A priori error estimates of an extrapolated space‐time discontinuous galerkin method for nonlinear convection‐diffusion problems

We deal with the numerical solution of a scalar nonstationary nonlinear convection‐diffusion equation. We employ a combination of the discontinuous Galerkin finite element (DGFE) method for the space as well as time discretization. The linear diffusive and penalty terms are treated implicitly whereas the nonlinear convective term is treated by a special higher order explicit extrapolation from the previous time step, which leads to the necessity to solve only a linear algebraic problem at each time step. We analyse this scheme and derive a priori asymptotic error estimates in the L^∞(L²) –norm and the L²(H¹) –seminorm with respect to the mesh size h and time step τ. Finally, we present an efficient solution strategy and numerical examples verifying the theoretical results. © 2010 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 27: 1456–1482, 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 two-grid finite element method for the Allen-Cahn equation with the logarithmic potential

In this paper, we present a two-grid finite element method for the Allen-Cahn equation with the logarithmic potential. This method consists of two steps. In the first step, based on a fully implicit finite element method, the Allen-Cahn equation is solved on a coarse grid with mesh size H. In the second step, a linearized system whose nonlinear term is replaced by the value of the first step is solved on a fine grid with mesh size h. We give the energy stabilities of the traditional finite element method and the two-grid finite element method. The optimal convergence order of the two-grid finite element method in H¹ norm is achieved when the mesh sizes satisfy h = O(H²). Numerical examples are given to demonstrate the validity of the proposed scheme. The results show that the two-grid method can save the CPU time while keeping the same convergence rate.     

An adaptive algorithm for the Crank–Nicolson scheme applied to a time-dependent convection–diffusion problem

An a posteriori upper bound is derived for the nonstationary convection–diffusion problem using the Crank–Nicolson scheme and continuous, piecewise linear stabilized finite elements with large aspect ratio. Following Lozinski et al. (2009) [13], a quadratic time reconstruction is used.A space and time adaptive algorithm is developed to ensure the control of the relative error in the L²(H¹) norm. Numerical experiments illustrating the efficiency of this approach are reported; it is shown that the error indicator is of optimal order with respect to both the mesh size and the time step, even in the convection dominated regime and in the presence of boundary layers.     

Analysis of a BDF–DGFE scheme for nonlinear convection–diffusion problems

We deal with the numerical solution of a scalar nonstationary nonlinear convection–diffusion equation. We employ a combination of the discontinuous Galerkin finite element method for the space semi-discretization and the k-step backward difference formula for the time discretization. The diffusive and stabilization terms are treated implicitly whereas the nonlinear convective term is treated by a higher order explicit extrapolation method, which leads to the necessity to solve only a linear algebraic problem at each time step. We analyse this scheme and derive a priori asymptotic error estimates in the discrete L ^∞(L ²)-norm and the L ²(H ¹)-seminorm with respect to the mesh size h and time step τ for k = 2,3. Numerical examples verifying the theoretical results are presented. This work is a part of the research project MSM 0021620839 financed by the Ministry of Education of the Czech Republic and was partly supported by the Grant No. 316/2006/B-MAT/MFF of the Grant Agency of the Charles University Prague. The research of M. Vlasák was supported by the project LC06052 of the Ministry of Education of the Czech Republic (Jindřich Nečas Center for Mathematical Modelling).     

An h-p Petrov-Galerkin finite element method for linear Volterra integro-differential equations

We analyze an h-p version Petrov-Galerkin finite element method for linear Volterra integrodifferential equations. We prove optimal a priori error bounds in the L ²- and H ¹-norm that are explicit in the time steps, the approximation orders and in the regularity of the exact solution. Numerical experiments confirm the theoretical results. Moreover, we observe that the numerical scheme superconverges at the nodal points of the time partition.     

Error Estimates for Finite Element Approximations of a Viscous Wave Equation

We consider a family of fully discrete finite element schemes for solving a viscous wave equation, where the time integration is based on the Newmark method. A rigorous stability analysis based on the energy method is developed. Optimal error estimates in both time and space are obtained. For sufficiently smooth solutions, it is demonstrated that the maximal error in the L ²-norm over a finite time interval converges optimally as O(h ^p+1 + Δt ^s ), where p denotes the polynomial degree, s = 1 or 2, h the mesh size, and Δt the time step.     

