Stable approximation of the advection-diffusion equation using the invariant measure
Numerical Analysis
2017-03-14 v2
Abstract
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.
Cite
@article{arxiv.1609.04777,
title = {Stable approximation of the advection-diffusion equation using the invariant measure},
author = {Claude Le Bris and Frederic Legoll and Francois Madiot},
journal= {arXiv preprint arXiv:1609.04777},
year = {2017}
}
Comments
The previous version contained mistakes in the appendices, which have now been corrected