We analyze a two-stage implicit-explicit Runge-Kutta scheme for time discretization of advection-diffusion equations. Space discretization uses continuous, piecewise affine finite elements with interelement gradient jump penalty; discontinuous Galerkin methods can be considered as well. The advective and stabilization operators are treated explicitly, whereas the diffusion operator is treated implicitly. Our analysis hinges on L2-energy estimates on discrete functions in physical space. Our main results are stability and quasi-optimal error estimates for smooth solutions under a standard hyperbolic CFL restriction on the time step, both in the advection-dominated and in the diffusion-dominated regimes. The theory is illustrated by numerical examples.
Mots clés : stabilized finite elements, stability, error bounds, implicit-explicit Runge-Kutta schemes, unsteady convection-diffusion
@article{M2AN_2012__46_4_681_0, author = {Burman, Erik and Ern, Alexandre}, title = {Implicit-explicit {Runge-Kutta} schemes and finite elements with symmetric stabilization for advection-diffusion equations}, journal = {ESAIM: Mathematical Modelling and Numerical Analysis }, pages = {681--707}, publisher = {EDP-Sciences}, volume = {46}, number = {4}, year = {2012}, doi = {10.1051/m2an/2011047}, mrnumber = {2891466}, zbl = {1281.65123}, language = {en}, url = {http://www.numdam.org/articles/10.1051/m2an/2011047/} }
TY - JOUR AU - Burman, Erik AU - Ern, Alexandre TI - Implicit-explicit Runge-Kutta schemes and finite elements with symmetric stabilization for advection-diffusion equations JO - ESAIM: Mathematical Modelling and Numerical Analysis PY - 2012 SP - 681 EP - 707 VL - 46 IS - 4 PB - EDP-Sciences UR - http://www.numdam.org/articles/10.1051/m2an/2011047/ DO - 10.1051/m2an/2011047 LA - en ID - M2AN_2012__46_4_681_0 ER -
%0 Journal Article %A Burman, Erik %A Ern, Alexandre %T Implicit-explicit Runge-Kutta schemes and finite elements with symmetric stabilization for advection-diffusion equations %J ESAIM: Mathematical Modelling and Numerical Analysis %D 2012 %P 681-707 %V 46 %N 4 %I EDP-Sciences %U http://www.numdam.org/articles/10.1051/m2an/2011047/ %R 10.1051/m2an/2011047 %G en %F M2AN_2012__46_4_681_0
Burman, Erik; Ern, Alexandre. Implicit-explicit Runge-Kutta schemes and finite elements with symmetric stabilization for advection-diffusion equations. ESAIM: Mathematical Modelling and Numerical Analysis , Tome 46 (2012) no. 4, pp. 681-707. doi : 10.1051/m2an/2011047. http://www.numdam.org/articles/10.1051/m2an/2011047/
[1] Implicit-explicit Runge-Kutta methods for time-dependent partial differential equations. Special issue on time integration (Amsterdam, 1996). Appl. Numer. Math. 25 (1997) 151-167. | MR | Zbl
, and ,[2] Implicit-explicit methods for time-dependent partial differential equations. SIAM J. Numer. Anal. 32 (1995) 797-823. | MR | Zbl
, and ,[3] Stabilized finite element methods for the generalized Oseen problem. Comput. Methods Appl. Mech. Engrg. 196 (2007) 853-866. | MR | Zbl
, , and ,[4] Streamline upwind/Petrov-Galerkin formulations for convection dominated flows with particular emphasis on the incompressible Navier-Stokes equations. FENOMECH'81, Part I, Stuttgart (1981). Comput. Methods Appl. Mech. Engrg. 32 (1982) 199-259. | MR | Zbl
and ,[5] A unified analysis for conforming and nonconforming stabilized finite element methods using interior penalty. SIAM J. Numer. Anal. 43 (2005) 2012-2033 (electronic). | MR | Zbl
