Discrete Entropy Inequality Research Articles

The Navier-Stokes system with temperature and salinity for free surface flows. Numerical scheme and validation

In this paper, we propose and study a numerical scheme for the Navier-Stokes-Fourier system derived and studied by the authors in [12]. This system models hydrostatic free surface flows with density variations depending on temperature or salinity. We show that the finite volume/finite element scheme presented – based on a layer averaged formulation of the model – is well-balanced with regards to the steady state of the lake at rest and preserves the nonnegativity of the water height. A maximum principle on the density is also proved as well as a discrete entropy inequality (when the thermal and viscous effects are neglected). Some numerical validations are finally shown with comparisons to 3D analytical solutions and experiments.

Discrete entropy inequalities via an optimization process

The solutions of hyperbolic systems may contain discontinuities. These weak solutions verify not only the original PDEs, but also an entropy inequality that acts as a selection criterion determining whether a discontinuity is physical or not. Obtaining a discrete version of these entropy inequalities when approximating the solutions numerically is crucial to avoid convergence to unphysical solutions or even unstability. However such a task is difficult in general, if not impossible for schemes of order 2 or more. In this paper, we introduce an optimization framework that enables us to quantify a posteriori the decrease or increase of entropy of a given scheme, locally in space and time. We use it to obtain maps of numerical diffusion and to prove that some schemes do not have a discrete entropy inequality. A special attention is devoted to the widely used second order MUSCL scheme for which almost no theoretical results are known.

Artificial Viscosity to Get Both Robustness and Discrete Entropy Inequalities

Artificial Viscosity to Get Both Robustness and Discrete Entropy Inequalities

A New Entropy Stable Finite Difference Scheme for Hyperbolic Systems of Conservation Laws

The hyperbolic problem has a unique entropy solution, which maintains the entropy inequality. As such, people hope that the numerical results should maintain the discrete entropy inequalities accordingly. In view of this, people tend to construct entropy stable (ES) schemes. However, traditional numerical schemes cannot directly maintain discrete entropy inequalities. To address this, we here construct an ES finite difference scheme for the nonlinear hyperbolic systems of conservation laws. The proposed scheme can not only maintain the discrete entropy inequality, but also enjoy high-order accuracy. Firstly, we construct the second-order accurate semi-discrete entropy conservative (EC) schemes and ensure that the schemes meet the entropy identity when an entropy pair is given. Then, the second-order EC schemes are used as a building block to achieve the high-order accurate semi-discrete EC schemes. Thirdly, we add a dissipation term to the above schemes to obtain the high-order ES schemes. The term is based on the Weighted Essentially Non-Oscillatory (WENO) reconstruction. Finally, we integrate the scheme using the third-order Runge–Kutta (RK) approach in time. In the end, plentiful one- and two-dimensional examples are implemented to validate the capability of the scheme. In summary, the current scheme has sharp discontinuity transitions and keeps the genuine high-order accuracy for smooth solutions. Compared to the standard WENO schemes, the current scheme can achieve higher resolution.

A New Thermodynamically Compatible Finite Volume Scheme for Magnetohydrodynamics

In this paper we propose a novel thermodynamically compatible finite volume scheme for the numerical solution of the equations of magnetohydrodynamics (MHD) in one and two space dimensions. As shown by Godunov in 1972, the MHD system can be written as overdetermined symmetric hyperbolic and thermodynamically compatible (SHTC) system. More precisely, the MHD equations are symmetric hyperbolic in the sense of Friedrichs and satisfy the first and second principles of thermodynamics. In a more recent work on SHTC systems, \cite{Rom1998}, the entropy density is a primary evolution variable, and total energy conservation can be shown to be a \textit{consequence} that is obtained after a judicious linear combination of all other evolution equations. The objective of this paper is to mimic the SHTC framework also on the discrete level by directly discretizing the \textit{entropy inequality}, instead of the total energy conservation law, while total energy conservation is obtained via an appropriate linear combination as a \textit{consequence} of the thermodynamically compatible discretization of all other evolution equations. As such, the proposed finite volume scheme satisfies a discrete cell entropy inequality \textit{by construction} and can be proven to be nonlinearly stable in the energy norm due to the discrete energy conservation. In multiple space dimensions the divergence-free condition of the magnetic field is taken into account via a new thermodynamically compatible generalized Lagrangian multiplier (GLM) divergence cleaning approach. The fundamental properties of the scheme proposed in this paper are mathematically rigorously proven. The new method is applied to some standard MHD benchmark problems in one and two space dimensions, obtaining good results in all cases.

