We consider a system of weakly coupled singularly perturbed convection-diffusion equations with multiple scales. Based on sharp estimates for first order derivatives, Linß [T. Linß, Computing 79 (2007) 23–32.] analyzed the upwind finite-difference method on a Shishkin mesh. We derive such sharp bounds for second order derivatives which show that the coupling generates additional weak layers. Finally, we prove the first robust convergence result for the Galerkin finite element method for this class of problems on modified Shishkin meshes introducing a mesh grading to cope with the weak layers. Numerical experiments support our theory.

In the present work we deal with the stability of the space-time discontinuous Galerkin method applied to non-stationary, nonlinear convection - diffusion problems. Discontinuous Galerkin method is a very efficient tool for numerical solution of partial differential equations, combines the advantages of the finite element method (polynomial approximations of high order of accuracy) and the finite volume method (discontinuous approximations). After the formulation of the continuous problem its discretization in space and time is described. In the formulation of the discontinuous Galerkin method the non-symmetric, symmetric and incomplete version of discretization of the diffusion term is used and there are added penalty terms to the scheme also. In the third chapter are estimated individual terms of the previously derived approximate solution by special norms. Using the concept of discrete characteristic functions and the discrete Gronwall lemma, it is shown that the analyzed scheme is unconditionally stable. At the end, in the fourth chapter, are given some numerical experiments, which verify theoretical results from the previous chapter.

This thesis is concerned with analysis and implementation of Time discontinuous Galerkin method. Important part of it is constructing of algorithm for solving nonlinear convection-diffusion equations, which combines Discontinuous Galerkin method in space (DGFEM) with Time discontinuous Galerkin method (TDG). Nonlinearity of the problem is overcome by damped Newton-like method. This approach provides easy adaptivity manipulation as well as high order approximation with respect to both space and time variables. The second part of the thesis is focused on Time discontinuous Galerkin method, applied to ordinary differential equations. It is shown that the solution of Time discontinuous Galerkin equals the solution obtained by Radau IIA implicit Runge-Kutta method in the roots of right Radau Quadrature. By virtue of this relation, error estimates of the order higher by one than the standard order can be obtained in these points. Furthermore, almost two times higher order can be achieved in the endpoints of the intervals of time discretization. Finally, the thesis deals with the phenomenon of stiffness, which may dramatically decrease the order of the applied method. The theoretical results are verified by numerical experiments. Powered by TCPDF (www.tcpdf.org)

This is a book on numerical methods for singular perturbation problems - in particular stationary convection-dominated convection-diffusion problems. More precisely it is devoted to the construction and analysis of layer-adapted meshes underlying these numerical methods. An early important contribution towards the optimization of numerical methods by means of special meshes was made by N.S. Bakhvalov in 1969. His paper spawned a lively discussion in the literature with a number of further meshes being proposed and applied to various singular perturbation problems. However, in the mid 1980s this development stalled, but was enlivend again by G.I. Shishkin's proposal of piecewise- equidistant meshes in the early 1990s. Because of their very simple structure they are often much easier to analyse than other meshes, although they give numerical approximations that are inferior to solutions on competing meshes. Shishkin meshes for numerous problems and numerical methods have been studied since and they are still very much in vogue. With this contribution we try to counter this development and lay the emphasis on more general meshes that - apart from performing better than piecewise-uniform meshes - provide a much deeper insight in the course of their analysis. In this monograph a classification and a survey are given of layer-adapted meshes for convection-diffusion problems. It tries to give a comprehensive review of state-of-the art techniques used in the convergence analysis for various numerical methods: finite differences, finite elements and finite volumes. While for finite difference schemes applied to one-dimensional problems a rather complete convergence theory for arbitrary meshes is developed, the theory is more fragmentary for other methods and problems and still requires the restriction to certain classes of meshes.

