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Flux-differencing SBP is conservative and semidiscretely entropy stable

Statement

Assume the affine-element method and all directional entropy/SBP data of Conservative flux-differencing SBP method for nonlinear systems. Suppose all nodal states remain in A. Define the discrete entropy and the boundary contribution by Eh(t)=∑K∈Th1THKη(UK),Bh(t)=∑F⊂∂Ω∑qωF,q(v(UF,q)TF^nF∗−ψnF(UF,q)). If Bh(t)≥0, then ddtEh(t)+∑F interior∑qωF,qαF,q2∥[v]F,q∥2+Bh(t)=0, so Eh is nonincreasing. Here F^nF,q∗ is the explicitly defined normal flux of Conservative flux-differencing SBP method for nonlinear systems, and the boundary sum is over physical boundary faces. For the periodic conclusion, assume each identified boundary-face pair has matching nodes and positive weights and opposite normals. Treat each pair as one interior face using the flux above on the paired traces, with the same αF,q under orientation reversal; include it in the interior-face dissipation sum and omit it from Bh. The conservative state-flux contributions of each pair cancel, while its entropy contribution is the same nonnegative interface dissipation in the displayed identity. The same semidiscretization conserves the quadrature-weighted total state on such a periodic mesh. No fully discrete entropy statement follows.

Facts & Assumptions

Given: The flux-differencing SBP equations, positive diagonal volume and face norms, exact affine SBP identities, paired face nodes and weights, common directional entropy pairs, symmetric entropy-conservative volume fluxes, nonnegative interface coefficients αF,q, and physical boundary flux data with Bh≥0.

[F1]

Conservative flux-differencing SBP method for nonlinear systems: the interior normal flux is the entropy-conservative normal flux minus αF,q[v]/2, and the semidiscrete residual is the displayed flux-differencing volume term plus the face SAT.

[F2]

Diagonal-norm summation-by-parts element data: QK,ℓ+QK,ℓT=∑FnK,F,ℓRK,FTMK,FRK,F and QK,ℓ1=0.

[F3]

Convex entropy pairs, entropy variables, and entropy potentials for systems: v=∇η and ψℓ=vTFℓ−qℓ for each directional entropy pair.

[F4]

Tadmor entropy-conservative two-point flux: each symmetric consistent directional two-point flux satisfies [v]TFℓec=[ψℓ].

[F5]

Interior facet orientations cancel in a matching mesh: every interior facet occurs twice with opposite induced orientations.

[A1]

The boundary flux data satisfy the displayed nonnegative boundary entropy contribution.

[A2]

For the periodic conclusion, each identified boundary-face pair has matching nodes and positive weights and opposite normals, is evaluated as one interior interface with the flux from [F1] and the same αF,q under orientation reversal, and is omitted from Bh.

Proof

1.1F2F3F4algebra

For a fixed cell and direction write Fijec=Fℓec(Ui,Uj) and ψi=ψℓ(Ui). Symmetry of Fℓec from [F4] gives 2∑i,jQijviTFijec=∑i,jQij(vi−vj)TFijec+∑i,j(Qij+Qji)vjTFijec. By [F4] the first sum is ∑i,jQij(ψi−ψj)=−∑jψj(QT1)j=−∑F∑qωF,qnK,F,ℓψℓ(UF,q), since Q1=0 and QT1=(Q+QT)1 by [F2]. The second sum is ∑F∑qωF,qnK,F,ℓv(UF,q)TFℓ(UF,q) by [F2], diagonal face selection, and consistency from [F4]. Summing directions and the potential identity in [F3] proves the volume entropy boundary identity.

2.1F1F2F3step 1.1algebra

The chain rule gives ddt∑iHiiη(Ui)=∑iHiiv(Ui)TU˙i. Since the semidiscrete equation is HU˙+V+SAT=0, the entropy rate is the negative of the volume and SAT contractions. Combining the volume contraction from step 1.1 with −vTRTM(F^n∗−Fn) cancels the physical flux and leaves, on each cell face, ∑qωF,q(ψnF(UF,q)−v(UF,q)TF^nF,q∗).

3.1F1F4F5A1A2step 2.1algebra

Sum the cell entropy rates from step 2.1. By [F5] the two cell contributions at an ordinary interior face can be written in one orientation as −[ψn]+[v]TF^n,F,q∗. For an identified periodic pair, [A2] supplies the same reversed orientation and matching weights, so the same calculation applies. Substitution of the flux definition in [F1] and the directional jump identity [F4] makes each interface contribution −αF,q∥[v]∥2/2. The remaining physical boundary-cell contributions are −Bh by definition. Moving these terms to the left gives the asserted identity, and [A1] gives nonincrease.

4.1F1F2F4F5A2algebra∎

For each component, the constant-vector contraction of the volume term is 2∑i,jQijFec(Ui,Uj)=∑i,j(Qij+Qji)Fec(Ui,Uj). The SBP identity and diagonal face selection [F2] reduce this to the physical normal-flux quadrature on the cell boundary, since consistency of the directional fluxes in [F4] gives Fec(Ui,Ui)=F(Ui). The constant-vector contraction of the SAT [F1] subtracts that physical flux and leaves only the numerical normal-flux quadrature. Its contributions cancel on interior faces by normal reversal and flux conservation [F1, F5]; for the periodic conclusion, the paired contributions cancel by [A2]. Thus the quadrature-weighted total state is constant on a periodic mesh with the stated pairing.

Remarks

The argument is semidiscrete. Tadmor's complete entropy analysis includes a separate positive forward-time entropy-production term, so the displayed bound does not transfer to an arbitrary time integrator. The degree-zero scalar forward-Euler and SSPRK branch is proved separately in this pair; it is not a fully discrete result for this high-order nonlinear method.

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