Convergence of higher order finite volume schemes on irregular grids

We prove convergence to the entropy solution of a general class of higher order finite volume schemes on unstructured, irregular grids for multidimensional scalar conservation laws. Such grids allow for cells to become flat in the limit. We derive a new entropy inequality for higher order schemes built on Godunov's numerical flux. Our result implies convergence of suitably modified versions of MUSCL-type finite volume schemes, ENO schemes and the discontinuous Galerkin finite element method. Supported by Deutsche Forschungsgemeinschaft, SFB256.     

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 note on entropy inequalities and error estimates for higher-order accurate finite volume schemes on irregular families of grids

Recently, Cockburn, Coquel and LeFloch proved convergence and error estimates for higher-order finite volume schemes. Their result is based on entropy inequalities which are derived under restrictive assumptions on either the flux function or the numerical fluxes. Moreover, they assume that the spatial grid satisfies a standard regularity assumption. Using instead entropy inequalities derived in previous work by Kröner, Noelle and Rokyta and a weaker condition on the grid, we can generalize and simplify the error estimates.

     

Quasi-positive families of continuous Darcy-flux finite volume schemes on structured and unstructured grids

New families of flux-continuous control-volume distributed finite volume schemes are presented for the general full-tensor pressure equation arising in porous media and formulated for structured and unstructured grids. These schemes offer the practical advantage of being flux-continuous while only depending on one degree of freedom per control-volume, unlike rival approximations such as the Mixed Finite Element method. M-matrix bounds are presented, quasi QM-matrices are defined and an optimal quadrilateral scheme is identified. Anisotropy favoring triangulation is also shown to yield an optimal scheme. The new schemes prove to be relatively robust for the cases tested, including strongly anisotropic full tensor fields. Strong oscillations encountered with the earlier formulations, are removed or minimized.     

Convergence of finite volume schemes for semilinear convection diffusion equations

The topic of this work is the discretization of semilinear elliptic problems in two space dimensions by the cell centered finite volume method. Dirichlet boundary conditions are considered here. A discrete Poincaré inequality is used, and estimates on the approximate solutions are proven. The convergence of the scheme without any assumption on the regularity of the exact solution is proven using some compactness results which are shown to hold for the approximate solutions. Received January 16, 1998 / Revised version received June 19, 1998     

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.     

The use of higher order finite difference schemes is not dangerous

We discuss the issue of choosing a finite difference scheme for numerical differentiation in case the smoothness of the underlying function is unknown. If low order finite difference schemes are used for smooth functions, then the best possible accuracy cannot be obtained. This can be circumvented by using higher order finite difference schemes, but there is concern that this may cause bad error behavior. Here we show, theoretically and by numerical simulation, that this is not the case. However, by doing so, the step-size should be chosen a posteriori.     

Block iterative solvers for higher order finite volume methods

Recently, new higher order finite volume methods (FVM) were introduced in [Z. Cai, J. Douglas, M. Park, Development and analysis of higher order finite volume methods over rectangles for elliptic equations, Adv. Comput. Math. 19 (2003) 3-33], where the linear system derived by the hybridization with Lagrange multiplier satisfying the flux consistency condition is reduced to a linear system for a pressure variable by an appropriate quadrature rule. We study the convergence of an iterative solver for this linear system. The conjugate gradient (CG) method is a natural choice to solve the system, but it seems slow, possibly due to the non-diagonal dominance of the system. In this paper, we propose block iterative methods with a reordering scheme to solve the linear system derived by the higher order FVM and prove their convergence. With a proper ordering, each block subproblem can be solved by fast methods such as the multigrid (MG) method. The numerical experiments show that these block iterative methods are much faster than CG.     

Convergence of finite volume monotone schemes for scalar conservation laws on bounded domains

Summary. This paper is devoted to the study of the finite volume methods used in the discretization of conservation laws defined on bounded domains. General assumptions are made on the data: the initial condition and the boundary condition are supposed to be measurable bounded functions. Using a generalized notion of solution to the continuous problem (namely the notion of entropy process solution, see [9]) and a uniqueness result on this solution, we prove that the numerical solution converges to the entropy weak solution of the continuous problem in for every . This also yields a new proof of the existence of an entropy weak solution. Received May 18, 2000 / Revised version received November 21, 2000 / Published online June 7, 2001     

Convergence of two-dimensional staggered central schemes on unstructured triangular grids

In this paper, we present a convergence analysis of a two-dimensional central finite volume scheme on unstructured triangular grids for hyperbolic systems of conservation laws. More precisely, we show that the solution obtained by the numerical base scheme presents, under an appropriate CFL condition, an optimal convergence to the unique entropy solution of the Cauchy problem.     

