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Hyperbolic DG and summation-by-parts methods
1 · Prerequisites
- Absolute and Conditional Convergence; Rearrangement; Products
- Areas of Elementary Plane Figures
- Banach-Space Differential Calculus and Banach Manifolds
- Binary Operations, Monoids, Groups and Subgroups
- Bounded Linear Operators and Quotient Spaces
- Compactness
- Compactness in Metric Spaces
- Completeness, Completion, and Uniform Continuity
- Complex Lp Spaces and Test-Function Conventions
- Complex Norms and Realification
- Complexification, Realification and Real Structures
- Construction of the Natural Numbers
- Construction of the Real Numbers via Cauchy Sequences
- Construction of the Real Numbers via Dedekind Cuts
- Continuity, IVT, EVT, and Uniform Continuity
- Convex and Semicontinuous Functions on Rⁿ
- Cosets, Index and Lagrange's Theorem
- Countability and Uncountability
- Countability Axioms and Cardinal Functions
- Darboux, L'Hôpital, and Taylor's Theorem
- Density Separability and Convolution in Lᵖ
- Determinants of Matrices over a Commutative Ring
- Distributions Test Functions and Differentiation
- Divisibility, Euclidean Domains, Principal Ideal Domains and Unique Factorisation
- Dual Spaces, Bilinear and Quadratic Forms, and Sylvester's Law of Inertia
- Filters and Ultrafilters
- Finite Counting, Factorials and Binomial Coefficients
- Finite Dimensional Normed Spaces and Riesz Lemma
- Finite-element meshes and interpolation
- Foundations of the Real Numbers for Analysis
- Fubini and Change of Variables
- Gaussian Elimination, Elementary Matrices and Reduced Row Echelon Form
- Group Actions, Orbits, Stabilisers and Cayley's Theorem
- Ideals, Quotient Rings and the Isomorphism Theorems for Rings
- Inner Product Spaces, Gram-Schmidt, Projections and Adjoints
- Lebesgue Measure on Euclidean Space
- Limits of Real Functions
- limsup, liminf, and Subsequential Limits
- Linear Independence, Bases and Dimension
- Linear Transformations, Rank-Nullity and Quotient Spaces
- Matrices, the Matrix of a Linear Map, and Change of Basis
- Measurable Functions and Simple Approximation
- Measures and Their Basic Properties
- Metric Spaces
- Mixed Partials, Taylor Formulae, and Extrema
- Monotone Functions, Discontinuities, and Continuity Sets
- Monotone Sequences, Bolzano-Weierstrass, and Cauchy Completeness
- Normal Subgroups and Quotient Groups
- Normed and Banach Spaces
- One-step ODE Consistency and Local Error
- Order, Zorn's Lemma, and the Axiom of Choice
- Outer Measure and the Caratheodory Extension Theorem
- Picard-Lindelöf and First-Order Ordinary Differential Equations
- Pointwise Extended-Real Function Products
- Polynomial Rings, the Division Algorithm and Roots
- Positivity, invariant domains and entropy-stable systems fluxes
- Power Series and Real-Analytic Functions
- Product Measures and the Fubini Tonelli Theorems
- Properties of the Integral and the Working FTC
- Relations, Functions, and Quotients
- Riemann solvers for hyperbolic systems
- Rings, Subrings, Integral Domains and Fields
- Rⁿ as a Normed Space; Vector-Valued Functions
- Roots, Rational Powers, and Classical Inequalities
- Runge–Kutta Methods and Order
- Schwartz Space and the Plancherel Theorem
- Separation Axioms: the Hierarchy
- Sequences and Limits
- Sequences and Series of Functions; Uniform Convergence
- Series: Convergence and the Nonnegative Tests
- Sigma Algebras and Borel Sets
- Simple Field Extensions and the Construction of the Complex Numbers
- Smooth Manifolds and Smooth Maps
- Subspaces, Products, and Quotients
- Suprema and Infima
- Symmetric Groups, Cycle Decomposition and the Sign Homomorphism
- Tangent Cotangent and the Differential
- The Cantor Set, Baire Category, and Measure Zero in ℝ
- The Derivative and the Mean Value Theorems
- The Exponential Function
- The Inverse and Implicit Function Theorems
- The Inverse Function Theorem Completed
- The Lebesgue Integral and the Convergence Theorems
- The Logarithm and General Powers
- The Lᵖ Spaces Holder Minkowski and Riesz Fischer
- The Maximal Function and Lebesgue Differentiation
