One-sided stability and convergence of the Nessyahu–Tadmor scheme

Non-oscillatory schemes are widely used in numerical approximations of nonlinear conservation laws. The Nessyahu–Tadmor (NT) scheme is an example of a second order scheme that is both robust and simple. In this paper, we prove a new stability property of the NT scheme based on the standard minmod reconstruction in the case of a scalar strictly convex conservation law. This property is similar to the One-sided Lipschitz condition for first order schemes. Using this new stability, we derive the convergence of the NT scheme to the exact entropy solution without imposing any nonhomogeneous limitations on the method. We also derive an error estimate for monotone initial data.     

Finite volume schemes for nonhomogeneous scalar conservation laws: error estimate

Summary. In this paper, we study finite volume schemes for the nonhomogeneous scalar conservation law with initial condition . The source term may be either stiff or nonstiff. In both cases, we prove error estimates between the approximate solution given by a finite volume scheme (the scheme is totally explicit in the nonstiff case, semi-implicit in the stiff case) and the entropy solution. The order of these estimates is in space-time -norm (h denotes the size of the mesh). Furthermore, the error estimate does not depend on the stiffness of the source term in the stiff case. Received October 21, 1999 / Published online February 5, 2001     

Convergence of higher order upwind finite volume schemes on unstructured grids for scalar conservation laws in several space dimensions

Summary. We prove convergence of a class of higher order upwind finite volume schemes on unstructured grids for scalar conservation laws in several space dimensions. The result is applied to the discontinuous Galerkin method due to Cockburn, Hou and Shu. Received April 15, 1993 / Revised version received March 13, 1995     

A time- and spaceadaptive algorithm for the linear time-dependent Schrödinger equation

Summary. We prove an a posteriori error estimate for the linear time-dependent Schr?dinger equation in . From this, we derive a residual based local error estimator that allows us to adjust the mesh and the time step size in order to obtain a numerical solution with a prescribed accuracy. As a special feature, the error estimator controls localization and size of the finite computational domain in each time step. An algorithm is described to compute this solution and numerical results in one space dimension are included. Received March 17, 1995     

An optimal error estimate for upwind Finite Volume methods for nonlinear hyperbolic conservation laws

The purpose of this paper is to show that the cell-centered upwind Finite Volume scheme applied to general hyperbolic systems of m conservation laws approximates smooth solutions to the continuous problem at order one in space and time. As it is now well understood, there is a lack of consistency for order one upwind Finite Volume schemes: the truncation error does not tend to zero as the time step and the grid size tend to zero. Here, following our previous papers on scalar equations, we construct a corrector that allows us to prove the expected error estimate for nonlinear systems of equations in one dimension.     

$L^1$-Stability and error estimates for approximate Hamilton-Jacobi solutions

Summary.   We study the -stability and error estimates of general approximate solutions for the Cauchy problem associated with multidimensional Hamilton-Jacobi (H-J) equations. For strictly convex Hamiltonians, we obtain a priori error estimates in terms of the truncation errors and the initial perturbation errors. We then demonstrate this general theory for two types of approximations: approximate solutions constructed by the vanishing viscosity method, and by Godunov-type finite difference methods. If we let denote the `small scale' of such approximations (– the viscosity amplitude , the spatial grad-size , etc.), then our -error estimates are of , and are sharper than the classical -results of order one half, . The main building blocks of our theory are the notions of the semi-concave stability condition and -measure of the truncation error. The whole theory could be viewed as a multidimensional extension of the -stability theory for one-dimensional nonlinear conservation laws developed by Tadmor et. al. [34,24,25]. In addition, we construct new Godunov-type schemes for H-J equations which consist of an exact evolution operator and a global projection operator. Here, we restrict our attention to linear projection operators (first-order schemes). We note, however, that our convergence theory applies equally well to nonlinear projections used in the context of modern high-resolution conservation laws. We prove semi-concave stability and obtain -bounds on their associated truncation errors; -convergence of order one then follows. Second-order (central) Godunov-type schemes are also constructed. Numerical experiments are performed; errors and orders are calculated to confirm our -theory. Received April 20, 1998 / Revised version received November 8, 1999 / Published online August 24, 2000     

Entropy production in second-order three-point schemes

Summary We discuss semi-discrete three-point finite difference methods for the numerical solution of system of conservation laws which are second order accurate in space in the sense of truncation error. Particular discretizations of the numerical entropy flux associated with such schemes are studied clarifying the importance of this discretization with regard to the production of numerical entropy. Using a numerical entropy flux constructed in a canonical way we prove that a wide class of finite difference methods cannot satisfy a discrete entropy inequality. Together with a well known result of Schonbek concerning Lax-Wendroff type schemes our result indicates a strong relationship between entropy production and oscillations in numerical solutions.The research reported here was supported by a grant from the Stiftung Volkswagenwerk, Federal Republic of Germany. It is a part of the doctoral thesis of the above author, Universität Stuttgart, 1991.     

