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Hyperbolic DG and summation-by-parts methods

1 · Prerequisites

2 · Summary

This page defines the upwind DG method for constant scalar transport on one-dimensional interval meshes and on matching affine simplicial meshes in dimensions at least two. It proves the semidiscrete L2 balance with interior jump dissipation and the signed inflow/outflow terms. The smooth-solution estimate is an explicit projection-trace residual bound; it does not assert an asymptotic mesh rate without a separate trace approximation estimate.

The SBP-SAT method uses a positive diagonal norm and exact derivative/face identities. The nonlinear flux-differencing method is defined only for affine elements with paired face quadrature nodes and symmetric directional entropy-conservative two-point fluxes. Its interior normal flux is that entropy-conservative flux minus a nonnegative multiple of the entropy-variable jump; its physical boundary flux must give a nonnegative boundary entropy contribution. It is conservative and semidiscretely entropy stable under those hypotheses. Curved metrics are outside this page.

The only fully discrete entropy statement is for the degree-zero scalar upwind operator: its forward-Euler map is a convex cell average under the stated face CFL, and SSPRK(3,3) transfers that exact bound with coefficient one. No fully discrete entropy, positivity, or nonlinear stability claim is made for the high-order flux-differencing SBP method.

3 · Logical flowchart

4 · Definitions, theorems and proofs

DefinitionDefinition: Literature-sourcedProof: Not applicablejudge pass (gpt-6-luna)Open item page →

Oriented interval meshes and broken polynomial spaces

Definition

Let a<b and choose an integer N≥1 and points a=x0<x1<⋯<xN=b. The oriented interval mesh is the ordered family of cells Ij=(xj−1,xj), 1≤j≤N, each oriented from left to right. Write hj=xj−xj−1>0. For an integer p≥0, the broken polynomial space is Vhbr=∏j=1NPp(Ij), with functions interpreted cell by cell. At an interior node xj, write wj−=w∣Ij(xj) for the trace from the left cell and wj+=w∣Ij+1(xj) for the trace from the right cell; the chosen face normal points from left to right, and the jump is [w]j=wj+−wj−. At a and b, the outward normals are −1 and +1, respectively.

The published matching-affine-simplicial-mesh convention used elsewhere on the A page has dimension d≥2. This definition supplies the distinct one-dimensional interval and trace convention; it makes no assertion about multidimensional cells.

DefinitionDefinition: Literature-sourcedProof: Not applicablejudge pass (gpt-6-luna)Open item page →

Diagonal-norm summation-by-parts element data

Definition

On an affine element in dimension d≥1, diagonal-norm SBP data consist of a nodal state vector with NK entries, a positive diagonal matrix HK∈RNK×NK, and derivative matrices DK,ℓ, 1≤ℓ≤d. Put QK,ℓ=HKDK,ℓ. For each face F let RK,F select its face nodes from the volume nodes, let MK,F be a positive diagonal face quadrature matrix, and let nK,F be its constant outward unit normal. The data are SBP compatible when DK,ℓ1=0,RK,F1=1F,QK,ℓ+QK,ℓT=∑F⊂∂KnK,F,ℓRK,FTMK,FRK,F for each coordinate ℓ. The rows of RK,F select the nodes used by the face quadrature; on an interior face, the two cells have the same face nodes and weights under the face identification and opposite normals. In dimension one, RL and RR select the left and right endpoint nodes with normals −1 and +1.

This is conditional algebraic data: the definition does not assert that every mesh has such a rule. The identities include exact affine metric factors and no curved-element metric approximation.

DefinitionDefinition: Literature-sourcedProof: Not applicableOpen item page →

Upwind discontinuous Galerkin discretization of constant transport

Definition

Let d≥1, let β∈Rd be constant, and consider ut+∇⋅(βu)=0 on a fixed domain. For d=1, use Oriented interval meshes and broken polynomial spaces. For d≥2, use a finite matching affine simplicial mesh Th and its broken space Vhbr=∏K∈ThPp(K) from Matching affine simplicial meshes and shape regularity and Broken and conforming polynomial spaces on a matching mesh. On each cell K, let uh∣K∈Pp(K), with p≥0.

