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Entropy Stable Method for the Euler Equations Revisited: Central Differencing via Entropy Splitting and SBP

The two decades old high order central differencing via entropy splitting and summation-by-parts (SBP) difference boundary closure of Ols- son & Oliger (1994), Gerritsen & Olsson (1996), and Yee et al. (2000) is revisited. The entropy splitting is a form of skew-symmetric splitting of the nonlinear Euler flux derivatives. Central differencing applied to the entropy splitting form of the Euler flux derivatives together with SBP difference operators will, hereafter, be referred to as entropy split schemes. This study is prompted by the recent growing interest in numerical methods for which a discrete entropy conservation law holds, a discrete global entropy conservation can be proved and/or the numerical method possesses a stable entropy in the framework of SBP difference operators and L2-energy norm estimate. The objective of this paper is to recast the entropy split scheme as the re- cent definition of an entropy stable method for central differencing with SBP operators for both periodic and non-periodic boundary conditions for non- linear Euler equations. Standard high order spatial central differencing as well as high order central spatial DRP (dispersion relation preserving) spatial differencing is part of the entropy stable methodology framework. Long time integration of 2D and 3D test cases is included to show the comparison of this efficient entropy stable method with the Tadmor-type of entropy conservative methods. Studies also include the comparison among the three skew-symmetric splittings on their nonlinear stability and accuracy performance without added numerical dissipations for smooth flows. These are, namely, entropy splitting, Ducros et al. splitting and the Kennedy & Grub- ber splitting.

Sjogreen, Bjorn

Entropy Stable Method for the Euler Equations Revisited: Central Differencing via Entropy Splitting and SBP

The two decades old high order central differencing via entropy splitting and summation-by-parts (SBP) difference boundary closure of Olsson & Oliger, Gerritsen & Olsson, and Yee et al. (15, 7, 37) is revisited. The objective of this paper is to prove for the first time that the entropy split scheme is an entropy stable method for central differencing with SBP operators for both periodic and non-periodic boundary conditions for nonlinear Euler equations. Standard high order spatial central differencing as well as high order central spatial DRP (dispersion relation preserving) spatial differencing is part of the entropy stable methodology framework. The proof is to replace the spatial derivatives by summation-by-parts (SBP) difference operators in the entropy split form of the equations using the physical entropy of the Euler equations. The numerical boundary closure follows directly from the SBP operator. No additional numerical boundary procedure is required. In contrast, Tadmor-type entropy conserving schemes (31) using mathematical entropies and more recently in (35], do not naturally come with a numerical boundary closure and a generalized SBP operator has to be developed (18). Long time integration of 2D and 3D test cases is included to show the comparison of this efficient entropy stable method with the Tadmor-type of entropy conservative methods. Studies also include the comparison among the three skew-symmetric splittings on their nonlinear stability and accuracy performance without added numerical dissipations for smooth flows. These are, namely, entropy splitting, Ducros et al. splitting and the Kennedy & Grubber splitting.

Sjogreen, Bjorn

Entropy and climate. I - ERBE observations of the entropy production of the earth

An approximate method for estimating the global distributions of the entropy fluxes flowing through the upper boundary of the climate system is introduced, and an estimate of the entropy exchange between the earth and space and the entropy production of the planet is provided. Entropy fluxes calculated from the Earth Radiation Budget Experiment measurements show how the long-wave entropy flux densities dominate the total entropy fluxes at all latitudes compared with the entropy flux densities associated with reflected sunlight, although the short-wave flux densities are important in the context of clear sky-cloudy sky net entropy flux differences. It is suggested that the entropy production of the planet is both constant for the 36 months of data considered and very near its maximum possible value. The mean value of this production is 0.68 x 10 exp 15 W/K, and the amplitude of the annual cycle is approximately 1 to 2 percent of this value.

Stephens, G. L.

Approximate Entropy and Sample Entropy: A Comprehensive Tutorial

Approximate Entropy and Sample Entropy are two algorithms for determining the regularity of series of data based on the existence of patterns. Despite their similarities, the theoretical ideas behind those techniques are different but usually ignored. This paper aims to be a complete guideline of the theory and application of the algorithms, intended to explain their characteristics in detail to researchers from different fields. While initially developed for physiological applications, both algorithms have been used in other fields such as medicine, telecommunications, economics or Earth sciences. In this paper, we explain the theoretical aspects involving Information Theory and Chaos Theory, provide simple source codes for their computation, and illustrate the techniques with a step by step example of how to use the algorithms properly. This paper is not intended to be an exhaustive review of all previous applications of the algorithms but rather a comprehensive tutorial where no previous knowledge isrequired to understand the methodology.

