Available in electronic format
Available in print format
Mathematics of Computation
Journal of the American Mathematical Society
ISSN 1088-6842(e) ISSN 0025-5718(p)
     

Stabilized Galerkin approximation of convection-diffusion-reaction equations: discrete maximum principle and convergence

Author(s): Erik Burman; Alexandre Ern.
Journal: Math. Comp. 74 (2005), 1637-1652.
MSC (2000): Primary 65N12, 65N30, 76R99
Posted: June 7, 2005
Retrieve article in: PDF DVI PostScript

Abstract | References | Similar articles | Additional information

Abstract: We analyze a nonlinear shock-capturing scheme for $H^1$-conform- ing, piecewise-affine finite element approximations of linear elliptic problems. The meshes are assumed to satisfy two standard conditions: a local quasi-uniformity property and the Xu-Zikatanov condition ensuring that the stiffness matrix associated with the Poisson equation is an $M$-matrix. A discrete maximum principle is rigorously established in any space dimension for convection-diffusion-reaction problems. We prove that the shock-capturing finite element solution converges to that without shock-capturing if the cell Péclet numbers are sufficiently small. Moreover, in the diffusion-dominated regime, the difference between the two finite element solutions super-converges with respect to the actual approximation error. Numerical experiments on test problems with stiff layers confirm the sharpness of the a priori error estimates.


References:

1.
J.H. Bramble, R. Lazarov, and J. Pasciak.
A least-squares approach based on a discrete minus one inner product for first-order systems.
Math. Comp., 66(219):935-955, 1997. MR 1415797 (97m:65202)

2.
A.N. Brooks and T.J.R. Hughes.
Streamline Upwind/Petrov-Galerkin formulations for convective dominated flows with particular emphasis on the incompressible Navier-Stokes equations.
Comput. Methods Appl. Mech. Engrg., 32:199-259, 1982.MR 0679322 (83k:76005)

3.
E. Burman and A. Ern.
Nonlinear diffusion and discrete maximum principle for stabilized Galerkin approximations of the advection-diffusion-reaction equation.
Comput. Methods Appl. Mech. Engrg., 191:3822-3855, 2002. MR 1912655 (2003e:65211)

4.
E. Burman and A. Ern.
Discrete maximum principle for Galerkin approximations of the Lapalce operator on arbitrary meshes.
C. R. Acad. Sci. Paris, Sér. I, 338:641-646, 2004. MR 2056474

5.
E. Burman and P. Hansbo.
Edge stabilization for Galerkin approximations of convection-diffusion-reaction problems.
Comp. Methods Appl. Mech. Engrg., 193:1437-1453, 2004. MR 2068903 (2005d:65186)

6.
P.G. Ciarlet and P.-A. Raviart.
Maximum principle and uniform convergence for the finite element method.
Comput. Methods Appl. Mech. Engrg., 2:17-31, 1973. MR 0375802 (51:11992)

7.
R. Codina.
A discontinuity-capturing crosswind dissipation for the finite element solution of the convection-diffusion equation.
Comput. Methods Appl. Mech. Engrg., 110:325-342, 1993. MR 1256324 (94m:76074)

8.
A. Draganescu, T.F. Dupont, and L.R. Scott.
Failure of the discrete maximum principle for an elliptic finite element problem.
Math. Comp., 74:1-23, 2005. MR 2085400

9.
A. Ern and J.-L. Guermond.
Theory and Practice of Finite Elements.
Vol. 159 of Applied Mathematical Series, Springer-Verlag, New York, 2004.MR 2050138 (2005d:65002)

10.
J.-L. Guermond.
Stabilization of Galerkin approximations of transport equations by subgrid modeling.
Math. Model. Numer. Anal. (M2AN), 33(6):1293-1316, 1999.MR 1736900 (2000m:65114)

11.
T.J.R. Hughes, M. Mallet, and A. Mizukami.
A new finite element formulation for computational fluid dynamics: II. Beyond SUPG.
Comput. Methods Appl. Mech. Engrg., 54:341-355, 1986. MR 0836189 (87f:76010b)

12.
S. Idelsohn, N. Nigro, M. Storti, and G. Buscaglia.
A Petrov-Galerkin formulation for advection-reaction-diffusion problems.
Comput. Methods Appl. Mech. Engrg., 136:27-46, 1996. MR 1409694 (97f:76059)

13.
B. Jiang.
The Least-Squares Finite element Method.
Scientific Computation, Springer-Verlag, New York, 1989. MR 1639101 (99f:65141)

14.
C. Johnson, U. Nävert, and J. Pitkäranta.
Finite element methods for linear hyperbolic equations.
Comput. Methods Appl. Mech. Engrg., 45:285-312, 1984. MR 0759811 (86a:65103)

15.
C. Johnson, A. Schatz, and L. Wahlbin.
Crosswind smear and pointwise error in streamline diffusion finite element methods.
Math. Comp., 49:25-38, 1987. MR 0890252 (88i:65130)

16.
T. Knopp; G. Lube; G. Rapin,
Stabilized finite element methods with shock capturing for advection-diffusion problems.
Comput. Methods Appl. Mech. Engrg., 191:2997-3013, 2002. MR 1903196 (2003c:65125)

17.
S. Korotov, M. Krízek, and P. Neittaanmäki.
Weakened acute type condition for tetrahedral triangulations and the discrete maximum principle.
Math. Comp., 70(233):107-119, 2000. MR 1803125 (2001i:65126)

18.
Y.T. Shih and H.C. Elman.
Modified streamline diffusion schemes for convection-diffusion problems.
Comput. Methods Appl. Mech. Engrg., 174:137-151, 1999. MR 1686684 (2000c:76052)

19.
T.E. Tezduyar and Y.J. Park.
Discontinuity-capturing finite element formulations for nonlinear convection-diffusion-reaction equations.
Comput. Methods Appl. Mech. Engrg., 59:307-325, 1986.

20.
J. Xu and L. Zikatanov.
A monotone finite element scheme for convection-diffusion equations.
Math. Comp., 68(228):1429-1446, 1999. MR 1654022 (99m:65225)


Similar Articles:

Retrieve articles in Mathematics of Computation with MSC (2000): 65N12, 65N30, 76R99

Retrieve articles in all Journals with MSC (2000): 65N12, 65N30, 76R99


Additional Information:

Erik Burman
Affiliation: Ecole Polytechnique Federale de Lausanne, Institute of Analysis and Scientific Computing, 1015 Lausanne, Switzerland
Email: Erik.Burman@epfl.ch

Alexandre Ern
Affiliation: CERMICS, Ecole nationale des ponts et chaussées, 6 et 8, avenue B. Pascal, 77455 Marne la Vallée cedex 2, France
Email: ern@cermics.enpc.fr

DOI: 10.1090/S0025-5718-05-01761-8
PII: S 0025-5718(05)01761-8
Received by editor(s): February 18, 2003
Received by editor(s) in revised form: August 16, 2004
Posted: June 7, 2005
Copyright of article: Copyright 2005, American Mathematical Society
The copyright for this article reverts to public domain after 28 years from publication.


  AMS Website Logo Small Comments: webmaster@ams.org
© Copyright 2008, American Mathematical Society
Privacy Statement
Search the AMSPowered by Google