In this discretization, a cell face means a facet of dimension d−1 when d≥2, and an endpoint when d=1; all face sums below use only these faces, with counting measure at endpoints. For each cell face F⊂∂K, let nK,F be the outward unit normal, bK,F=β⋅nK,F, and uK the trace of uh∣K. On an interior face with neighbor K′, define the upwind trace by u^K,F=uK when bK,F>0 and u^K,F=uK′ when bK,F<0; either trace may be used when bK,F=0. On a physical boundary face, use the prescribed inflow datum g when bK,F<0 and uK when bK,F≥0. The numerical flux is f^K,F=bK,Fu^K,F.

The upwind DG semidiscretization seeks a differentiable cellwise polynomial uh(t) such that for every K∈Th and vh∈Pp(K), ∫K(∂tuh)vh dx−∫Kβuh⋅∇vh dx+∑F⊂∂K∫Ff^K,Fvh dS=0. This definition is spatial only. It asserts neither a fully discrete bound nor a shock-convergence result.

For the face orientation, in the diagram F is the shared vertical edge, nF=(1,0) points from K− to K+, and b=β⋅nF. The flux takes the trace on the side from which the sign of b transports data. The coordinates and orientation specify the diagram completely; the proofs use the displayed flux formula, not the picture.

K¡K+u¡u+nF¯F
AlgorithmAlgorithm: Literature-sourcedProof: Not applicableOpen item page →

Forward-Euler step for degree-zero upwind DG transport

Definition

Input a dimension d≥2, a finite matching affine simplicial mesh Th whose boundary faces are paired by translations to form a periodic mesh, a constant velocity β∈Rd, one cell mean UK∈R per cell, and a step Δt>0. The output is either CFL-inadmissible or an updated vector of cell means U+=(UK+)K∈Th. Let VK=∫K1 dx be the cell volume and AF=∫F1 dS the face area. Here a cell face is a codimension-one facet, as in Upwind discontinuous Galerkin discretization of constant transport. For each face F⊂∂K, let nK,F be the outward unit normal, bK,F=β⋅nK,F, and KF the neighboring cell across that periodic face. With b+=max⁡(b,0) and b−=min⁡(b,0), the upwind flux out of K is f^K,F=bK,F+UK+bK,F−UKF.

Compute λK=ΔtVK∑F⊂∂KAFbK,F+. If λK>1 for any cell, return CFL-inadmissible without updating the state. Otherwise, the degree-zero upwind forward-Euler update is admissible and its output is UK+=UK−ΔtVK∑F⊂∂KAFf^K,F. This is the degree-zero specialization of Upwind discontinuous Galerkin discretization of constant transport.

DefinitionDefinition: Literature-sourcedProof: Not applicableOpen item page →

Cellwise L2 projection relation onto broken polynomials

Definition

Let K be a cell in the one-dimensional interval or d≥2 matching affine-simplex branch of Upwind discontinuous Galerkin discretization of constant transport, and fix an integer degree p≥0. Let (K,A,μ) be a finite measure space as in Measure spaces, let L2(μ) have the raw measurable-function meaning of The function space Lp(μ) for 0<p<∞, and let W=Pp(K)⊆L2(μ). For u∈L2(μ) define its cellwise L2 projection relation to be the set PK(u)={p∈Pp(K):∫K(u−p)w dμ=0 for every w∈Pp(K)}. For a mesh, the broken relation is the product of these cell relations. The measure μ is required to give positive measure to every nonempty relatively open subset of K when existence and uniqueness are claimed. This definition does not itself assert that the set is a singleton. Whenever a later result proves that the relation has a unique member, write ΠKu for that member.

DefinitionDefinition: Literature-sourcedProof: Not applicableOpen item page →

Upwind SBP-SAT discretization of constant transport

Definition

Fix constant transport velocity β∈Rd and SBP data from Diagonal-norm summation-by-parts element data. For each cell K, let UK(t) be the vector of nodal values, QK,ℓ=HKDK,ℓ, and UK,F=RK,FUK. Set bK,F=β⋅nK,F. At each interior face, use the trace from the cell with positive outward speed when bK,F>0, and the neighboring trace when bK,F<0; at boundary faces use the inflow data on bK,F<0 and the interior trace on bK,F≥0. Denote this upwind scalar trace by U^K,F.