Delgado-Bonal, Alfonso

A New Approach for a Wider Class of Entropy Split Methods for Compressible Gas Dynamics and MHD

The high order entropy split methods of Sjögreen & Yee [1, 2] by entropy splitting of the compressible Euler (inviscid) flux derivatives for a thermally-perfect gas are based on Harten’s entropy function [3, 4, 5]. Their derivation takes advantage of the homogeneity property of Euler flux, symmetrizable Euler flux derivatives and energy-norm stability in conjunction with high order classical spatial central, DRP (dispersion relation-preserving) [6, 7, 8] or Padé (compact) spatial discretizations [9] with summation-by-parts (SBP) operators [10]. Our entropy split methods have been proven entropy conserving and stable [1, 11, 12]. Our proofs do not rely on a two-point numerical flux, but rather only a linear difference operator is required to derive these methods. To extend the entropy split method for the MHD, we used the Godunov symmetrizable non-conservative MHD form [12, 13, 14]. These high order entropy split methods not only preserve certain physical properties of the chosen governing equations but are also known to either improve numerical stability, and/or minimize aliasing errors in long time integration of turbulent flow computations without the aid of added numerical dissipation. In our previous published work, extensive error norm comparison with grid refinement was performed to show the high accuracy performance of these methods. These studies also showed how well the entropy split methods conserve the entropy, momentum and mass, and preserve the kinetic energy for long time integration of the various flows [1, 2, 12, 13, 14]. The objective of the present work is to use a new approach to obtain a wider class of entropy split methods consisting of a two-point numerical flux portion and a non-conservative portion in such a way that the homogeneity property of the compressible Euler flux is not required. For high order classical spatial central, DRP (dispersion relation-preserving) or Padé (compact) spatial discretizations, this new approach can be proven to be entropy conservative with conservative spatial dsicretizations while at the same time allowing a wider class of symmetrizable inviscid flux derivatives. We also use this generalization to derive an entropy split scheme that is entropy conserving for the equations of MHD without the homogeneity property using the Godunov symmetrizable ideal MHD formulation [15].

High Order Physical Preserving Methods

Global and Regional Entropy Production by Radiation Estimated from Satellite Observations

Vertical profiles of shortwave and longwave irradiances computed with satellite-derived cloud properties and temperature and humidity profiles from reanalysis are used to estimate entropy production. Entropy production by shortwave radiation is computed by the absorbed irradiance within layers in the atmosphere and by the surface divided by their temperatures. Similarly, entropy production by longwave radiation is computed by emitted irradiance to space from layers in the atmosphere and surface divided by their temperatures. Global annual mean entropy production by shortwave absorption and longwave emission to space are, respectively, 0.852 and 0.928 W/sq.mK. With a steady-state assumption, entropy production by irreversible processes within the Earth system is estimated to be 0.076 W/sq.mK and by nonradiative irreversible processes to be 0.049 W/sq.mK. Both global annual mean entropy productions by shortwave absorption and longwave emission to space increase with increasing shortwave absorption (i.e., with decreasing the planetary albedo). The increase of entropy production by shortwave absorption is, however, larger than the increase of entropy production by longwave emission to space. The result implies that global annual mean entropy production by irreversible processes decreases with increasing shortwave absorption. Input and output temperatures derived by dividing the absorbed shortwave irradiance and emitted longwave irradiance to space by respective entropy production are, respectively, 282 and 259 K, which give the Carnot efficiency of the Earth system of 8.5%.

Seiji Kato

An Equation for Moist Entropy in a Precipitating and Icy Atmosphere

Moist entropy is nearly conserved in adiabatic motion. It is redistributed rather than created by moist convection. Thus moist entropy and its equation, as a healthy direction, can be used to construct analytical and numerical models for the interaction between tropical convective clouds and large-scale circulations. Hence, an accurate equation of moist entropy is needed for the analysis and modeling of atmospheric convective clouds. On the basis of the consistency between the energy and the entropy equations, a complete equation of moist entropy is derived from the energy equation. The equation expresses explicitly the internal and external sources of moist entropy, including those in relation to the microphysics of clouds and precipitation. In addition, an accurate formula for the surface flux of moist entropy from the underlying surface into the air above is derived. Because moist entropy deals "easily" with the transition among three water phases, it will be used as a prognostic variable in the next generation of cloud-resolving models (e. g. a global cloud-resolving model) for low computational noise. Its equation that is derived in this paper is accurate and complete, providing a theoretical basis for using moist entropy as a prognostic variable in the long-term modeling of clouds and large-scale circulations.

