An Entropy-Based Approach to Nonlinear Stability

Many numerical methods used in computational fluid dynamics (CFD) incorporate an artificial dissipation term to suppress spurious oscillations and control nonlinear instabilities. The same effect can be accomplished by using upwind techniques, sometimes augmented with limiters to form Total Variation Diminishing (TVD) schemes. An analysis based on numerical satisfaction of the second law of thermodynamics allows many such methods to be compared and improved upon. A nonlinear stability proof is given for discrete scalar equations arising from a conservation law. Solutions to such equations are bounded in the L sub 2 norm if the second law of thermodynamics is satisfied in a global sense over a periodic domain. It is conjectured that an analogous statement is true for discrete equations arising from systems of conservation laws. Analysis and numerical experiments suggest that a more restrictive condition, a positive entropy production rate in each cell, is sufficient to exclude unphysical phenomena such as oscillations and expansion shocks. Construction of schemes which satisfy this condition is demonstrated for linear and nonlinear wave equations and for the one-dimensional Euler equations.