The upwind SBP-SAT semidiscretization is HKU˙K+∑ℓ=1dβℓQK,ℓUK+∑F⊂∂KRK,FTMK,F bK,F(U^K,F−UK,F)=0. The sign of the SAT correction is fixed by this equation. The definition is spatial only and makes no fully discrete claim.

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Upwind DG transport satisfies the semidiscrete L2 energy identity

Statement

Let d≥1. If d=1, let Th be a finite oriented interval mesh of Ω=(a,b), a<b, from Oriented interval meshes and broken polynomial spaces; if d≥2, let Th be a finite matching affine simplicial mesh of Ω. Let β∈Rd be constant, and let uh solve Upwind discontinuous Galerkin discretization of constant transport with inflow data g. Assume Countable Choice when d≥2, as required by the affine-simplex Green supplier; no choice assumption is needed for the interval branch. Write Γ+={x∈∂Ω:β⋅n>0} and Γ−={x∈∂Ω:β⋅n<0}. For an interior facet F=K−∩K+ choose a unit normal nF from K− to K+ and write [uh]=uh+−uh−. In dimension one, integrals over facets and boundary points mean sums with respect to zero-dimensional surface measure. Then 12ddt∑K∈Th∥uh∥L2(K)2+12∑F interior∫F∣β⋅nF∣[uh]2 dS+12∫Γ+(β⋅n)uh2 dS+12∫Γ−∣β⋅n∣(uh−g)2 dS=12∫Γ−∣β⋅n∣g2 dS. The equality is understood in R∪{+∞}. It is a finite energy balance whenever ∫Γ−∣β⋅n∣g2 dS<∞ at the time in question; otherwise both sides are +∞ and give no finite inflow bound. In particular, zero inflow data give a nonincreasing semidiscrete L2 norm. This result is semidiscrete and makes no claim about a time integrator.

Facts & Assumptions

Given: The upwind DG weak form with constant β, either the oriented interval mesh or the matching affine simplicial mesh according to d, smooth cellwise polynomial states, and the stated inflow trace. Assume Countable Choice only for the affine-simplex branch.

[F1]

Upwind discontinuous Galerkin discretization of constant transport: on each cell, (∂tuh,v)K−(βuh,∇v)K+∑F⊂∂K⟨(β⋅nK,F)u^K,F,v⟩F=0.

[F2]

When d≥2, Gauss–Green formula on an affine simplex gives ∫Kdiv⁡G=∑F⊂∂K∫FG⋅nK,F for G∈C1(K‾;Rd).

[F3]

If f:[a,b]→Rm is differentiable with integrable f′ then ∫abf′=f(b)−f(a); and a bounded derivative makes f Lipschitz: for a continuously differentiable function on a closed interval, the integral of its derivative is the difference of its endpoint values.

[F4]

For d≥2, Interior facet orientations cancel in a matching mesh says every interior facet of a matching affine mesh occurs twice with opposite induced orientations.

[F5]

Oriented interval meshes and broken polynomial spaces: adjacent interval cells have opposite outward normals at their common endpoint.

[A1]

The Axiom of Countable Choice (ACω): Countable Choice is used only for [F2] on the d≥2 branch; it is not needed in dimension one.

Proof

1.1givenF1F2F3F4F5A1algebra

In the DG equation on each cell take v=uh. The time term is 12ddt∥uh∥L2(K)2. When d≥2, since β is constant, −∫Kβuh⋅∇uh=−12∫Kdiv⁡(βuh2)=−12∑F⊂∂K∫F(β⋅nK,F)uh2 by [F2] and [A1]. When d=1 and K=(xj−1,xj), [F3] gives the same endpoint identity −∫Kβuh ∂xuh=−12∑e∈∂K(βnK,e)uh(e)2. Sum over cells; [F4] pairs opposite normals on each interior facet for d≥2, and [F5] gives opposite normals at every shared interval endpoint.