Tao, Wei-Kuo

Maximum-entropy probability distributions under Lp-norm constraints

Continuous probability density functions and discrete probability mass functions are tabulated which maximize the differential entropy or absolute entropy, respectively, among all probability distributions with a given L sub p norm (i.e., a given pth absolute moment when p is a finite integer) and unconstrained or constrained value set. Expressions for the maximum entropy are evaluated as functions of the L sub p norm. The most interesting results are obtained and plotted for unconstrained (real valued) continuous random variables and for integer valued discrete random variables. The maximum entropy expressions are obtained in closed form for unconstrained continuous random variables, and in this case there is a simple straight line relationship between the maximum differential entropy and the logarithm of the L sub p norm. Corresponding expressions for arbitrary discrete and constrained continuous random variables are given parametrically; closed form expressions are available only for special cases. However, simpler alternative bounds on the maximum entropy of integer valued discrete random variables are obtained by applying the differential entropy results to continuous random variables which approximate the integer valued random variables in a natural manner. All the results are presented in an integrated framework that includes continuous and discrete random variables, constraints on the permissible value set, and all possible values of p. Understanding such as this is useful in evaluating the performance of data compression schemes.

Dolinar, S.

Entropy Generation Across Earth's Bow Shock

Earth's bow shock is a transition layer that causes an irreversible change in the state of plasma that is stationary in time. Theories predict entropy increases across the bow shock but entropy has never been directly measured. Cluster and Double Star plasma experiments measure 3D plasma distributions upstream and downstream of the bow shock that allow calculation of Boltzmann's entropy function H and his famous H-theorem, dH/dt ~ O. We present the first direct measurements of entropy density changes across Earth's bow shock. We will show that this entropy generation may be part of the processes that produce the non-thermal plasma distributions is consistent with a kinetic entropy flux model derived from the collisionless Boltzmann equation, giving strong support that solar wind's total entropy across the bow shock remains unchanged. As far as we know, our results are not explained by any existing shock models and should be of interests to theorists.

Parks, George K.

Entropy generation method to quantify thermal comfort

The present paper presents a thermodynamic approach to assess the quality of human-thermal environment interaction and quantify thermal comfort. The approach involves development of entropy generation term by applying second law of thermodynamics to the combined human-environment system. The entropy generation term combines both human thermal physiological responses and thermal environmental variables to provide an objective measure of thermal comfort. The original concepts and definitions form the basis for establishing the mathematical relationship between thermal comfort and entropy generation term. As a result of logic and deterministic approach, an Objective Thermal Comfort Index (OTCI) is defined and established as a function of entropy generation. In order to verify the entropy-based thermal comfort model, human thermal physiological responses due to changes in ambient conditions are simulated using a well established and validated human thermal model developed at the Institute of Environmental Research of Kansas State University (KSU). The finite element based KSU human thermal computer model is being utilized as a "Computational Environmental Chamber" to conduct series of simulations to examine the human thermal responses to different environmental conditions. The output from the simulation, which include human thermal responses and input data consisting of environmental conditions are fed into the thermal comfort model. Continuous monitoring of thermal comfort in comfortable and extreme environmental conditions is demonstrated. The Objective Thermal Comfort values obtained from the entropy-based model are validated against regression based Predicted Mean Vote (PMV) values. Using the corresponding air temperatures and vapor pressures that were used in the computer simulation in the regression equation generates the PMV values. The preliminary results indicate that the OTCI and PMV values correlate well under ideal conditions. However, an experimental study is needed in the future to fully establish the validity of the OTCI formula and the model. One of the practical applications of this index is that could it be integrated in thermal control systems to develop human-centered environmental control systems for potential use in aircraft, mass transit vehicles, intelligent building systems, and space vehicles.

Models, Biological

Entropy Stable h/p-Nonconforming Discretization with the Summation-by-Parts Property for the Compressible Euler and Navier–Stokes Equations

In this paper, we extend the entropy conservative/stable algorithms presented by Del Rey Fernandez and coauthors for the compressible Euler and Navier-Stokes equations on nonconforming p-refined/coarsened curvilinear grids to h/p refinement/coarsening. The main difficulty in developing nonconforming algorithms is the construction of appropriate coupling procedures across nonconforming interfaces. Here, we utilize a computationally simple and efficient approach based upon using decoupled interpolation operators. The resulting scheme is entropy conservative/stable and elementwise conservative. Numerical simulations of the isentropic vortex and viscous shock propagation con firm the entropy conservation/stability and accuracy properties of the method (achieving ~ p + 1 convergence), which are comparable to those of the original conforming scheme. Simulations of the Taylor{Green vortex at R(e) = 1,600 and turbulent flow past a sphere at R(e(infinity)) = 2,000 show the robustness and stability properties of the overall spatial discretization for unstructured grids. Finally, to demonstrate the entropy conservation property of a fully-discrete explicit entropy stable algorithm with h=p refinement/coarsening, we present the time evolution of the entropy function obtained by simulating the propagation of the isentropic vortex using a relaxation Runge-Kutta scheme.

