Implicit‐explicit multistep finite element methods for nonlinear convection‐diffusion problems

Implicit‐explicit multistep finite element methods for nonlinear convection‐diffusion equations are presented and analyzed. In space we discretize by finite element methods. The discretization in time is based on linear multistep schemes. The linear part of the equation is discretized implicitly and the nonlinear part of the equation explicitly. The schemes are stable and very efficient. We derive optimal order error estimates. © 2001 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 17:93–104, 2001     

A combined finite volume–finite element scheme for the discretization of strongly nonlinear convection–diffusion–reaction problems on nonmatching grids

We propose and analyze in this paper a numerical scheme for nonlinear degenerate parabolic convection–diffusion–reaction equations in two or three space dimensions. We discretize the time evolution, convection, reaction, and source terms on a given grid, which can be nonmatching and can contain nonconvex elements, by means of the cell‐centered finite volume method. To discretize the diffusion term, we construct a conforming simplicial mesh with the vertices given by the original grid and use the conforming piecewise linear finite element method. In this way, the scheme is fully consistent and the discrete solution is naturally continuous across the interfaces between the subdomains with nonmatching grids, without introducing any supplementary equations and unknowns or using any interpolation at the interfaces. We allow for general inhomogeneous and anisotropic diffusion–dispersion tensors, propose two variants corresponding respectively to arithmetic and harmonic averaging, and use the local Péclet upstream weighting in order to only add the minimal numerical diffusion necessary to avoid spurious oscillations in the convection‐dominated case. The scheme is robust, efficient since it leads to positive definite matrices and one unknown per element, locally conservative, and satisfies the discrete maximum principle under the conditions on the simplicial mesh and the diffusion tensor usual in the finite element method. We prove its convergence using a priori estimates and the Kolmogorov relative compactness theorem and illustrate its behavior on a numerical experiment. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2010     

Stability of a combined finite element ‐ finite volume discretization of convection‐diffusion equations

We consider a time‐dependent and a stationary convection‐diffusion equation. These equations are approximated by a combined finite element – finite volume method: the diffusion term is discretized by Crouzeix‐Raviart piecewise linear finite elements on a triangular grid, and the convection term by upwind barycentric finite volumes. In the nonstationary case, we use an implicit Euler approach for time discretization. This scheme is shown to be L²‐stable uniformly with respect to the diffusion coefficient. In addition, it turns out that stability is unconditional in the time‐dependent case. These results hold if the underlying grid satisfies a condition that is fulfilled, for example, by some structured meshes. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 28: 402–424, 2012     

A new combined finite element‐upwind finite volume method for convection‐dominated diffusion problems

In this article, we develop a combined finite element‐weighted upwind finite volume method for convection‐dominated diffusion problems in two dimensions, which discretizes the diffusion term with the standard finite element scheme, and the convection and source terms with the weighted upwind finite volume scheme. The developed method leads to a totally new scheme for convection‐dominated problems, which overcomes numerical oscillation, avoids numerical dispersion, and has high‐order accuracy. Stability analyses of the scheme are given for the problems with constant coefficients. Numerical experiments are presented to illustrate the stability and optimal convergence of our proposed method. © 2015 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 32: 799–818, 2016     

Patch‐wise local projection stabilized finite element methods for convection–diffusion–reaction problems

In this article, we develop patch‐wise local projection‐stabilized conforming and nonconforming finite element methods for the convection–diffusion–reaction problems. It is a composition of the standard Galerkin finite element method, the patch‐wise local projection stabilization, and weakly imposed Dirichlet boundary conditions on the discrete solution. In this paper, a priori error analysis is established with respect to a patch‐wise local projection norm for the conforming and the nonconforming finite element methods. The numerical experiments confirm the efficiency of the proposed stabilization technique and validate the theoretical convergence rates.     

