English

Semi-Lagrangian discontinuous Galerkin schemes for some first and second-order partial differential equations

Numerical Analysis 2017-11-15 v3

Abstract

Explicit, unconditionally stable, high-order schemes for the approximation of some first- andsecond-order linear, time-dependent partial differential equations (PDEs) are proposed.The schemes are based on a weak formulation of a semi-Lagrangian scheme using discontinuous Galerkin (DG) elements.It follows the ideas of the recent works of Crouseilles, Mehrenberger and Vecil (2010), Rossmanith and Seal (2011),for first-order equations, based on exact integration, quadrature rules, and splitting techniques for the treatment of two-dimensionalPDEs. For second-order PDEs the idea of the schemeis a blending between weak Taylor approximations and projection on a DG basis.New and sharp error estimates are obtained for the fully discrete schemes and for variable coefficients.In particular we obtain high-order schemes, unconditionally stable and convergent,in the case of linear first-order PDEs, or linear second-order PDEs with constant coefficients.In the case of non-constant coefficients, we construct, in some particular cases,"almost" unconditionally stable second-order schemes and give precise convergence results.The schemes are tested on several academic examples.

Keywords

Cite

@article{arxiv.1503.08554,
  title  = {Semi-Lagrangian discontinuous Galerkin schemes for some first and second-order partial differential equations},
  author = {Olivier Bokanowski and Giorevinus Simarmata},
  journal= {arXiv preprint arXiv:1503.08554},
  year   = {2017}
}