A combined finite volume–nonconforming/mixed-hybrid finite element scheme for degenerate parabolic problems

We propose and analyze a numerical scheme for nonlinear degenerate parabolic convection–diffusion–reaction equations in two or three space dimensions. We discretize the diffusion term, which generally involves an inhomogeneous and anisotropic diffusion tensor, over an unstructured simplicial mesh of the space domain by means of the piecewise linear nonconforming (Crouzeix–Raviart) finite element method, or using the stiffness matrix of the hybridization of the lowest-order Raviart–Thomas mixed finite element method. The other terms are discretized by means of a cell-centered finite volume scheme on a dual mesh, where the dual volumes are constructed around the sides of the original mesh. Checking the local Péclet number, we set up the exact necessary amount of upstream weighting to avoid spurious oscillations in the convection-dominated case. This technique also ensures the validity of the discrete maximum principle under some conditions on the mesh and the diffusion tensor. We prove the convergence of the scheme, only supposing the shape regularity condition for the original mesh. We use a priori estimates and the Kolmogorov relative compactness theorem for this purpose. The proposed scheme is robust, only 5-point (7-point in space dimension three), locally conservative, efficient, and stable, which is confirmed by numerical experiments.This work was supported by the GdR MoMaS, CNRS-2439, ANDRA, BRGM, CEA, EdF, France.     

A defect-correction method for unsteady conduction-convection problems II: Time discretization

In this paper, a fully discrete defect-correction mixed finite element method (MFEM) for solving the non-stationary conduction-convection problems in two dimension, which is leaded by combining the Back Euler time discretization with the two-step defect correction in space, is presented. In this method, we solve the nonlinear equations with an added artificial viscosity term on a finite element grid and correct these solutions on the same grid using a linearized defect-correction technique. The stability and the error analysis are derived. The theory analysis shows that our method is stable and has a good convergence property. Some numerical results are also given, which show that this method is highly efficient for the unsteady conduction-convection problems.     

Robustness in a posteriori error analysis for FEM flow models

Summary. We derive a residual-based a posteriori error estimator for a stabilized finite element discretization of certain incompressible Oseen-like equations. We focus our attention on the behaviour of the effectivity index and we carry on a numerical study of its sensitiveness to the problem and mesh parameters. We also consider a scalar reaction-convection-diffusion problem and a divergence-free projection problem in order to investigate the effects on the robustness of our a posteriori error estimator of the reaction-convection-diffusion phenomena and, separately, of the incompressibility constraint. Received March 21, 2001 / Revised version received July 30, 2001 / Published online October 17, 2001     

Local and parallel finite element algorithms for the stokes problem

Based on two-grid discretizations, some local and parallel finite element algorithms for the Stokes problem are proposed and analyzed in this paper. These algorithms are motivated by the observation that for a solution to the Stokes problem, low frequency components can be approximated well by a relatively coarse grid and high frequency components can be computed on a fine grid by some local and parallel procedure. One technical tool for the analysis is some local a priori estimates that are also obtained in this paper for the finite element solutions on general shape-regular grids. Y. He was partially subsidized by the NSF of China 10671154 and the National Basic Research Program under the grant 2005CB321703; A. Zhou was partially supported by the National Science Foundation of China under the grant 10425105 and the National Basic Research Program under the grant 2005CB321704; J. Li was partially supported by the NSF of China under the grant 10701001. J. Xu was partially supported by Alexander von Humboldt Research Award for Senior US Scientists, NSF DMS-0609727 and NSFC-10528102.     

The analysis of a finite element method for the Navier–Stokes equations with compressibility

Summary. A finite element formulation is developed for the two dimensional nonlinear time dependent compressible Navier–Stokes equations on a bounded domain. The existence and uniqueness of the solution to the numerical formulation is proved. An error estimate for the numerical solution is obtained. Received September 9, 1997 / Revised version received August 12, 1999 / Published online July 12, 2000     

An optimal order convergence for a weak formulation of the compressible Stokes system with inflow boundary condition

Summary. We formulate the compressible Stokes system given in (1.1) into a (new) weak formulation (2.1). A finite element method for this is presented. Existence and uniqueness of the finite element method is shown. An optimal error estimate for the numerical approximation is obtained. Numerical examples are given, showing its efficiency and rates of convergence of the approximate solutions that results from the discrete problem (3.1). Received October 20, 1996 / Revised version received January 21, 1999 / Published online: April 20, 2000     

Analysis of a splitting method for incompressible inviscid rotational flow problems

This paper is devoted to analyze a splitting method for solving incompressible inviscid rotational flows. The problem is first recast into the velocity–vorticity–pressure formulation by introducing the additional vorticity variable, and then split into three consecutive subsystems. For each subsystem, the L²$L^2$ least-squares finite element approach is applied to attain accurate numerical solutions. We show that for each time step this splitting least-squares approach exhibits an optimal rate of convergence in the H¹$H^1$ norm for velocity and pressure, and a suboptimal rate in the L²$L^2$ norm for vorticity. A numerical example in two dimensions is presented, which confirms the theoretical error estimates.     