A Hilliges-Weidlich-type scheme for a one-dimensional scalar conservation law with nonlocal flux

<abstract><p>The simulation model proposed in [M. Hilliges and W. Weidlich. A phenomenological model for dynamic traffic flow in networks. <italic>Transportation Research Part B: Methodological</italic>, <bold>29</bold> (6): 407–431, 1995] can be understood as a simple method for approximating solutions of scalar conservation laws whose flux is of density times velocity type, where the density and velocity factors are evaluated on neighboring cells. The resulting scheme is monotone and converges to the unique entropy solution of the underlying problem. The same idea is applied to devise a numerical scheme for a class of one-dimensional scalar conservation laws with nonlocal flux and initial and boundary conditions. Uniqueness of entropy solutions to the nonlocal model follows from the Lipschitz continuous dependence of a solution on initial and boundary data. By various uniform estimates, namely a maximum principle and bounded variation estimates, along with a discrete entropy inequality, the sequence of approximate solutions is shown to converge to an entropy weak solution of the nonlocal problem. The improved accuracy of the proposed scheme in comparison to schemes based on the Lax-Friedrichs flux is illustrated by numerical examples. A second-order scheme based on MUSCL methods is presented.</p></abstract>

Finite element analysis of chemotaxis-growth model with indirect attractant production and logistic source

This paper examines a finite element method for the chemotaxis-growth model with indirect attractant production and logistic source. To begin, we propose a regularized problem of the truncated problem. We then obtain some a priori estimates of regularized solutions that are independent of the regularization parameter using a well-defined entropy inequality for the regularized problem. Additionally, we offer an efficient fully discrete finite element approximation of the regularized problem. A fixed point theorem is then used to prove that the approximate solutions exist. A discrete entropy inequality is also proposed for fully discrete finite element problems, as well as some stability bounds. We also investigate the convergence of the fully discrete problem.

A simple and general framework for the construction of thermodynamically compatible schemes for computational fluid and solid mechanics

We introduce a simple and general framework for the construction of thermodynamically compatible schemes for the numerical solution of overdetermined hyperbolic PDE systems that satisfy an extra conservation law. As a particular example in this paper, we consider the general Godunov-Peshkov-Romenski (GPR) model of continuum mechanics that describes the dynamics of nonlinear solids and viscous fluids in one single unified mathematical formalism.A main peculiarity of the new algorithms presented in this manuscript is that the entropy inequality is solved as a primary evolution equation instead of the usual total energy conservation law, unlike in most traditional schemes for hyperbolic PDE. Instead, total energy conservation is obtained as a mere consequence of the proposed thermodynamically compatible discretization. The approach is based on the general framework introduced in Abgrall (2018) [1]. In order to show the universality of the concept proposed in this paper, we apply our new formalism to the construction of three different numerical methods. First, we construct a thermodynamically compatible finite volume (FV) scheme on collocated Cartesian grids, where discrete thermodynamic compatibility is achieved via an edge/face-based correction that makes the numerical flux thermodynamically compatible. Second, we design a first type of high order accurate and thermodynamically compatible discontinuous Galerkin (DG) schemes that employs the same edge/face-based numerical fluxes that were already used inside the finite volume schemes. And third, we introduce a second type of thermodynamically compatible DG schemes, in which thermodynamic compatibility is achieved via an element-wise correction, instead of the edge/face-based corrections that were used within the compatible numerical fluxes of the former two methods. All methods proposed in this paper can be proven to be nonlinearly stable in the energy norm and they all satisfy a discrete entropy inequality by construction. We present numerical results obtained with the new thermodynamically compatible schemes in one and two space dimensions for a large set of benchmark problems, including inviscid and viscous fluids as well as solids. An interesting finding made in this paper is that, in numerical experiments, one can observe that for smooth isentropic flows the particular formulation of the new schemes in terms of entropy density, instead of total energy density, as primary state variable leads to approximately twice the convergence rate of high order DG schemes for the entropy density.

