Partial differential equations (PDEs) are used to model various phenomena in nature and society, ranging from the motion of fluids and electromagnetic waves to the stock market and traffic jams. There are many methods for numerically approximating solutions to PDEs. Some of the most commonly used ones are the finite volume method, the finite element method, and the finite difference method. All methods have their strengths and weaknesses, and it is the problem at hand that determines which method that is suitable. In this thesis, we focus on the finite difference method which is conceptually easy to understand, has high-order accuracy, and can be efficiently implemented in computer software. We use the finite difference method on summation-by-parts (SBP) form, together with a weak implementation of the boundary conditions called the simultaneous approximation term (SAT). Together, SBP and SAT provide a technique for overcoming most of the drawbacks of the finite difference method. The SBP-SAT technique can be used to derive energy stable schemes for any linearly well-posed initial boundary value problem. The stability is not restricted by the order of accuracy, as long as the numerical scheme can be written in SBP form. The weak boundary conditions can be extended to interfaces which are used either in domain decomposition for geometric flexibility, or for coupling of different physics models. The contributions in this thesis are twofold. The first part, papers I-IV, develops stable boundary and interface procedures for computational fluid dynamics problems, in particular for problems related to the Navier-Stokes equations and conjugate heat transfer. The second part, papers V-VI, utilizes duality to construct numerical schemes which are not only energy stable, but also dual consistent. Dual consistency alone ensures superconvergence of linear integral functionals from the solutions of SBP-SAT discretizations. By simultaneously considering well-posedness of the primal and dual problems, new advanced boundary conditions can be derived. The new duality based boundary conditions are imposed by SATs, which by construction of the continuous boundary conditions ensure energy stability, dual consistency, and functional superconvergence of the SBP-SAT schemes.

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.

We consider diagonal-norm classical summation-by-parts (SBP) operators us-ing the simultaneous approximation term (SAT) method of imposing boundaryconditions. We derive a formula for the inverse of these SBP-SAT discretizationmatrices. This formula is then used to show that it is possible to construct a secondorder accurate SBP-SAT operator using only seven grid points.

Wave phenomena appear in many fields of science such as acoustics, geophysics, and quantum mechanics. They can often be described by partial differential equations (PDEs). As PDEs typically are too difficult to solve by hand, the only option is to compute approximate solutions by implementing numerical methods on computers. Ideally, the numerical methods should produce accurate solutions at low computational cost. For wave propagation problems, high-order finite difference methods are known to be computationally cheap, but historically it has been difficult to construct stable methods. Thus, they have not been guaranteed to produce reasonable results. In this thesis we consider finite difference methods on summation-by-parts (SBP) form. To impose boundary and interface conditions we use the simultaneous approximation term (SAT) method. The SBP-SAT technique is designed such that the numerical solution mimics the energy estimates satisfied by the true solution. Hence, SBP-SAT schemes are energy-stable by construction and guaranteed to converge to the true solution of well-posed linear PDE. The SBP-SAT framework provides a means to derive high-order methods without jeopardizing stability. Thus, they overcome most of the drawbacks historically associated with finite difference methods. This thesis consists of three parts. The first part is devoted to improving existing SBP-SAT methods. In Papers I and II, we derive schemes with improved accuracy compared to standard schemes. In Paper III, we present an embedded boundary method that makes it easier to cope with complex geometries. The second part of the thesis shows how to apply the SBP-SAT method to wave propagation problems in acoustics (Paper IV) and quantum mechanics (Papers V and VI). The third part of the thesis, consisting of Paper VII, presents an efficient, fully explicit time-integration scheme well suited for locally refined meshes.

This report presents a comprehensive investigation into the accuracy and stability of Finite Difference Methods (FDM) when applied to the acoustic wave equation. The analysis focuses on comparing the classical 2nd order FDM with highly-accurate computational stencil of order 2p = 2,4 and 6 with Summation-by-Parts (SBP) and Simultaneous Approximation Term (SAT) technique of the Finite Difference Method. The objective of the study is to investigate complex numerical techniques that contributes to highly-accurate and stable solutions to many hyperbolic PDEs.  The report starts by introducing the governing problem and studies its well-posedness to ensure stable and unique solutions of the governing equations. It continues with basic introduction to the classic spatial discretization of the FDM and introduces the SBP-SAT implementation of the method. The governing equations are rewritten as a semi-discrete problem, such that it can be written as a system of ordinary differential equations (ODEs) only dependent on the temporal evolution. This system can be solved with classic Runge-Kutta methods to ensure robust and accurate time-stepping schemes.  The results show that the implementation of the higher-order SBP-SAT Finite Difference Method provides highly accurate solutions of the acoustic wave equation compared to the classic FDM. The results also show that the method provides stable solutions with no visible oscillations (dispersion), which can be a challenge for higher order methods. Overall, this paper contributes with valuable insights into the analysis of accuracy and stability in finite difference methods for acoustic wave equation.