- The Riemann Integral in Rᵐ and Jordan Content
- The Riemann Integral: Definition and Integrability
- The Topology of Euclidean Space
- The Total Derivative in ℝᵐ → ℝⁿ
- The ZFC Axioms and the Basic Set Constructions
- Topological Spaces and Continuity
- Topology of ℝ
- Triangularisation, Generalised Eigenspaces and Jordan Canonical Form
- Vector Spaces, Linear Subspaces, Span and Direct Sums
- Weak Derivatives and Sobolev Spaces
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
Oriented interval meshes and broken polynomial spaces
Definition
Let and choose an integer and points The oriented interval mesh is the ordered family of cells , , each oriented from left to right. Write . For an integer , the broken polynomial space is with functions interpreted cell by cell. At an interior node , write for the trace from the left cell and for the trace from the right cell; the chosen face normal points from left to right, and the jump is . At and , the outward normals are and , respectively.
The published matching-affine-simplicial-mesh convention used elsewhere on the A page has dimension . This definition supplies the distinct one-dimensional interval and trace convention; it makes no assertion about multidimensional cells.
Diagonal-norm summation-by-parts element data
Definition
On an affine element in dimension , diagonal-norm SBP data consist of a nodal state vector with entries, a positive diagonal matrix , and derivative matrices , . Put . For each face let select its face nodes from the volume nodes, let be a positive diagonal face quadrature matrix, and let be its constant outward unit normal. The data are SBP compatible when for each coordinate . The rows of 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, and select the left and right endpoint nodes with normals and .
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.
Upwind discontinuous Galerkin discretization of constant transport
Definition
Let , let be constant, and consider on a fixed domain. For , use Oriented interval meshes and broken polynomial spaces. For , use a finite matching affine simplicial mesh and its broken space from Matching affine simplicial meshes and shape regularity and Broken and conforming polynomial spaces on a matching mesh. On each cell , let , with .
In this discretization, a cell face means a facet of dimension when , and an endpoint when ; all face sums below use only these faces, with counting measure at endpoints. For each cell face , let be the outward unit normal, , and the trace of . On an interior face with neighbor , define the upwind trace by when and when ; either trace may be used when . On a physical boundary face, use the prescribed inflow datum when and when . The numerical flux is .
The upwind DG semidiscretization seeks a differentiable cellwise polynomial such that for every and , This definition is spatial only. It asserts neither a fully discrete bound nor a shock-convergence result.
For the face orientation, in the diagram is the shared vertical edge, points from to , and . The flux takes the trace on the side from which the sign of transports data. The coordinates and orientation specify the diagram completely; the proofs use the displayed flux formula, not the picture.
Forward-Euler step for degree-zero upwind DG transport
Definition
Input a dimension , a finite matching affine simplicial mesh whose boundary faces are paired by translations to form a periodic mesh, a constant velocity , one cell mean per cell, and a step . The output is either CFL-inadmissible or an updated vector of cell means . Let be the cell volume and the face area. Here a cell face is a codimension-one facet, as in Upwind discontinuous Galerkin discretization of constant transport. For each face , let be the outward unit normal, , and the neighboring cell across that periodic face. With and , the upwind flux out of is
Compute
If for any cell, return CFL-inadmissible without updating the state. Otherwise, the degree-zero upwind forward-Euler update is admissible and its output is
This is the degree-zero specialization of Upwind discontinuous Galerkin discretization of constant transport.