2.1F1step 1.1algebra

Fix an interior facet oriented from K− to K+ and put b=β⋅nF. The two face terms from step 1.1 and the two upwind numerical-flux terms combine to −b2((u−)2−(u+)2)+bu^(u−−u+). If b>0, then u^=u− and this is b2(u+−u−)2; if b<0, then u^=u+ and this is ∣b∣2(u+−u−)2. For b=0 it vanishes. This scalar calculation also applies to the single endpoint quadrature in dimension one.

2.2F1step 1.1algebra

On an outflow boundary face, b=β⋅n>0 and u^=uh, so the volume and flux terms combine to b2uh2. On an inflow face, b<0 and u^=g, so they combine to ∣b∣2uh2−∣b∣guh=∣b∣2(uh−g)2−∣b∣2g2. Faces with b=0 contribute zero.

3.1givenstep 2.1step 2.2algebra∎

If ∫Γ−∣β⋅n∣g2 dS<∞, all boundary terms in step 2.2 are integrable, since the polynomial traces are bounded on the finitely many bounded facets. Substituting steps 2.1 and 2.2 into the tested DG sum gives the finite displayed identity. If that inflow integral is infinite, the inequality g2≤2(g−uh)2+2uh2 and finiteness of the weighted polynomial-trace integral force ∫Γ−∣β⋅n∣(uh−g)2 dS=+∞; the displayed identity then reads +∞=+∞, without subtracting infinite integrals. For g=0 all dissipation terms are nonnegative and the finite identity proves the stability statement.

DefinitionDefinition: Literature-sourcedProof: Not applicableOpen item page →

Conservative flux-differencing SBP method for nonlinear systems

Definition

Let d≥2, let Th be a finite matching affine simplicial mesh, and consider Ut+∑ℓ=1d∂xℓFℓ(U)=0 with state domain A⊆Rm. Assume a common convex entropy η and, for each direction ℓ, an entropy flux qℓ so that (η,qℓ) satisfies Convex entropy pairs, entropy variables, and entropy potentials for systems for the directional flux Fℓ. Write v=∇η and ψℓ=vTFℓ−qℓ. For every direction, supply a symmetric consistent two-point flux Fℓec satisfying Tadmor entropy-conservative two-point flux, namely (v(UR)−v(UL))TFℓec(UL,UR)=ψℓ(UR)−ψℓ(UL).

On each cell use diagonal-norm SBP data from Diagonal-norm summation-by-parts element data. Put QK,ℓ=HKDK,ℓ; let UiK∈A be the nodal states; and let the face restrictions select paired face nodes with matching positive weights on the two incident cells. For an oriented interior face node with normal n from the minus trace to the plus trace, set Fn(U)=∑ℓnℓFℓ(U) and ψn(U)=∑ℓnℓψℓ(U). Given any fixed coefficient αF,q≥0, define the normal interface flux F^n,F,q∗(U−,U+)=∑ℓ=1dnℓFℓec(U−,U+)−αF,q2(v(U+)−v(U−)). The coefficient is the same when the face orientation is reversed. Thus the flux is conservative and consistent, and its entropy contraction is [v]TF^n,F,q∗=[ψn]−αF,q2∥[v]∥2≤[ψn], by the directional Tadmor identities in Tadmor entropy-conservative two-point flux. On physical boundary faces supply a consistent normal flux and require the boundary entropy contribution below to be nonnegative.

Write ωF,q for the qth diagonal entry of MF. Define the boundary entropy contribution Bh(t)=∑F⊂∂Ω∑qωF,q(v(UF,q)TF^nF∗−ψnF(UF,q)). The selected boundary flux is entropy admissible when Bh(t)≥0. The flux-differencing SBP semidiscretization on each element is HKU˙K+2∑ℓ=1d(QK,ℓ∘Fℓec(UK,UK))1+∑F⊂∂KRK,FTMK,F(F^nK,F∗−FnK,F(UK,F))=0, where ∘ is entrywise matrix multiplication and Fℓec(UK,UK) is the matrix with (i,j) entry Fℓec(UiK,UjK). These are conditional method data: compatible SBP data and directional entropy-conservative fluxes are hypotheses, not asserted to exist for every mesh or entropy pair. The interior numerical flux is explicitly defined once those data and αF,q are supplied. Curved elements are excluded.

