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.

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.

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.

On considère le problème d’advection-diffusion stationnaire v(∇u, ∇v)+( β•∇u, v) = (f, v) et non stationnaire d/dt (u(t), v) + v(∇u, ∇v)+( β•∇u, v) = (g(t), v), ainsi que le problème d’advection (β•∇u, v) = (f, v) sur un domaine polygonal borné du plan. Le terme de diffusion est approché par des éléments de Crouzeix Raviart et le terme de convection par une méthode upwind sur des volumes barycentriques finis avec un maillage triangulaire. Pour le problème stationnaire d’advection-diffusion, la L²-stabilité (c’est-à-dire indépendante du coefficient de diffusion v) est démontrée pour la solution du problème approché obtenue par cette méthode d’éléments finis et de volumes finis. Pour cela une condition sur la géométrie doit être satisfaite. Des exemples de maillages sont donnés. Toujours avec cette condition géométrique sur le maillage, une inégalité de stabilité (où la discrétisation en temps n’est pas couplée à une condition sur la finesse du maillage) est obtenue pour le cas non-stationnaire. La discrétisation en temps y est faite par un schéma d’Euler implicite. Une majoration de l’erreur, proportionnelle au pas en temps et à la finesse du maillage, est ensuite proposée et exprimée explicitement en fonction des données du problème. Pour le problème d’advection, une approche utilisant la théorie des graphes est utilisée pour obtenir l’existence et l’unicité de la solution, ainsi que le résultat de stabilité. Comme pour la stabilité du problème d’advection-diffusion, une condition géométrique - qui est équivalente pour les points intérieurs du maillage à celle du problème d’advection-diffusion - est nécessaire. / We consider the stationary linear convection-diffusion equation v(∇u, ∇v)+( β•∇u, v) = (f, v), the time dependent d/dt (u(t), v) + v(∇u,∇v)+( β•∇u, v)= (g(t), v) equation and the linear advection equation (β•∇u, v) = (f, v) on a two dimensional bounded polygonal domain. The diffusion term is discretized by Crouzeix-Raviart piecewise linear finite elements, and the convection term by upwind barycentric finite volumes on a triangular grid. For the stationary convection-diffusion problem, L²-stability (i.e. independent of the diffusion coefficient v) is proven for the approximate solution obtained by this combined finite-element finite-volume method. This result holds if the underlying grid satisfies a condition that is fulfilled, for example, by some structured meshes. Using again this condition on the grid, stability is shown for the time dependent convection-diffusion equation (without any link between mesh size and time step). An implicit Euler approach is used for the time discretization. It is shown that the error associated with this scheme decays linearly with the mesh size and the time step. This result holds without any link between mesh size and time step. The dependence of the corresponding error bound on the diffusion coefficient is completely explicit. For the stationary advection equation, an approach using graph theory is used to obtain existence, uniqueness and stability. As in the stationary linear convection-diffusion equation, the underlying grid must satisfy some geometric condition. / Gegenstand der Arbeit ist die zweidimensionale stationäre Konvektion-Diffusionsgleichung v(∇u, ∇v)+( β•∇u, v) = (f, v), die zeitabhängige Konvektion-Diffusionsgleichung d/dt (u(t), v) + v(∇u,∇v)+( β•∇u, v)= (g(t), v), sowie die Konvektionsgleichung (β•∇u, v) = (f, v). Der Diffusionsterm ist diskretisiert mittels Crouzeix-Raviart stückweise lineare Finite Elemente. Das Gebiet ist in Dreiecke unterteilt und der Konvektionsterm ist mittels einer upwind Methode auf Baryzentrische Finite Volumenelemente definiert. Für die stationäre Konvektion-Diffusionsgleichung, wird (d.h. von v unabhängige) L²-Stabilität der numerischen Lösung bewiesen. Voraussetzung dafür, ist die Erfüllung gewisser geometrischer Bedingungen an die Unterteilung des Gebiets. Beispiele von Unterteilungen die diese Bedingungen erfüllen, werden gegeben. Wieder an dieser geometrischen Bedingung geknüpft, wird Stabilität (d.h. die Zeitdiskretisierung ist entkoppelt von der Netzweite) für die zeitabhängige Konvektion-Diffusionsgleichung, bewiesen. Für die Zeitableitung wird dabei eine Implizite Euler Diskretisierung verwendet. Eine obere Schranke für den Diskretisierungsfehler, proportional zum Zeitdiskretisierungsparameter und zur Netzfeinheit, ausgedrückt als Funktion der Daten der Differenzialgleichung, wird gezeigt. Für die Konvektionsgleichung wird ein graphentheoretischer Zugang verwendet, der es ermöglicht Existenz, Eindeutigkeit und Stabilität, zu bekommen. Für die Stabilität, werden ähnliche geometrische Bedingungen an die Unterteilung des Gebiets gestellt, wie beim stationären Konvektion-Diffusionsproblem.

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