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SSPRK(3,3) preserves the degree-zero upwind entropy bound

Statement

Let Th be a finite periodic matching affine simplicial mesh, write VK=∫K1 dx>0 for its cell volumes, let β be constant, and let η:R→R be convex. Assume the cellwise forward-Euler condition in The degree-zero upwind forward-Euler step preserves mass and convex entropy holds for Δt, including its Countable Choice premise through the affine-simplex Green formula. For the autonomous degree-zero upwind DG ODE, write EΔt(U)=U+ΔtLh(U). The exact SSPRK(3,3) recurrence is Y1=EΔt(Un),Y2=34Un+14EΔt(Y1),Un+1=13Un+23EΔt(Y2). Then ∑KVKη(UKn+1)≤∑KVKη(UKn). This guarantee is for the degree-zero scalar upwind operator just specified; it is not a fully discrete entropy theorem for the high-order nonlinear flux-differencing SBP method.

Facts & Assumptions

Given: The exact SSPRK(3,3) recurrence, the periodic degree-zero upwind spatial operator, a convex scalar entropy, and the same step size satisfying the forward-Euler bound at every stage.

[F1]

The three-stage third-order SSP Runge–Kutta step: Y1=Et,h(y), Y2=34y+14Et+h,h(Y1), and y+=13y+23Et+h/2,h(Y2); the problem here is autonomous, so all three maps are EΔt.

[F2]

The degree-zero upwind forward-Euler step preserves mass and convex entropy: for every cell-state vector in RTh, the degree-zero upwind forward-Euler map at this CFL does not increase Φ(U)=∑KVKη(UK).

[F3]

SSPRK(3,3) is third order and preserves conditional convex bounds: if C and Φ are convex and the forward-Euler map preserves C and does not increase Φ, the SSPRK(3,3) stages and output do so at the same step size.

[F4]

A convex subset of Rm contains every line segment between two of its points: RTh is convex, and convexity of each η with positive weights makes Φ convex.

[F5]

Convex and strictly convex functions on Euclidean convex sets: η is convex when η((1−t)x+ty)≤(1−t)η(x)+tη(y) for 0≤t≤1.

[F6]

Forward-Euler step for degree-zero upwind DG transport: each cell volume VK is positive because every mesh cell is nondegenerate.

[A1]

The Axiom of Countable Choice (ACω): Countable Choice is carried from the forward-Euler geometric estimate [F2]; this theorem uses no stronger choice principle.

Proof

1.1givenF1F4F5F6algebra

By [F1], the spatially autonomous SSPRK(3,3) step has exactly the three displayed convex-combination stages. Set C=RTh and Φ(U)=∑KVKη(UK). For U,V∈C and 0≤t≤1, apply [F5] in each cell and multiply by VK>0 from [F6]; summing proves convexity of Φ.

2.1F2F3F4A1step 1.1

The state space C is convex and Φ is convex. By [F2], every forward-Euler image of a cell-state vector lies in C and has no larger Φ value under the assumed cell CFL. Thus the hypotheses of the convex-transfer clause [F3] hold at the same Δt.

3.1F1F3step 2.1algebra∎

Applying [F3] to the three stages in [F1] gives Φ(Un+1)≤Φ(Un), which is the asserted weighted entropy inequality. The flux-differencing semidiscrete entropy theorem is not used in this transfer.

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