Entropy-Conservative Discontinuous Galerkin Methods for the Shallow Water Equations with Uncertainty

Janina Bender, Philipp Öffner

Communications on Applied Mathematics and Computation ›› 2024, Vol. 6 ›› Issue (3) : 1978-2010. DOI: 10.1007/s42967-024-00369-y
Original Paper

Entropy-Conservative Discontinuous Galerkin Methods for the Shallow Water Equations with Uncertainty

Author information +
History +

Abstract

In this paper, we develop an entropy-conservative discontinuous Galerkin (DG) method for the shallow water (SW) equation with random inputs. One of the most popular methods for uncertainty quantification is the generalized Polynomial Chaos (gPC) approach which we consider in the following manuscript. We apply the stochastic Galerkin (SG) method to the stochastic SW equations. Using the SG approach in the stochastic hyperbolic SW system yields a purely deterministic system that is not necessarily hyperbolic anymore. The lack of the hyperbolicity leads to ill-posedness and stability issues in numerical simulations. By transforming the system using Roe variables, the hyperbolicity can be ensured and an entropy-entropy flux pair is known from a recent investigation by Gerster and Herty (Commun. Comput. Phys. 27(3): 639–671, 2020). We use this pair and determine a corresponding entropy flux potential. Then, we construct entropy conservative numerical two-point fluxes for this augmented system. By applying these new numerical fluxes in a nodal DG spectral element method (DGSEM) with flux differencing ansatz, we obtain a provable entropy conservative (dissipative) scheme. In numerical experiments, we validate our theoretical findings.

Keywords

Shallow water (SW) equations / Entropy conservation/dissipation / Uncertainty quantification / Discontinuous Galerkin (DG) / Generalized Polynomial Chaos (gPC)

Cite this article

Download citation ▾
Janina Bender, Philipp Öffner. Entropy-Conservative Discontinuous Galerkin Methods for the Shallow Water Equations with Uncertainty. Communications on Applied Mathematics and Computation, 2024, 6(3): 1978‒2010 https://doi.org/10.1007/s42967-024-00369-y

