scientific article; zbMATH DE number 1417964
convection-diffusion problemerror estimatesmethod of characteristicsmultilevel methodnumerical examplesperiodic solutionspectral methodstability
Initial value problems for second-order parabolic equations (35K15) 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) Numerical aspects of the method of characteristics for initial value and initial-boundary value problems involving PDEs (65M25) Multigrid methods; domain decomposition for initial value and initial-boundary value problems involving PDEs (65M55)
The authors consider the linear unsteady convection-diffusion problem that involves a function \(u(x,t)\) from \(]0,2\pi[^d\times \mathbb{R}^+\) into \(\mathbb{R}\): \[ {\partial u\over\partial t}+ a.\nabla u-\nu\Delta u= f, \] where \(\nu\) is the viscosity, \(f\) is the forcing term and \(a\) is some divergence-free vector field. The initial conditions are that \(u(x,0)= u_0(x)\) for all \(x\in ]0,2\pi[^d\) and \(u\) is \(2\pi\)-periodic in all space variables. The spatial discretization uses the space \(S_M\) of all trigonometric polynomials of degree \(\leq M\) in each variable. A two-level decomposition is introduced by considering another parameter \(m\), \(0< m< M\) and writing \(S_M= S_M= S_m+ (I- P_m)S_M\) where \(P_m\) is the \(L^2\)-projection onto \(S_m\). The numerical integration then relies on two different interpolation opeators and the approximate solution is obtained as the sum of a term in \(S_m\) and a term in \((I- P_m)S_M\). The two components are advanced in time using different time steps. The authors investigate the stability fo this scheme and derive error estimates. These indicate that the high-frequency term can be integrated with a larger time-step. The paper contains a few numerical tests for 1D-problems. It is found that the two-level method allows a significant gain in computing time with respect to the classical method. The accuracy is always better than the one of the classical method based on \(S_m\) and close to the one based on \(S_M\).
- An Adaptive Multi-level method for Convection Diffusion Problems
- scientific article; zbMATH DE number 4029181
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