Convergence of an explicit finite volume scheme for first order symmetric systems

Summary.  This paper is devoted to the derivation of a O(h ^1/2) error estimate for the classical upwind, explicit in time, finite volume scheme for linear first order symmetric systems. Such a result already existed for the corresponding implicit in time finite volume scheme, since it can be interpreted as a particular case of the space-time discontinuous Galerkin method but the technique of proof, used in that case, does not extend to explicit schemes. The general framework, recently developed to analyse the convergence rate of finite volume schemes for non linear scalar conservation laws, can not be used either, because it is not adapted for systems, even linear. In this article, we propose a new technique, which takes advantage of the linearity of the problem. The first step consists in controlling the approximation error ∥u−u _h ∥ _L2 by an expression of the form <ν _h , g>−2<μ _h , gu>, where u is the exact solution, g is a particular smooth function, and μ _h , ν _h are some linear forms depending on the approximate solution u _h . The second step consists in carefully estimating the error terms <μ _h , gu> and <ν _h , g>, by using uniform stability results for the discrete problem and regularity properties of the continuous solution. Received December 20, 2001 / Revised version received January 2, 2001 / Published online November 27, 2002 Mathematics Subject Classification (1991): 65N30     

Locally divergence-preserving schemes of higher order

Violation of the divergence constraint on the magnetic flux density in magnetohydrodynamical (MHD) simulations leads to stability problems. It is therefore of great importance to numerically respect this intrinsic constraint. Since the divergence preservation is a local phenomenon inherent in the MHD-system it is appealing to mimic this property numerically by a locally divergence-preserving scheme. A common numerical technique for simulation of the MHD-system of conservation laws is the finite volume (FV) method. In [SISC 26 2005 pp. 1166] a local procedure to redistribute the numerical fluxes in a FV-scheme so that a discrete divergence operator vanishes was presented. This procedure stabilizes the base scheme and respects the accuracy to the second order level. The present note describes a development of the above procedure that complies with the finite volume framework, preserves a fourth order discrete divergence operator locally and retains the accuracy of a generic semi-discrete finite volume scheme up to fourth order. The redistribution of the numerical magnetic field fluxes is formulated in a standard conservative setting, making it trivial to implement the divergence-preserving modification in an existing FV-scheme; see [JCP 227 2008 pp.3405] for the details. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Convergence analysis of some high–order time accurate schemes for a finite volume method for second order hyperbolic equations on general nonconforming multidimensional spatial meshes

The present work is an extension of our previous work (Bradji, Numer Methods Partial Differ Equations, to appear) which dealt with error analysis of a finite volume scheme of a first convergence order (both in time and space) for second‐order hyperbolic equations on general nonconforming multidimensional spatial meshes introduced recently in (Eymard et al. IMAJ Numer Anal 30(2010), 1009–1043). We aim in this article to get some higher‐order time accurate schemes for a finite volume method for second‐order hyperbolic equations using the same class of spatial generic meshes stated above. We derive a family of finite volume schemes approximating the wave equation, as a model for second‐order hyperbolic equations, in which the discretization in time is performed using a one‐parameter scheme of the Newmark's method. We prove that the error estimate of these finite volume schemes is of order two (or four) in time and it is of optimal order in space. These error estimates are analyzed in several norms which allow us to derive approximations for the exact solution and its first derivatives whose the convergence order is two (or four) in time and it is optimal in space. We prove in particular, when the discrete flux is calculated using a stabilized discrete gradient, that the convergence order is \begin{align*}k^2+h_\mathcal{D}\end{align*} or \begin{align*}k^4+h_\mathcal{D}\end{align*}, where \begin{align*}h_\mathcal{D}\end{align*} (resp. k) is the mesh size of the spatial (resp. time) discretization. These estimates are valid under the regularity assumption \begin{align*}u\in C^4(\lbrack 0,T\rbrack;C^2(\overline{\Omega}))\end{align*}, when the schemes are second‐order accurate in time, and \begin{align*}u\in C^6(\lbrack 0,T\rbrack;C^2(\overline{\Omega}))\end{align*}, when the schemes are four‐order accurate in time for the exact solution u. The proof of these error estimates is based essentially on a comparison between the finite volume approximate solution and an auxiliary finite volume approximation. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