A stabilized finite element method for convection–diffusion problems

A stabilized finite element method (FEM) is presented for solving the convection–diffusion equation. We enrich the linear finite element space with local functions chosen according to the guidelines of the residual‐free bubble (RFB) FEM. In our approach, the bubble part of the solution (the microscales) is approximated via an adequate choice of discontinuous bubbles allowing static condensation. This leads to a streamline‐diffusion FEM with an explicit formula for the stability parameter τ_K that incorporates the flow direction, has the capability to deal with problems where there is substantial variation of the Péclet number, and gives the same limit as the RFB method. The method produces the same a priori error estimates that are typically obtained with streamline‐upwind Petrov/Galerkin and RFB. © 2011 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2011     

Extension of high‐order compact schemes to time‐dependent problems

In this article, we present an extension of our previous approaches for steady‐state higher‐order compact (HOC) difference methods to time‐dependent problems. The formulation also provides a framework for similar treatment of other HOC spatial schemes. A stability analysis is provided for transient convection‐diffusion in 1D and transient diffusion in 2D. Supporting numerical experiments are included to illustrate stability and accuracy as well as oscillatory and dissipative behavior. © 2001 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 17: 657–672, 2001     

A nonconforming exponentially fitted finite element method for two‐dimensional drift‐diffusion models in semiconductors

A new nonconforming exponentially fitted finite element for a Galerkin approximation of convection–diffusion equations with a dominating advective term is considered. The attention is here focused on the drift‐diffusion current continuity equations in semiconductor device modeling. The scheme extends to the two‐dimensional case, the well known Scharfetter–Gummel method, by imposing a divergence‐free current over each element of the triangulation. Convergence of the method in the energy norm is proved and some numerical results are included. © 1999 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 15: 133–150, 1999     

Analysis of a decoupled time‐stepping algorithm for reduced MHD system modeling magneto‐convection

In this article, we analyze the stability and error estimate of a decoupled algorithm for a magneto‐convection problem. Magneto‐convection is assumed to be modeled by a coupled system of reduced magneto‐hydrodynamic (RMHD) equations and convection‐diffusion equation. The proposed algorithm applies the second‐order backward difference formula in time and finite element in space. To obtain a noniterative decouple algorithm from the fully discrete nonlinear system, we use a second‐order extrapolation in time to the nonlinear terms such that their skew symmetry properties are preserved. We prove the stability of the algorithm and derive error estimates without assuming any stability conditions. The algorithm is unconditionally stable and requires the solution of one RMHD problem and one convection‐diffusion equation per time step. Numerical test is presented that illustrates the accuracy and efficiency of the algorithm.     

Parallel characteristic finite element method for time‐dependent convection–diffusion problem

Based on the overlapping‐domain decomposition and parallel subspace correction method, a new parallel algorithm is established for solving time‐dependent convection–diffusion problem with characteristic finite element scheme. The algorithm is fully parallel. We analyze the convergence of this algorithm, and study the dependence of the convergent rate on the spacial mesh size, time increment, iteration times and sub‐domains overlapping degree. Both theoretical analysis and numerical results suggest that only one or two iterations are needed to reach to optimal accuracy at each time step. Copyright © 2010 John Wiley & Sons, Ltd.     

A uniformly optimal‐order error estimate for a bilinear finite element method for degenerate convection‐diffusion equations

We prove an optimal‐order error estimate in a degenerate‐diffusion weighted energy norm for bilinear Galerkin finite element methods for two‐dimensional time‐dependent convection‐diffusion equations with degenerate diffusion. In the estimate, the generic constants depend only on certain Sobolev norms of the true solution but not the lower bound of the diffusion. This estimate, combined with a known stability estimate of the true solution of the governing partial differential equations, yields an optimal‐order estimate of the Galerkin finite element method, in which the generic constants depend only on the Sobolev norms of the initial and right side data. Preliminary numerical experiments were conducted to verify these estimates numerically. © 2011 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2011     

A high‐order Godunov method for one‐dimensional convection‐diffusion‐reaction problems

In this article we develop a high‐order Godunov method for one‐dimensional convection‐diffusion‐reaction problems where convection dominates diffusion. The heart of this method comes from incorporating the diffusion term via the slope of the linear representation (recovery) of the solution on each grid cell. The method is conservative and explicit. Therefore, it is efficient in computing time. For constant coefficient linear convection, diffusion, and Lipschitz‐type reaction, the properties of the total variation stability and monotonicity preservation are proved. An error estimation is derived. Computational examples are presented and compared with the exact solutions. © 2000 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 16: 495–512, 2000     

A splitting positive definite mixed element method for miscible displacement of compressible flow in porous media