Positivity-preserving entropy stable schemes for the 1-D compressible Navier-Stokes equations: High-order flux limiting

This is the second of two companion papers, in which we develop and analyze a new class of positivity-preserving, entropy stable spectral collocation schemes of arbitrary order of accuracy for the 1-D compressible Navier-Stokes equations. The key distinctive property of the proposed methodology is that it is proven to guarantee the pointwise positivity of thermodynamic variables for compressible viscous flows. The new schemes are constructed by combining a positivity-violating entropy stable method of arbitrary order of accuracy and a novel first-order positivity-preserving entropy stable method developed in the companion paper [1]. This first-order scheme is discretized on the same Legendre-Gauss-Lobatto points used for the high-order counterpart. As a result, no interpolation or restriction is required between high- and low-order elements which are coupled by using the simultaneous approximation term (SAT) penalty method. To provide positivity preservation and excellent discontinuity-capturing properties, the Navier-Stokes equations are regularized by adding artificial dissipation in the form of the Brenner-Navier-Stokes diffusion operator. The high- and low-order schemes are combined by using a limiting procedure, so that the resultant scheme provides conservation, guarantees pointwise positivity of thermodynamic variables, preserves the design–order of accuracy of the corresponding high-order baseline spectral collocation method for smooth solutions, and satisfies the discrete entropy inequality, thus facilitating a rigorous L2-stability proof for the symmetric form of the discretized Navier-Stokes equations. The proposed methodology is very general and can be extended to multiple dimensions and other summation-by-parts SAT-type schemes.

Positivity-preserving entropy stable schemes for the 1-D compressible Navier-Stokes equations: First-order approximation

This is the first of two companion papers that introduce a new class of positivity-preserving, entropy stable schemes for the 1-D compressible Navier-Stokes equations. In this paper, we develop and analyze a novel first–order finite volume scheme that is discretized on Legendre-Gauss-Lobatto grids used for high-order spectral collocation methods. The scheme is constructed by regularizing the Navier-Stokes equations by adding artificial dissipation in the form of the Brenner-Navier-Stokes diffusion operator. The key distinctive property of the proposed scheme is that it is proven to satisfy the discrete entropy inequality and to guarantee the pointwise positivity of density, temperature, pressure, and internal energy for 1–D compressible viscous flows, while using high–order spectral collocation summation-by-parts operators for discretizing the Navier–Stokes viscous terms. To eliminate time step stiffness caused by the high-order approximation of the viscous terms, we develop two new limiters that bound the magnitude of velocity and temperature gradients and preserve the entropy stability and positivity properties of the baseline scheme. Numerical results demonstrating positivity-preserving and discontinuity-capturing capabilities of the new scheme are presented for viscous and inviscid flows with nearly vacuum regions and very strong shocks and contact discontinuities.

On Thermodynamically Compatible Finite Volume Schemes for Continuum Mechanics

In this paper we present a new family of semidiscrete and fully discrete finite volume schemes for overdetermined, hyperbolic, and thermodynamically compatible PDE systems. In the following, we will denote these methods as HTC schemes. In particular, we consider the Euler equations of compressible gasdynamics as well as the more complex Godunov--Peshkov--Romenski (GPR) model of continuum mechanics, which, with the aid of suitable relaxation source terms, is able to describe nonlinear elasto-plastic solids at large deformations as well as viscous fluids as two special cases of a more general first-order hyperbolic model of continuum mechanics. The main novelty of the schemes presented in this paper lies in the fact that we solve the entropy inequality as a primary evolution equation rather than the usual total energy conservation law. Instead, total energy conservation is achieved as a mere consequence of a thermodynamically compatible discretization of all the other equations. For this, we first construct a discrete framework for the compressible Euler equations that mimics the continuous framework of Godunov's seminal paper [Dokl. Akad. Nauk SSSR, 139(1961), pp. 521--523] exactly at the discrete level. All other terms in the governing equations of the more general GPR model, including nonconservative products, are judiciously discretized in order to achieve discrete thermodynamic compatibility, with the exact conservation of total energy density as a direct consequence of all the other equations. As a result, the HTC schemes proposed in this paper are provably marginally stable in the energy norm and satisfy a discrete entropy inequality by construction. We show some computational results obtained with HTC schemes in one and two space dimensions, considering both the fluid limit as well as the solid limit of the governing PDEs.