Weighted quadrature rules for finite element methods

We discuss the numerical integration of polynomials times non-polynomial weighting functions in two dimensions arising from multiscale finite element computations. The proposed quadrature rules are significantly more accurate than standard quadratures and are better suited to existing finite element codes than formulas computed by symbolic integration. We validate this approach by introducing the new quadrature formulas into a multiscale finite element method for the two-dimensional reaction–diffusion equation.     

A stabilized finite element method for the incompressible magnetohydrodynamic equations

Summary. We propose and analyze a stabilized finite element method for the incompressible magnetohydrodynamic equations. The numerical results that we present show a good behavior of our approximation in experiments which are relevant from an industrial viewpoint. We explain in particular in the proof of our convergence theorem why it may be interesting to stabilize the magnetic equation as soon as the hydrodynamic diffusion is small and even if the magnetic diffusion is large. This observation is confirmed by our numerical tests. Received August 31, 1998 / Revised version received June 16, 1999 / Published online June 21, 2000     

Navier-Stokes equations with several independent pressure laws and explicit predictor-corrector schemes

This work is concerned with the numerical capture of stiff viscous shock solutions of Navier-Stokes equations for complex compressible materials, in the regime of large Reynolds numbers. After [2] and [6], a relevant numerical capture is known to require the satisfaction of an extended set of non classical Rankine-Hugoniot conditions due to the non conservation form of the governing PDE model. Here, we show how to enforce their validity at the discrete level without the need for solving local non linear algebraic problems. Non linearities are bypassed when introducing new averaging techniques which are proved to satisfy all the desirable stability properties when invoking suitable approximate Riemann solutions. A relaxation procedure is proposed to that purpose with the benefit of a fairly simple overall numerical method.     

Solution of porous medium type systems by linear approximation schemes

Summary The convergence of semi-discrete and discrete linear approximation schemes is analysed for nonlinear degenerate parabolic systems of porous medium type. The enthalpy formulation and variational technique are used. The semi-discretization used reduces the original parabolic P.D.E. to linear elliptic P.D.E. The algebraic correction arising from nonlinearities is treated by Newton-like iterations in finite steps. Some numerical experiments are discussed and compared with the analytical solutions.Supported by the Alexander von Humboldt-Foundation in 1989, and by SFB 123, University Heidelberg     

One-step Taylor–Galerkin methods for convection–diffusion problems

Third and fourth order Taylor–Galerkin schemes have shown to be efficient finite element schemes for the numerical simulation of time-dependent convective transport problems. By contrast, the application of higher-order Taylor–Galerkin schemes to mixed problems describing transient transport by both convection and diffusion appears to be much more difficult. In this paper we develop two new Taylor–Galerkin schemes maintaining the accuracy properties and improving the stability restrictions in convection–diffusion. We also present an efficient algorithm for solving the resulting system of the finite element method. Finally we present two numerical simulations that confirm the properties of the methods.     

Continuous interior penalty finite element method for the time-dependent Navier–Stokes equations: space discretization and convergence

This paper focuses on the numerical analysis of a finite element method with stabilization for the unsteady incompressible Navier–Stokes equations. Incompressibility and convective effects are both stabilized adding an interior penalty term giving L ²-control of the jump of the gradient of the approximate solution over the internal faces. Using continuous equal-order finite elements for both velocities and pressures, in a space semi-discretized formulation, we prove convergence of the approximate solution. The error estimates hold irrespective of the Reynolds number, and hence also for the incompressible Euler equations, provided the exact solution is smooth.     

Numerical study of the flow in a three-dimensional thermally driven cavity

Solutions for the fully compressible Navier–Stokes equations are presented for the flow and temperature fields in a cubic cavity with large horizontal temperature differences. The ideal-gas approximation for air is assumed and viscosity is computed using Sutherland's law. The three-dimensional case forms an extension of previous studies performed on a two-dimensional square cavity. The influence of imposed boundary conditions in the third dimension is investigated as a numerical experiment. Comparison is made between convergence rates in case of periodic and free-slip boundary conditions. Results with no-slip boundary conditions are presented as well. The effect of the Rayleigh number is studied.     

