Square matrices of the form à = 𝐀 + 𝐞𝐷𝐟* are considered. An explicit expression for the inverseis given, provided à and 𝐷 are invertible with rank(Ã) = rank(𝐀) + rank(𝐞𝐷𝐟*). The inverse ispresented in two ways, one that uses singular value decomposition and another that dependsdirectly on the components 𝐀, 𝐞, 𝐟 and 𝐷. Additionally, a matrix determinant lemma forsingular matrices follows from the derivations.

The scalar, one-dimensional advection equation and heat equation are considered. These equations are discretized in space, using a finite difference method satisfying summation-by-parts (SBP) properties. To impose the boundary conditions, we use a penalty method called simultaneous approximation term (SAT). Together, this gives rise to two semi-discrete schemes where the discretization matrices approximate the first and the second derivative operators, respectively. The discretization matrices depend on free parameters from the SAT treatment. We derive the inverses of the discretization matrices, interpreting them as discrete Green's functions. In this direct way, we also find out precisely which choices of SAT parameters that make the discretization matrices singular. In the second derivative case, it is shown that if the penalty parameters are chosen such that the semi-discrete scheme is dual consistent, the discretization matrix can become singular even when the scheme is energy stable. The inverse formulas hold for SBP-SAT operators of arbitrary order of accuracy. For second and fourth order accurate operators, the inverses are provided explicitly.

We consider finite difference approximations of the second derivative, exemplified in Poisson's equation, the heat equation, and the wave equation. The finite difference operators satisfy a summation-by-parts (SBP) property, which mimics the integration-by-parts principle. Since the operators approximate the second derivative, they are singular by construction. When imposing boundary conditions weakly, these operators are modified using simultaneous approximation terms. The modification makes the discretization matrix nonsingular for most choices of boundary conditions. Recently, inverses of such matrices were derived. However, for problems with only Neumann boundary conditions, the modified matrices are still singular. For such matrices, we have derived an explicit expression for the Moore-Penrose inverse, which can be used for solving elliptic problems and some time-dependent problems. For this explicit expression to be valid, it is required that the modified matrix does not have more than one zero eigenvalue. This condition holds for the SBP operators with second and fourth order accurate interior stencil. For the sixth order accurate case, we have reconstructed the operator with a free parameter and show that there can be more than one zero eigenvalue. We have performed a detailed analysis on the free parameter to improve the properties of the second derivative SBP operator. We complement the derivations by numerical experiments to demonstrate the improvements.

We study the numerical solutions of time-dependent systems of partial differential equations, focusing on the implementation of boundary conditions. The numerical method considered is a finite difference scheme constructed by high order summation by parts operators, combined with a boundary procedure using penalties (SBP-SAT). Recently it was shown that SBP-SAT finite difference methods can yield superconvergent functional output if the boundary conditions are imposed such that the discretization is dual consistent. We generalize these results so that they include a broader range of boundary conditions and penalty parameters. The results are also generalized to hold for narrow-stencil second derivative operators. The derivations are supported by numerical experiments.

We derive a method to locally change the order of accuracy of finite difference schemes that approximate the second derivative. The derivation is based on summation-by-parts operators, which are connected at interfaces using penalty terms. At such interfaces, the numerical solution has a double representation, with one representation in each domain. We merge this double representation into a single one, yielding a new scheme with unique solution values in all grid points. The resulting scheme is proven to be stable, accurate and dual consistent.

We derive a method to locally change the order of accuracy of finite difference schemes that approximate the second derivative. The derivation is based on summation-by-parts operators, which are connected at interfaces using penalty terms. At such interfaces, the numerical solution has a double representation, with one representation in each domain. We merge this double representation into a single one, yielding a new scheme with unique solution values in all grid points. The resulting scheme is proven to be stable, accurate and dual consistent. (C) 2018 Elsevier Inc. All rights reserved.

Exact non-reflecting boundary conditions for a linear incompletely parabolic system in one dimension have been studied. The system is a model for the linearized compressible Navier-Stokes equations, but is less complicated which allows for a detailed analysis without approximations. It is shown that well-posedness is a fundamental property of the exact non-reflecting boundary conditions. By using summation by parts operators for the numerical approximation and a weak boundary implementation, it is also shown that energy stability follows automatically.

Exact non-reflecting boundary conditions for an incompletely parabolic system have been studied. It is shown that well-posedness is a fundamental property of the non-reflecting boundary conditions. By using summation by parts operators for the numerical approximation and a weak boundary implementation, energy stability follows automatically. The stability in combination with the high order accuracy results in a reliable, efficient and accurate method. The theory is supported by numerical simulations.

In numerical simulations, problems stemming from aerodynamics pose many challenges for the method used. Some of these are addressed in this thesis, such as the fluid interacting with objects, the presence of shocks, and various types of boundary conditions.

Scenarios of the kind mentioned above are described mathematically by initial boundary value problems (IBVPs). We discretize the IBVPs using high order accurate finite difference schemes on summation by parts form (SBP), combined with weakly imposed boundary conditions, a technique called simultaneous approximation term (SAT). By using the energy method, stability can be shown.

The weak implementation is compared to the more commonly used strong implementation, and it is shown that the weak technique enhances the rate of convergence to steady state for problems with solid wall boundary conditions. The analysis is carried out for a linear problem and supported numerically by simulations of the fully non-linear Navier–Stokes equations.

Another aspect of the boundary treatment is observed for fluid structure interaction problems. When exposed to eigenfrequencies, the coupled system starts oscillating, a phenomenon called flutter. We show that the strong implementation sometimes cause instabilities that can be mistaken for flutter.

Most numerical schemes dealing with flows including shocks are first order accurate to avoid spurious oscillations in the solution. By modifying the SBP-SAT technique, a conservative and energy stable scheme is derived where the order of accuracy can be lowered locally. The new scheme is coupled to a shock-capturing scheme and it retains the high accuracy in smooth regions.

For problems with complicated geometry, one strategy is to couple the finite difference method to the finite volume method. We analyze the accuracy of the latter on unstructured grids. For grids of bad quality the truncation error can be of zeroth order, indicating that the method is inconsistent, but we show that some of the accuracy is recovered.

We also consider artificial boundary closures on unbounded domains. Non-reflecting boundary conditions for an incompletely parabolic problem are derived, and it is shown that they yield well-posedness. The SBP-SAT methodology is employed, and we prove that the discretized problem is stable.