Energy relaxation approximation for compressible multicomponent flows in thermal nonequilibrium

This work concerns the numerical approximation with an explicit first-order finite volume method of inviscid, nonequilibrium, high-temperature flows in multiple space dimensions. It is devoted to the analysis of the numerical scheme for the approximation of the hyperbolic system in homogeneous form. We derive a general framework for the design of numerical schemes for this model from numerical schemes for the monocomponent compressible Euler equations for a polytropic gas. Under a very simple condition on the adiabatic exponent of the polytropic gas, the scheme for the multicomponent system enjoys the same properties as the one for the monocomponent system: discrete entropy inequality, positivity of the partial densities and internal energies, discrete maximum principle on the mass fractions, and discrete minimum principle on the entropy. Our approach extends the relaxation of energy (Coquel and Perthame in SIAM J. Numer. Anal. 35:2223–2249, 1998) to the multicomponent Euler system. In the limit of instantaneous relaxation we show that the solution formally converges to a unique and stable equilibrium solution to the multicomponent Euler equations. We then use this framework to design numerical schemes from three schemes for the polytropic Euler system: the Godunov exact Riemann solver, and the HLL and pressure relaxation based approximate Riemann solvers. Numerical experiments in one and two space dimensions on flows with discontinuous solutions support the conclusions of our analysis and highlight stability, robustness and convergence of the schemes.

Entropy Stable Flux Correction for Scalar Hyperbolic Conservation Laws

It is known that Flux Corrected Transport algorithms can produce entropy-violating solutions of hyperbolic conservation laws. Our purpose is to design flux correction with maximal antidiffusive fluxes to obtain entropy solutions of scalar hyperbolic conservation laws. To do this we consider a hybrid difference scheme that is a linear combination of a monotone scheme and a scheme of high-order accuracy. The flux limiters for the hybrid scheme are calculated from a corresponding optimization problem. Constraints for the optimization problem consist of inequalities that are valid for the monotone scheme and applied to the hybrid scheme. We apply the discrete cell entropy inequality with the proper numerical entropy flux to single out a physically relevant solution of scalar hyperbolic conservation laws. A nontrivial approximate solution of the optimization problem yields expressions to compute the required flux limiters. We present examples that show that not all numerical entropy fluxes guarantee to single out a physically correct solution of scalar hyperbolic conservation laws.

Limiter-based entropy stabilization of semi-discrete and fully discrete schemes for nonlinear hyperbolic problems

The algebraic flux correction (AFC) schemes presented in this work constrain a standard continuous finite element discretization of a nonlinear hyperbolic problem to satisfy relevant maximum principles and entropy stability conditions. The desired properties are enforced by applying a limiter to antidiffusive fluxes that represent the difference between the high-order baseline scheme and a property-preserving approximation of Lax–Friedrichs type. In the first step of the limiting procedure, the given target fluxes are adjusted in a way that guarantees preservation of local and/or global bounds. In the second step, additional limiting is performed, if necessary, to ensure the validity of fully discrete and/or semi-discrete entropy inequalities. The limiter-based entropy fixes considered in this work are applicable to finite element discretizations of scalar hyperbolic equations and systems alike. The underlying inequality constraints are formulated using Tadmor’s entropy stability theory.The proposed limiters impose entropy-conservative or entropy-dissipative bounds on the rate of entropy production by antidiffusive fluxes and Runge–Kutta (RK) time discretizations. Two versions of the fully discrete entropy fix are developed for this purpose. The first one incorporates temporal entropy production into the flux constraints, which makes them more restrictive and dependent on the time step. The second algorithm interprets the final stage of a high-order AFC-RK method as a constrained antidiffusive correction of an implicit low-order scheme (algebraic Lax–Friedrichs in space + backward Euler in time). In this case, iterative flux correction is required, but the inequality constraints are less restrictive and limiting can be performed using algorithms developed for the semi-discrete problem. To motivate the use of limiter-based entropy fixes, we prove a finite element version of the Lax–Wendroff theorem and perform numerical studies for standard test problems. In our numerical experiments, entropy-dissipative schemes converge to correct weak solutions of scalar conservation laws, of the Euler equations, and of the shallow water equations.

