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arXiv 1503.08554math.NAcs.NA
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半拉格朗日不连续伽辽金方案用于某些一阶和二阶偏微分方程

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

Laboratoire Jacques-Louis Lions, Université Paris-Diderot (Paris 7)(雅克-路易·利翁斯实验室,巴黎第七大学);Unité de Mathématiques Appliquées, ENSTA ParisTech(应用数学单元,巴黎理工学院);Finance RI Department - Rabobank International(拉博银行国际部金融研究部门)

Olivier Bokanowski, Giorevinus Simarmata

AI总结:

本文提出了一种显式、无条件稳定、高阶方案,用于近似某些一阶和二阶线性时间依赖偏微分方程。该方案基于弱形式的半拉格朗日方案,使用不连续伽辽金元素,并在不同系数情况下提供了高阶、无条件稳定和收敛的方案。

摘要:

本文提出了用于近似某些一阶和二阶线性时间依赖偏微分方程的显式、无条件稳定、高阶方案。这些方案基于半拉格朗日方案的弱形式,使用不连续伽辽金(DG)元素。对于一阶方程,该方案借鉴了Crouseilles等人(2010)、Rossmanith和Seal(2011)的工作,基于精确积分、求积规则和分裂技术处理二维PDEs。对于二阶PDEs,该方案结合了弱泰勒近似和在DG基上投影的概念。新且尖锐的误差估计被获得,适用于全离散方案和变量系数。特别是,在线性一阶PDEs或具有常系数的线性二阶PDEs的情况下,获得了高阶、无条件稳定和收敛的方案。在非常系数情况下,针对某些特殊情况构造了“几乎”无条件稳定的二阶方案,并给出了精确的收敛结果。这些方案在多个学术示例上进行了测试。

英文摘要:

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.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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