Wir untersuchen ein Defektkorrekturverfahren, das ein einfaches Upwind-Differenzenverfahren erster Ordnung mit einem zentralen Differenzenverfahren kombiniert, für ein- und zweidimensionale singulär gestörte Konvektions-Diffusions-Probleme auf einer Klasse von Shishkin-Typ-Gittern. Im eindimensionalen Fall wird nachgewiesen, dass das Verfahren von (fast) zweiter Ordnung, gleichmäßig bezüglich des Diffusionsparameters $\epsilon$ konvergiert. Zur Konvergenzanalyse für das zweidimensionale Modellproblem werden verschiedene Techniken diskutiert. In einem Spezialfall kann auf einem stückweise uniformen Shishkin-Gitter die $\epsilon$-gleichmäßige Konvergenz des Verfahrens von fast zweiter Ordnung gezeigt werden. Ferner sind die bisher bekannten Stabilitätsaussagen und ihre Verwendung zur Konvergenzanalysis der betrachteten Differenzenverfahren sowie Methoden zur Analyse von Defektkorrekturverfahren zusammengestellt. Einige Bemerkungen zu Defektkorrekturverfahren und Finite-Elemente-Methoden schließen die Arbeit ab. Numerische Experimente untermauern die theoretischen Resultate. / We consider a defect correction method that combines a first-order upwinded difference scheme with a second-order central difference scheme for model singularly perturbed convection-diffusion problems in one and two dimensions on a class of Shishkin-Type meshes. In one dimension, the method is shown to be convergent uniformly in the diffusion parameter $\epsilon$ of second order in the discrete maximum norm. To analyze the two-dimensional case, we discuss several proof techniques for defect correction methods. For a special problem with constant coefficients on a piecewise uniform Shishkin-mesh we can show the second order convergence of the considered scheme, uniformly with respect to the diffusion parameter. Moreover the known stability properties and their impact on the convergence analysis of the considered differnce schemes are compiled. Some remarks on defect correction and finite elements conclude the theses. Numerical experiments support our theoretical results.

This work entails studying unfitted finite element discretizations for convection-diffusion equations in domains that evolve in time. In particular, these partial differential equations model the evolution of the concentration of soluble surfactants in bulk-interface domains. The work in this thesis docuses on developing numerical methods which conserve the modeled physical quantities. In this work, we propose cut finite element discretizations based on the Discontinuous Galerkin framework which are both locally and globally conservative. Local conservation is achieved on so-called macro elements, and we investigate macro element partitioning of the mesh for both stationary and time-dependent domains. Additionally, we develop globally conservative methods for time-dependent problems. We analyze the proposed methods by studying the convergence of the L2-error with respect to mesh size, condition numbers of the associated linear system matrices, and the conservation error. In numerical experiments for time-dependent problems, we show that the proposed methods have optimal convergence and that the developed macro element stabilization for time-dependent problems leads to increased accuracy while retaining stable condition numbers. Moreover, the measured conservation errors verify the global conservation of the proposed methods. / Detta arbete undersöker diskretiseringar av partiella differentialekvationer i tidsberoende domäner där beräkningsnätet inte behöver anpassas till domänens rörelse. I synnerhet betraktar vi partiella differentalekvationer som modellerar koncentrationen av lösliga ytaktiva ämnen, och skurna finita elementmetoder baserade på den Diskontinuerliga Galerkinmetoden som bevarar de modellerade fysikaliska storheterna. I detta arbete föreslås diskretiseringar som är både lokalt och globalt konservativa. Lokal konservering uppnås i så kallade makroelement, och vi undersöker makroelementpartitionering för både stationära och tidsberoende domäner. Även globalt konservativa metoder utvecklas för tidsberoende problem. De föreslagna metoderna analyseras med hjälp av numeriska exempel. Vi studerar konvergensen av L2-felet med avseende på nätstorlek, konditionstalen för de linjära systemmatriserna samt konserveringsfelet. Metoderna uppvisar optimal konvergens och makroelementstabilisering som utvecklas för tidsberoende problem leder till ökad noggrannhet, samtidigt som konditionstalen förblir stabila. Dessutom veritifierar de uppmättta konserveringsfelen den globala konserveringen hos de föreslagna metoderna.