Convergence of a staggered Lax-Friedrichs scheme for nonlinear conservation laws on unstructured two-dimensional grids

Summary. Based on Nessyahu and Tadmor's nonoscillatory central difference schemes for one-dimensional hyperbolic conservation laws [16], for higher dimensions several finite volume extensions and numerical results on structured and unstructured grids have been presented. The experiments show the wide applicability of these multidimensional schemes. The theoretical arguments which support this are some maximum-principles and a convergence proof in the scalar linear case. A general proof of convergence, as obtained for the original one-dimensional NT-schemes, does not exist for any of the extensions to multidimensional nonlinear problems. For the finite volume extension on two-dimensional unstructured grids introduced by Arminjon and Viallon [3,4] we present a proof of convergence for the first order scheme in case of a nonlinear scalar hyperbolic conservation law. Received April 8, 2000 / Published online December 19, 2000     

Second order blended multidimensional upwind residual distribution scheme for steady and unsteady computations

Multidimensional upwind residual distribution (RD) schemes have become an appealing alternative to more widespread finite volume and finite element methods (FEM) for solving compressible fluid flows. The RD approach allows to construct nonlinear second order and non-oscillatory methods at the same time. They are routinely used for steady state calculations of the complex flow problems, e.g., 3D turbulent transonic industrial-type simulations [H. Deconinck, K. Sermeus, R. Abgrall, Status of multidimensional upwind residual distribution schemes and applications in aeronautics, AAIA Paper 2000-2328, AIAA, 2000; K. Sermeus, H. Deconinck, Drag prediction validation of a multi-dimensional upwind solver, CFD-based aircraft drag prediction and reduction, VKI Lecture Series 2003-02, Von Karman Institute for Fluid Dynamics, Chausée do Waterloo 72, B-1640 Rhode Saint Genèse, Belgium, 2003].     

Finite volume transport schemes

We analyze arbitrary order linear finite volume transport schemes and show asymptotic stability in L ¹ and L ^∞ for odd order schemes in dimension one. It gives sharp fractional order estimates of convergence for BV solutions. It shows odd order finite volume advection schemes are better than even order finite volume schemes. Therefore the Gibbs phenomena is controlled for odd order finite volume schemes. Numerical experiments sustain the theoretical analysis. In particular the oscillations of the Lax–Wendroff scheme for small Courant numbers are correlated with its non stability in L ¹. A scheme of order three is proved to be stable in L ¹ and L ^∞.     

A priori error estimates for upwind finite volume schemes for two-dimensional linear convection diffusion problems

It is still an open problem to prove a priori error estimates for finite volume schemes of higher order MUSCL type, including limiters, on unstructured meshes, which show some improvement compared to first order schemes. In this paper we use these higher order schemes for the discretization of convection dominated elliptic problems in a convex bounded domain Ω in R² and we can prove such kind of an a priori error estimate. In the part of the estimate, which refers to the discretization of the convective term, we gain h^1/2. Although the original problem is linear, the numerical problem becomes nonlinear, due to MUSCL type reconstruction/limiter technique.     

A two-grid method for finite volume element approximations of second-order nonlinear hyperbolic equations

The two-grid method is studied for solving a two-dimensional second-order nonlinear hyperbolic equation using finite volume element method. The method is based on two different finite element spaces defined on one coarse grid with grid size H and one fine grid with grid size h, respectively. The nonsymmetric and nonlinear iterations are only executed on the coarse grid and the fine grid solution can be obtained in a single symmetric and linear step. It is proved that the coarse grid can be much coarser than the fine grid. A prior error estimate in the H¹-norm is proved to be O(h+H³|lnH|) for the two-grid semidiscrete finite volume element method. With these proposed techniques, solving such a large class of second-order nonlinear hyperbolic equations will not be much more difficult than solving one single linearized equation. Finally, a numerical example is presented to validate the usefulness and efficiency of the method.     

Finite element analysis of exponentially fitted Lumped schemes for time-dependent convection-diffusion problems

Summary In the paper we consider a singularly perturbed linear parabolic initialboundary value problem in one space variable. Two exponential fitted schemes are derived for the problem using Petrov-Galerkin finite element methods with various choices of trial and test spaces. On rectangular meshes which are either arbitrary or slightly restricted, we derive global energy norm andL ² norm and localL error bounds which are uniform in the diffusion parameter. Numerical results are also persented.     

