This paper provides a detailed derivation of energy equations in symmetry-preserving discretizations of wave and shallow-water equations, building on previous work that ensured mass and momentum conservation.
Contribution
It offers a comprehensive derivation of energy equations for mimetic discretizations, enhancing understanding of energy conservation in these models.
Findings
01
Energy equations derived in detail for discrete models
02
Conservation of mass and momentum established in previous work
03
Enhanced theoretical foundation for stability and conservation properties
Abstract
Symmetry-preserving (mimetic) discretization aims to preserve certain properties of a continuous differential operator in its discrete counterpart. For these discretizations, stability and (discrete) conservation of mass, momentum and energy are proven in the same way as for the original continuous model. In our papers arXiv:1710.07149 and arXiv:1901.02264, we presented space discretization schemes for various models, which had exact conservation of mass, momentum and energy. Mass and momentum conservation followed from the left null spaces of the discrete operators used. The conservation of energy in the continuous and discrete models is more complicated, and the papers had little space for their complete derivation. This paper contains the derivation of the energy equations in more detail than was given in the papers arXiv:1710.07149 and arXiv:1901.02264.
Equations183
∂t∂e+∇⋅fe=0.
∂t∂e+∇⋅fe=0.
∂t∂E+∮δVfe\mboxdS=0,
∂t∂E+∮δVfe\mboxdS=0,
∂t∂E=0,
∂t∂E=0,
∂t2∂2p=∇2p.
∂t2∂2p=∇2p.
dt2d2p=LAPLp,
dt2d2p=LAPLp,
LAPL∗=LAPL.
LAPL∗=LAPL.
e:=21(∂t∂p)2+21∣∇p∣2
e:=21(∂t∂p)2+21∣∇p∣2
E:=21⟨dtdp,dtdp⟩c−21⟨p,LAPLp⟩c.
E:=21⟨dtdp,dtdp⟩c−21⟨p,LAPLp⟩c.
∂t∂e
∂t∂e
dtdE
dtdE
∂t∂e
∂t∂e
∂t∂E=0.
∂t∂E=0.
∂t∂ρ
∂t∂ρ
∂t∂ρ0v
ρ
∂t∂rho
∂t∂rho
ρ0∂t∂v
rho
GRAD∗=−DIV.
GRAD∗=−DIV.
ekin:=2ρ0∣v∣2.
ekin:=2ρ0∣v∣2.
Ekin:=2ρ0⟨v,v⟩v.
Ekin:=2ρ0⟨v,v⟩v.
∂t∂ekin
∂t∂ekin
∂t∂Ekin
∂t∂Ekin
∂t∂ekin
∂t∂ekin
∂t∂Ekin
∂t∂Ekin
eint:=2ρ0c2ρ2,
eint:=2ρ0c2ρ2,
Eint:=2ρ0c2⟨rho,rho⟩c.
Eint:=2ρ0c2⟨rho,rho⟩c.
∂t∂eint=ρ0c2ρ∂t∂ρ,
∂t∂eint=ρ0c2ρ∂t∂ρ,
dtdEint:=ρ0c2⟨rho,dtdrho⟩c.
dtdEint:=ρ0c2⟨rho,dtdrho⟩c.
∂t∂eint=−c2ρ∇⋅v=−p∇⋅v,
∂t∂eint=−c2ρ∇⋅v=−p∇⋅v,
dtdEint:=−⟨p,DIVv⟩c.
dtdEint:=−⟨p,DIVv⟩c.
∂t∂e=−v⋅∇p−p∇⋅v=−∇(pv).
∂t∂e=−v⋅∇p−p∇⋅v=−∇(pv).
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TopicsNumerical methods for differential equations · Advanced Numerical Methods in Computational Mathematics · Aquatic and Environmental Studies
Full text
Derivations of continuous and discrete energy equations in wave and shallow-water equations
Bas van ’t Hof111Corresponding author. [email protected] Mathea J. [email protected]. VORtech, Westlandseweg 40d, 2624AD Delft, The Netherlands.
Abstract
Symmetry-preserving (mimetic) discretization aims to preserve
certain properties of a continuous differential operator in its
discrete counterpart. For these discretizations, stability and
(discrete) conservation of mass, momentum and energy are proven
in the same way as for the original continuous model.
In our papers [1] and [2], we presented space discretization schemes for
various models, which had exact conservation of mass, momentum and energy.
Mass and momentum conservation followed from the left null spaces of the discrete operators used.
The conservation of energy in the continuous and discrete models is more complicated,
and the papers had little space for their complete derivation. This paper contains the
derivation of the energy equations in more detail than was given in
the papers [1] and [2].