A miscible displacement of one compressible fluid by another in a porous medium is governed by a nonlinear parabolic system. A new mixed finite element method, in which the mixed element system is symmetric positive definite and the flux equation is separated from pressure equation, is introduced to solve the pressure equation of parabolic type, and a standard Galerkin method is used to treat the convection‐diffusion equation of concentration of one of the fluids. The convergence of the approximate solution with an optimal accuracy in L²‐norm is proved. © 2001 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 17: 229–249, 2001     

Superconvergence of finite difference approximations for convection–diffusion problems

An Erratum has been published for this article in Numerical Linear Algebra with Applications 8 (4) 2001, iii–iv. We are concerned with numerical solutions of convection–diffusion equations. The convergence behaviour of numerical solutions is considered by using the finite difference approximation with respect to spatial variables and implicit method with respect to time variable. It is shown that superconvergence occurs near a part of the boundary which has Dirichlet's data. Copyright © 2001 John Wiley & Sons, Ltd.     

A fast numerical method for solving coupled Burgers' equations

A new fast numerical scheme is proposed for solving time‐dependent coupled Burgers' equations. The idea of operator splitting is used to decompose the original problem into nonlinear pure convection subproblems and diffusion subproblems at each time step. Using Taylor's expansion, the nonlinearity in convection subproblems is explicitly treated by resolving a linear convection system with artificial inflow boundary conditions that can be independently solved. A multistep technique is proposed to rescue the possible instability caused by the explicit treatment of the convection system. Meanwhile, the diffusion subproblems are always self‐adjoint and coercive at each time step, and they can be efficiently solved by some existing preconditioned iterative solvers like the preconditioned conjugate galerkin method, and so forth. With the help of finite element discretization, all the major stiffness matrices remain invariant during the time marching process, which makes the present approach extremely fast for the time‐dependent nonlinear problems. Finally, several numerical examples are performed to verify the stability, convergence and performance of the new method.© 2017 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 33: 1823–1838, 2017     

Convergence phenomena of \documentclass{article} \usepackage{amsmath,amsfonts}\pagestyle{empty}\begin{document} $\mathcal{Q}_p$ \end{document}‐elements for convection–diffusion problems

We present a numerical study for singularly perturbed convection–diffusion problems using higher order Galerkin and streamline diffusion finite element method. We are especially interested in convergence and superconvergence properties with respect to different interpolation operators. For this we investigate pointwise interpolation and vertex‐edge‐cell interpolation. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

Parameter uniform approximations for time‐dependent reaction‐diffusion problems

Using discrete Green's functions techniques, we present a classification of fitted mesh methods for time‐dependent reaction diffusion problems, based on the analyses of Linß (Linß, Numer Algor 40 (2005), 23–32) for the analogous steady‐state problem and of Kopteva (Kopteva, Computing 66 (2001), 179–197) for time‐dependent convection‐diffusion problems. As examples of how to apply the analysis, we derive error estimates for the fitted meshes of Shishkin and Bakhvalov, and provide supporting numerical results. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2007     

一类非定常对流占优扩散问题差分-流线扩散法的后处理

讨论了一类非定常对流占优扩散方程的差分-流线扩散格式(FDSD),利用插值后处理技术,提高了特殊网格下该FDSD格式在双线性元空间的精度,从而按L∞(L2(Ω) 模达到最优．     

非定常对流扩散问题差分-流线扩散法的线性三角元解的最优误差估计

讨论了差分-流线扩散法(FDSD)求解线性对流占优扩散问题解的精度,利用插值后处理技术,使该格式解的空间精间达到最优.     

A modified Chebyshev ϑ‐weighted Crank–Nicolson method for analyzing fractional sub‐diffusion equations

This study presents a robust modification of Chebyshev ? ‐weighted Crank–Nicolson method for analyzing the sub‐diffusion equations in the Caputo fractional sense. In order to solve the problem, by discretization of the sub‐fractional diffusion equations using Taylor's expansion a linear system of algebraic equations that can be analyzed by numerical methods is presented. Furthermore, consistency, convergence, and stability analysis of the suggested method are discussed. In this framework, compact structures of sub‐diffusion equations are considered as prototype examples. The main advantage of the proposed method is that, it is more efficient in terms of CPU time, computational cost and accuracy in comparing with the existing ones in open literature.