The stochastic Galerkin and collocation methods are used to solve an advection-diusion equation with uncertain and spatially varying viscosity. We investigate well-posedness, monotonicity and stability for the extended system resulting from the Galerkin projection of the advection-diusion equation onto the stochastic basis functions. High-order summationby- parts operators and weak imposition of boundary conditions are used to prove stability of the semi-discrete system. It is essential that the eigenvalues of the resulting viscosity matrix of the stochastic Galerkin system are positive and we investigate conditions for this to hold. When the viscosity matrix is diagonalizable, stochastic Galerkin and stochastic collocation are similar in terms of computational cost, and for some cases the accuracy is higher for stochastic Galerkin provided that monotonicity requirements are met. We also investigate the total spatial operator of the semi-discretized system and its impact on the convergence to steadystate

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 this thesis, the numerical solution of time-dependent partial differential equations (PDE) is studied. In particular high-order finite difference methods on Summation-by-parts (SBP) form are analysed and applied to model problems as well as the PDEs governing aerodynamics. The SBP property together with an implementation of boundary conditions called SAT (Simultaneous Approximation Term), yields stability by energy estimates. The first derivative SBP operators were originally derived for Cartesian grids. Since aerodynamic computations are the ultimate goal, the scheme must also be stable on curvilinear grids. We prove that stability on curvilinear grids is only achieved for a subclass of the SBP operators. Furthermore, aerodynamics often requires addition of artificial dissipation and we derive an SBP version. With the SBP-SAT technique it is possible to split the computational domain into a multi-block structure which simplifies grid generation and more complex geometries can be resolved. To resolve extremely complex geometries an unstructured discretisation method must be used. Hence, we have studied a finite volume approximation of the Laplacian. It can be shown to be on SBP form and a new boundary treatment is derived. Based on the Laplacian scheme, we also derive an SBP artificial dissipation for finite volume schemes. We derive a new set of boundary conditions that leads to an energy estimate for the linearised three-dimensional Navier-Stokes equations. The new boundary conditions will be used to construct a stable SBP-SAT discretisation. To obtain an energy estimate for the discrete equation, it is necessary to discretise all the second derivatives by using the first derivative approximation twice. According to previous theory that would imply a degradation of formal accuracy but we present a proof that this is not the case.

The investigation of the dynamics of chemical reactions, both from the theoretical and experimental side, has drawn an increasing interest since Ahmed H. Zewail was awarded the 1999 Nobel Prize in Chemistry for his work on femtochemistry. On the experimental side, new techniques such as femtosecond lasers and attosecond lasers enable laser control of chemical reactions. Numerical simulations serve as a valuable complement to experimental techniques, not only for validation of experimental results, but also for simulation of processes that cannot be investigated through experiments. With increasing computer capacity, more and more physical phenomena fall within the range of what is possible to simulate. Also, the development of new, efficient numerical methods further increases the possibilities. The focus of this thesis is twofold; numerical methods for chemical reactions including dissociative states and methods that can deal with coexistence of spatial regions with very different physical properties. Dissociative chemical reactions are reactions where molecules break up into smaller components. The dissociation can occur spontaneously, e.g. by radioactive decay, or be induced by adding energy to the system, e.g. in terms of a laser field. Quantities of interest can for instance be the reaction probabilities of possible chemical reactions. This thesis discusses a boundary treatment model based on the perfectly matched layer (PML) approach to accurately describe dynamics of chemical reactions including dissociative states. The limitations of the method are investigated and errors introduced by the PML are quantified. The ability of a numerical method to adapt to different scales is important in the study of more complex chemical systems. One application of interest is long-range molecules, where the atoms are affected by chemical attractive forces that lead to fast movement in the region where they are close to each other and exhibits a relative motion of the atoms that is very slow in the long-range region. A numerical method that allows for spatial adaptivity is presented, based on the summation-by-parts-simultaneous approximation term (SBP-SAT) methodology. The accuracy and the robustness of the numerical method are investigated. / eSSENCE

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.