References

[1.]
Abgrall R. A general framework to construct schemes satisfying additional conservation relations. Application to entropy conservative and entropy dissipative schemes. J. Comput. Phys., 2018, 372: 640-666,
CrossRef Google scholar
[2.]
Abgrall, R., Mishra, S.: Uncertainty qualification for hyperbolic systems of conservation laws. In: Handbook on Numerical Methods for Hyperbolic Problems. Applied and Modern Issues, pp. 507–544. Elsevier/North Holland, Amsterdam (2017). https://doi.org/10.1016/bs.hna.2016.11.003
[3.]
Abgrall R, Nordström J, Öffner P, Tokareva S. Analysis of the SBP-SAT stabilization for finite element methods. II: entropy stability. Commun. Appl. Math. Comput., 2023, 5(2): 573-595,
CrossRef Google scholar
[4.]
Abgrall R, Öffner P, Ranocha H. Reinterpretation and extension of entropy correction terms for residual distribution and discontinuous Galerkin schemes: application to structure preserving discretization. J. Comput. Phys., 2022, 453: 24,
CrossRef Google scholar
[5.]
Bezanson J, Edelman A, Karpinski S, Shah VB. Julia: a fresh approach to numerical computing. SIAM Rev., 2017, 59(1): 65-98,
CrossRef Google scholar
[6.]
Cameron RH, Martin WT. The orthogonal development of non-linear functionals in series of Fourier-Hermite functionals. Ann. Math., 1947, 2(48): 385-392,
CrossRef Google scholar
[7.]
Chen T, Shu C-W. Entropy stable high order discontinuous Galerkin methods with suitable quadrature rules for hyperbolic conservation laws. J. Comput. Phys., 2017, 345: 427-461,
CrossRef Google scholar
[8.]
Chen T, Shu C-W. Review of entropy stable discontinuous Galerkin methods for systems of conservation laws on unstructured simplex meshes. CSIAM Trans. Appl. Math., 2020, 1: 1-52
[9.]
Ciallella M, Micalizzi L, Öffner P, Torlo D. An arbitrary high order and positivity preserving method for the shallow water equations. Comput. Fluids, 2022, 247: 21,
CrossRef Google scholar
[10.]
Ciallella M, Torlo D, Ricchiuto M. Arbitrary high order WENO finite volume scheme with flux globalization for moving equilibria preservation. J. Sci. Comput., 2023, 96(2): 28,
CrossRef Google scholar
[11.]
Cockburn, B., Karniadakis, G.E., Shu, C.-W.: Discontinuous Galerkin Methods. Theory, Computation and Applications. In: Lecture Notes in Computational Science and Engineering, vol. 11. Springer, Berlin (2000)
[12.]
Dai D, Epshteyn Y, Narayan A. Hyperbolicity-preserving and well-balanced stochastic Galerkin method for shallow water equations. SIAM J. Sci. Comput., 2021, 43(2): 929-952,
CrossRef Google scholar
[13.]
Dai D, Epshteyn Y, Narayan A. Hyperbolicity-preserving and well-balanced stochastic Galerkin method for two-dimensional shallow water equations. J. Comput. Phys., 2022, 452: 28,
CrossRef Google scholar
[14.]
Després, B., Poëtte, G., Lucor, D.: Robust uncertainty propagation in systems of conservation laws with the entropy closure method. In: Uncertainty Quantification in Computational Fluid Dynamics, pp. 105–149. Springer, Heidelberg (2013). https://doi.org/10.1007/978-3-319-00885-1_3
[15.]
Dürrwächter J, Kuhn T, Meyer F, Schlachter L, Schneider F. A hyperbolicity-preserving discontinuous stochastic Galerkin scheme for uncertain hyperbolic systems of equations. J. Comput. Appl. Math., 2020, 370: 22,
CrossRef Google scholar
[16.]
Fisher TC, Carpenter MH, Nordström J, Yamaleev NK, Swanson C. Discretely conservative finite-difference formulations for nonlinear conservation laws in split form: theory and boundary conditions. J. Comput. Phys., 2013, 234: 353-375,
CrossRef Google scholar
[17.]
Fjordholm US, Mishra S, Tadmor E. Well-balanced and energy stable schemes for the shallow water equations with discontinuous topography. J. Comput. Phys., 2011, 230(14): 5587-5609,
CrossRef Google scholar
[18.]
Gaburro E, Öffner P, Ricchiuto M, Torlo D. High order entropy preserving ADER-DG schemes. Appl. Math. Comput., 2023, 440: 21,
CrossRef Google scholar
[19.]
Gassner GJ. A skew-symmetric discontinuous Galerkin spectral element discretization and its relation to SBP-SAT finite difference methods. SIAM J. Sci. Comput., 2013, 35(3): 1233-1253,
CrossRef Google scholar
[20.]