Cellwise L2 projection relation onto broken polynomials
Definition
Let be a cell in the one-dimensional interval or matching affine-simplex branch of Upwind discontinuous Galerkin discretization of constant transport, and fix an integer degree . Let be a finite measure space as in Measure spaces, let have the raw measurable-function meaning of The function space for , and let . For define its cellwise L2 projection relation to be the set For a mesh, the broken relation is the product of these cell relations. The measure is required to give positive measure to every nonempty relatively open subset of 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 for that member.
Upwind SBP-SAT discretization of constant transport
Definition
Fix constant transport velocity and SBP data from Diagonal-norm summation-by-parts element data. For each cell , let be the vector of nodal values, , and . Set . At each interior face, use the trace from the cell with positive outward speed when , and the neighboring trace when ; at boundary faces use the inflow data on and the interior trace on . Denote this upwind scalar trace by .
The upwind SBP-SAT semidiscretization is The sign of the SAT correction is fixed by this equation. The definition is spatial only and makes no fully discrete claim.
Upwind DG transport satisfies the semidiscrete L2 energy identity
Statement
Let . If , let be a finite oriented interval mesh of , , from Oriented interval meshes and broken polynomial spaces; if , let be a finite matching affine simplicial mesh of . Let be constant, and let solve Upwind discontinuous Galerkin discretization of constant transport with inflow data . Assume Countable Choice when , as required by the affine-simplex Green supplier; no choice assumption is needed for the interval branch. Write and . For an interior facet choose a unit normal from to and write . In dimension one, integrals over facets and boundary points mean sums with respect to zero-dimensional surface measure. Then The equality is understood in . It is a finite energy balance whenever at the time in question; otherwise both sides are and give no finite inflow bound. In particular, zero inflow data give a nonincreasing semidiscrete norm. This result is semidiscrete and makes no claim about a time integrator.
Facts & Assumptions
Given: The upwind DG weak form with constant , either the oriented interval mesh or the matching affine simplicial mesh according to , smooth cellwise polynomial states, and the stated inflow trace. Assume Countable Choice only for the affine-simplex branch.
Upwind discontinuous Galerkin discretization of constant transport: on each cell, .
When , Gauss–Green formula on an affine simplex gives for .
If is differentiable with integrable then ; and a bounded derivative makes Lipschitz: for a continuously differentiable function on a closed interval, the integral of its derivative is the difference of its endpoint values.
For , Interior facet orientations cancel in a matching mesh says every interior facet of a matching affine mesh occurs twice with opposite induced orientations.
Oriented interval meshes and broken polynomial spaces: adjacent interval cells have opposite outward normals at their common endpoint.
The Axiom of Countable Choice (): Countable Choice is used only for [F2] on the branch; it is not needed in dimension one.
Proof
In the DG equation on each cell take . The time term is . When , since is constant, by [F2] and [A1]. When and , [F3] gives the same endpoint identity . Sum over cells; [F4] pairs opposite normals on each interior facet for , and [F5] gives opposite normals at every shared interval endpoint.
Fix an interior facet oriented from to and put . The two face terms from step 1.1 and the two upwind numerical-flux terms combine to . If , then and this is ; if , then and this is . For it vanishes. This scalar calculation also applies to the single endpoint quadrature in dimension one.
On an outflow boundary face, and , so the volume and flux terms combine to . On an inflow face, and , so they combine to . Faces with contribute zero.
If , 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 and finiteness of the weighted polynomial-trace integral force ; the displayed identity then reads , without subtracting infinite integrals. For all dissipation terms are nonnegative and the finite identity proves the stability statement.