Discrete-analytical methods for the implementation of variational principles in environmental applications

A new method of constructing numerical schemes on the base of a variational principle for models including convection-diffusion operators is proposed. An original element is the use of analytical solutions of local adjoint problems formulated for the operators of convection-diffusion within the framework of the splitting technique. This results in numerical schemes which are absolutely stable, monotonic, transportive, and differentiable with respect to the state functions and parameters of the model. Artificial numerical diffusion is avoided due to the analytical solutions. The variational technique provides strong consistency between the numerical schemes of the main and adjoint problems. A theoretical study of the new class of schemes is given. The quality of the numerical approximations is demonstrated by an example of the non-linear Burgers equation. These new schemes enhance our variational methodology of environmental modelling. As one of the environmental applications, an inverse problem of risk assessment for Lake Baikal is presented.     

Numerical analysis of electric field formulations of the eddy current model

This paper deals with finite element methods for the numerical solution of the eddy current problem in a bounded conducting domain crossed by an electric current, subjected to boundary conditions involving only data easily available in applications. Two different cases are considered depending on the boundary data: input current intensities or differences of potential. Weak formulations in terms of the electric field are given in both cases. In the first one, the input current intensities are imposed by means of integrals on curves lying on the boundary of the domain and joining current entrances and exit. In the second one, the electric potentials are imposed by means of Lagrange multipliers, which are proved to represent the input current intensities. Optimal error estimates are proved in both cases and implementation issues are discussed. Finally, numerical tests confirming the theoretical results are reported. Partially supported by Xunta de Galicia research grant PGIDIT02PXIC20701PN (Spain). Partially supported by FONDAP in Applied Mathematics (Chile). Partially supported by MCYT (Spain) project DPI2003-01316.     

Convergence of a finite element scheme for the two-dimensional time-dependent Schrödinger equation in a long strip

This paper addresses the finite element method for the two-dimensional time-dependent Schrödinger equation on an infinite strip by using artificial boundary conditions. We first reduce the original problem into an initial-boundary value problem in a bounded domain by introducing a transparent boundary condition, then fully discretize this reduced problem by applying the Crank-Nicolson scheme in time and a bilinear or quadratic finite element approximation in space. This scheme, by a rigorous analysis, has been proved to be unconditionally stable and convergent, and its convergence order has also been obtained. Finally, two numerical examples are given to verify the accuracy of the scheme.     

Numerical solution of the time-dependent incompressible Navier–Stokes equations by piecewise linear finite elements

In this paper we present a new method to solve the 2D generalized Stokes problem in terms of the stream function and the vorticity. Such problem results, for instance, from the discretization of the evolutionary Stokes system. The difficulty arising from the lack of the boundary conditions for the vorticity is overcome by means of a suitable technique for uncoupling both variables. In order to apply the above technique to the Navier–Stokes equations we linearize the advective term in the vorticity transport equation as described in the development of the paper. We illustrate the good performance of our approach by means of numerical results, obtained for benchmark driven cavity problem solved with classical piecewise linear finite element.     

The L.P.D.E.M., a mixed finite difference method for elliptic problems

Summary A mixed finite difference method is analyzed for solving certain elliptic problems. This method, called L.P.D.E.M. (Locally exact Partial Differential Equation Method) was initially proposed in the frame of hydrodynamic lubrication. Convergence is obtained. Relations between this scheme and homogenization theory are also discussed. For a one-dimensional elliptic equation with no zero-order term and in conservative form, this method is an exact one. Some numerical results will also be given.     

A particle model of compressible fluids

Summary. Fluid mechanics describes the motion of mass in space under the influence of internal and external forces. The particle model presented in this article is based on this fact. The fluid is subdivided into a finite number of small mass packets, the particles. These mass packets have a finite extension and share all properties with the fluid, except for the restriction that they cannot get deformed and can perform only rigid body motions. The forces acting upon the particles are identical to those acting on a part of a fluid. The exact conservation of mass and, for the case of adiabatic flows, also of entropy is automatically guaranteed by the approach. When the particle size tends to zero, the mean local displacement of the particles converges in the weak sense. In the inviscid case, the resulting flows can be regarded as solutions of the Euler equations. Received February 17, 1995 / Revised version received December 28, 1995