On the impact of boundary conditions on dual consistent finite difference discretizations

In this paper we derive well-posed boundary conditions for a linear incompletely parabolic system of equations, which can be viewed as a model problem for the compressible Navier-Stokes equations. We show a general procedure for the construction of the boundary conditions such that both the primal and dual equations are well-posed. The form of the boundary conditions is chosen such that reduction to first order form with its complications can be avoided. The primal equation is discretized using finite difference operators on summation-by-parts form with weak boundary conditions. It is shown that the discretization can be made energy stable, and that energy stability is sufficient for dual consistency. Since reduction to first order form can be avoided, the discretization is significantly simpler compared to a discretization using Dirichlet boundary conditions. We compare the new boundary conditions with standard Dirichlet boundary conditions in terms of rate of convergence, errors and discrete spectra. It is shown that the scheme with the new boundary conditions is not only far simpler, but also has smaller errors, error bounded properties, and highly optimizable eigenvalues, while maintaining all desirable properties of a dual consistent discretization. (C) 2012 Elsevier Inc. All rights reserved.