Finite element methods respecting the discrete maximum principle for convection-diffusion equations

Gabriel R. Barrenechea, Volker John, Petr Knobloch

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21 Citations (Scopus)
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Abstract

Convection-diffusion-reaction equations model the conservation of scalar quantities. From the analytic point of view, solution of these equations satisfy under certain conditions maximum principles, which represent physical bounds of the solution. That the same bounds are respected by numerical approximations of the solution is often of utmost importance in practice. The mathematical formulation of this property, which contributes to the physical consistency of a method, is called Discrete Maximum Principle (DMP). In many applications, convection dominates diffusion by several orders of magnitude. It is well known that standard discretizations typically do not satisfy the DMP in this convection-dominated regime. In fact, in this case, it turns out to be a challenging problem to construct discretizations that, on the one hand, respect the DMP and, on the other hand, compute accurate solutions. This paper presents a survey on finite element methods, with a main focus on the convection-dominated regime, that satisfy a local or a global DMP. The concepts of the underlying numerical analysis are discussed. The survey reveals that for the steady-state problem there are only a few discretizations, all of them nonlinear, that at the same time satisfy the DMP and compute reasonably accurate solutions, e.g., algebraically stabilized schemes. Moreover, most of these discretizations have been developed in recent years, showing the enormous progress that has been achieved lately. Methods based on algebraic stabilization, nonlinear and linear ones, are currently as well the only finite element methods that combine the satisfaction of the global DMP and accurate numerical results for the evolutionary equations in the convection-dominated situation.
Original languageEnglish
Pages (from-to)3-88
Number of pages86
JournalSIAM Review
Volume66
Issue number1
DOIs
Publication statusPublished - 8 Feb 2024

Funding

This work was supported by the program Research in Pairs of the Mathematisches Forschungsinstitut Oberwolfach (MFO), grant 1937p. The work of the first author was partially funded by the Leverhulme Trust via Research Fellowship RF-2019-510. The work of the second author was supported by the Research Training Group Differential Equation- and Data-Driven Models in Life Sciences and Fluid Dynamics (DAEDALUS), RTG 2433, funded by the German Research Foundation (DFG). The work of the third author was supported by grant 22-01591S of the Czech Science Foundation. \\ast Received by the editors April 8, 2022; accepted for publication (in revised form) January 17, 2023; published electronically February 8, 2024. https://doi.org/10.1137/22M1488934 Funding: This work was supported by the program Research in Pairs of the Mathematisches Forschungsinstitut Oberwolfach (MFO), grant 1937p. The work of the first author was partially funded by the Leverhulme Trust via Research Fellowship RF-2019-510. The work of the second author was supported by the Research Training Group Differential Equation-and Data-Driven Models in Life Sciences and Fluid Dynamics (DAEDALUS), RTG 2433, funded by the German Research Foundation (DFG). The work of the third author was supported by grant 22-01591S of the Czech Science Foundation.

Keywords

  • convection-diffusion-reaction equations
  • convection-dominated regime
  • stabilized finite element methods
  • discrete maximum principle (DMP)
  • matrices of non-negative type
  • algebraically stabilized schemes

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