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 elastic wave equation describes the propagation of elastic disturbances produced by seismic events in the Earth or vibrations in plates and beams. The acoustic wave equation governs the propagation of sound. The description of the wave fields resulting from an initial configuration or time dependent forces is a valuable tool when gaining insight into the effects of the layering of the Earth, the propagation of earthquakes or the behavior of underwater sound. In the most general case exact solutions to both the elastic wave equation and the acoustic wave equation are impossible to construct. Numerical methods that produce approximative solutions to the underlaying equations now become valuable tools. In this thesis we construct numerical solvers for the elastic and acoustic wave equations with focus on stability, high order of accuracy, boundary conditions and geometric flexibility. The numerical solvers are used to study wave boundary interactions and effects of curved geometries. We also compare the methods that we have constructed to other methods for the simulation of elastic and acoustic wave motion.

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.

Cette thèse porte sur l’étude d’une méthode de type Galerkin discontinu en domaine temporel (GDDT), afin de résoudre numériquement les équations de Maxwell instationnaires sur des maillages hybrides tétraédriques/hexaédriques en 3D (triangulaires/quadrangulaires en 2D) et non-conformes, que l’on note méthode GDDT-PpQk. Comme dans différents travaux déjà réalisés sur plusieurs méthodes hybrides (par exemple des combinaisons entre des méthodes Volumes Finis et Différences Finies, Éléments Finis et Différences Finies, etc.), notre objectif principal est de mailler des objets ayant une géométrie complexe à l’aide de tétraèdres, pour obtenir une précision optimale, et de mailler le reste du domaine (le vide environnant) à l’aide d’hexaèdres impliquant un gain en terme de mémoire et de temps de calcul. Dans la méthode GDDT considérée, nous utilisons des schémas de discrétisation spatiale basés sur une interpolation polynomiale nodale, d’ordre arbitraire, pour approximer le champ électromagnétique. Nous utilisons un flux centré pour approcher les intégrales de surface et un schéma d’intégration en temps de type saute-mouton d’ordre deux ou d’ordre quatre. Après avoir introduit le contexte historique et physique des équations de Maxwell, nous présentons les étapes détaillées de la méthode GDDT-PpQk. Nous réalisons ensuite une analyse de stabilité L2 théorique, en montrant que cette méthode conserve une énergie discrète et en exhibant une condition suffisante de stabilité de type CFL sur le pas de temps, ainsi que l’analyse de convergence en h (théorique également), conduisant à un estimateur d’erreur a-priori. Ensuite, nous menons une étude numérique complète en 2D (ondes TMz), pour différents cas tests, des maillages hybrides et non-conformes, et pour des milieux de propagation homogènes ou hétérogènes. Nous faisons enfin de même pour la mise en oeuvre en 3D, avec des simulations réalistes, comme par exemple la propagation d’une onde électromagnétique dans un modèle hétérogène de tête humaine. Nous montrons alors la cohérence entre les résultats mathématiques et numériques de cette méthode GDDT-PpQk, ainsi que ses apports en termes de précision et de temps de calcul. / This thesis is concerned with the study of a Discontinuous Galerkin Time-Domain method (DGTD), for the numerical resolution of the unsteady Maxwell equations on hybrid tetrahedral/hexahedral in 3D (triangular/quadrangular in 2D) and non-conforming meshes, denoted by DGTD-PpQk method. Like in several studies on various hybrid time domain methods (such as a combination of Finite Volume with Finite Difference methods, or Finite Element with Finite Difference, etc.), our general objective is to mesh objects with complex geometry by tetrahedra for high precision and mesh the surrounding space by square elements for simplicity and speed. In the discretization scheme of the DGTD method considered here, the electromagnetic field components are approximated by a high order nodal polynomial, using a centered approximation for the surface integrals. Time integration of the associated semi-discrete equations is achieved by a second or fourth order Leap-Frog scheme. After introducing the historical and physical context of Maxwell equations, we present the details of the DGTD-PpQk method. We prove the L2 stability of this method by establishing the conservation of a discrete analog of the electromagnetic energy and a sufficient CFL-like stability condition is exhibited. The theoritical convergence of the scheme is also studied, this leads to a-priori error estimate that takes into account the hybrid nature of the mesh. Afterward, we perform a complete numerical study in 2D (TMz waves), for several test problems, on hybrid and non-conforming meshes, and for homogeneous or heterogeneous media. We do the same for the 3D implementation, with more realistic simulations, for example the propagation in a heterogeneous human head model. We show the consistency between the mathematical and numerical results of this DGTD-PpQk method, and its contribution in terms of accuracy and CPU time.