Error and extrapolation of a compact LOD method for parabolic differential equations

This paper is concerned with a compact locally one-dimensional (LOD) finite difference method for solving two-dimensional nonhomogeneous parabolic differential equations. An explicit error estimate for the finite difference solution is given in the discrete infinity norm. It is shown that the method has the accuracy of the second-order in time and the fourth-order in space with respect to the discrete infinity norm. A Richardson extrapolation algorithm is developed to make the final computed solution fourth-order accurate in both time and space when the time step equals the spatial mesh size. Numerical results demonstrate the accuracy and the high efficiency of the extrapolation algorithm.     

Defect-based local error estimators for splitting methods,with application to Schrödinger equations,Part I: The linear case

We introduce a defect correction principle for exponential operator splitting methods applied to time-dependent linear Schrödinger equations and construct a posteriori local error estimators for the Lie–Trotter and Strang splitting methods. Under natural commutator bounds on the involved operators we prove asymptotical correctness of the local error estimators, and along the way recover the known a priori convergence bounds. Numerical examples illustrate the theoretical local and global error estimates.     

Numerical method of mixed finite volume-modified upwind fractional step difference for three-dimensional semiconductor device transient behavior problems

Transient behavior of three-dimensional semiconductor device with heat conduction is described by a coupled mathematical system of four quasi-linear partial differential equations with initial-boundary value conditions. The electric potential is defined by an elliptic equation and it appears in the following three equations via the electric field intensity. The electron concentration and the hole concentration are determined by convection-dominated diffusion equations and the temperature is interpreted by a heat conduction equation. A mixed finite volume element approximation, keeping physical conservation law, is used to get numerical values of the electric potential and the accuracy is improved one order. Two concentrations and the heat conduction are computed by a fractional step method combined with second-order upwind differences. This method can overcome numerical oscillation, dispersion and decreases computational complexity. Then a three-dimensional problem is solved by computing three successive one-dimensional problems where the method of speedup is used and the computational work is greatly shortened. An optimal second-order error estimate in L² norm is derived by using prior estimate theory and other special techniques of partial differential equations. This type of mass-conservative parallel method is important and is most valuable in numerical analysis and application of semiconductor device.     

Central ADER schemes for hyperbolic conservation laws

In this paper we first briefly review the very high order ADER methods for solving hyperbolic conservation laws. ADER methods use high order polynomial reconstruction of the solution and upwind fluxes as the building block. They use a first order upwind Godunov and the upwind second order weighted average (WAF) fluxes. As well known the upwind methods are more accurate than central schemes. However, the superior accuracy of the ADER upwind schemes comes at a cost, one must solve exactly or approximately the Riemann problems (RP). Conventional Riemann solvers are usually complex and are not available for many hyperbolic problems of practical interest. In this paper we propose to use two central fluxes, instead of upwind fluxes, as the building block in ADER scheme. These are the monotone first order Lax-Friedrich (LXF) and the third order TVD flux. The resulting schemes are called central ADER schemes. Accuracy of the new schemes is established. Numerical implementations of the new schemes are carried out on the scalar conservation laws with a linear flux, nonlinear convex flux and non-convex flux. The results demonstrate that the proposed scheme, with LXF flux, is comparable to those using first and second order upwind fluxes while the scheme, with third order TVD flux, is superior to those using upwind fluxes. When compared with the state of art ADER schemes, our central ADER schemes are faster, more accurate, Riemann solver free, very simple to implement and need less computer memory. A way to extend these schemes to general systems of nonlinear hyperbolic conservation laws in one and two dimensions is presented.     

Applications of discrete maximal <Emphasis Type="Italic">L</Emphasis><Subscript><Emphasis Type="Italic">p</Emphasis></Subscript> regularity for finite element operators

In this paper, we present applications of discrete maximal L _p regularity for finite element operators. More precisely, we show error estimates of order h ² for linear and certain semilinear problems in various L _p (Ω)-norms. Discrete maximal regularity allows us to prove error estimates in a very easy and efficient way. Moreover, we also develop interpolation theory for (fractional powers of) finite element operators and extend the results on discrete maximal L _p regularity formerly proved by the author. The author was supported by the DFG-Graduiertenkolleg 853.     

A note on the stability of cut cells and cell merging

Embedded boundary meshes may have cut cells of arbitrarily small volume which can lead to stability problems in finite volume computations with explicit time stepping. We show that time step constraints are not as strict as often believed. We prove this in one dimension for linear advection and the first order upwind scheme. Numerical examples in two dimensions demonstrate that this carries over to more complicated situations. This analysis sheds light on the choice of time step when using cell merging to stabilize the arbitrarily small cells that arise in embedded boundary schemes.