A class of the fourth order finite volume Hermite weighted essentially non-oscillatory schemes

In this paper, we developed a class of the fourth order accurate finite volume Hermite weighted essentially non-oscillatory (HWENO) schemes based on the work (Computers & Fluids, 34: 642–663 (2005)) by Qiu and Shu, with Total Variation Diminishing Runge-Kutta time discretization method for the two-dimensional hyperbolic conservation laws. The key idea of HWENO is to evolve both with the solution and its derivative, which allows for using Hermite interpolation in the reconstruction phase, resulting in a more compact stencil at the expense of the additional work. The main difference between this work and the formal one is the procedure to reconstruct the derivative terms. Comparing with the original HWENO schemes of Qiu and Shu, one major advantage of new HWENO schemes is its robust in computation of problem with strong shocks. Extensive numerical experiments are performed to illustrate the capability of the method. Corresponding author This work was partially supported by the National Natural Science Foundation of China (Grant No. 10671097), the European project ADIGMA on the development of innovative solution algorithms for aerodynamic simulations, Scientific Research Foundation for the Returned Overseas Chinese Scholars, State Education Ministry and the Natural Science Foundation of Jiangsu Province (Grant No. BK2006511)     

Convergence on layer-adapted meshes and anisotropic interpolation error estimates of non-standard higher order finite elements

For a general class of finite element spaces based on local polynomial spaces E with Pp⊂E⊂Qp we construct a vertex-edge-cell and point-value oriented interpolation operators that fulfil anisotropic interpolation error estimates.Using these estimates we prove ε-uniform convergence of order p for the Galerkin FEM and the LPSFEM for a singularly perturbed convection-diffusion problem with characteristic boundary layers.     

A lowest order divergence-free finite element on rectangular grids

It is shown that the conforming Q _2,1;1,2-Q′₁ mixed element is stable, and provides optimal order of approximation for the Stokes equations on rectangular grids. Here, Q _2,1;1,2 = Q _2,1 × Q _1,2, and Q _2,1 denotes the space of continuous piecewise-polynomials of degree 2 or less in the x direction but of degree 1 in the y direction. Q′₁ is the space of discontinuous bilinear polynomials, with spurious modes filtered. To be precise, Q′₁ is the divergence of the discrete velocity space Q _2,1;1,2. Therefore, the resulting finite element solution for the velocity is divergence-free pointwise, when solving the Stokes equations. This element is the lowest order one in a family of divergence-free element, similar to the families of the Bernardi-Raugel element and the Raviart-Thomas element.     

High order positivity-preserving finite volume WENO schemes for a hierarchical size-structured population model

In this paper we develop high order positivity-preserving finite volume weighted essentially non-oscillatory (WENO) schemes for solving a hierarchical size-structured population model with nonlinear growth, mortality and reproduction rates. We carefully treat the technical complications in boundary conditions and global integration terms to ensure high order accuracy and the positivity-preserving property. Comparing with the previous high order difference WENO scheme for this model, the positivity-preserving finite volume WENO scheme has a comparable computational cost and accuracy, with the added advantages of being positivity-preserving and having L¹ stability. Numerical examples, including that of the evolution of the population of Gambusia affinis, are presented to illustrate the good performance of the scheme.     

High order positivity-preserving finite volume WENO schemes for a hierarchical size-structured population model

In this paper we develop high order positivity-preserving finite volume weighted essentially non-oscillatory (WENO) schemes for solving a hierarchical size-structured population model with nonlinear growth, mortality and reproduction rates. We carefully treat the technical complications in boundary conditions and global integration terms to ensure high order accuracy and the positivity-preserving property. Comparing with the previous high order difference WENO scheme for this model, the positivity-preserving finite volume WENO scheme has a comparable computational cost and accuracy, with the added advantages of being positivity-preserving and having $L^1$ stability. Numerical examples, including that of the evolution of the population of Gambusia affinis, are presented to illustrate the good performance of the scheme.     

Lax theorem and finite volume schemes

This work addresses a theory of convergence for finite volume methods applied to linear equations. A non-consistent model problem posed in an abstract Banach space is proved to be convergent. Then various examples show that the functional framework is non-empty. Convergence with a rate of all TVD schemes for linear advection in 1D is an application of the general result. Using duality techniques and assuming enough regularity of the solution, convergence of the upwind finite volume scheme for linear advection on a 2D triangular mesh is proved in , : provided the solution is in , it proves a rate of convergence in .