Error analysis for hp-FEM semi-Lagrangian second order BDF method for convection-dominated diffusion problems (Q409017)

The authors study the convergence of the \(hp\) finite element semi-Lagrangian-second order backward differentiation formula (BDF) scheme for the convection-dominated convection diffusion problem \(c_t+\vec{u}\cdot\nabla c-\nu\Delta c=f\), in \(\Omega\times(0,T)\), with \(c_{|\partial\Omega}=0\) and \(c(0)=c_0\), where \(\vec u\) is the velocity, the diffusion coefficient \(\nu\) satisfies \(0<\nu\ll1\) and \(f\in L^2(0,T;L^2(\Omega))\). The domain \(\Omega\subset \mathbb{R}^2\) has smooth boundary \(\partial\Omega\). The velocity vector \(\vec{u}\) is assumed to be in \(C([0,T ];W^{1,\infty}(\Omega))\), so that the equation of the characteristic curves (or flow trajectories): \(X_t(x, s; t)= \vec{u}(X(x, s; t), t)\), for \(0\leq t\leq s\leq T\), and \(X(x, s; s) = x\), has a unique solution in \(C^1([0,T ],W^{1,\infty}(\Omega))\). Moreover, it is assumed that for all \(t\), \(u(x, t) = 0\) on the boundary \(\partial\Omega\) for simplicity's sake in the analysis of error estimates. The case where non-homogeneous Dirichlet boundary conditions are considered for \(\vec{u}\) or \(c\) can be extended easily. Section 2 presents preliminary results concerning the approximation properties of the finite dimensional spaces, where one seeks to approximate the solution. The semi-Lagrangian method is also presented. The analysis of the approximation to \(X(x, s; t)\) is undertaken in section 3. Section 4 is devoted to the error analysis of the semi-Lagrangian Euler and second-order BDF schemes. Numerical examples support the validity of the obtained estimates.