Cette thèse porte sur la modélisation de l’écoulement et du transport en milieu poreux ;nous effectuons des simulations numériques et démontrons des résultats de convergence d’algorithmes.Au Chapitre 1, nous appliquons des méthodes de volumes finis pour la simulation d’écoulements à densité variable en milieu poreux ; il vient à résoudre une équation de convection diffusion parabolique pour la concentration couplée à une équation elliptique en pression.Nous nous appuyons sur la méthode des volumes finis standard pour le calcul des solutions de deux problèmes spécifiques : une interface en rotation entre eau salée et eau douce et le problème de Henry. Nous appliquons ensuite la méthode de volumes finis généralisés SUSHI pour la simulation des mêmes problèmes ainsi que celle d’un problème de bassin salé en dimension trois d’espace. Nous nous appuyons sur des maillages adaptatifs, basés sur des éléments de volume carrés ou cubiques.Au Chapitre 2, nous nous appuyons de nouveau sur la méthode de volumes finis généralisés SUSHI pour la discrétisation de l’équation de Richards, une équation elliptique parabolique pour le calcul d’écoulements en milieu poreux. Le terme de diffusion peut être anisotrope et hétérogène. Cette classe de méthodes localement conservatrices s’applique àune grande variété de mailles polyédriques non structurées qui peuvent ne pas se raccorder.La discrétisation en temps est totalement implicite. Nous obtenons un résultat de convergence basé sur des estimations a priori et sur l’application du théorème de compacité de Fréchet-Kolmogorov. Nous présentons aussi des tests numériques.Au Chapitre 3, nous discrétisons le problème de Signorini par un schéma de type gradient,qui s’écrit à l’aide d’une formulation variationnelle discrète et est basé sur des approximations indépendantes des fonctions et des gradients. On montre l’existence et l’unicité de la solution discrète ainsi que sa convergence vers la solution faible du problème continu. Nous présentons ensuite un schéma numérique basé sur la méthode SUSHI.Au Chapitre 4, nous appliquons un schéma semi-implicite en temps combiné avec la méthode SUSHI pour la résolution numérique d’un problème d’écoulements à densité variable ;il s’agit de résoudre des équations paraboliques de convection-diffusion pour la densité de soluté et le transport de la température ainsi que pour la pression. Nous simulons l’avance d’un front d’eau douce assez chaude et le transport de chaleur dans un aquifère captif qui est initialement chargé d’eau froide salée. Nous utilisons des maillages adaptatifs, basés sur des éléments de volume carrés. / This thesis bears on the modelling of groundwater flow and transport in porous media; we perform numerical simulations by means of finite volume methods and prove convergence results. In Chapter 1, we first apply a semi-implicit standard finite volume method and then the generalized finite volume method SUSHI for the numerical simulation of density driven flows in porous media; we solve a nonlinear convection-diffusion parabolic equation for the concentration coupled with an elliptic equation for the pressure. We apply the standard finite volume method to compute the solutions of a problem involving a rotating interface between salt and fresh water and of Henry's problem. We then apply the SUSHI scheme to the same problems as well as to a three dimensional saltpool problem. We use adaptive meshes, based upon square volume elements in space dimension two and cubic volume elements in space dimension three. In Chapter 2, we apply the generalized finite volume method SUSHI to the discretization of Richards equation, an elliptic-parabolic equation modeling groundwater flow, where the diffusion term can be anisotropic and heterogeneous. This class of locally conservative methods can be applied to a wide range of unstructured possibly non-matching polyhedral meshes in arbitrary space dimension. As is needed for Richards equation, the time discretization is fully implicit. We obtain a convergence result based upon a priori estimates and the application of the Fréchet-Kolmogorov compactness theorem. We implement the scheme and present numerical tests. In Chapter 3, we study a gradient scheme for the Signorini problem. Gradient schemes are nonconforming methods written in discrete variational formulation which are based on independent approximations of the functions and the gradients. We prove the existence and uniqueness of the discrete solution as well as its convergence to the weak solution of the Signorini problem. Finally we introduce a numerical scheme based upon the SUSHI discretization and present numerical results. In Chapter 4, we apply a semi-implicit scheme in time together with a generalized finite volume method for the numerical solution of density driven flows in porous media; it comes to solve nonlinear convection-diffusion parabolic equations for the solute and temperature transport as well as for the pressure. We compute the solutions for a specific problem which describes the advance of a warm fresh water front coupled to heat transfer in a confined aquifer which is initially charged with cold salt water. We use adaptive meshes, based upon square volume elements in space dimension two.

Ce manuscrit décrit analytiquement et numériquement les instabilités d'un fluide magnétique dans une cellule de Hele-Shaw. On considère l'interface entre un fluide magnétique et un autre fluide non magnétique, miscible ou non, soumise à un champ magnétique homogène normal à la cellule ou à l'interface. Le champ démagnétisant est inhomogène à cette interface et génère un mouvement convectif des fluides. Dans la première partie, nous avons utilisé une analyse linéaire de stabilité entre deux liquides miscibles pour une distribution donnée de concentration à l'interface. Les résultats s'appliquent aussi à la stabilité d'un réseau de concentration induit par une expérience de Rayleigh forcé. Nous avons démontré que l'équation de Brinkman décrit mieux la dissipation visqueuse dans une cellule de Hele-Shaw que celle de Darcy. Nous avons trouvé que la viscosité (et non la diffusion massique) donnait à l'écoulement une échelle de longueur de l'ordre de l'épaisseur de la cellule dans le cas des forçages élevés. Dans la seconde partie de notre étude, nous avons modélisé la dynamique non linéaire de l'interface avec une tension superficielle par la méthode des intégrales de frontière. Nous avons décrit la modification des doigts de Saffman–Taylor par les forces magnétostatiques. Nous avons obtenu des structures dendritiques proches de celles observées expérimentalement et analysé quelques aspects de la formation des motifs.

