Hostname: page-component-7c8c6479df-94d59 Total loading time: 0 Render date: 2024-03-29T00:38:10.115Z Has data issue: false hasContentIssue false

Theoretical analysis of the upwind finite volume scheme on thecounter-example of Peterson

Published online by Cambridge University Press:  17 March 2010

Daniel Bouche
Affiliation:
CEA, DAM, DIF, 91297 Arpajon, France.
Jean-Michel Ghidaglia
Affiliation:
CMLA, ENS Cachan, CNRS, UniverSud, 61 avenue du Président Wilson, 94235 Cachan Cedex, France. frederic.pascal@cmla.ens-cachan.fr
Frédéric P. Pascal
Affiliation:
CMLA, ENS Cachan, CNRS, UniverSud, 61 avenue du Président Wilson, 94235 Cachan Cedex, France. frederic.pascal@cmla.ens-cachan.fr
Get access

Abstract

When applied to the linear advection problem in dimension two, the upwind finite volume method is a non consistent scheme in the finite differences sense but a convergent scheme. According to our previous paper [Bouche et al., SIAM J. Numer. Anal.43 (2005) 578–603], a sufficient condition in order to complete the mathematical analysis of the finite volume scheme consists in obtaining an estimation of order p, less or equal to one, of a quantity that depends only on the mesh and on the advection velocity and that we called geometric corrector. In [Bouche et al., Hermes Science publishing, London, UK (2005) 225–236], we prove that, on the mesh given by Peterson [SIAM J. Numer. Anal.28 (1991) 133–140] and for a subtle alignment of the direction of transport parallel to the vertical boundary, the infinite norm of the geometric corrector only behaves like h1/2 where h is a characteristic size of the mesh. This paper focuses on the case of an oblique incidence i.e. a transport direction that is not parallel to the boundary, still with the Peterson mesh. Using various mathematical technics, we explicitly compute an upper bound of the geometric corrector and we provide a probabilistic interpretation in terms of Markov processes. This bound is proved to behave like h, so that the order of convergence is one. Then the reduction of the order of convergence occurs only if the direction of advection is aligned with the boundary.

Type
Research Article
Copyright
© EDP Sciences, SMAI, 2010

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

Bouche, D., Ghidaglia, J.-M. and Pascal, F., Error estimate and the geometric corrector for the upwind finite volume method applied to the linear advection equation. SIAM J. Numer. Anal. 43 (2005) 578603. CrossRef
D. Bouche, J.-M. Ghidaglia and F. Pascal, An optimal a priori error analysis of the finite volume method for linear convection problems, in Finite volumes for complex applications IV, Problems and perspectives , F. Benkhaldoun, D. Ouazar and S. Raghay Eds., Hermes Science publishing, London, UK (2005) 225–236.
Cockburn, B., Gremaud, P.-A. and Yang, J.X., A priori error estimates for numerical methods for scalar conservation laws. III: Multidimensional flux-splitting monotone schemes on non-cartesian grids. SIAM J. Numer. Anal. 35 (1998) 17751803. CrossRef
L. Comtet, Advanced combinatorics – The art of finite and infinite expansions. D. Reidel Publishing Co., Dordrecht, The Netherlands (1974).
F. Delarue and F. Lagoutière, Probabilistic analysis of the upwind scheme for transport equations. Arch. Ration. Mech. Anal. (to appear).
Després, B., An explicit a priori estimate for a finite volume approximation of linear advection on non-cartesian grids. SIAM J. Numer. Anal. 42 (2004) 484504. CrossRef
Després, B., Lax theorem and finite volume schemes. Math. Comp. 73 (2004) 12031234. CrossRef
G.P. Egorychev, Integral representation and the computation of combinatorial sums, Translations of Mathematical Monographs 59. American Mathematical Society, Providence, USA (1984). [Translated from the Russian by H.H. McFadden, Translation edited by Lev J. Leifman.]
R. Eymard, T. Gallouët and R. Herbin, Finite volume methods, in Handbook of Numerical Analysis 7, P.-A. Ciarlet and J.-L. Lions Eds., North-Holland (2000) 713–1020.
W. Feller, An introduction to probability theory and its applications I. Third edition, John Wiley & Sons Inc., New York, USA (1968).
S. Karlin, A first course in stochastic processes. Academic Press, New York, USA (1966).
D. Kröner, Numerical schemes for conservation laws. Wiley-Teubner Series Advances in Numerical Mathematics, Chichester: Wiley (1997).
V. Lakshmikantham and D. Trigiante, Theory of difference equations: numerical methods and applications, 2nd edition, Monographs and Textbooks in Pure and Applied Mathematics 251. Marcel Dekker Inc., New York, USA (2002).
Manteuffel, T.A. and White, A.B., The, Jr. numerical solution of second order boundary value problems on nonuniform meshes. Math. Comput. 47 (1986) 511535. CrossRef
Merlet, B., l and l 2 error estimate for a finite volume approximation of linear advection. SIAM J. Numer. Anal. 46 (2009) 124150. CrossRef
Merlet, B. and Vovelle, J., Error estimate for the finite volume scheme applied to the advection equation. Numer. Math. 106 (2007) 129155. CrossRef
Pascal, F., On supra-convergence of the finite volume method. ESAIM: Proc. 18 (2007) 3847. CrossRef
Peterson, T.E., A note on the convergence of the discontinuous Galerkin method for a scalar hyperbolic equation. SIAM J. Numer. Anal. 28 (1991) 133140. CrossRef
Renault, M., Lost (and found) in translation, André's actual method and its application to the generalized ballot problem. Amer. Math. Monthly 115 (2008) 358363. CrossRef
Tikhonov, A. and Samarskij, A., Homogeneous difference schemes on non-uniform nets. U.S.S.R. Comput. Math. Math. Phys. 1963 (1964) 927953.
Vila, J.-P. and Villedieu, P., Convergence of an explicit finite volume scheme for first order symmetric systems. Numer. Math. 94 (2003) 573602. CrossRef
Vovelle, J., Convergence of finite volume monotone schemes for scalar conservation laws on bounded domains. Numer. Math. 90 (2002) 563596. CrossRef
B. Wendroff and A.B. White, Jr., Some supraconvergent schemes for hyperbolic equations on irregular grids, in Nonlinear hyperbolic equations – Theory, computation methods, and applications (Aachen, 1988), Notes Numer. Fluid Mech. 24, Vieweg, Braunschweig, Germany (1989) 671–677.
Wendroff, B. and White, A.B., Jr., A supraconvergent scheme for nonlinear hyperbolic systems. Comput. Math. Appl. 18 (1989) 761767. CrossRef
H.S. Wilf, generatingfunctionology. Third edition, A K Peters Ltd., Wellesley, USA (2006).