,[6] Consistent SUPG-method for transient transport problems : Stability and convergence. Comput. Methods Appl. Mech. Engrg. 199 (2010) 1114-1123. | MR | Zbl
,[7] A continuous finite element method with face penalty to approximate Friedrichs' systems. ESAIM : M2AN41 (2007) 55-76. | Numdam | Zbl
and ,[8] Explicit Runge-Kutta schemes and finite elements with symmetric stabilization for first-order linear PDE systems. SIAM J. Numer. Anal. 48 (2010) 2019-2042. | MR | Zbl
, and ,[9] Finite element methods with symmetric stabilization for the transient convection-diffusion-reaction equation. Comput. Methods Appl. Mech. Engrg. 198 (2009) 2508-2519. | MR | Zbl
and ,[10] Edge stabilization for Galerkin approximations of convection-diffusion-reaction problems. Comput. Methods Appl. Mech. Engrg. 193 (2004) 1437-1453. | MR | Zbl
and ,[11] Analysis of the space semi-discretized SUPG method for transient convection-diffusion equations. Technical report, University of Sussex (2010). | MR | Zbl
and ,[12] Weighted error estimates of the continuous interior penalty method for singularly perturbed problems. IMA J. Numer. Anal. 29 (2009) 284-314. | MR | Zbl
, and ,[13] TVB Runge-Kutta local projection discontinuous Galerkin finite element method for conservation laws. II. General framework. Math. Comp. 52 (1989) 411-435. | MR | Zbl
and ,[14] Stabilized finite element approximation of transient incompressible flows using orthogonal subscales. Comput. Methods Appl. Mech. Engrg. 191 (2002) 4295-4321. | MR | Zbl
,[15] Une méthode multipas implicite-explicite pour l'approximation des équations d'évolution paraboliques. Numer. Math. 35 (1980) 257-276. | MR | Zbl
,[16] Discontinuous Galerkin methods for anisotropic semidefinite diffusion with advection, SIAM J. Numer. Anal. 46 (2008) 805-831. | MR | Zbl
, and ,[17] Theory and Practice of Finite Elements, Appl. Math. Sci. 159 (2004). | MR | Zbl
and ,[18] Discontinuous Galerkin methods for Friedrichs' systems. I. General theory. SIAM J. Numer. Anal. 44 (2006) 753-778. | MR | Zbl
and ,[19] Stabilization of Galerkin approximations of transport equations by subgrid modeling. ESAIM : M2AN 33 (1999) 1293-1316. | Numdam | MR | Zbl
,[20] Subgrid stabilization of Galerkin approximations of linear monotone operators. IMA J. Numer. Anal. 21 (2001) 165-197. | MR | Zbl
,[21] Local analysis of discontinuous Galerkin methods applied to singularly perturbed problems. J. Numer. Math. 14 (2006) 41-56. | MR | Zbl
,[22] FreeFEM++, Version 3.14-0. http://www.freefem.org/ff++/.
, , and ,[23] Finite element methods for linear hyperbolic problems. Comput. Methods Appl. Mech. Engrg. 45 (1984) 285-312. | Zbl
, and ,[24] An analysis of the discontinuous Galerkin method for a scalar hyperbolic equation. Math. Comp. 46 (1986) 1-26. | Zbl
and ,[25] On a finite element method for solving the neutron transport equation, in Mathematical aspects of Finite Elements in Partial Differential Equations, edited by C. de Boors. Academic Press (1974) 89-123. | MR | Zbl
and ,[26] From semidiscrete to fully discrete : stability of Runge-Kutta schemes by the energy method. SIAM Rev. 40 (1998) 40-73 (electronic). | MR | Zbl
and ,[27] Implicit-explicit Runge-Kutta schemes and applications to hyperbolic systems with relaxation. J. Sci. Comput. 25 (2005) 129-155. | MR | Zbl
and ,[28] Robust numerical methods for singularly perturbed differential equations, Convection-diffusion-reaction and flow problems. Springer Series in Computational Mathematics, 2nd edition. Springer-Verlag, Berlin 24 (2008). | MR | Zbl
, and ,Cité par Sources :