We present three new stabilized finite element (FE) based Petrov-Galerkin methods for the convection-diffusionreaction (CDR), the Helmholtz and the Stokes problems, respectively. The work embarks upon a priori analysis of a consistency recovery procedure for some stabilization methods belonging to the Petrov- Galerkin framework. It was ound that the use of some standard practices (e.g. M-Matrices theory) for the design of essentially non-oscillatory numerical methods is not appropriate when consistency recovery methods are employed. Hence, with respect to convective stabilization, such recovery methods are not preferred. Next, we present the design of a high-resolution Petrov-Galerkin (HRPG) method for the CDR problem. The structure of the method in 1 D is identical to the consistent approximate upwind (CAU) Petrov-Galerkin method [doi: 10.1016/0045-7825(88)90108-9] except for the definitions of he stabilization parameters. Such a structure may also be attained via the Finite Calculus (FIC) procedure [doi: 10.1 016/S0045-7825(97)00119-9] by an appropriate definition of the characteristic length. The prefix high-resolution is used here in the sense popularized by Harten, i.e. second order accuracy for smooth/regular regimes and good shock-capturing in non-regular re9jmes. The design procedure in 1 D embarks on the problem of circumventing the Gibbs phenomenon observed in L projections. Next, we study the conditions on the stabilization parameters to ircumvent the global oscillations due to the convective term. A conjuncture of the two results is made to deal with the problem at hand that is usually plagued by Gibbs, global and dispersive oscillations in the numerical solution. A multi dimensional extension of the HRPG method using multi-linear block finite elements is also presented. Next, we propose a higher-order compact scheme (involving two parameters) on structured meshes for the Helmholtz equation. Making the parameters equal, we recover the alpha-interpolation of the Galerkin finite element method (FEM) and the classical central finite difference method. In 1 D this scheme is identical to the alpha-interpolation method [doi: 10.1 016/0771 -050X(82)90002-X] and in 2D choosing the value 0.5 for both the parameters, we recover he generalized fourth-order compact Pade approximation [doi: 10.1 006/jcph.1995.1134, doi: 10.1016/S0045- 7825(98)00023-1] (therein using the parameter V = 2). We follow [doi: 10.1 016/0045-7825(95)00890-X] for the analysis of this scheme and its performance on square meshes is compared with that of the quasi-stabilized FEM [doi: 10.1016/0045-7825(95)00890-X]. Generic expressions for the parameters are given that guarantees a dispersion accuracy of sixth-order should the parameters be distinct and fourth-order should they be equal. In the later case, an expression for the parameter is given that minimizes the maximum relative phase error in 2D. A Petrov-Galerkin ormulation that yields the aforesaid scheme on structured meshes is also presented. Convergence studies of the error in the L2 norm, the H1 semi-norm and the I ~ Euclidean norm is done and the pollution effect is found to be small. / Presentamos tres nuevos metodos estabilizados de tipo Petrov- Galerkin basado en elementos finitos (FE) para los problemas de convecci6n-difusi6n- reacci6n (CDR), de Helmholtz y de Stokes, respectivamente. El trabajo comienza con un analisis a priori de un metodo de recuperaci6n de la consistencia de algunos metodos de estabilizaci6n que pertenecen al marco de Petrov-Galerkin. Hallamos que el uso de algunas de las practicas estandar (por ejemplo, la eoria de Matriz-M) para el diserio de metodos numericos esencialmente no oscilatorios no es apropiado cuando utilizamos los metodos de recu eraci6n de la consistencia. Por 10 tanto, con res ecto a la estabilizaci6n de conveccion, no preferimos tales metodos de recuperacion . A continuacion, presentamos el diser'io de un metodo de Petrov-Galerkin de alta-resolucion (HRPG) para el problema CDR. La estructura del metodo en 10 es identico al metodo CAU [doi: 10.1016/0045-7825(88)90108-9] excepto en la definicion de los parametros de estabilizacion. Esta estructura tambien se puede obtener a traves de la formulacion del calculo finito (FIC) [doi: 10.1 016/S0045- 7825(97)00119-9] usando una definicion adecuada de la longitud caracteristica. El prefijo de "alta-resolucion" se utiliza aqui en el sentido popularizado por Harten, es decir, tener una solucion con una precision de segundo orden en los regimenes suaves y ser esencialmente no oscilatoria en los regimenes no regulares. El