Conservative flux-differencing SBP method for nonlinear systems
Definition
Let , let be a finite matching affine simplicial mesh, and consider with state domain . Assume a common convex entropy and, for each direction , an entropy flux so that satisfies Convex entropy pairs, entropy variables, and entropy potentials for systems for the directional flux . Write and . For every direction, supply a symmetric consistent two-point flux satisfying Tadmor entropy-conservative two-point flux, namely
On each cell use diagonal-norm SBP data from Diagonal-norm summation-by-parts element data. Put ; let 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 from the minus trace to the plus trace, set and . Given any fixed coefficient , define the normal interface flux The coefficient is the same when the face orientation is reversed. Thus the flux is conservative and consistent, and its entropy contraction is 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 for the th diagonal entry of . Define the boundary entropy contribution The selected boundary flux is entropy admissible when . The flux-differencing SBP semidiscretization on each element is where is entrywise matrix multiplication and is the matrix with entry . 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 are supplied. Curved elements are excluded.
The cellwise L2 projection exists uniquely and is best approximation
Statement
For every finite measure on a bounded nondegenerate interval or nondegenerate affine simplex that assigns positive measure to every nonempty relatively open subset, every integer degree with as in Cellwise L2 projection relation onto broken polynomials, and every , the set contains exactly one polynomial . For each ,
Facts & Assumptions
Given: A finite measure with full support on , the finite-dimensional polynomial space , , and the orthogonality equations defining .
Cellwise L2 projection relation onto broken polynomials: exactly when for every .
Cauchy-Schwarz inequality for : if , then .
Proof
Choose the finite monomial basis of . Its Gram matrix is positive definite: for every nonzero coefficient vector , the polynomial is continuous and nonzero at some point of , so it is bounded away from zero on a nonempty relatively open subset; full support gives . Each moment is finite by [F2]. The invertible system therefore has a unique solution, and satisfies [F1].
For any , write . The first term is orthogonal to the second by [F1], hence . Taking square roots proves best approximation.
The degree-zero upwind forward-Euler step preserves mass and convex entropy
Statement
Let be a finite periodic matching affine simplicial mesh in , let be constant, and apply Forward-Euler step for degree-zero upwind DG transport with for every cell. Assume Countable Choice for the imported affine-simplex Green formula. Then the cell-volume-weighted mean is conserved: For every convex function , the weighted discrete entropy does not increase:
Facts & Assumptions
Given: A finite periodic matching affine simplicial mesh, constant transport velocity, the degree-zero upwind forward-Euler update, the cellwise face CFL , and a convex scalar function .
Gauss–Green formula on an affine simplex: , obtained by applying the affine-simplex Green formula to each constant vector field.
The Axiom of Countable Choice (): Countable Choice is used only through [F2].
Proof
By [F2] with the constant vector field , , hence . Rewriting [F1] gives . All coefficients are nonnegative by , and their sum is .
Convexity of and the convex-combination formula in step 1.1 give . Sum over cells. Each incoming coefficient for an upwind cell is paired with the equal outgoing coefficient on that same periodic face, so these terms exactly fill the subtracted contributions. Therefore .
Multiply the update [F1] by 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 .
Upwind SBP-SAT transport satisfies the semidiscrete L2 energy identity
Statement
Let . If , let the cells be a finite oriented interval mesh from Oriented interval meshes and broken polynomial spaces; if , 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 be constant, and let the differentiable nodal state solve the upwind SBP-SAT method of Upwind SBP-SAT discretization of constant transport with prescribed inflow values where . Write for the diagonal entries of the face norm. On an interior face oriented from to , set and . Let and denote the boundary faces with positive and negative outward speed, respectively. For , each face has one endpoint node and its face sum is a one-point sum. The discrete energy satisfies 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 , and matching interior face nodes, weights, and opposite normals.
Diagonal-norm summation-by-parts element data: , with positive diagonal volume and face norms and matching face nodes and weights.
Upwind SBP-SAT discretization of constant transport: with the upwind trace at every face.
Proof
Multiply the cell equation in [F2] on the left by . The derivative term is because is symmetric. For each direction, the scalar identity and [F1] give the face contribution after summing with coefficients . Including the SAT term, the cell energy equation is
Fix an interior face oriented from to and a paired node . Its paired face weights are equal by [F1]. If , both upwind traces are , so the two contributions in step 1.1 sum to . If , the upwind traces are and the sum is . If , both contributions vanish.