Optimal l~∞ error estimates of finite difference methods for the coupled Gross-Pitaevskii equations in high dimensions

Due to the difficulty in obtaining the a priori estimate,it is very hard to establish the optimal point-wise error bound of a finite difference scheme for solving a nonlinear partial differential equation in high dimensions(2D or 3D).We here propose and analyze finite difference methods for solving the coupled GrossPitaevskii equations in two dimensions,which models the two-component Bose-Einstein condensates with an internal atomic Josephson junction.The methods which we considered include two conservative type schemes and two non-conservative type schemes.Discrete conservation laws and solvability of the schemes are analyzed.For the four proposed finite difference methods,we establish the optimal convergence rates for the error at the order of O(h~2+τ~2)in the l~∞-norm(i.e.,the point-wise error estimates)with the time stepτand the mesh size h.Besides the standard techniques of the energy method,the key techniques in the analysis is to use the cut-off function technique,transformation between the time and space direction and the method of order reduction.All the methods and results here are also valid and can be easily extended to the three-dimensional case.Finally,numerical results are reported to confirm our theoretical error estimates for the numerical methods.     

Convergence and complexity of arbitrary order adaptive mixed element methods for the Poisson equation

This paper discusses convergence and complexity of arbitrary,but fixed,order adaptive mixed element methods for the Poisson equation in two and three dimensions.The two main ingredients in the analysis,namely the quasi-orthogonality and the discrete reliability,are achieved by use of a discrete Helmholtz decomposition and a discrete inf-sup condition.The adaptive algorithms are shown to be contractive for the sum of the error of flux in L2-norm and the scaled error estimator after each step of mesh refinement and to be quasi-optimal with respect to the number of elements of underlying partitions.The methods do not require a separate treatment for the data oscillation.     

Stability and convergence of fully discrete finite element schemes for the acoustic wave equation

In this paper, we investigate the stability and convergence of some fully discrete finite element schemes for solving the acoustic wave equation where a discontinuous Galerkin discretization in space is used. We first review and compare conventional time-stepping methods for solving the acoustic wave equation. We identify their main properties and investigate their relationship. The study includes the Newmark algorithm which has been used extensively in applications. We present a rigorous stability analysis based on the energy method and derive sharp stability results covering some well-known CFL conditions. A convergence analysis is carried out and optimal a priori error estimates are obtained. For sufficiently smooth solutions, we demonstrate that the maximal error in the L ²-norm error over a finite time interval converges optimally as O(h ^p+1+??t ^s ), where p denotes the polynomial degree, s=1 or 2, h the mesh size, and ??t the time step.     

TWO-GRID CHARACTERISTIC FINITE VOLUME METHODS FOR NONLINEAR PARABOLIC PROBLEMS＊

In this work, two-grid characteristic finite volume schemes for the nonlinear parabolic problem are considered. In our algorithms, the diffusion term is discretized by the finite volume method, while the temporal differentiation and advection terms are treated by the characteristic scheme. Under some conditions about the coefficients and exact solution, optimal error estimates for the numerical solution are obtained. Furthermore, the two- grid characteristic finite volume methods involve solving a nonlinear equation on coarse mesh with mesh size H, a large linear problem for the Oseen two-grid characteristic finite volume method on a fine mesh with mesh size h = O（H2） or a large linear problem for the Newton two-grid characteristic finite volume method on a fine mesh with mesh size h = 0（I log hll/2H3）. These methods we studied provide the same convergence rate as that of the characteristic finite volume method, which involves solving one large nonlinear problem on a fine mesh with mesh size h. Some numerical results are presented to demonstrate the efficiency of the proposed methods.     

A mixed nonconforming finite element for linear elasticity

This article considers a mixed finite element method for linear elasticity. It is based on a modified mixed formulation that enforces the continuity of the stress weakly by adding a jump term of the approximated stress on interior edges. The symmetric stress are approximated by nonconforming linear elements and the displacement by piecewise constants. We establish ??(h) error bound in the (broken) L² norm for the divergence of the stress and ??(h) error bound in the L² norm for both the displacement and the stress tensor. © 2005 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2005.     

Two-grid methods for characteristic finite volume element solution of semilinear convection-diffusion equations

Two-grid methods for characteristic finite volume element solutions are presented for a kind of semilinear convection-dominated diffusion equations. The methods are based on the method of characteristics, two-grid method and the finite volume element method. The nonsymmetric and nonlinear iterations are only executed on the coarse grid (with grid size H). And the fine-grid solution (with grid size h) can be obtained by a single symmetric and linear step. It is proved that the coarse grid can be much coarser than the fine grid. The two-grid methods achieve asymptotically optimal approximation as long as the mesh sizes satisfy H = O(h^1/3).     

A weak Galerkin mixed finite element method for the Helmholtz equation with large wave numbers

In this article, a new weak Galerkin mixed finite element method is introduced and analyzed for the Helmholtz equation with large wave numbers. The stability and well‐posedness of the method are established for any wave number k without mesh size constraint. Allowing the use of discontinuous approximating functions makes weak Galerkin mixed method highly flexible in term of little restrictions on approximations and meshes. In the weak Galerkin mixed finite element formulation, approximation functions can be piecewise polynomials with different degrees on different elements and meshes can consist elements with different shapes. Suboptimal order error estimates in both discrete H¹ and L² norms are established for the weak Galerkin mixed finite element solutions. Numerical examples are tested to support the theory.     

