Some Notes on Summation by Parts Time Integration Methods

Some properties of numerical time integration methods using summation by parts operators and simultaneous approximation terms are studied. These schemes can be interpreted as implicit Runge-Kutta methods with desirable stability properties such as $A$-, $B$-, $L$-, and algebraic stability. Here, insights into the necessity of certain assumptions, relations to known Runge-Kutta methods, and stability properties are provided by new proofs and counterexamples. In particular, it is proved that a) a technical assumption is necessary since it is not fulfilled by every SBP scheme, b) not every Runge-Kutta scheme having the stability properties of SBP schemes is given in this way, c) the classical collocation methods on Radau and Lobatto nodes are SBP schemes, and d) nearly no SBP scheme is strong stability preserving

Stability of Correction Procedure via Reconstruction With Summation-by-Parts Operators for Burgers' Equation Using a Polynomial Chaos Approach

In this paper, we consider Burgers' equation with uncertain boundary and initial conditions. The polynomial chaos (PC) approach yields a hyperbolic system of deterministic equations, which can be solved by several numerical methods. Here, we apply the correction procedure via reconstruction (CPR) using summation-by-parts operators. We focus especially on stability, which is proven for CPR methods and the systems arising from the PC approach. Due to the usage of split-forms, the major challenge is to construct entropy stable numerical fluxes. For the first time, such numerical fluxes are constructed for all systems resulting from the PC approach for Burgers' equation. In numerical tests, we verify our results and show also the advantage of the given ansatz using CPR methods. Moreover, one of the simulations, i.e. Burgers' equation equipped with an initial shock, demonstrates quite fascinating observations. The behaviour of the numerical solutions from several methods (finite volume, finite difference, CPR) differ significantly from each other. Through careful investigations, we conclude that the reason for this is the high sensitivity of the system to varying dissipation. Furthermore, it should be stressed that the system is not strictly hyperbolic with genuinely nonlinear or linearly degenerate fields

Stability of step size control based on a posteriori error estimates

A posteriori error estimates based on residuals can be used for reliable error control of numerical methods. Here, we consider them in the context of ordinary differential equations and Runge-Kutta methods. In particular, we take the approach of Dedner & Giesselmann (2016) and investigate it when used to select the time step size. We focus on step size control stability when combined with explicit Runge-Kutta methods and demonstrate that a standard I controller is unstable while more advanced PI and PID controllers can be designed to be stable. We compare the stability properties of residual-based estimators and classical error estimators based on an embedded Runge-Kutta method both analytically and in numerical experiments

Modeling still matters: a surprising instance of catastrophic floating point errors in mathematical biology and numerical methods for ODEs

We guide the reader on a journey through mathematical modeling and numerical analysis, emphasizing the crucial interplay of both disciplines. Targeting undergraduate students with basic knowledge in dynamical systems and numerical methods for ordinary differential equations, we explore a model from mathematical biology where numerical methods fail badly due to catastrophic floating point errors. We analyze the reasons for this behavior by studying the steady states of the model and use the theory of invariants to develop an alternative model that is suited for numerical simulations. Our story intends to motivate combining analytical and numerical knowledge, even in cases where the world looks fine at first sight. We have set up an online repository containing an interactive notebook with all numerical experiments to make this study fully reproducible and useful for classroom teaching.Comment: 17 pages, 10 figure

SBP operators for CPR methods: Master's thesis

Summation-by-parts (SBP) operators have been used in the finite difference framework, providing means to prove conservation and discrete stability by the energy method, predominantly for linear (or linearised) equations. Recently, there have been some approaches to generalise the notion of SBP operators and to apply these ideas to other methods. The correction procedure via reconstruction (CPR), also known as flux reconstruction (FR) or lifting collocation penalty (LCP), is a unifying framework of high order methods for conservation laws, recovering some discontinuous Galerkin, spectral difference and spectral volume methods. Using a reformulation of CPR methods relying on SBP operators and simultaneous approximation terms (SATs), conservation and stability are investigated, recovering the linearly stable CPR schemes of Vincent et al. (2011, 2015). Extensions of SBP methods with diagonal-norm operators to Burgers’ equation are possible by a skew-symmetric form and the introduction of additional correction terms. An analytical setting allowing a generalised notion of SBP methods including modal bases is described and applied to Burgers’ equation, resulting in an extension of the previously mentioned skew-symmetric form. Finally, an extension of the results to multiple space dimensions is presented