Stable approximation of the advection-diffusion equation using the invariant measure

Autor:	Bris, Claude Le, Legoll, Frederic, Madiot, Francois
Rok vydání:	2016
Předmět:	Mathematics - Numerical Analysis
Druh dokumentu:	Working Paper
Popis:	We consider an advection-diffusion equation that is both non-coercive and advection-dominated. We present a possible numerical approach, to our best knowledge new, and based on the invariant measure associated to the original equation. The approach has been summarized in [C. Le Bris, F. Legoll and F. Madiot, C. R. Acad. Sci. Paris, Serie I, vol. 354, 799-803 (2016)]. We show that the approach allows for an unconditionally well-posed finite element approximation. We provide a numerical analysis and a set of comprehensive numerical tests showing that the approach can be stable, as accurate as, and more robust than a classical stabilization approach. Comment: The previous version contained mistakes in the appendices, which have now been corrected
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/1609.04777 Zobrazit plný text záznamu View this record from Arxiv