LemmaStatement: Literature-sourcedProof: AI-generatedprecheck passOpen item page →

The cellwise L2 projection exists uniquely and is best approximation

Statement

For every finite measure μ on a bounded nondegenerate interval or nondegenerate affine simplex K that assigns positive measure to every nonempty relatively open subset, every integer degree p≥0 with Pp(K)⊆L2(μ) as in Cellwise L2 projection relation onto broken polynomials, and every u∈L2(μ), the set PK(u) contains exactly one polynomial ΠKu. For each w∈Pp(K), ∥u−ΠKu∥L2(K)≤∥u−w∥L2(K).

Facts & Assumptions

Given: A finite measure μ with full support on K, the finite-dimensional polynomial space Pp(K)⊂L2(μ), u∈L2(μ), and the orthogonality equations defining PK(u).

[F1]

Cellwise L2 projection relation onto broken polynomials: p∈PK(u) exactly when ∫K(u−p)w dμ=0 for every w∈Pp(K).

[F2]

Cauchy-Schwarz inequality for L2: if f,g∈L2(μ), then ∫∣fg∣ dμ≤∥f∥2∥g∥2.

Proof

1.1F1F2constructalgebra

Choose the finite monomial basis {ϕ1,…,ϕM} of Pp(K). Its Gram matrix Gij=∫Kϕiϕj dμ is positive definite: for every nonzero coefficient vector c, the polynomial q=∑iciϕi is continuous and nonzero at some point of K, so it is bounded away from zero on a nonempty relatively open subset; full support gives cTGc=∫Kq2 dμ>0. Each moment bi=∫Kuϕi dμ is finite by [F2]. The invertible system Gc=b therefore has a unique solution, and p=∑iciϕi satisfies [F1].

2.1F1step 1.1algebra∎

For any w∈Pp(K), write u−w=(u−ΠKu)+(ΠKu−w). The first term is orthogonal to the second by [F1], hence ∥u−w∥22=∥u−ΠKu∥22+∥ΠKu−w∥22≥∥u−ΠKu∥22. Taking square roots proves best approximation.

TheoremStatement: Literature-sourcedProof: AI-generatedprecheck passOpen item page →

The degree-zero upwind forward-Euler step preserves mass and convex entropy

Statement

Let Th be a finite periodic matching affine simplicial mesh in d≥2, let β∈Rd be constant, and apply Forward-Euler step for degree-zero upwind DG transport with λK≤1 for every cell. Assume Countable Choice for the imported affine-simplex Green formula. Then the cell-volume-weighted mean is conserved: ∑KVKUK+=∑KVKUK. For every convex function η:R→R, the weighted discrete entropy does not increase: ∑KVKη(UK+)≤∑KVKη(UK).

Facts & Assumptions

Given: A finite periodic matching affine simplicial mesh, constant transport velocity, the degree-zero upwind forward-Euler update, the cellwise face CFL λK≤1, and a convex scalar function η.

[F1]

Forward-Euler step for degree-zero upwind DG transport: UK+=UK−ΔtVK∑FAF(bK,F+UK+bK,F−UKF) with λK=ΔtVK∑FAFbK,F+≤1.

[F2]

Gauss–Green formula on an affine simplex: ∑F⊂∂K∣F∣nK,F=0, obtained by applying the affine-simplex Green formula to each constant vector field.

[A1]

The Axiom of Countable Choice (ACω): Countable Choice is used only through [F2].

Proof

1.1F1F2A1algebra

By [F2] with the constant vector field β, ∑FAFbK,F=0, hence ∑FAF(−bK,F)+=∑FAFbK,F+. Rewriting [F1] gives UK+=(1−λK)UK+∑F⊂∂KΔtAF(−bK,F)+VKUKF. All coefficients are nonnegative by λK≤1, and their sum is (1−λK)+λK=1.

2.1givenstep 1.1algebra

Convexity of η and the convex-combination formula in step 1.1 give VKη(UK+)≤VK(1−λK)η(UK)+Δt∑FAF(−bK,F)+η(UKF). Sum over cells. Each incoming coefficient for an upwind cell J is paired with the equal outgoing coefficient ΔtAFbJ,F+ on that same periodic face, so these terms exactly fill the subtracted VJλJη(UJ) contributions. Therefore ∑KVKη(UK+)≤∑KVKη(UK).

