Higher order continuous Galerkin−Petrov time stepping schemes for transient convection-diffusion-reaction equations
ESAIM: Mathematical Modelling and Numerical Analysis , Tome 49 (2015) no. 5, pp. 1429-1450.

We present the analysis for the higher order continuous Galerkin−Petrov (cGP) time discretization schemes in combination with the one-level local projection stabilization in space applied to time-dependent convection-diffusion-reaction problems. Optimal a priori error estimates will be proved. Numerical studies support the theoretical results. Furthermore, a numerical comparison between continuous Galerkin−Petrov and discontinuous Galerkin time discretization schemes will be given.

Reçu le :
DOI : 10.1051/m2an/2015019
Classification : 65M12, 65M15, 65M60
Mots-clés : Transient convection-diffusion-reaction problem, local projection stabilization, continuous Galerkin−Petrov method, discontinuous Galerkin method
Ahmed, Naveed 1 ; Matthies, Gunar 2

1 Weierstrass Institute for Applied Analysis and Stochastics (WIAS), Mohrenstr. 39, 10117 Berlin, Germany.
2 Technische Universität Dresden, Institut für Numerische Mathematik, 01062 Dresden, Germany.
@article{M2AN_2015__49_5_1429_0,
     author = {Ahmed, Naveed and Matthies, Gunar},
     title = {Higher order continuous {Galerkin\ensuremath{-}Petrov} time stepping schemes for transient convection-diffusion-reaction equations},
     journal = {ESAIM: Mathematical Modelling and Numerical Analysis },
     pages = {1429--1450},
     publisher = {EDP-Sciences},
     volume = {49},
     number = {5},
     year = {2015},
     doi = {10.1051/m2an/2015019},
     mrnumber = {3423230},
     zbl = {1342.65184},
     language = {en},
     url = {http://archive.numdam.org/articles/10.1051/m2an/2015019/}
}
TY  - JOUR
AU  - Ahmed, Naveed
AU  - Matthies, Gunar
TI  - Higher order continuous Galerkin−Petrov time stepping schemes for transient convection-diffusion-reaction equations
JO  - ESAIM: Mathematical Modelling and Numerical Analysis 
PY  - 2015
SP  - 1429
EP  - 1450
VL  - 49
IS  - 5
PB  - EDP-Sciences
UR  - http://archive.numdam.org/articles/10.1051/m2an/2015019/
DO  - 10.1051/m2an/2015019
LA  - en
ID  - M2AN_2015__49_5_1429_0
ER  - 
%0 Journal Article
%A Ahmed, Naveed
%A Matthies, Gunar
%T Higher order continuous Galerkin−Petrov time stepping schemes for transient convection-diffusion-reaction equations
%J ESAIM: Mathematical Modelling and Numerical Analysis 
%D 2015
%P 1429-1450
%V 49
%N 5
%I EDP-Sciences
%U http://archive.numdam.org/articles/10.1051/m2an/2015019/
%R 10.1051/m2an/2015019
%G en
%F M2AN_2015__49_5_1429_0
Ahmed, Naveed; Matthies, Gunar. Higher order continuous Galerkin−Petrov time stepping schemes for transient convection-diffusion-reaction equations. ESAIM: Mathematical Modelling and Numerical Analysis , Tome 49 (2015) no. 5, pp. 1429-1450. doi : 10.1051/m2an/2015019. http://archive.numdam.org/articles/10.1051/m2an/2015019/

N. Ahmed and G. Matthies, Numerical study of SUPG and LPS methods combined with higher order variational time disretization schemes applied to time-dependent convection-diffusion-reaction equations. Weierstraß-Institut für Angewandte Analysis und Stochastik, Berlin (2014). Preprint 1948. | MR

N. Ahmed, G. Matthies, L. Tobiska and H. Xie, Discontinuous galerkin time stepping with local projection stabilization for transient convection-diffusion-reaction problems. Comput. Methods Appl. Mech. Engrg. 200 (2011) 1747–1756. | DOI | MR | Zbl

A.K. Aziz and P. Monk, Continuous finite elements in space and time for the heat equation. Math. Comput. 52 (1989) 255–274. | DOI | MR | Zbl

R. Becker and M. Braack, A finite element pressure gradient stabilization for the Stokes equations based on local projections. Calcolo 38 (2001) 173–199. | DOI | MR | Zbl

R. Becker and M. Braack, A two-level stabilization scheme for the Navier-Stokes equations. In Numer. Math. Advanced Appl. Springer, Berlin (2004) 123–130. | MR | Zbl

P.B. Bochev, M.D. Gunzburger and J.N. Shadid, Stability of the SUPG finite element method for transient advection-diffusion problems. Comput. Methods Appl. Mech. Engrg. 193 (2004) 2301–2323. | DOI | MR | Zbl

M. Braack and E. Burman, Local projection stabilization for the Oseen problem and its interpretation as a variational multiscale method. SIAM J. Numer. Anal. 43 (2006) 2544–2566. | DOI | MR | Zbl

E. Burman, Consistent SUPG-method for transient transport problems: stability and convergence. Comput. Methods Appl. Mech. Engrg. 199 (2010) 1114–1123. | DOI | MR | Zbl

E. Burman and M.A. Fernández, Finite element methods with symmetric stabilization for the transient convection-diffusion-reaction equation. Comput. Methods Appl. Mech. Engrg. 198 (2009) 2508–2519. | DOI | MR | Zbl

P.G. Ciarlet, The finite element method for elliptic problems. Vol. 4 of Stud. Math. Appl. North-Holland Publishing Co., Amsterdam (1978). | MR | Zbl

