The role of numerical boundary procedures in the stability of perfectly matched layers

In this paper we address the temporal energy growth associated with numerical approximations of the perfectly matched layer (PML) for Maxwell's equations in first order form. In the literature, several studies have shown that a numerical method which is stable in the absence of the PML can become unstable when the PML is introduced. We demonstrate in this paper that this instability can be directly related to numerical treatment of boundary conditions in the PML. First, at the continuous level, we establish the stability of the constant coefficient initial boundary value problem for the PML. To enable the construction of stable numerical boundary procedures, we derive energy estimates for the variable coefficient PML. Second, we develop a high order accurate and stable numerical approximation for the PML using summation--by--parts finite difference operators to approximate spatial derivatives and weak enforcement of boundary conditions using penalties. By constructing analogous discrete energy estimates we show discrete stability and convergence of the numerical method. Numerical experiments verify the theoretical result

An entropy stable discontinuous Galerkin method for the spherical thermal shallow water equations

We present a novel discontinuous Galerkin finite element method for numerical simulations of the rotating thermal shallow water equations in complex geometries using curvilinear meshes, with arbitrary accuracy. We derive an entropy functional which is convex, and which must be preserved in order to preserve model stability at the discrete level. The numerical method is provably entropy stable and conserves mass, buoyancy, vorticity, and energy. This is achieved by using novel entropy stable numerical fluxes, summation-by-parts principle, and splitting the pressure and convection operators so that we can circumvent the use of chain rule at the discrete level. Numerical simulations on a cubed sphere mesh are presented to verify the theoretical results. The numerical experiments demonstrate the robustness of the method for a regime of well developed turbulence, where it can be run stably without any dissipation. The entropy stable fluxes are sufficient to control the grid scale noise generated by geostrophic turbulence, eliminating the need for artificial stabilisation

Entropy and energy conservation for thermal atmospheric dynamics using mixed compatible finite elements

Atmospheric systems incorporating thermal dynamics must be stable with respect to both energy and entropy. While energy conservation can be enforced via the preservation of the skew-symmetric structure of the Hamiltonian form of the equations of motion, entropy conservation is typically derived as an additional invariant of the Hamiltonian system, and satisfied via the exact preservation of the chain rule. This is particularly challenging since the function spaces used to represent the thermodynamic variables in compatible finite element discretisations are typically discontinuous at element boundaries. In the present work we negate this problem by constructing our equations of motion via weighted averages of skew-symmetric formulations using both flux form and material form advection of thermodynamic variables, which allow for the necessary cancellations required to conserve entropy without the chain rule. We show that such formulations allow for stable simulations of both the thermal shallow water and 3D compressible Euler equations on the sphere using mixed compatible finite elements without entropy damping

Conservation and stability in a discontinuous Galerkin method for the vector invariant spherical shallow water equations

We develop a novel and efficient discontinuous Galerkin spectral element method (DG-SEM) for the spherical rotating shallow water equations in vector invariant form. We prove that the DG-SEM is energy stable, and discretely conserves mass, vorticity, and linear geostrophic balance on general curvlinear meshes. These theoretical results are possible due to our novel entropy stable numerical DG fluxes for the shallow water equations in vector invariant form. We experimentally verify these results on a cubed sphere mesh. Additionally, we show that our method is robust, that is can be run stably without any dissipation. The entropy stable fluxes are sufficient to control the grid scale noise generated by geostrophic turbulence without the need for artificial stabilisation

Provably stable numerical method for the anisotropic diffusion equation in toroidally confined magnetic fields

We present a novel numerical method for solving the anisotropic diffusion equation in toroidally confined magnetic fields which is efficient, accurate and provably stable. The continuous problem is written in terms of a derivative operator for the perpendicular transport and a linear operator, obtained through field line tracing, for the parallel transport. We derive energy estimates of the solution of the continuous initial boundary value problem. A discrete formulation is presented using operator splitting in time with the summation by parts finite difference approximation of spatial derivatives for the perpendicular diffusion operator. Weak penalty procedures are derived for implementing both boundary conditions and parallel diffusion operator obtained by field line tracing. We prove that the fully-discrete approximation is unconditionally stable and asymptotic preserving. Discrete energy estimates are shown to match the continuous energy estimate given the correct choice of penalty parameters. Convergence tests are shown for the perpendicular operator by itself, and the ``NIMROD benchmark" problem is used as a manufactured solution to show the full scheme converges even in the case where the perpendicular diffusion is zero. Finally, we present a magnetic field with chaotic regions and islands and show the contours of the anisotropic diffusion equation reproduce key features in the field.Comment: 33 pages, 8 figure

On well-posed boundary conditions and energy stable finite volume method for the linear shallow water wave equation

We derive and analyse well-posed boundary conditions for the linear shallow water wave equation. The analysis is based on the energy method and it identifies the number, location and form of the boundary conditions so that the initial boundary value problem is well-posed. A finite volume method is developed based on the summation-by-parts framework with the boundary conditions implemented weakly using penalties. Stability is proven by deriving a discrete energy estimate analogous to the continuous estimate. The continuous and discrete analysis covers all flow regimes. Numerical experiments are presented verifying the analysis.Comment: 23 pages, 4 figure