3.1F1givenalgebra∎

Multiply the update [F1] by VK and sum over cells. Every periodic interior face contributes one shared flux with each of its two opposite outward normals, so its two signed contributions cancel. This proves ∑KVKUK+=∑KVKUK.

TheoremStatement: Literature-sourcedProof: AI-generatedprecheck passjudge pass (gpt-6-luna)Open item page →

Upwind SBP-SAT transport satisfies the semidiscrete L2 energy identity

Statement

Let d≥1. If d=1, let the cells be a finite oriented interval mesh from Oriented interval meshes and broken polynomial spaces; if d≥2, let them form a finite matching affine simplicial mesh. On every cell assume diagonal-norm SBP data of Diagonal-norm summation-by-parts element data, with paired interior face nodes, equal paired weights, and opposite outward normals. Let β∈Rd be constant, and let the differentiable nodal state UK(t) solve the upwind SBP-SAT method of Upwind SBP-SAT discretization of constant transport with prescribed inflow values gF,q where bK,F:=β⋅nK,F<0. Write ωF,q for the diagonal entries of the face norm. On an interior face oriented from K− to K+, set bF=β⋅nF and [U]F,q=UF,q+−UF,q−. Let Γ+ and Γ− denote the boundary faces with positive and negative outward speed, respectively. For d=1, each face has one endpoint node and its face sum is a one-point sum. The discrete energy Eh=12∑KUKTHKUK satisfies dEhdt+12∑F interior∑qωF,q∣bF∣[U]F,q2+12∑F⊂Γ+∑qωF,qbK,FUF,q2+12∑F⊂Γ−∑qωF,q∣bK,F∣(UF,q−gF,q)2=12∑F⊂Γ−∑qωF,q∣bK,F∣gF,q2. Consequently, zero inflow data give a nonincreasing SBP norm.

Facts & Assumptions

Given: Positive diagonal SBP norm matrices, derivative and face restriction matrices satisfying the exact SBP identity, the upwind SAT sign convention, constant β, and matching interior face nodes, weights, and opposite normals.

[F1]

Diagonal-norm summation-by-parts element data: QK,ℓ+QK,ℓT=∑F⊂∂KnK,F,ℓRK,FTMK,FRK,F, with positive diagonal volume and face norms and matching face nodes and weights.

[F2]

Upwind SBP-SAT discretization of constant transport: HKU˙K+∑ℓ=1dβℓQK,ℓUK+∑FRK,FTMK,FbK,F(U^K,F−UK,F)=0 with the upwind trace at every face.

Proof

1.1F1F2algebra

Multiply the cell equation in [F2] on the left by UKT. The derivative term is 12ddt(UKTHKUK) because HK is symmetric. For each direction, the scalar identity UKTQK,ℓUK=12UKT(QK,ℓ+QK,ℓT)UK and [F1] give the face contribution 12∑FbK,FUK,FTMK,FUK,F after summing with coefficients βℓ. Including the SAT term, the cell energy equation is 12ddt(UKTHKUK)+∑F⊂∂K(bK,FU^K,FTMK,FUK,F−bK,F2UK,FTMK,FUK,F)=0.

2.1F1F2step 1.1algebra

Fix an interior face oriented from K− to K+ and a paired node q. Its paired face weights are equal by [F1]. If bF>0, both upwind traces are UF,q−, so the two contributions in step 1.1 sum to ωF,qbF2(UF,q−−UF,q+)2. If bF<0, the upwind traces are UF,q+ and the sum is ωF,q∣bF∣2(UF,q+−UF,q−)2. If bF=0, both contributions vanish.

2.2F2step 1.1algebra

At a boundary face with bK,F>0, U^K,F=UK,F, so each node contributes ωF,qbK,FUF,q2/2. When bK,F<0, U^K,F=gF,q, so the contribution is ωF,q∣bK,F∣(UF,q−gF,q)2/2−ωF,q∣bK,F∣gF,q2/2. Zero-speed faces contribute zero.