At a boundary face with , , so each node contributes . When , , so the contribution is . Zero-speed faces contribute zero.
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 .
Smooth-solution L2 error bound for upwind DG transport
Statement
Let . If , let , , have a finite oriented interval mesh from Oriented interval meshes and broken polynomial spaces; if , let be a finite matching affine simplicial mesh of . Let be constant, and let solve 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 be the semidiscrete upwind DG solution of degree , and let be the cellwise L2 projection with respect to Lebesgue measure on each cell. Use and put . For an interior face with chosen normal , let be the trace of from the upwind side. In dimension one, face and boundary integrals are sums with respect to zero-dimensional surface measure. Define Then 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 , 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.
Upwind discontinuous Galerkin discretization of constant transport: satisfies the displayed elementwise weak DG equation with the upwind trace and the given inflow data.
When , Gauss–Green formula on an affine simplex gives for a vector field .
For , Interior facet orientations cancel in a matching mesh says every interior facet has two incident cells with opposite outward normals.
Euclidean balls have positive finite Lebesgue measure: under Countable Choice, every Euclidean ball of positive radius has positive finite Lebesgue measure.
Matching affine simplicial meshes and shape regularity: every cell is a nondegenerate affine simplex with nonempty Euclidean interior.
Oriented interval meshes and broken polynomial spaces: every one-dimensional cell is a bounded open interval with its endpoint trace and orientation convention.
Assuming countable choice, every Borel subset of is Lebesgue measurable: under Countable Choice every Borel subset of , including each interval cell and each closed affine simplex cell, is Lebesgue measurable.
Assuming countable choice, is a sigma-algebra containing every elementary set and is a complete measure extending elementary volume: under Countable Choice Lebesgue measure is a measure on the Lebesgue measurable sets.
Measures are monotone: if are measurable sets for a measure , then .
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.
If is differentiable with integrable then ; and a bounded derivative makes Lipschitz: for a continuously differentiable function on a closed interval, the integral of its derivative is the difference of its endpoint values.
The Axiom of Countable Choice (): Countable Choice is used only through [F3], [F5], [F8], and [F9]; no stronger choice principle is used.
Proof
Multiplying the exact PDE by and integrating by parts with [F3] when gives its weak equation. When , apply [F12] to the product on each interval to obtain the same endpoint weak equation. In both branches the exact inflow trace is and the outflow trace is the exact upwind trace.
For , 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 , 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.
Each cell is bounded and Borel: this follows from the interval description [F7] when and from the closed affine-simplex description [F6] when . 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 .
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 is continuous and each cell has finite measure, it belongs to ; hence is well defined.
Set , so . Subtract the exact weak equation in step 1.1 from [F1] and test with . To justify differentiating projection orthogonality [F2], choose a monomial basis of and its fixed Gram matrix. By the construction in [F11], the projection coefficients solve that fixed finite linear system with moments . Since is continuous on the compact space-time cell, [F12] and uniform continuity show that the difference quotients of converge uniformly in to ; the bounded test polynomials and finite measure from step 1.3 therefore allow passage through each moment integral. The coefficients, and hence , are differentiable in time, so differentiating [F2] gives . If , then ; if , then . Since is constant, in either case and . This leaves only the transport error and the upwind face-flux differences.
Integrate the remaining by parts using [F3] for and [F12] on intervals for , then pair cells using [F4] for or the endpoint convention in [F7] for . At an interior face the homogeneous upwind terms combine to ; at inflow the volume term is , and at outflow the homogeneous term is . By the face flux differences from step 3.1, inflow contributes no projection residual because both fluxes use ; interior and outflow residuals move to the right with signs and , respectively. Hence
For each interior face use , and on outflow use . Absorbing the first terms into the half-dissipation terms of step 4.1 and dropping the remaining nonnegative boundary and jump terms gives .
Integrating the differential inequality gives . Since , the triangle inequality at gives the stated estimate.
