadratic entropy

Statement refuted

The SBP matrix identity alone guarantees that a naively collocated strong-form discretization of a nonlinear conservation law cannot increase its discrete quadratic entropy.

Witness Data

Use one reference interval [−1,1] with three Legendre–Gauss–Lobatto nodes (−1,0,1), weights H=diag⁡(1/3,4/3,1/3), derivative matrix D=(−3/22−1/2−1/201/21/2−23/2), and boundary matrix B=diag⁡(−1,0,1). For periodic Burgers flux f(u)=u2/2, define the naive collocated strong form U˙+Df(U)+H−1B(f^∂−f(U∂))=0, where f^∂=(f(U0)+f(U2))/2 is used at both periodic endpoints. Take U=(−3,−1,−2)T.

Facts & Assumptions

Given: The three-node nodal vector, positive diagonal quadrature norm, exact SBP identity, pointwise Burgers flux, central periodic boundary flux, and quadratic entropy E(U)=12UTHU.

[F1]

Diagonal-norm summation-by-parts element data: SBP data satisfy D1=0 and HD+DTH=B with positive diagonal H.

Verification

1.1givenF1algebra

Direct multiplication gives D1=0 and HD+DTH=diag⁡(−1,0,1)=B, so the derivative and norm satisfy the stated SBP identity. The three-point Gauss–Lobatto rule is exact through degree three, while both the quadratic entropy integrand uh2 and cubic entropy flux uh3 exceed that degree for a quadratic polynomial; the pointwise collocation therefore underintegrates these nonlinear products.

2.1givenstep 1.1algebra

At the chosen state, f(U)=(9/2,1/2,2)T and f^∂=13/4. Hence Df(U)=(−27/4,−5/4,17/4)T and H−1B(f^∂−f(U∂))=(15/4,0,15/4)T. The semidiscrete residual is therefore (−3,−5/4,8)T, so U˙=(3,5/4,−8)T.

3.1givenstep 2.1algebra∎

The discrete entropy rate is E˙=UTHU˙=(−3)(1/3)(3)+(−1)(4/3)(5/4)+(−2)(1/3)(−8)=2/3>0. This exact periodic state contradicts the asserted universal nonincrease, despite the SBP identity; it does not contradict the entropy-stable flux-differencing theorem, which uses a different volume flux.

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