3.1givenstep 2.1step 2.2algebra∎

Sum the contributions from steps 2.1 and 2.2 over all cells. Each paired interior node appears once in the jump sum, and boundary nodes appear once in the corresponding inflow or outflow sum, yielding the displayed identity. Positivity of the face weights makes every dissipation term nonnegative; hence zero inflow data imply dEh/dt≤0.

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Smooth-solution L2 error bound for upwind DG transport

Statement

Let d≥1. If d=1, let Ω=(a,b), a<b, have a finite oriented interval mesh Th from Oriented interval meshes and broken polynomial spaces; if d≥2, let Th be a finite matching affine simplicial mesh of Ω. Let β∈Rd be constant, and let u∈C1([0,T]×Ω‾) solve ut+β⋅∇u=0 with inflow data equal to its boundary trace. Assume Countable Choice for the imported affine-simplex Green and Lebesgue-measure suppliers; the full-support and finite-measure properties on each cell are established below. Let uh be the semidiscrete upwind DG solution of degree p≥0, and let Πh be the cellwise L2 projection with respect to Lebesgue measure on each cell. Use ∥w∥L2(Ω)2=∑K∫K∣w∣2 dx and put η=Πhu−u. For an interior face with chosen normal nF, let ηup be the trace of η from the upwind side. In dimension one, face and boundary integrals are sums with respect to zero-dimensional surface measure. Define Rh(t)2=∑F interior∫F∣β⋅nF∣ ∣ηup∣2 dS+∫Γ+(β⋅n)∣η∣2 dS. Then ∥uh(T)−u(T)∥L2(Ω)≤(∥uh(0)−Πhu(0)∥L2(Ω)2+2∫0TRh(t)2 dt)1/2+∥Πhu(T)−u(T)∥L2(Ω). This is an exact projection-trace residual bound. It asserts no mesh-order rate unless the displayed projection errors are separately estimated.

Facts & Assumptions

Given: The constant-coefficient transport equation, the upwind DG weak form, the interval or matching affine-simplex cell branch according to d, a smooth exact solution whose inflow trace equals the supplied data, and the cellwise L2 projection. Assume Countable Choice for the affine-simplex Green and Lebesgue-measure suppliers.

[F1]

Upwind discontinuous Galerkin discretization of constant transport: uh satisfies the displayed elementwise weak DG equation with the upwind trace and the given inflow data.

[F2]

Cellwise L2 projection relation onto broken polynomials: (u−ΠKu,w)L2(K)=0 for every w∈Pp(K).

[F3]

When d≥2, Gauss–Green formula on an affine simplex gives ∫Kdiv⁡G dx=∑F⊂∂K∫FG⋅nK,F dS for a C1 vector field G.

[F4]

For d≥2, Interior facet orientations cancel in a matching mesh says every interior facet has two incident cells with opposite outward normals.

[F5]

Euclidean balls have positive finite Lebesgue measure: under Countable Choice, every Euclidean ball of positive radius has positive finite Lebesgue measure.

[F6]

Matching affine simplicial meshes and shape regularity: every cell is a nondegenerate affine simplex with nonempty Euclidean interior.

[F7]

Oriented interval meshes and broken polynomial spaces: every one-dimensional cell is a bounded open interval with its endpoint trace and orientation convention.

[F8]

Assuming countable choice, every Borel subset of Rn is Lebesgue measurable: under Countable Choice every Borel subset of Rd, including each interval cell and each closed affine simplex cell, is Lebesgue measurable.

[F10]

Measures are monotone: if A⊆B are measurable sets for a measure μ, then μ(A)≤μ(B).

[F11]

The cellwise L2 projection exists uniquely and is best approximation: on a finite measure space, positive measure on every nonempty relatively open subset makes the cellwise L2 projection exist uniquely.

[F12]

If f:[a,b]→Rm is differentiable with integrable f′ then ∫abf′=f(b)−f(a); and a bounded derivative makes f Lipschitz: for a continuously differentiable function on a closed interval, the integral of its derivative is the difference of its endpoint values.

[A1]

The Axiom of Countable Choice (ACω): Countable Choice is used only through [F3], [F5], [F8], and [F9]; no stronger choice principle is used.