Gassner GJ, Winters AR, Kopriva DA. Split form nodal discontinuous Galerkin schemes with summation-by-parts property for the compressible Euler equations. J. Comput. Phys., 2016, 327: 39-66,
CrossRef Google scholar
[21.]
Gassner GJ, Winters AR, Kopriva DA. A well balanced and entropy conservative discontinuous Galerkin spectral element method for the shallow water equations. Appl. Math. Comput., 2016, 272: 291-308,
CrossRef Google scholar
[22.]
Gerster S, Herty M. Entropies and symmetrization of hyperbolic stochastic Galerkin formulations. Commun. Comput. Phys., 2020, 27(3): 639-671,
CrossRef Google scholar
[23.]
Gerster S, Herty M, Sikstel A. Hyperbolic stochastic Galerkin formulation for the p \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$p$$\end{document}-system. J. Comput. Phys., 2019, 395: 186-204,
CrossRef Google scholar
[24.]
Gerster, S., Sikstel, A., Visconti, G.: Haar-type stochastic Galerkin formulations for hyperbolic systems with Lipschitz continuous flux function. arXiv:2022-03 (2022)
[25.]
Gottlieb D, Xiu D. Galerkin method for wave equations with uncertain coefficients. Commun. Comput. Phys., 2008, 3(2): 505-518
[26.]
Herty, M., Kolb, A., Müller, S.: Higher-Dimensional Deterministic Formulation of Hyperbolic Conservation Laws with Uncertain Initial Data. Institut für Geometrie und Praktische Mathematik, RWTH Aachen (2021)
[27.]
Herty M, Kolb A, Müller S. Multiresolution analysis for stochastic hyperbolic conservation laws. IMA J. Numer. Anal., 2023, 44: 536-575,
CrossRef Google scholar
[28.]
Kuzmin D, Hajduk H, Rupp A. Limiter-based entropy stabilization of semi-discrete and fully discrete schemes for nonlinear hyperbolic problems. Comput. Methods Appl. Mech. Eng., 2022, 389: 28,
CrossRef Google scholar
[29.]
LeFloch PG, Mercier JM, Rohde C. Fully discrete, entropy conservative schemes of arbitrary order. SIAM J. Numer. Anal., 2002, 40(5): 1968-1992,
CrossRef Google scholar
[30.]
Mantri, Y., Öffner, P., Ricchiuto, M.: Fully well balanced entropy controlled DGSEM for shallow water flows: global flux quadrature and cell entropy correction. arXiv:2212.11931 (2022)
[31.]
Meister A, Ortleb S. On unconditionally positive implicit time integration for the DG scheme applied to shallow water flows. Int. J. Numer. Methods Fluids, 2014, 76(2): 69-94,
CrossRef Google scholar
[32.]
Michel S, Torlo D, Ricchiuto M, Abgrall R. Spectral analysis of high order continuous FEM for hyperbolic PDEs on triangular meshes: influence of approximation, stabilization, and time-stepping. J. Sci. Comput., 2023, 94: 49,
CrossRef Google scholar
[33.]
Mishra S, Risebro NH, Schwab C, Tokareva S. Numerical solution of scalar conservation laws with random flux functions. SIAM/ASA J. Uncertain. Quantif., 2016, 4: 552-591,
CrossRef Google scholar
[34.]
Öffner P. . Approximation and Stability Properties of Numerical Methods for Hyperbolic Conservation Laws, 2023 London Springer,
CrossRef Google scholar
[35.]
Öffner P, Glaubitz J, Ranocha H. Stability of correction procedure via reconstruction with summation-by-parts operators for Burgers’ equation using a polynomial chaos approach. ESAIM Math. Model. Numer. Anal., 2018, 52(6): 2215-2245,
CrossRef Google scholar
[36.]
Öffner, P., Ranocha, H., Sonar, T.: Correction procedure via reconstruction using summation-by-parts operators. In: Theory, Numerics and Applications of Hyperbolic Problems II, Aachen, Germany, August 2016, pp. 491–501. Springer, Cham (2018). https://doi.org/10.1007/978-3-319-91548-7_37
[37.]
Petrella M, Tokareva S, Toro EF. Uncertainty quantification methodology for hyperbolic systems with application to blood flow in arteries. J. Comput. Phys., 2019, 386: 405-427,
CrossRef Google scholar
[38.]
Pettersson, M.P., Iaccarino, G., Nordström, J.: Polynomial chaos methods for hyperbolic partial differential equations: numerical techniques for fluid dynamics problems in the presence of uncertainties. In: Math. Eng. Springer, Cham (2015). https://doi.org/10.1007/978-3-319-10714-1
[39.]
Pettersson P, Iaccarino G, Nordström J. A stochastic Galerkin method for the Euler equations with Roe variable transformation. J. Comput. Phys., 2014, 257: 481-500,