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 . Define the discrete entropy and the boundary contribution by If , then so is nonincreasing. Here 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 under orientation reversal; include it in the interior-face dissipation sum and omit it from . 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 , and physical boundary flux data with .
Conservative flux-differencing SBP method for nonlinear systems: the interior normal flux is the entropy-conservative normal flux minus , and the semidiscrete residual is the displayed flux-differencing volume term plus the face SAT.
Convex entropy pairs, entropy variables, and entropy potentials for systems: and for each directional entropy pair.
Tadmor entropy-conservative two-point flux: each symmetric consistent directional two-point flux satisfies .
Interior facet orientations cancel in a matching mesh: every interior facet occurs twice with opposite induced orientations.
The boundary flux data satisfy the displayed nonnegative boundary entropy contribution.
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 under orientation reversal, and is omitted from .
Proof
For a fixed cell and direction write and . Symmetry of from [F4] gives . By [F4] the first sum is , since and by [F2]. The second sum is by [F2], diagonal face selection, and consistency from [F4]. Summing directions and the potential identity in [F3] proves the volume entropy boundary identity.
The chain rule gives . Since the semidiscrete equation is , the entropy rate is the negative of the volume and SAT contractions. Combining the volume contraction from step 1.1 with cancels the physical flux and leaves, on each cell face, .
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 . 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 . The remaining physical boundary-cell contributions are by definition. Moving these terms to the left gives the asserted identity, and [A1] gives nonincrease.
For each component, the constant-vector contraction of the volume term is . 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 . 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.
SSPRK(3,3) preserves the degree-zero upwind entropy bound
Statement
Let be a finite periodic matching affine simplicial mesh, write for its cell volumes, let be constant, and let be convex. Assume the cellwise forward-Euler condition in The degree-zero upwind forward-Euler step preserves mass and convex entropy holds for , including its Countable Choice premise through the affine-simplex Green formula. For the autonomous degree-zero upwind DG ODE, write . The exact SSPRK(3,3) recurrence is Then . 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.
The three-stage third-order SSP Runge–Kutta step: , , and ; the problem here is autonomous, so all three maps are .
The degree-zero upwind forward-Euler step preserves mass and convex entropy: for every cell-state vector in , the degree-zero upwind forward-Euler map at this CFL does not increase .
SSPRK(3,3) is third order and preserves conditional convex bounds: if and are convex and the forward-Euler map preserves and does not increase , the SSPRK(3,3) stages and output do so at the same step size.
A convex subset of contains every line segment between two of its points: is convex, and convexity of each with positive weights makes convex.
Convex and strictly convex functions on Euclidean convex sets: is convex when for .
Forward-Euler step for degree-zero upwind DG transport: each cell volume is positive because every mesh cell is nondegenerate.
The Axiom of Countable Choice (): Countable Choice is carried from the forward-Euler geometric estimate [F2]; this theorem uses no stronger choice principle.
Proof
By [F1], the spatially autonomous SSPRK(3,3) step has exactly the three displayed convex-combination stages. Set and . For and , apply [F5] in each cell and multiply by from [F6]; summing proves convexity of .
The state space is convex and is convex. By [F2], every forward-Euler image of a cell-state vector lies in and has no larger value under the assumed cell CFL. Thus the hypotheses of the convex-transfer clause [F3] hold at the same .
Applying [F3] to the three stages in [F1] gives , 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
None yet.
Sources
- Bernardo Cockburn, An Introduction to the Discontinuous Galerkin Method for Convection-Dominated Problems, CIME lecture notes
- Travis C. Fisher and Mark H. Carpenter, High-Order Entropy Stable Finite Difference Schemes for Nonlinear Conservation Laws: Finite Domains, NASA/TM-2013-217971
- Bernardo Cockburn and Chi-Wang Shu, Runge–Kutta Discontinuous Galerkin Methods for Convection-Dominated Problems, Journal of Scientific Computing 16 (2001)
- Eitan Tadmor, Entropy Stable Schemes, Handbook of Numerical Methods for Hyperbolic Problems, Vol. 17 (2016)