Proof

1.1givenF3F12A1algebra

Multiplying the exact PDE by w∈Pp(K) and integrating by parts with [F3] when d≥2 gives its weak equation. When d=1, apply [F12] to the product βuw on each interval to obtain the same endpoint weak equation. In both branches the exact inflow trace is g and the outflow trace is the exact upwind trace.

1.2F5F6F7A1

For d≥2, each cell is a nondegenerate simplex whose interior is dense in the cell by [F6]. Every nonempty relatively open subset therefore intersects the interior in a nonempty Euclidean-open set, which contains a Euclidean ball. For d=1, each cell is an open interval by [F7], so every nonempty relatively open subset contains a Euclidean ball. In either branch [F5] and [A1] give that ball positive Lebesgue measure. Thus Lebesgue measure has full support on every cell.

1.3F5F6F7F8F9F10A1

Each cell is bounded and Borel: this follows from the interval description [F7] when d=1 and from the closed affine-simplex description [F6] when d≥2. Choose a finite-radius ball containing the cell. By [F5] the ball is Lebesgue measurable with finite measure, while [F8] makes the cell measurable; [F9] and [F10] then give λd(K)≤λd(B)<∞.

2.1F11step 1.2step 1.3

The full-support condition in step 1.2 and finite-measure condition in step 1.3 let us invoke the cellwise projection lemma [F11] on every cell. Since u(t,⋅) is continuous and each cell has finite measure, it belongs to L2(K); hence Πhu is well defined.

3.1F1F2F9F10F11F12step 1.1step 1.3step 2.1algebra

Set θ=uh−Πhu, so uh−u=θ+η. Subtract the exact weak equation in step 1.1 from [F1] and test with vh=θ. To justify differentiating projection orthogonality [F2], choose a monomial basis {ϕi} of Pp(K) and its fixed Gram matrix. By the construction in [F11], the projection coefficients solve that fixed finite linear system with moments ∫Ku(t)ϕi dx. Since ut is continuous on the compact space-time cell, [F12] and uniform continuity show that the difference quotients of u converge uniformly in x to ut; the bounded test polynomials and finite measure from step 1.3 therefore allow passage through each moment integral. The coefficients, and hence ΠKu, are differentiable in time, so differentiating [F2] gives (ηt,θ)K=0. If p=0, then ∇θ=0; if p≥1, then ∇θ∈Pp−1(K)d. Since β is constant, in either case β⋅∇θ∈Pp(K) and (η,β⋅∇θ)K=0. This leaves only the transport error and the upwind face-flux differences.

4.1F3F4F7F12A1step 3.1algebra

Integrate the remaining −(βθ,∇θ)K by parts using [F3] for d≥2 and [F12] on intervals for d=1, then pair cells using [F4] for d≥2 or the endpoint convention in [F7] for d=1. At an interior face the homogeneous upwind terms combine to 12∫F∣β⋅nF∣[θ]2; at inflow the volume term is 12∫Γ−∣β⋅n∣θ2, and at outflow the homogeneous term is 12∫Γ+(β⋅n)θ2. By the face flux differences from step 3.1, inflow contributes no projection residual because both fluxes use g; interior and outflow residuals move to the right with signs +∫F(β⋅nF)ηup[θ] and −∫Γ+(β⋅n)ηθ, respectively. Hence 12ddt∥θ∥22+12∑F∈Fhint∫F∣β⋅nF∣[θ]2+12∫Γ−∣β⋅n∣θ2+12∫Γ+(β⋅n)θ2=∑F∈Fhint∫F(β⋅nF)ηup[θ]−∫Γ+(β⋅n)ηθ.

5.1step 4.1algebra

For each interior face use ∣b∣∣ηup∣∣[θ]∣≤∣b∣4[θ]2+∣b∣∣ηup∣2, and on outflow use b∣η∣∣θ∣≤b4θ2+b∣η∣2. Absorbing the first terms into the half-dissipation terms of step 4.1 and dropping the remaining nonnegative boundary and jump terms gives ddt∥θ∥22≤2Rh(t)2.

6.1step 5.1algebra∎

Integrating the differential inequality gives ∥θ(T)∥22≤∥θ(0)∥22+2∫0TRh(t)2dt. Since uh−u=θ+η, the triangle inequality at T gives the stated estimate.

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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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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.

5 · Examples, counterexamples and false statements

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