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     

The characteristic finite element alternating direction method with moving meshes for nonlinear convection‐dominated diffusion problems

In modern numerical simulation of prospecting and exploiting oil‐gas resources and in environmental science, it is necessary to consider numerical method of nonlinear convection‐dominated diffusion problems. This thesis, starting from actual conditions such as the three‐dimensional characteristics of large‐scale science‐engineering computation, puts forward a kind of characteristic finite element alternating direction method with moving meshes. Some techniques, such as calculus of variations, operator‐splitting, generalized L² projection, energy method, negative norm estimate, the theory of prior estimates and techniques, are adopted. Optimal order estimates in L² norm are derived to determine the errors in the approximate solution. Thus the important theoretical problem has been solved. © 2005 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2005     

A finite element–finite volume discretization of convection‐diffusion‐reaction equations with nonhomogeneous mixedboundary conditions: Error estimates

We consider a time‐dependent and a steady linear convection‐diffusion‐reaction equation whose coefficients are nonconstant. Boundary conditions are mixed (Dirichlet and Robin–Neumann) and nonhomogeneous. Both the unsteady and the steady problem are approximately solved 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 unsteady case, the implicit Euler method is used as time discretization. The ‐ and the ‐error in the unsteady case and the H¹‐error in the steady one are estimated against the data, in such a way that no parameter enters exponentially into the constants involved. © 2016Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 32: 1591–1621, 2016     

A high‐order compact ADI method for solving three‐dimensional unsteady convection‐diffusion problems

We derive a high‐order compact alternating direction implicit (ADI) method for solving three‐dimentional unsteady convection‐diffusion problems. The method is fourth‐order in space and second‐order in time. It permits multiple uses of the one‐dimensional tridiagonal algorithm with a considerable saving in computing time and results in a very efficient solver. It is shown through a discrete Fourier analysis that the method is unconditionally stable in the diffusion case. Numerical experiments are conducted to test its high order and to compare it with the standard second‐order Douglas‐Gunn ADI method and the spatial fourth‐order compact scheme by Karaa. © 2005 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2006     

A two‐grid characteristic finite volume element method for semilinear advection‐dominated diffusion equations

A two‐grid finite volume element method, combined with the modified method of characteristics, is presented and analyzed for semilinear time‐dependent advection‐dominated diffusion equations in two space dimensions. The solution of a nonlinear system on the fine‐grid space (with grid size h) is reduced to the solution of two small (one linear and one nonlinear) systems on the coarse‐grid space (with grid size H) and a linear system on the fine‐grid space. An optimal error estimate in H¹ ‐norm is obtained for the two‐grid method. It shows that the two‐grid method achieves asymptotically optimal approximation, as long as the mesh sizes satisfy h = O(H²). Numerical example is presented to validate the usefulness and efficiency of the method. © 2013 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

Error estimates of CFVE method for fully nonlinear convection‐dominated diffusion problems

Finite volume method and characteristics finite element method are two important methods for solving the partial differential equations. These two methods are combined in this paper to establish a fully discrete characteristics finite volume method for fully nonlinear convection‐dominated diffusion problems. Through detailed theoretical analysis, optimal order H¹ norm error estimates are obtained for this fully discrete scheme. Copyright © 2010 John Wiley & Sons, Ltd.     

A multilevel characteristics method for periodic convection‐dominated diffusion problems

In this article we introduce a multilevel method in space and time for the approximation of a convection‐diffusion equation. The spatial discretization is of pseudo‐spectral Fourier type, while the time discretization relies on the characteristics method. The approximate solution is obtained as the sum of two components that are advanced in time using different time‐steps. In particular, this requires the introduction of two sets of discretized characteristics curves and of two interpolation operators. We investigate the stability of the scheme and derive some error estimates. They indicate that the high‐frequency term can be integrated with a larger time‐step. Numerical experiments illustrate the gain in computing time due to the multilevel strategy. © 2000 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 16: 107–132, 2000     

Superconvergence and gradient recovery for a finite volume element method for solving convection‐diffusion equations

We study the superconvergence of the finite volume element (FVE) method for solving convection‐diffusion equations using bilinear trial functions. We first establish a superclose weak estimate for the bilinear form of FVE method. Based on this estimate, we obtain the H¹‐superconvergence result: . Then, we present a gradient recovery formula and prove that the recovery gradient possesses the ‐order superconvergence. Moreover, an asymptotically exact a posteriori error estimate is also given for the gradient error of FVE solution.Copyright © 2014 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 30: 1152–1168, 2014     

An upwind finite volume scheme and its maximum‐principle‐preserving ADI splitting for unsteady‐state advection‐diffusion equations

We develop an upwind finite volume (UFV) scheme for unsteady‐state advection‐diffusion partial differential equations (PDEs) in multiple space dimensions. We apply an alternating direction implicit (ADI) splitting technique to accelerate the solution process of the numerical scheme. We investigate and analyze the reason why the conventional ADI splitting does not satisfy maximum principle in the context of advection‐diffusion PDEs. Based on the analysis, we propose a new ADI splitting of the upwind finite volume scheme, the alternating‐direction implicit, upwind finite volume (ADFV) scheme. We prove that both UFV and ADFV schemes satisfy maximum principle and are unconditionally stable. We also derive their error estimates. Numerical results are presented to observe the performance of these schemes. © 2003 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 19: 211–226, 2003     

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     

A high resolution NV/TVD Hermite polynomial upwind scheme for convection‐dominated problems

A high‐order convection‐bounded scheme is constructed by combining the total variational diminishing constraint and convection boundedness criterion condition in the normalized variable formulation. It employs the Hermite polynomial interpolation to design its characteristic line in the normalized variable diagram. Numerical results of the convection‐dominated problems with smooth or discontinuous initial distributions demonstrate the present scheme possesses high resolution and good robustness. Copyright © 2012 John Wiley & Sons, Ltd.     