Symmetry-preserving discretizations, Mimetic methods, Finite-difference methods, Mass, momentum and energy conservation, Curvilinear staggered grid
1 Introduction and motivation
All of the models presented in [1] and [2], except the scalar wave equation, consist of continuity, momentum and state equations.
The energy equation is derived by combining these three equations. All the continuous energy equations express the change in the energy density e
in terms of energy fluxes fe, and therefore have the general form
[TABLE]
The time derivative of the total energy E, which is the integral of the energy density over a domain V, has only boundary terms:
[TABLE]
where δV is the boundary of the domain V. In cases without boundary effects, such as periodic domains and
domains with energy-conserving boundary conditions, the total energy remains constant.
In the discrete models, the energy is located on all the points in the staggered grid, and a local energy balance like (1)
cannot be given. Instead, the conservation of total discrete energy E is shown by deriving
[TABLE]
using certain properties of the discrete operators used in the discretizations, like the discrete Laplacian LAPL, the discrete divergence DIV,
the discrete gradient GRAD and others.
The subsequent four sections each present one of the models. In each case a continuous and a discrete model is presented, and the energy equations are derived.
2 Energy equation in scalar wave equations
The scalar wave equation describes the change in the pressure p or its discrete approximation p, and is given by
ContinuousDiscrete
∂t2∂2p=∇2p.
(3)
dt2d2p=LAPLp,
(4)
where LAPL is the discrete approximation of the Laplacian operator ∇2, which is symmetrical:
[TABLE]
In the continuous model, the total energy E is the integral of the energy density e.
In the discrete model, the total energy E is presented using scalar products:
ContinuousDiscrete
e:=21(∂t∂p)2+21∣∇p∣2
(5)
E:=21⟨dtdp,dtdp⟩c−21⟨p,LAPLp⟩c.
(6)
The time derivative of the energy is
ContinuousDiscrete
∂t∂e=∂t∂p∂t2∂2p+∇p⋅∂t∂∇p
=∇⋅(∂t∂p∇p).
dtdE=⟨dtdp,dt2d2p⟩c
−21⟨dtdp,LAPLp⟩c−21⟨p,LAPLdtdp⟩c
=⟨dtdp,LAPLp⟩c−21⟨dtdp,(LAPL+LAPL∗)p⟩c.
Using the symmetry property that LAPL∗=LAPL, the following energy equation is found:
ContinuousDiscrete
∂t∂e+∇⋅(−∂t∂p∇p)=0.
(9)
∂t∂E=0.
(10)
3 Energy equation in linear-wave equations
The linear-wave equations describe the change in the flow velocity v, the density ρ and the pressure p,
and their discrete approximations v, rho and p. The equations are given in the form of the continuity, momentum and state equations
ContinuousDiscrete
∂t∂ρ+∇⋅ρ0v=0
∂t∂ρ0v+∇p=0,
ρ=c2p.
(11)
∂t∂rho+ρ0DIVv=0
ρ0∂t∂v+GRADp=0,
rho=c2p.
(12)
where c is the wave propagation speed, ρ0 is a constant reference density, DIV is the discrete approximation of the divergence ∇⋅, and GRAD of the gradient ∇.
The discrete divergence and gradient are each other’s negative adjoint:
[TABLE]
**Time derivative of kinetic energy
**
The local kinetic energy ekin and the total kinetic energy Ekin are given by
ContinuousDiscrete
ekin:=2ρ0∣v∣2.
(13)
Ekin:=2ρ0⟨v,v⟩v.
(14)
The time derivative of the kinetic energy is given by
ContinuousDiscrete
∂t∂ekin=ρ0v⋅∂t∂v.
(15)
∂t∂Ekin=ρ0⟨v,dtdv⟩v.
(16)
The time derivatives in the right-hand sides of (15-16) are eliminated using the momentum equation
and the following expression is found
ContinuousDiscrete
∂t∂ekin=−v⋅∇p.
(17)
∂t∂Ekin=−⟨v,GRADp⟩v
(18)
**Internal energy
**
The local internal energy eint and total internal energy Eint are defined by
ContinuousDiscrete
eint:=2ρ0c2ρ2,
(19)
Eint:=2ρ0c2⟨rho,rho⟩c.
(20)
Their time derivatives are given by
ContinuousDiscrete
∂t∂eint=ρ0c2ρ∂t∂ρ,
(21)
dtdEint:=ρ0c2⟨rho,dtdrho⟩c.
(22)
The time derivatives in the right-hand sides are eliminated using the continuity equation:
ContinuousDiscrete
∂t∂eint=−c2ρ∇⋅v=−p∇⋅v,
(23)
dtdEint:=−⟨p,DIVv⟩c.
