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Hyperbolic DG and summation-by-parts methods — Examples

1 · Prerequisites

2 · Summary

These examples calculate the inflow energy supply for a one-cell upwind DG state, compare central and upwind periodic flux dissipation, and verify the sign of a two-node SBP inflow penalty. The underintegrated Burgers collocation example gives an exact positive quadratic-entropy rate despite satisfying the SBP matrix identity; it illustrates why nonlinear entropy stability needs the stated flux-differencing and quadrature conditions.

3 · Logical flowchart

4 · Definitions, theorems and proofs

None yet.

5 · Examples, counterexamples and false statements

CounterexampleConstruction: AI-generatedVerification: AI-generatedprecheck passjudge pass (gpt-6-luna)Open item page →

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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Central and upwind fluxes have different periodic dissipation

Example

On two equal periodic interval cells of length h, consider degree-zero DG for ut+aux=0 with a>0 and cell states u1,u2. Compare the central flux f^c(a0,b0)=a(a0+b0)/2 with the upwind flux f^u(a0,b0)=aa0.

Facts & Assumptions

Given: The degree-zero weak DG balance with a single shared numerical flux at each oriented face and periodic indexing u0=u2, u3=u1.

[F1]

Upwind discontinuous Galerkin discretization of constant transport: the semidiscrete cell balance is hu˙j=−(f^j+1/2−f^j−1/2) for a degree-zero test function.

Verification

1.1givenF1algebra

For the central flux, both faces of cell 1 see the same pair (u1,u2) and hence the same flux; likewise for cell 2. Thus u˙1=u˙2=0 and E=h2(u12+u22) has E˙=0.

2.1F1step 1.1algebra∎

For the upwind flux, the two cell equations are u˙1=−ah(u1−u2) and u˙2=−ah(u2−u1). Therefore E˙=h(u1u˙1+u2u˙2)=−a(u1−u2)2. In particular, at (u1,u2)=(1,−1) the central rate is zero and the upwind rate is −4a<0.

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A constant upwind DG state with inflow data on one interval

Example

Take the one-cell interval K=(0,1), degree p=0, speed a>0, constant cell state U(t), and inflow value g(t) at x=0. The outflow trace at x=1 is U(t).

Facts & Assumptions

Given: The one-dimensional upwind DG weak form on (0,1), with β=a>0, cell length one, and left inflow flux −ag.

[F1]

Upwind discontinuous Galerkin discretization of constant transport: for a degree-zero test function the volume derivative term vanishes, and the two endpoint fluxes enter with their outward signs.

Verification

1.1givenF1algebra

Use the constant test vh=1 in the DG equation. The cell mass is U, the outflow contribution is aU, and the inflow contribution is −ag, so U˙+aU−ag=0 and U˙=a(g−U).

2.1givenstep 1.1algebra∎

For E(t)=12U(t)2, multiply the ODE by U to get E˙=aU(g−U)=a2g2−a2U2−a2(U−g)2. Rearranging displays the outflow energy, mismatch dissipation at inflow, and energy supplied by the boundary datum.

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The SBP inflow SAT produces the boundary energy term

Example

On the interval [0,1], use two endpoint nodes, H=12I, D=(−11−11), left and right selectors RL=(1,0) and RR=(0,1), and B=diag⁡(−1,1). For ut+aux=0 with a>0, inflow value g(t) at x=0, and upwind outflow at x=1, the SBP-SAT ODE is HU˙+aHD U+aeL(UL−g)=0.

Facts & Assumptions

Given: The two-node SBP data, the upwind inflow SAT sign, and the discrete energy E=12UTHU.

[F1]

Upwind SBP-SAT discretization of constant transport: the inflow SAT in the strong form is −aeL(g−UL)=aeL(UL−g) and the outflow SAT is zero.

[F2]

Upwind SBP-SAT transport satisfies the semidiscrete L2 energy identity: the SBP identity converts the volume derivative term into the signed endpoint quadratic boundary term.

Verification

1.1givenF2algebra

The matrices satisfy HD=(−1/21/2−1/21/2) and HD+DTH=B, so UTHDU=12(UR2−UL2).

2.1givenF1step 1.1algebra∎

Multiply the ODE in [F1] by UT. The inflow penalty contributes aUL(UL−g), and step 1.1 gives E˙+a2UR2+a2(UL−g)2=a2g2. Thus the penalty has the sign required by the upwind energy identity.