Modified Lagrange-Galerkin methods of first and second order in time for convection-diffusion problems
convection-diffusion problemsconvergenceerror boundsfinite elementmodified Lagrange-Galerkin methodnumerical experiments
Initial-boundary value problems for second-order parabolic equations (35K20) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60)
The authors consider the numerical resolution of a model of convection-diffusion problems. They present and analyze two new numerical methods, which are modifications of the so-called Lagrange-Galerkin methods. These two methods are of first order and second order in time. As numerical tests show, the new methods are more efficient, but maintaining the same order of convergence than the conventional Lagrange-Galerkin (LG) methods when they are used with either \(P_{1}\) or \(P_{2}\) finite elements. The error analysis reveals that: (1) when the problem is diffusion dominated then the convergence of the modified LG methods is of the form \(O(h^{m+1} + h^{2} + \Delta t^{q})\), \(q = 1\) or 2, and \(m\) being the degree of the polynomials of the finite elements; (2) when the problem is convection dominated and the time step \(\Delta t\) is large enough then the convergence is of the form \(O\left(\frac{h^{m+1}}{\Delta t} + h^{2} + \Delta t^{q}\right)\); (3) as in case (2) but with \(\Delta t\) small, then the order of convergence is now \(O\left(h^{m} + h^{2} + \Delta t^{q}\right)\); (4) when the problem is convection dominated then the convergence is uniform with respect to the diffusion parameter \(\nu(x,t)\), so that when \(\nu \rightarrow 0\) and the forcing term is also equal to zero the error tends to that of the pure convection problem. The error analysis shows that the conventional LG methods exhibit the same error behavior as the modified Lagrange-Galerkin methods introduced by the authors but without the term \(h^{2}\). Numerical experiments supporting these theoretical results are presented.
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