diser'io en 10 se embarca en el problema de eludir el fenomeno de Gibbs observado en las proyecciones de tipo L2. A continuacion, estudiamos las condiciones de los parametros de estabilizacion para evitar las oscilaciones globales debido al ermino convectivo. Combinamos los dos resultados (una conjetura) para tratar el problema COR, cuya solucion numerica sufre de oscilaciones numericas del tipo global, Gibbs y dispersiva. Tambien presentamos una extension multidimensional del metodo HRPG utilizando los elementos finitos multi-lineales. fa. continuacion, proponemos un esquema compacto de orden superior (que incluye dos parametros) en mallas estructuradas para la ecuacion de Helmholtz. Haciendo igual ambos parametros, se recupera la interpolacion lineal del metodo de elementos finitos (FEM) de tipo Galerkin y el clasico metodo de diferencias finitas centradas. En 10 este esquema es identico al metodo AIM [doi: 10.1 016/0771 -050X(82)90002-X] y en 20 eligiendo el valor de 0,5 para ambos parametros, se recupera el esquema compacto de cuarto orden de Pade generalizada en [doi: 10.1 006/jcph.1 995.1134, doi: 10.1 016/S0045-7825(98)00023-1] (con el parametro V = 2). Seguimos [doi: 10.1 016/0045-7825(95)00890-X] para el analisis de este esquema y comparamos su rendimiento en las mallas uniformes con el de "FEM cuasi-estabilizado" (QSFEM) [doi: 10.1016/0045-7825 (95) 00890-X]. Presentamos expresiones genericas de los para metros que garantiza una precision dispersiva de sexto orden si ambos parametros son distintos y de cuarto orden en caso de ser iguales. En este ultimo caso, presentamos la expresion del parametro que minimiza el error maxima de fase relativa en 20. Tambien proponemos una formulacion de tipo Petrov-Galerkin ~ue recupera los esquemas antes mencionados en mallas estructuradas. Presentamos estudios de convergencia del error en la norma de tipo L2, la semi-norma de tipo H1 y la norma Euclidiana tipo I~ y mostramos que la perdida de estabilidad del operador de Helmholtz ("pollution effect") es incluso pequer'ia para grandes numeros de onda. Por ultimo, presentamos una coleccion de metodos FE estabilizado para el problema de Stokes desarrollados a raves del metodo FIC de primer orden y de segundo orden. Mostramos que varios metodos FE de estabilizacion existentes y conocidos como el metodo de penalizacion, el metodo de Galerkin de minimos cuadrados (GLS) [doi: 10.1016/0045-7825(86)90025-3], el metodo PGP (estabilizado a traves de la proyeccion del gradiente de presion) [doi: 10.1 016/S0045-7825(96)01154-1] Y el metodo OSS (estabilizado a traves de las sub-escalas ortogonales) [doi: 10.1016/S0045-7825(00)00254-1] se recuperan del marco general de FIC. Oesarrollamos una nueva familia de metodos FE, en adelante denominado como PLS (estabilizado a traves del Laplaciano de presion) con las formas no lineales y consistentes de los parametros de estabilizacion. Una caracteristica distintiva de la familia de los metodos PLS es que son no lineales y basados en el residuo, es decir, los terminos de estabilizacion dependera de los residuos discretos del momento y/o las ecuaciones de incompresibilidad. Oiscutimos las ventajas y desventajas de estas tecnicas de estabilizaci6n y presentamos varios ejemplos de aplicacion

Title: Fluid-structure interaction of compressible flow Author: RNDr. Jaroslava Hasnedlová Department: Department of Numerical Mathematics, Institute of Applied Mathematics Supervisors: Prof. RNDr. Miloslav Feistauer, DrSc., Dr. h. c., Prof. Dr. Dr. h. c. Rolf Rannacher Supervisors' e-mail addresses: feist@karlin.mff.cuni.cz, rannacher@iwr.uni-heidelberg.de Abstract: The presented work is split into two parts. The first part is devoted to the theory of the discontinuous Galerkin finite element (DGFE) method for the space-time discretization of a nonstationary convection-diffusion initial-boundary value problem with nonlinear convection and linear diffusion. The DGFE method is applied sep- arately in space and time using, in general, different space grids on different time levels and different polynomial degrees p and q in space and time discretization. The main result is the proof of error estimates in L2 (L2 )-norm and in DG-norm formed by the L2 (H1 )-seminorm and penalty terms. The second part of the thesis deals with the realization of fluid-structure interaction problem of the compressible viscous flow with the elastic structure. The time-dependence of the domain occupied by the fluid is treated by the ALE (Arbitrary Lagrangian-Eulerian) method, when the compress- ible Navier-Stokes equations are formulated in...