Error estimate for the upwind finite volume method for the nonlinear scalar conservation law

In this paper we estimate the error of upwind first order finite volume schemes applied to scalar conservation laws. As a first step, we consider standard upwind and flux finite volume scheme discretization of a linear equation with space variable coefficients in conservation form. We prove that, in spite of their lack of consistency, both schemes lead to a first order error estimate. As a final step, we prove a similar estimate for the nonlinear case. Our proofs rely on the notion of geometric corrector, introduced in our previous paper by Bouche et al. (2005) [24] in the context of constant coefficient linear advection equations.     

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.     

A posteriori error estimate for finite volume approximations to singularly perturbed nonlinear convection-diffusion equations

Summary. This paper is devoted to the study of a posteriori and a priori error estimates for the scalar nonlinear convection diffusion equation . The estimates for the error between the exact solution and an upwind finite volume approximation to the solution are derived in the -norm in the situation, where the diffusion parameter is smaller or comparable to the mesh size. Numerical experiments underline the theoretical results. Received February 25, 1999 / Revised version received July 6, 1999 / Published online August 2, 2000     

Convergence of fluctuation-splitting schemes for two dimensional scalar conservation laws with a kinetic solver

Summary. The “fluctuation-splitting schemes” (FSS in short) have been introduced by Roe and Sildikover to solve advection equations on rectangular grids and then extended to triangular grids by Roe, Deconinck, Struij... For a two dimensional nonlinear scalar conservation law, we consider the case of a triangular grid and of a kinetic approach to reduce the discretization of the nonlinear equation to a linear equation and apply a particular FSS called N-scheme. We show that the resulting scheme converges strongly in in a finite volume sense. Received February 25, 1997 / Revised version received November 8, 1999 / Published online August 24, 2000     

On the absolute instability of semi-implicit schemes for hydrostatic models

The dependence of the linear stability of two-time-level finite-difference semi-implicit schemes on the choice of reference temperature profile is studied. Particular vertical profiles of the temperature are considered to derive analytical conditions of stability. Analysis is made for general form of different model parameters such as the number of vertical levels and their distribution, the time step size, and the values of the viscosity coefficients. The derived conditions of stability are more restrictive than those for three-time-level schemes, but obtained necessary and sufficient condition for constant vertical lapse rates of the temperature has the form frequently applied to three-time-level schemes: the basic temperature profile should be warmer than the actual one. Performed numerical experiments show that the last restriction is neither necessary nor sufficient condition of stability for general temperature profiles.     

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     

Error analysis of upwind‐discretizations for the steady‐state incompressible Navier–Stokes equations

Within the framework of finite element methods, the paper investigates a general approximation technique for the nonlinear convective term of the Navier–Stokes equations. The approach is based on an upwind method of finite volume type. It is proved that the discrete convective term satisfies a well‐known collection of sufficient conditions for convergence of the finite element solution. This revised version was published online in June 2006 with corrections to the Cover Date.     

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 finite volume schemes for triangular systems of conservation laws

We consider non-strictly hyperbolic systems of conservation laws in triangular form, which arise in applications like three-phase flows in porous media. We device simple and efficient finite volume schemes of Godunov type for these systems that exploit the triangular structure. We prove that the finite volume schemes converge to weak solutions as the discretization parameters tend to zero. Some numerical examples are presented, one of which is related to flows in porous media. The research of K. H. Karlsen was supported by an Outstanding Young Investigators Award from the Research Council of Norway.     

Improving shock-free compressible RANS solvers for LES on unstructured meshes

Standard numerical methods used to solve the Reynolds averaged Navier–Stokes equations are known to be too dissipative to carry out large eddy simulations since the artificial dissipation they introduce to stabilize the discretization of the convection term usually interacts strongly with the subgrid scale model. A possible solution is to resort to non-dissipative central schemes. Unfortunately, these schemes are in general unstable. A way to reach stability is to select a central scheme that conserves the discrete kinetic energy. To that purpose, a family of kinetic energy conserving schemes is developed to perform simulations of compressible shock-free flows on unstructured grids. A direct numerical simulation of the flow past a sphere at a Reynolds number of 300 and a large eddy simulation at a Reynolds number of 10,000 are performed to validate the methodology.     