Analysis of a combined barycentric finite volume—nonconforming finite element method for nonlinear convection-diffusion problems

We present the convergence analysis of an efficient numerical method for the solution of an initial-boundary value problem for a scalar nonlinear conservation law equation with a diffusion term. Nonlinear convective terms are approximated with the aid of a monotone finite volume scheme considered over the finite volume barycentric mesh, whereas the diffusion term is discretized by piecewise linear nonconforming triangular finite elements. Under the assumption that the triangulations are of weakly acute type, with the aid of the discrete maximum principle, a priori estimates and some compactness arguments based on the use of the Fourier transform with respect to time, the convergence of the approximate solutions to the exact solution is proved, provided the mesh size tends to zero.     

Construction and Analysis of Lattice Boltzmann Methods Applied to a 1D Convection-Diffusion Equation

To solve the 1D (linear) convection-diffusion equation, we construct and we analyze two LBM schemes built on the D1Q2 lattice. We obtain these LBM schemes by showing that the 1D convection-diffusion equation is the fluid limit of a discrete velocity kinetic system. Then, we show in the periodic case that these LBM schemes are equivalent to a finite difference type scheme named LFCCDF scheme. This allows us, firstly, to prove the convergence in L ^∞ of these schemes, and to obtain discrete maximum principles for any time step in the case of the 1D diffusion equation with different boundary conditions. Secondly, this allows us to obtain most of these results for the Du Fort-Frankel scheme for a particular choice of the first iterate. We also underline that these LBM schemes can be applied to the (linear) advection equation and we obtain a stability result in L ^∞ under a classical CFL condition. Moreover, by proposing a probabilistic interpretation of these LBM schemes, we also obtain Monte-Carlo algorithms which approach the 1D (linear) diffusion equation. At last, we present numerical applications justifying these results.     

A coupling method based on new MFE and FE for fourth-order parabolic equation

In this article, a coupling method of new mixed finite element (MFE) and finite element (FE) is proposed and analyzed for fourth-order parabolic partial differential equation. First, the fourth-order parabolic equation is split into the coupled system of second-order equations. Then, an equation is solved by finite element method, the other equation is approximated by the new mixed finite element method, whose flux belongs to the square integrable space replacing the classical H(div;Ω) space. The stability for fully discrete scheme is derived, and both semi-discrete and fully discrete error estimates are obtained. Moreover, the optimal a priori error estimates in L ² and H ¹-norm for both the scalar unknown u and the diffusion term γ and a priori error estimate in (L ²)²-norm for its flux σ are derived. Finally, some numerical results are provided to validate our theoretical analysis.     

Nonconforming finite element methods with subgrid viscosity applied to advection‐diffusion‐reaction equations

A nonconforming (Crouzeix–Raviart) finite element method with subgrid viscosity is analyzed to approximate advection‐diffusion‐reaction equations. The error estimates are quasi‐optimal in the sense that keeping the Péclet number fixed, the estimates are suboptimal of order in the mesh size for the L²‐norm and optimal for the advective derivative on quasi‐uniform meshes. The method is also reformulated as a finite volume box scheme providing a reconstruction formula for the diffusive flux with local conservation properties. Numerical results are presented to illustrate the error analysis. © 2006 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2006     

A second order finite difference-spectral method for space fractional diffusion equations

A high order finite difference-spectral method is derived for solving space fractional diffusion equations,by combining the second order finite difference method in time and the spectral Galerkin method in space.The stability and error estimates of the temporal semidiscrete scheme are rigorously discussed,and the convergence order of the proposed method is proved to be O(τ2+Nα-m)in L2-norm,whereτ,N,αand m are the time step size,polynomial degree,fractional derivative index and regularity of the exact solution,respectively.Numerical experiments are carried out to demonstrate the theoretical analysis.     

Two-grid Methods for Finite Volume Element Approximations of Nonlinear Sobolev Equations

In this article, two-grid methods are studied for solving nonlinear Sobolev equation using the finite volume element method. The methods are based on one coarse grid space and one fine grid space. The nonsymmetric and nonlinear iterations are only executed on the coarse grid (with grid size H), and the fine grid solution (with grid size h) can be obtained in a single symmetric and linear step. The optimal H¹ error estimates are presented for the proposed methods, which show that the two-grid methods achieve optimal approximation as long as the mesh sizes satisfy h = 𝒪(H³|ln H|). As a result, solving such a large class of nonlinear Sobolev equations will not be much more difficult than solving one linearized equation.