(24)
**Energy equation
**
The local energy e=ekin+eint is the sum of local kinetic and internal energies, and the total energy E=Ekin+Eint is the sum of the
total kinetic and internal energies, so their time derivatives are
ContinuousDiscrete
∂t∂e=−v⋅∇p−p∇⋅v=−∇(pv).
(25)
dtdE=−⟨v,GRADp⟩v−⟨p,DIVv⟩c
(26)
=−⟨p,(GRAD∗+DIV)v⟩c.
Using the symmetry property GRAD∗=−DIV, the following energy equation is found:
ContinuousDiscrete
∂t∂e+∇⋅pv=0.
(27)
dtdE=0.
(28)
4 Energy equation in compressible-wave equations
**Compressible-wave equations
**
The compressible-wave equations are given by the continuity, momentum and state equations
ContinuousDiscrete
∂t∂ρ+∇⋅ρv=0,
∂t∂v+∇Q(p)=0,
ρ=R(p).
(29)
dtdrho+DIVr~v=0,
dtdv+GRADQ(p)=0,
rho=R(p).
(30)
where the function Q is given in terms of the density function R as Q(p):=∫pR(p)1\mboxdq, so the momentum equation may also be written as
[TABLE]
Another form of the momentum equation uses the function S(p):=∫pR2(p)1\mboxdq, and reads
ContinuousDiscrete
∂t∂v+ρ∇S(p)=0,
(32)
dtdv+r~GRADS(p)=0.
(33)
The operator r~GRAD, which is the discrete approximation of the operator ρ∇, is related to the discrete gradient GRAD
in the discrete chain rule
[TABLE]
and the operator DIVr~, the discrete approximation of the operator ∇⋅ρ, is given by
[TABLE]
**Time derivative of kinetic energy
**
The local kinetic energy ekin and the total kinetic energy Ekin are given by
ContinuousDiscrete
ekin:=2ρ0∣v∣2,
(34)
Ekin:=2ρ0⟨v,v⟩v,
(35)
The time derivative of the kinetic energy is given by
ContinuousDiscrete
∂t∂ekin=ρ0v⋅∂t∂v.
(36)
∂t∂Ekin=ρ0⟨v,dtdv⟩v.
(37)
**Time derivative of kinetic energy converted to spatial derivatives
**
The time derivatives in the right-hand sides of (36-37) are replaced by the expression given in the momentum equation
and the following expression is found
ContinuousDiscrete
∂t∂ekin=−ρ0v⋅∇Q(p).
(38)
∂t∂Ekin=−ρ0⟨v,GRADQ(p)⟩v.
(39)
**Internal energy
**
The local internal energy eint is given by
[TABLE]
Its derivative with respect to the pressure is given by
[TABLE]
**Time derivative of the internal energy
**
The chain rule is applied to find the following expression for the time derivative of the internal energy:
[TABLE]
Using the continuity equation, the time derivative is eliminated
ContinuousDiscrete
∂t∂eint=−ρ0S(p)∇⋅ρv
(43)
∂t∂eint=−ρ0\mboxdiag(S(p))DIVr~v.
∂t∂Eint=−ρ0⟨c1,\mboxdiag(S(p))DIVr~v⟩c
(44)
=−ρ0⟨S(p),DIVr~v⟩c.
**Energy equation
**
The time derivatives of local and total energies e and E are
ContinuousDiscrete
∂t∂e=−ρ0v⋅∇Q(p)−ρ0S(p)∇⋅ρv.
(45)
∂t∂E=−ρ0⟨v,GRADQ(p)⟩v−ρ0⟨S(p),DIVr~v⟩c
Now we use
the symmetry property that DIVr~∗=−r~GRAD
and
the chain rules ∇Q=ρ∇S, GRADQ(p)=r~GRADS(p),
to find
ContinuousDiscrete
∂t∂e=−ρ0ρv⋅∇S(p)−ρ0S(p)∇⋅ρv
(47)
=−ρ0∇⋅(ρvS(p))
∂t∂E=−ρ0⟨v,GRADQ(p)⟩v+ρ0⟨r~GRADS(p),v⟩v
=−ρ0⟨v,r~GRADS(p)⟩v+ρ0⟨r~GRADS(p),v⟩v
The energy equation is therefore
ContinuousDiscrete
∂t∂e+ρ0∇⋅(ρvS(p))=0.
(49)
∂t∂E=0.
(50)
5 Energy equation in isentropic compressible Euler equations
**Isentropic compressible Euler equations
**
The isentropic compressible Euler equations are given by the continuity, momentum and state equations
ContinuousDiscrete
∂t∂ρ+∇⋅ρv=0,
∂t∂ρv+∇⋅ρv⊗v+∇p=0,
ρ=R(p).