A posteriori error estimators for the Stokes equations

Summary We present two a posteriori error estimators for the mini-element discretization of the Stokes equations. One is based on a suitable evaluation of the residual of the finite element solution. The other one is based on the solution of suitable local Stokes problems involving the residual of the finite element solution. Both estimators are globally upper and locally lower bounds for the error of the finite element discretization. Numerical examples show their efficiency both in estimating the error and in controlling an automatic, self-adaptive mesh-refinement process. The methods presented here can easily be generalized to the Navier-Stokes equations and to other discretization schemes.This work was accomplished at the Universität Heidelberg with the support of the Deutsche Forschungsgemeinschaft     

Analysis of a class of quasi-monotone and conservative semi-Lagrangian advection schemes

Summary.   We analyze in the norm a class of semi-Lagrangian advective schemes introduced by the author and A. Staniforth in 1992 to improve the solution produced by numerical models for weather prediction and climate studies that use semi-Lagrangian advective schemes. The new quasi-monotone and conservative semi-Lagrangian schemes are stable and converge optimally when the solution is sufficiently smooth. Received May 17, 1999 / Revised version received November 22, 1999 / Published online August 24, 2000     

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 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 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.     

Free boundary value problem for a viscous two-phase model with mass-dependent viscosity

In this paper, we study a free boundary value problem for two-phase liquid-gas model with mass-dependent viscosity coefficient when both the initial liquid and gas masses connect to vacuum with a discontinuity. This is an extension of the paper [S. Evje, K.H. Karlsen, Global weak solutions for a viscous liquid-gas model with singular pressure law, http://www.irisresearch.no/docsent/emp.nsf/wvAnsatte/SEV]. Just as in [S. Evje, K.H. Karlsen, Global weak solutions for a viscous liquid-gas model with singular pressure law, http://www.irisresearch.no/docsent/emp.nsf/wvAnsatte/SEV], the gas is assumed to be polytropic whereas the liquid is treated as an incompressible fluid. We give the proof of the global existence and uniqueness of weak solutions when β∈(0,1], which have improved the previous result of Evje and Karlsen, and get the asymptotic behavior result, also we obtain the regularity of the solutions by energy method.     

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 ^∞.     

Multiresolution schemes for conservation laws

Summary. In recent years a variety of high–order schemes for the numerical solution of conservation laws has been developed. In general, these numerical methods involve expensive flux evaluations in order to resolve discontinuities accurately. But in large parts of the flow domain the solution is smooth. Hence in these regions an unexpensive finite difference scheme suffices. In order to reduce the number of expensive flux evaluations we employ a multiresolution strategy which is similar in spirit to an approach that has been proposed by A. Harten several years ago. Concrete ingredients of this methodology have been described so far essentially for problems in a single space dimension. In order to realize such concepts for problems with several spatial dimensions and boundary fitted meshes essential deviations from previous investigations appear to be necessary though. This concerns handling the more complex interrelations of fluxes across cell interfaces, the derivation of appropriate evolution equations for multiscale representations of cell averages, stability and convergence, quantifying the compression effects by suitable adapted multiscale transformations and last but not least laying grounds for ultimately avoiding the storage of data corresponding to a full global mesh for the highest level of resolution. The objective of this paper is to develop such ingredients for any spatial dimension and block structured meshes obtained as parametric images of Cartesian grids. We conclude with some numerical results for the two–dimensional Euler equations modeling hypersonic flow around a blunt body. Received June 24, 1998 / Revised version received February 21, 2000 / Published online November 8, 2000