Nonconforming interfaces

Entropy conservative finite element schemes

The question of entropy stability for discrete approximations to hyperbolic systems of conservation laws is studied. The amount of numerical viscosity present in such schemes is quantified and related to their entropy stability by means of comparison. To this end, two main ingredients are used: entropy variables and the construction of certain entropy conservative schemes in terms of piecewise-linear finite element approximations. It is then shown that conservative schemes are entropy stable, if and (for three-point schemes) only if, they contain more numerical viscosity than the abovementioned entropy conservation ones.

Tadmor, E.

High Order Entropy-Constrained Residual VQ for Lossless Compression of Images

High order entropy coding is a powerful technique for exploiting high order statistical dependencies. However, the exponentially high complexity associated with such a method often discourages its use. In this paper, an entropy-constrained residual vector quantization method is proposed for lossless compression of images. The method consists of first quantizing the input image using a high order entropy-constrained residual vector quantizer and then coding the residual image using a first order entropy coder. The distortion measure used in the entropy-constrained optimization is essentially the first order entropy of the residual image. Experimental results show very competitive performance.

Kossentini, Faouzi

Groups and the Entropy Floor: XMM-Newton Observations of Two Groups

Using XMM-Newton spatially resolved X-ray imaging spectroscopy we obtain the temperature, density, entropy, gas mass, and total mass profiles for two groups of galaxies out to approximately 0.3 R(sub vir)(R(sub vir), the virial radius). Our density profiles agree well with those derived previously, and the temperature data are broadly consistent with previous results but are considerably more precise. Both of these groups are at the mass scale of 2x10(exp 13) M(solar mass), but have rather different properties. Both have considerably lower gas mass fractions at r < 0.3 R(sub vir), than the rich clusters. NGC2563, one of the least luminous groups for its X-ray temperature, has a very low gas mass fraction of approximately 0.004 inside 0.1 R(sub vir), which increases with radius. NGC4325, one of the most luminous groups at the same average temperature, has a higher gas mass fraction of 0.02. The entropy profiles and the absolute values of the entropy as a function of virial radius also differ, with NGC4325 having a value of approximately 100 keV cm(exp -2) and NGC2563 a value of approximately 300 keV cm(exp -2) at r approximately 0.1 R(sub vir). For both groups the profiles rise monotonically with radius and there is no sign of an entropy 'floor'. These results are inconsistent with pre-heating scenarios that have been developed to explain a possible entropy floor in groups, but are broadly consistent with models of structure formation that include the effects of heating and/or the cooling of the gas. The total entropy in these systems provides a strong constraint on all models of galaxy and group formation, and on the poorly defined feedback process that controls the transformation of gas into stars and thus the formation of structure in the universe.

Mushotzky, R. F.

Pressure transfer function of a JT15D nozzle due to acoustic and convected entropy fluctuations

An acoustic transmission matrix analysis of sound propagation in a variable area duct with and without flow is extended to include convected entropy fluctuations. The boundary conditions used in the analysis are a transfer function relating entropy and pressure at the nozzle inlet and the nozzle exit impedance. The nozzle pressure transfer function calculated is compared with JT15D turbofan engine nozzle data. The one dimensional theory for sound propagation in a variable area nozzle with flow but without convected entropy is good at the low engine speeds where the nozzle exit Mach number is low (M=0.2) and the duct exit impedance model is good. The effect of convected entropy appears to be so negligible that it is obscured by the inaccuracy of the nozzle exit impedance model, the lack of information on the magnitude of the convected entropy and its phase relationship with the pressure, and the scatter in the data. An improved duct exit impedance model is required at the higher engine speeds where the nozzle exit Mach number is high (M=0.56) and at low frequencies (below 120 Hz).

Miles, J. H.

The numerical viscosity of entropy stable schemes for systems of conservation laws

Discrete approximations to hyperbolic systems of conservation laws are studied. The amount of numerical viscosity present in such schemes, is quantified and related to their entropy stability by means of comparison. To this end, conservative schemes which are also entropy conservative are constructed. These entropy conservative schemes enjoy second-order accuracy; moreover, they admit a particular interpretation within the finite-element frameworks, and hence can be formulated on various mesh configurations. It is then shown that conservative schemes are entropy stable if and only if they contain more viscosity than the mentioned above entropy conservative ones.

Tadmor, E.