R. Codina, Comparison of some finite element methods for solving the diffusion-convection-reaction equation. Comput. Methods Appl. Mech. Engrg. 156 (1998) 185–210. | DOI | MR | Zbl

K. Eriksson, D. Estep, P. Hansbo and C. Johnson, Computational differential equations. Cambridge University Press, Cambridge (1996). | MR | Zbl

K. Eriksson, C. Johnson and V. Thomée, Time discretization of parabolic problems by the discontinuous Galerkin method. RAIRO: M2AN 19 (1985) 611–643. | Numdam | MR | Zbl

M.-C. Hsu, Y. Bazilevs, V.M. Calo, T.E. Tezduyar and T.J.R. Hughes, Improving stability of stabilized and multiscale formulations in flow simulations at small time steps. Comput. Methods Appl. Mech. Engrg. 199 (2010) 828–840. | DOI | MR | Zbl

T.J.R. Hughes and A.N. Brooks, A multidimensional upwind scheme with no crosswind diffusion. In Finite element methods for convection dominated flows (Papers, Winter Ann. Meeting Amer. Soc. Mech. Engrs., New York, 1979). Vol. 34 of AMD. Amer. Soc. Mech. Engrs. (ASME). New York (1979) 19–35. | MR | Zbl

S. Hussain, F. Schieweck and S. Turek, Higher order Galerkin time discretizations and fast multigrid solvers for the heat equation. J. Numer. Math. 19 (2011) 41–61. | DOI | MR | Zbl

S. Hussain, F. Schieweck and S. Turek, A note on accurate and efficient higher order Galerkin time stepping schemes for the nonstationary Stokes equations. Open Numer. Methods J. 4 (2012) 35–45. | DOI | MR | Zbl

V. John and P. Knobloch, On spurious oscillations at layers diminishing (SOLD) methods for convection-diffusion equations. I. A review. Comput. Methods Appl. Mech. Engrg. 196 (2007) 2197–2215. | DOI | MR | Zbl

V. John and P. Knobloch, On the performance of SOLD methods for convection-diffusion problems with interior layers. Int. J. Comput. Sci. Math. 1 (2007) 245–258. | DOI | MR | Zbl

V. John and P. Knobloch, On spurious oscillations at layers diminishing (SOLD) methods for convection-diffusion equations. II. Analysis for P 1 and Q 1 finite elements. Comput. Methods Appl. Mech. Engrg. 197 (2008) 1997–2014. | DOI | MR | Zbl

V. John and G. Matthies, MooNMD − a program package based on mapped finite element methods. Comput. Vis. Sci. 6 (2004) 163–169. | DOI | Zbl

V. John and J. Novo, Error analysis of the SUPG finite element discretization of evolutionary convection-diffusion-reaction equations. SIAM J. Numer. Anal. 49 (2011) 1149–1176. | DOI | Zbl

V. John and E. Schmeyer, Finite element methods for time-dependent convection-diffusion-reaction equations with small diffusion. Comput. Methods Appl. Mech. Engrg. 198 (2008) 475–494. | DOI | Zbl

P. Knobloch, On the application of local projection methods to convection-diffusion-reaction problems. In BAIL 2008 – boundary and interior layers. Vol. 69 of Lect. Notes Comput. Sci. Eng. Springer, Berlin (2009) 183–194. | Zbl

P. Knobloch, A generalization of the local projection stabilization for convection-diffusion-reaction equations. SIAM J. Numer. Anal. 48 (2010) 659–680. | DOI | Zbl

G. Lube and D. Weiss, Stabilized finite element methods for singularly perturbed parabolic problems. Appl. Numer. Math. 17 (1995) 431–459. | DOI | Zbl

G. Matthies and F. Schieweck, Higher order variational time discretizations for nonlinear systems of ordinary differential equations. Fakultät für Mathematik, Otto-von-Guericke-Universität Magdeburg (2011). Preprint 23/2011.

G. Matthies, P. Skrzypacz and L. Tobiska, A unified convergence analysis for local projection stabilisations applied to the Oseen problem. ESAIM: M2AN 41 (2007) 713–742. | DOI | Zbl

G. Matthies, P. Skrzypacz and L. Tobiska, Stabilization of local projection type applied to convection-diffusion problems with mixed boundary conditions. Electron. Trans. Numer. Anal. 32 (2008) 90–105. | Zbl

W.H. Reed and T.R. Hill, Triangular mesh methods for the neutron transport equation. Tech. Report LA-UR-73-479, Los Alamos Scientic Laboratory (1973).

H.-G. Roos, M. Stynes and L. Tobiska, Robust numerical methods for singularly perturbed differential equations. Convection-diffusion-reaction and flow problems. In vol. 24 of Springer Ser. Comput. Math. Springer-Verlag, Berlin, 2nd edition (2008). | Zbl

F. Schieweck. A-stable discontinuous Galerkin-Petrov time discretization of higher order. J. Numer. Math. 18 (2010) 25–57. | DOI | Zbl

D. Schötzau and C. Schwab, An hp a priori error analysis of the DG time-stepping method for initial value problems. Calcolo, 37 (2000) 207–232. | DOI | Zbl

D. Schötzau and C. Schwab, hp-discontinuous Galerkin time-stepping for parabolic problems. C. R. Acad. Sci. Paris Sér. I Math. 333 (2001) 1121–1126. | DOI | Zbl

V. Thomée, Galerkin finite element methods for parabolic problems. In vol. 25 of Springer Ser. Comput. Math. Springer-Verlag, Berlin (1997).

Cité par Sources :