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.
@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 - Mod\'elisation Math\'ematique et Analyse Num\'erique}, volume = {46}, year = {2012}, pages = {681-707}, doi = {10.1051/m2an/2011047}, mrnumber = {2891466}, zbl = {1281.65123}, language = {en}, url = {http://dml.mathdoc.fr/item/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 - Modélisation Mathématique et Analyse Numérique, Tome 46 (2012) pp. 681-707. doi : 10.1051/m2an/2011047. http://gdmltest.u-ga.fr/item/M2AN_2012__46_4_681_0/
[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 1485812 | Zbl 0896.65061
, and ,[2] Implicit-explicit methods for time-dependent partial differential equations. SIAM J. Numer. Anal. 32 (1995) 797-823. | MR 1335656 | Zbl 0841.65081
, and ,[3] Stabilized finite element methods for the generalized Oseen problem. Comput. Methods Appl. Mech. Engrg. 196 (2007) 853-866. | MR 2278180 | Zbl 1120.76322
, , 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 679322 | Zbl 0497.76041
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 2192329 | Zbl 1111.65102
,[6] Consistent SUPG-method for transient transport problems : Stability and convergence. Comput. Methods Appl. Mech. Engrg. 199 (2010) 1114-1123. | MR 2594827 | Zbl 1227.76047
,[7] A continuous finite element method with face penalty to approximate Friedrichs' systems. ESAIM : M2AN41 (2007) 55-76. | Numdam | Zbl 1129.65083
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 2740540 | Zbl 1226.65086
, 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 2536082 | Zbl 1228.76081
and ,[10] Edge stabilization for Galerkin approximations of convection-diffusion-reaction problems. Comput. Methods Appl. Mech. Engrg. 193 (2004) 1437-1453. | MR 2068903 | Zbl 1085.76033
and ,[11] Analysis of the space semi-discretized SUPG method for transient convection-diffusion equations. Technical report, University of Sussex (2010). | MR 2851706 | Zbl 1241.65098
and ,[12] Weighted error estimates of the continuous interior penalty method for singularly perturbed problems. IMA J. Numer. Anal. 29 (2009) 284-314. | MR 2491428 | Zbl 1166.65054
, 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 983311 | Zbl 0662.65083
and ,[14] Stabilized finite element approximation of transient incompressible flows using orthogonal subscales. Comput. Methods Appl. Mech. Engrg. 191 (2002) 4295-4321. | MR 1925888 | Zbl 1015.76045
,[15] Une méthode multipas implicite-explicite pour l'approximation des équations d'évolution paraboliques. Numer. Math. 35 (1980) 257-276. | MR 592157 | Zbl 0419.65057
,[16] Discontinuous Galerkin methods for anisotropic semidefinite diffusion with advection, SIAM J. Numer. Anal. 46 (2008) 805-831. | MR 2383212 | Zbl 1165.49032
, and ,[17] Theory and Practice of Finite Elements, Appl. Math. Sci. 159 (2004). | MR 2050138 | Zbl 1059.65103
and ,[18] Discontinuous Galerkin methods for Friedrichs' systems. I. General theory. SIAM J. Numer. Anal. 44 (2006) 753-778. | MR 2218968 | Zbl 1122.65111
and ,[19] Stabilization of Galerkin approximations of transport equations by subgrid modeling. ESAIM : M2AN 33 (1999) 1293-1316. | Numdam | MR 1736900 | Zbl 0946.65112
,[20] Subgrid stabilization of Galerkin approximations of linear monotone operators. IMA J. Numer. Anal. 21 (2001) 165-197. | MR 1812271 | Zbl 0974.65059
,[21] Local analysis of discontinuous Galerkin methods applied to singularly perturbed problems. J. Numer. Math. 14 (2006) 41-56. | MR 2229818 | Zbl 1099.65108
,[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 0526.76087
, and ,[24] An analysis of the discontinuous Galerkin method for a scalar hyperbolic equation. Math. Comp. 46 (1986) 1-26. | Zbl 0618.65105
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 658142 | Zbl 0341.65076
and ,[26] From semidiscrete to fully discrete : stability of Runge-Kutta schemes by the energy method. SIAM Rev. 40 (1998) 40-73 (electronic). | MR 1612565 | Zbl 0915.65093
and ,[27] Implicit-explicit Runge-Kutta schemes and applications to hyperbolic systems with relaxation. J. Sci. Comput. 25 (2005) 129-155. | MR 2231946 | Zbl 1203.65111
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 2454024 | Zbl 1155.65087
, and ,