The linear elastodynamic two-dimensional anti-plane stress problem, where deformations occur in only one direction is considered for one sided non-planar faults. Fault dynamics are modeled using purely velocity dependent friction laws, and applied on boundaries with complex geometry. Summation-by-parts operators and energy estimates are used to couple a high-order finite difference method with an unstructured finite volume method. The unstructured finite volume method is used near the fault and the high-order finite difference method further away from the fault where no complex geometry is present. Boundary conditions are imposed weakly on characteristic form using the simultaneous approximation term technique, allowing explicit time integration to be used. Numerical computations are performed to verify the accuracy and time stability, of the method.

This project studied two different ways of imposing boundary conditions weakly with the finite difference summation-by-parts (SBP) operators. These operators were combined with the boundary handling methods of simultaneous-approximation-terms (SAT) and the Projection to impose homogeneous Neumann and Dirichlet boundary conditions. The convergence rate of both methods was analyzed for different boundary conditions for the one-dimensional (1D) Schrödinger equation, without potential, which resulted in both methods performing similarly. A multi-block discretization was then implemented and different combinations of SBP-SAT and SBP-Projection were applied to impose inner boundary conditions of continuity between the blocks. A convergence study of the different methods of imposing the inner BC:s was conducted for the 1D Schrödinger equation without potential. The resulting convergence was the same for all methods and it was concluded that they performed similarly. Methods involving SBP-Projection had the slight advantage of faster computation time. Finally, the 1D Gross-Pitaevskii equation (GPE) and the 1D Schrödinger equation were analyzed with a step potential. The waves propagating towards the potential barrier were in both cases partially transmitted and partially reflected. The waves simulated with the Schrödinger equation dispersed, while the solitons simulated with the GPE kept their shape due to the equations reinforcing non-linear term. The bright soliton was partly transmitted and partly reflected. The dark soliton was either totally reflected or totally transmitted.

This paper describes simulations of the generalized modified Benjamin-Bona-Mahony (BBM) equation, using finite difference methods (FDM). Well-posed boundary conditions (BCs) as well as stable semi-discrete approximations are derived using summations-by-parts (SBP) operators combined with the projection method. For time integration, explicit Runge-Kutta 4 (RK4) is used, as well as SBP-SAT, which discretizes the temporal domain using SBP operators and imposes initial conditions using simultaneous approximation term (SAT). These time-marching methods are evaluated and compared in terms of accuracy and computing times, and soliton-boundary interaction is studied. It is shown that SBP-SAT time-marching perform well and is more suitable than RK4 for this type of non-linear, dispersive problem. Generalized summation-by-parts (GSBP) time-marching perform particularly well, due to high accuracy with few solution points.

This thesis develops the methodology for solving initial boundary value problems with the use of summation-by-parts discretizations. The combination of high orders of accuracy and a systematic approach to construct provably stable boundary and interface procedures makes this methodology especially suitable for scientific computations with high demands on efficiency and robustness. Most classes of high order methods can be applied in a way that satisfies a summation-by-parts rule. These include, but are not limited to, finite difference, spectral and nodal discontinuous Galerkin methods. In the first part of this thesis, the summation-by-parts methodology is extended to the time domain, enabling fully discrete formulations with superior stability properties. The resulting time discretization technique is closely related to fully implicit Runge-Kutta methods, and may alternatively be formulated as either a global method or as a family of multi-stage methods. Both first and second order derivatives in time are considered. In the latter case also including mixed initial and boundary conditions (i.e. conditions involving derivatives in both space and time). The second part of the thesis deals with summation-by-parts discretizations on multi-block and hybrid meshes. A new formulation of general multi-block couplings in several dimensions is presented and analyzed. It collects all multi-block, multi-element and  hybrid summation-by-parts schemes into a single compact framework. The new framework includes a generalized description of non-conforming interfaces based on so called summation-by-parts preserving interpolation operators, for which a new theoretical accuracy result is presented.