The perfectly matched layer (PML) is a novel technique to simulate the absorption of waves in unbounded domains. The underlying equations are often a system of second order hyperbolic partial differential equations. In the numerical treatment, second order systems are often rewritten and solved as first order systems. There are several benefits with solving the equations in second order formulation, though. However, while the theory and numerical methods for first order hyperbolic systems are well developed, numerical techniques to solve second order hyperbolic systems are less complete. We construct a strongly well-posed PML for second order systems in two space dimensions, focusing on the equations of linear elasto-dynamics. In the continuous setting, the stability of both first order and second order formulations are linearly equivalent. We have found that if the so-called geometric stability condition is violated, approximating the first order PML with standard central differences leads to a high frequency instability at most resolutions. In the second order setting growth occurs only if growing modes are well resolved. We determine the number of grid points that can be used in the PML to ensure a discretely stable PML, for several anisotropic elastic materials. We study the stability of the PML for problems where physical boundaries are important. First, we consider the PML in a waveguide governed by the scalar wave equation. To ensure the accuracy and the stability of the discrete PML, we derived a set of equivalent boundary conditions. Second, we consider the PML for second order symmetric hyperbolic systems on a half-plane. For a class of stable boundary conditions, we derive transformed boundary conditions and prove the stability of the corresponding half-plane problem. Third, we extend the stability analysis to rectangular elastic waveguides, and demonstrate the stability of the discrete PML. Building on high order summation-by-parts operators, we derive high order accurate and strictly stable finite difference approximations for second order time-dependent hyperbolic systems on bounded domains. Natural and mixed boundary conditions are imposed weakly using the simultaneous approximation term method. Dirichlet boundary conditions are imposed strongly by injection. By constructing continuous strict energy estimates and analogous discrete strict energy estimates, we prove strict stability.

Nowadays there is an ever increasing demand to obtain more accurate numericalsimulation results while at the same time using fewer computations. One area withsuch a demand is oil reservoir simulations, which builds upon Poisson's equation withvariable coefficients (PEWVC). This thesis focuses on applying and testing a high ordernumerical scheme to solve the PEWVC, namely Summation By Parts - SimultaneousApproximation Term (SBP-SAT). The thesis opens with proving that the method isconvergent at arbitrary high orders given sufficiently smooth coefficients. Theconvergence is furthermore verified in practice by test cases on the Poisson'sequation with smoothly variable permeability coefficients. To balance observed lowerboundary flux convergence, the SBP-SAT method was modified with additionalpenalty terms that were subsequently shown to work as expected. Finally theSBP-SAT method was tested on a semi-realistic model of an oil reservoir withdiscontinuous permeability. The correctness of the resulting pressure distributionvaried and it was shown that flux leakage was the probable cause. Hence theproposed SBP-SAT method performs, as expected, very well in continuous settingsbut typically allows undesirable leakage in discontinuous settings. There are possiblefixes, but these are outside the scope of this thesis.

Wave propagation problems can be modeled by partial differential equations. In this thesis, we study wave propagation in fluids and in solids, modeled by the acoustic wave equation and the elastic wave equation, respectively. In real-world applications, waves often propagate in heterogeneous media with complex geometries, which makes it impossible to derive exact solutions to the governing equations. Alternatively, we seek approximated solutions by constructing numerical methods and implementing on modern computers. An efficient numerical method produces accurate approximations at low computational cost. There are many choices of numerical methods for solving partial differential equations. Which method is more efficient than the others depends on the particular problem we consider. In this thesis, we study two numerical methods: the finite difference method and the discontinuous Galerkin method. The finite difference method is conceptually simple and easy to implement, but has difficulties in handling complex geometries of the computational domain. We construct high order finite difference methods for wave propagation in heterogeneous media with complex geometries. In addition, we derive error estimates to a class of finite difference operators applied to the acoustic wave equation. The discontinuous Galerkin method is flexible with complex geometries. Moreover, the discontinuous nature between elements makes the method suitable for multiphysics problems. We use an energy based discontinuous Galerkin method to solve a coupled acoustic-elastic problem.

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.