(51)
dtdrho+DIVrv=0,
dtdrv+ADVECv+GRADp=0,
rho=R(p),
(52)
where ADVEC is the discrete approximation of the advection operator ∇⋅ρv⊗,
DIVr of the operator ∇⋅ρ, rGRAD of ρ∇,
and where the discrete local momentum rv is given by
[TABLE]
where Interpv←c is an interpolation which uses the densities at the cell-centers of the staggered grid to calculate densities at the cell-faces.
The operators DIVr and rGRAD are each other’s negative adjoints:
[TABLE]
and the operator rGRAD is related to the discrete gradient GRAD in the discrete chain rule
[TABLE]
The advection operator has the following symmetry property:
[TABLE]
**Time derivative of kinetic energy
**
The local continuous kinetic energy ekin and the total discrete kinetic energy Ekin are given by
ContinuousDiscrete
ekin:=2ρ∣v∣2,
(54)
Ekin:=21⟨v,rv⟩v.
(55)
Using the product rule for differentiation, the time derivative of the
kinetic energy is given by
ContinuousDiscrete
∂t∂ekin=v⋅∂t∂ρv−2∣v∣2∂t∂ρ,
(56)
∂t∂Ekin=⟨v,dtdrv⟩v−
21⟨\mboxdiag(v)v,Interpv←cdtdrho⟩v.
**Time derivative of kinetic energy converted to spatial derivatives
**
The time derivatives in the right-hand sides of (56-5) are eliminated using the continuity and momentum equations
and the following expression is found
ContinuousDiscrete
∂t∂ekin=−v⋅∇⋅ρv⊗v−v⋅∇p
(58)
+2∣v∣2∇⋅ρv,
∂t∂Ekin=−⟨v,ADVECv⟩v−⟨v,GRADp⟩v
+21⟨\mboxdiag(v)v,Interpv←cDIVrv⟩v.
(59)
To derive the local energy balance, we need the product rule for advection, given by
[TABLE]
Using this rule and the chain rules that ∇p=ρ∇Q and GRADp=rGRADQ(p), it is found that
ContinuousDiscrete
∂t∂ekin=−∇⋅2ρ∣v∣2v−∣v∣2∇⋅2ρv
−ρv⋅∇Q(p)
+2∣v∣2∇⋅ρv,
(61)
∂t∂Ekin=−21⟨v,(ADVEC+ADVEC∗)v⟩v
−⟨v,rGRADQ(p)⟩v
+21⟨\mboxdiag(v)v,Interpv←cDIVrv⟩v.
(62)
The second and last terms in the continuous equation cancel each other. Also, the first and last
terms in the discrete equation cancel, because of the symmetry property
[TABLE]
This leads to the shorter equations
ContinuousDiscrete
∂t∂ekin=−∇⋅2ρ∣v∣2v−ρv⋅∇Q(p),
(63)
∂t∂Ekin=−⟨v,rGRADQ(p)⟩v.
(64)
**Time derivative of internal energy
**
The local internal energy eint is given by
[TABLE]
Its derivative with respect to the pressure is given by
[TABLE]
The time derivative of the internal energy follows from the chain rule:
[TABLE]
**Time derivative of internal energy converted to spatial coordinates
**
Eliminating the time derivative using the continuity equation and using the symmetry property DIVr∗=−rGRAD, we find
ContinuousDiscrete
∂t∂eint=−Q(p)∇⋅ρv,
(68)
∂t∂eint=−\mboxdiag(Q(p))DIVrv,
(69)
∂t∂Eint=⟨rGRADS(p),v⟩v.
**Energy equation
**
The time derivatives of local and total energies e and E are
ContinuousDiscrete
∂t∂e=−∇⋅2ρ∣v∣2v−ρv⋅∇Q(p)
(70)
−Q(p)∇⋅ρv
=−∇⋅(21∣v∣2+Q(p))ρv,
∂t∂E=−⟨v,rGRADQ(p)⟩v+
(71)
=⟨rGRADS(p),v⟩v
=0,
so the energy equation is
ContinuousDiscrete
∂t∂e+∇⋅(21∣v∣2+ρQ(p))ρv=0.
(72)
∂t∂E=0.
(73)
Bibliography2
The reference list from the paper itself. Each links out to its DOI / PubMed record.
1[1] B. van ’t Hof and M. Vuik. Symmetry-preserving discretizations of arbitrary order on structured curvilinear grids, 2017. ar Xiv:1710.07149 [math.NA].
2[2] B. van ’t Hof and M. Vuik. Symmetry-preserving finite-difference discretizations of arbitrary order on structured curvilinear staggered grids, 2019. ar Xiv:1901.02264 [math.NA].