CrossRef Google scholar
[40.]
Poëtte G, Després B, Lucor D. Uncertainty quantification for systems of conservation laws. J. Comput. Phys., 2009, 228(7): 2443-2467,
CrossRef Google scholar
[41.]
Ranocha H. Shallow water equations: split-form, entropy stable, well-balanced, and positivity preserving numerical methods. GEM. Int. J. Geomath., 2017, 8(1): 85-133,
CrossRef Google scholar
[42.]
Ranocha H, Schlottke-Lakemper M, Winters AR, Faulhaber E, Chan J, Gassner G. Adaptive numerical simulations with Trixi.jl: a case study of Julia for scientific computing. Proc. JuliaCon Conf., 2022, 1(1): 77, arXiv:2108.06476
CrossRef Google scholar
[43.]
Ricchiuto M, Abgrall R, Deconinck H. Application of conservative residual distribution schemes to the solution of the shallow water equations on unstructured meshes. J. Comput. Phys., 2007, 222(1): 287-331,
CrossRef Google scholar
[44.]
Schlachter L, Schneider F. A hyperbolicity-preserving stochastic Galerkin approximation for uncertain hyperbolic systems of equations. J. Comput. Phys., 2018, 375: 80-98,
CrossRef Google scholar
[45.]
Schlottke-Lakemper, M., Gassner, G.J., Ranocha, H., Winters, A.R., Chan, J.: Trixi.jl: adaptive high-order numerical simulations of hyperbolic PDEs in Julia. https://github.com/trixi-framework/Trixi.jl (2021)
[46.]
Schwab C, Tokareva S. High order approximation of probabilistic shock profiles in hyperbolic conservation laws with uncertain initial data. ESAIM Math. Model. Numer. Anal., 2013, 47(3): 807-835,
CrossRef Google scholar
[47.]
Sonday BE, Berry RD, Najm HN, Debusschere BJ. Eigenvalues of the Jacobian of a Galerkin-projected uncertain ODE system. SIAM J. Sci. Comput., 2011, 33(3): 1212-1233,
CrossRef Google scholar
[48.]
Tadmor E. The numerical viscosity of entropy stable schemes for systems of conservation laws. I. Math. Comput., 1987, 49: 91-103,
CrossRef Google scholar
[49.]
Tadmor E. Entropy stability theory for difference approximations of nonlinear conservation laws and related time-dependent problems. Acta Numer., 2003, 12: 451-512,
CrossRef Google scholar
[50.]
Tokareva, S., Schwab, C., Mishra, S.: High order SFV and mixed SDG/FV methods for the uncertainty quantification in multidimensional conservation laws. In: Lecture Notes in Computational Science and Engineering, vol. 99. Springer, Switzerland (2014). https://doi.org/10.1007/978-3-319-05455-1_7
[51.]
Wen X, Don WS, Gao Z, Xing Y. Entropy stable and well-balanced discontinuous Galerkin methods for the nonlinear shallow water equations. J. Sci. Comput., 2020, 83(3): 32,
CrossRef Google scholar
[52.]
Wiener N. The homogeneous chaos. Am. J. Math., 1938, 60: 897-936,
CrossRef Google scholar
[53.]
Winters AR, Gassner GJ. A comparison of two entropy stable discontinuous Galerkin spectral element approximations for the shallow water equations with non-constant topography. J. Comput. Phys., 2015, 301: 357-376,
CrossRef Google scholar
[54.]
Wu X, Kubatko EJ, Chan J. High-order entropy stable discontinuous Galerkin methods for the shallow water equations: curved triangular meshes and GPU acceleration. Comput. Math. Appl., 2021, 82: 179-199,
CrossRef Google scholar
[55.]
Xiao T, Kusch J, Koellermeier J, Frank M. A flux reconstruction stochastic Galerkin scheme for hyperbolic conservation laws. J. Sci. Comput., 2023,
CrossRef Google scholar
[56.]
Xing Y, Shu C-W. A survey of high order schemes for the shallow water equations. J. Math. Study, 2014, 47(3): 221-249,
CrossRef Google scholar
[57.]
Xiu D, Hesthaven JS. High-order collocation methods for differential equations with random inputs. SIAM J. Sci. Comput., 2005, 27(3): 1118-1139,
CrossRef Google scholar
[58.]
Xiu D, Karniadakis GE. The Wiener-Askey polynomial chaos for stochastic differential equations. SIAM J. Sci. Comput., 2002, 24(2): 619-644,
CrossRef Google scholar
[59.]
Zhong X, Shu C-W. Entropy stable Galerkin methods with suitable quadrature rules for hyperbolic systems with random inputs. J. Sci. Comput., 2022, 92(1): 30,
CrossRef Google scholar
Funding
Gutenberg Forschungskolleg; Johannes Gutenberg-Universit?t Mainz (1030)

Accesses

Citations

Detail

Sections
Recommended

/