Local discontinuous galerkin approximation of convection‐dominated diffusion optimal control problems with control constraints

In this article, we investigate local discontinuous Galerkin approximation of stationary convection‐dominated diffusion optimal control problems with distributed control constraints. The state variable and adjoint state variable are approximated by piecewise linear polynomials without continuity requirement, whereas the control variable is discretized by variational discretization concept. The discrete first‐order optimality condition is derived. We show that optimization and discretization are commutative for the local discontinuous Galerkin approximation. Because the solutions to convection‐dominated diffusion equations often admit interior or boundary layers, residual type a posteriori error estimate in L² norm is proved, which can be used to guide mesh refinement. Finally, numerical examples are presented to illustrate the theoretical findings. © 2013 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 30: 339–360, 2014     

A locally conservative Eulerian‐Lagrangian control‐volume method for transient advection‐diffusion equations

Characteristic methods generally generate accurate numerical solutions and greatly reduce grid orientation effects for transient advection‐diffusion equations. Nevertheless, they raise additional numerical difficulties. For instance, the accuracy of the numerical solutions and the property of local mass balance of these methods depend heavily on the accuracy of characteristics tracking and the evaluation of integrals of piecewise polynomials on some deformed elements generally with curved boundaries, which turns out to be numerically difficult to handle. In this article we adopt an alternative approach to develop an Eulerian‐Lagrangian control‐volume method (ELCVM) for transient advection‐diffusion equations. The ELCVM is locally conservative and maintains the accuracy of characteristic methods even if a very simple tracking is used, while retaining the advantages of characteristic methods in general. Numerical experiments show that the ELCVM is favorably comparable with well‐regarded Eulerian‐Lagrangian methods, which were previously shown to be very competitive with many well‐perceived methods. © 2005 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2005     

High accuracy analysis of the characteristic‐nonconforming FEM for a convection‐dominated transport problem

A low order characteristic‐nonconforming finite element method is proposed for solving a two‐dimensional convection‐dominated transport problem. On the basis of the distinguish property of element, that is, the consistency error can be estimated as order O(h²), one order higher than that of its interpolation error, the superclose result in broken energy norm is derived for the fully discrete scheme. In the process, we use the interpolation operator instead of the so‐called elliptic projection, which is an indispensable tool in the traditional finite element analysis. Furthermore, the global superconvergence is obtained by using the interpolated postprocessing technique. Lastly, some numerical experiments are provided to verify our theoretical analysis. Copyright © 2013 John Wiley & Sons, Ltd.     

Continuous interior penalty finite element methods for Sobolev equations with convection‐dominated term

We consider implicit and semi‐implicit time‐stepping methods for continuous interior penalty (CIP) finite element approximations of Sobolev equations with convection‐dominated term. Stability is obtained by adding an interior penalty term giving L² ‐control of the jump of the gradient over element faces. Several $\cal {A}$ ‐stable time‐stepping methods are analyzed and shown to be unconditionally stable and optimally convergent. We show that the contribution from the gradient jumps leading to an extended matrix pattern may be extrapolated from previous time steps, and hence handled explicitly without loss of stability and accuracy. © 2011 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2012     

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     

Adequacy of finite difference schemes for convection‐diffusion equations

Finite difference schemes for the numerical solution of singularly perturbed convection problems on uniform grids are studied in the limit case where the viscosity and the meshsize approach zero at the same time. The present error estimates are given in terms of order of magnitude in the above limit process and are useful in a priori choosing adequate schemes and meshsizes for boundary‐layer problems and problems with closed characteristics. Published 2002 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 18: 280–295, 2002; Published online in Wiley InterScience (www.interscience.wiley.com). DOI 10.1002/num.10007     

Convergence analysis of an upwind finite volume element method with Crouzeix-Raviart element for non-selfadjoint and indefinite problems

In this paper we construct an upwind finite volume element scheme based on the Crouzeix-Raviart nonconforming element for non-selfadjoint elliptic problems. These problems often appear in dealing with flow in porous media. We establish the optimal order H ¹-norm error estimate. We also give the uniform convergence under minimal elliptic regularity assumption      

An exponential high‐order compact ADI method for 3D unsteady convection–diffusion problems

In this article, we develop an exponential high order compact alternating direction implicit (EHOC ADI) method for solving three dimensional (3D) unsteady convection–diffusion equations. The method, which requires only a regular seven‐point 3D stencil similar to that in the standard second‐order methods, is second order accurate in time and fourth‐order accurate in space and unconditionally stable. The resulting EHOC ADI scheme in each alternating direction implicit (ADI) solution step corresponding to a strictly diagonally dominant matrix equation can be solved by the application of the one‐dimensional tridiagonal Thomas algorithm with a considerable saving in computing time. Numerical experiments for three test problems are carried out to demonstrate the performance of the present method and to compare it with the classical Douglas–Gunn ADI method and the Karaa's high‐order compact ADI method. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2013