Numerical analysis of DDFV schemes for semiconductors energy-transport models

This article addresses the construction and the numerical analysis of implicit Discrete Duality Finite Volume schemes for a semiconductors’ energy-transport model. The considered energy-transport model is presented in its scaled version as well as in a symmetrized form which involves entropy variables. We propose implicit in time numerical schemes for both the original system and its symmetrized form. As in the continuous framework, the numerical analysis is based on the reformulation of the PDE system using the set of entropic variables. The equivalence of both schemes allows to establish a discrete entropy inequality and consequently an priori estimates. As a by-product, existence of solutions to the schemes is proved by means of a Leray–Schauder argument. Numerical evidences allow to compare the performances of both schemes on the test case of a 2D ballistic diode.

Mortar-based Entropy-Stable Discontinuous Galerkin Methods on Non-conforming Quadrilateral and Hexahedral Meshes

High-order entropy-stable discontinuous Galerkin (DG) methods for nonlinear conservation laws reproduce a discrete entropy inequality by combining entropy conservative finite volume fluxes with summation-by-parts (SBP) discretization matrices. In the DG context, on tensor product (quadrilateral and hexahedral) elements, SBP matrices are typically constructed by collocating at Lobatto quadrature points. Recent work has extended the construction of entropy-stable DG schemes to collocation at more accurate Gauss quadrature points (Chan et al. in SIAM J Sci Comput 41(5):A2938–A2966, 2019) . In this work, we extend entropy-stable Gauss collocation schemes to non-conforming meshes. Entropy-stable DG schemes require computing entropy conservative numerical fluxes between volume and surface quadrature nodes. On conforming tensor product meshes where volume and surface nodes are aligned, flux evaluations are required only between “lines” of nodes. However, on non-conforming meshes, volume and surface nodes are no longer aligned, resulting in a larger number of flux evaluations. We reduce this expense by introducing an entropy-stable mortar-based treatment of non-conforming interfaces via a face-local correction term, and provide necessary conditions for high-order accuracy. Numerical experiments for the compressible Euler equations in two and three dimensions confirm the stability and accuracy of this approach.

Nonlocal approaches for multilane traffic models

We present a multilane traffic model based on balance laws, where the nonlocal source term is used to describe the lane changing rate. The modelling framework includes the consideration of local and nonlocal flux functions. Based on a Godunov type numerical scheme, we provide BV estimates and a discrete entropy inequality. Together with the $L^1$-contractivity property, we prove existence and uniqueness of weak solutions. Numerical examples show the nonlocal impact compared to local flux functions and local sources.

Convergence of the kinetic hydrostatic reconstruction scheme for the Saint Venant system with topography

We prove the convergence of the hydrostatic reconstruction scheme with kinetic numerical flux for the Saint Venant system with Lipschitz continuous topography. We use a recently derived fully discrete sharp entropy inequality with dissipation, that enables us to establish an estimate in the inverse of the square root of the space increment ∆x of the L 2 norm of the gradient of approximate solutions. By Diperna's method we conclude the strong convergence towards bounded weak entropy solutions.

Modelling and entropy satisfying relaxation scheme for the nonconservative bitemperature Euler system with transverse magnetic field

The present paper concerns the study of the nonconservative bitemperature Euler system with transverse magnetic field. We firstly introduce an underlying conservative kinetic model coupled to Maxwell equations. The nonconservative bitemperature Euler system with transverse magnetic field is then established from this kinetic model by hydrodynamic limit. Next we present the derivation of a finite volume method to approximate weak solutions. It is obtained by solving a relaxation system of Suliciu type, and is similar to HLLC type solvers. The solver is shown in particular to preserve positivity of density and internal energies. Moreover we use a local minimum entropy principle to prove discrete entropy inequalities, ensuring the robustness of the scheme.

A structure-preserving discontinuous Galerkin scheme for the Fisher\u2013KPP equation

An implicit Euler discontinuous Galerkin scheme for the Fisher–Kolmogorov–Petrovsky–Piscounov (Fisher–KPP) equation for population densities with no-flux boundary conditions is suggested and analyzed. Using an exponential variable transformation, the numerical scheme automatically preserves the positivity of the discrete solution. A discrete entropy inequality is derived, and the exponential time decay of the discrete density to the stable steady state in the L^1 norm is proved if the initial entropy is smaller than the measure of the domain. The discrete solution is proved to converge in the L^2 norm to the unique strong solution to the time-discrete Fisher–KPP equation as the mesh size tends to zero. Numerical experiments in one space dimension illustrate the theoretical results.