Abstract
A singularly perturbed convection–diffusion problem, posed on the unit square in \({\mathbb {R}}^2\), is studied; its solution has both exponential and characteristic boundary layers. The problem is solved numerically using the local discontinuous Galerkin (LDG) method on Shishkin meshes. Using tensor-product piecewise polynomials of degree at most \(k>0\) in each variable, the error between the LDG solution and the true solution is proved to converge, uniformly in the singular perturbation parameter, at a rate of \(O\left( \left( N^{-1}\ln N\right) ^{k+1/2}\right) \) in an associated energy norm, where N is the number of mesh intervals in each coordinate direction. (This is the first uniform convergence result proved for the LDG method applied to a problem with characteristic boundary layers.) Furthermore, we prove that this order of convergence increases to \(O\left( \left( N^{-1}\ln N\right) ^{k+1}\right) \) when one measures the energy-norm difference between the LDG solution and a local Gauss-Radau projection of the true solution into the finite element space. This uniform supercloseness property implies an optimal \(L^2\) error estimate of order \(\left( N^{-1}\ln N\right) ^{k+1}\) for our LDG method. Numerical experiments show the sharpness of our theoretical results.
Similar content being viewed by others
References
Andreev, V.B.: Pointwise approximation of corner singularities for singularly perturbed elliptic problems with characteristic layers. Int. J. Numer. Anal. Model. 7(3), 416–427 (2010)
Brdar, M., Radojev, G., Roos, H.-G., Teofanov, Lj.: Superconvergence analysis of FEM and SDFEM on graded meshes for a problem with characteristic layers. Comput. Math. Appl. 93, 50–57 (2021)
Castillo, P., Cockburn, B., Schötzau, D., Schwab, C.: Optimal a priori error estimates for the \(hp\)-version of the local discontinuous Galerkin method for convection-diffusion problems. Math. Comp. 71(238), 455–478 (2002)
Cheng, Y., Jiang, S., Stynes, M.: Supercloseness of the local discontinuous Galerkin method for a singularly perturbed convection-diffusion problem. Math. Comp. 92(343), 2065–2095 (2023)
Cheng, Y., Mei, Y.: Analysis of generalised alternating local discontinuous Galerkin method on layer-adapted mesh for singularly perturbed problems. Calcolo 58(4), 52 (2021)
Cheng, Y., Mei, Y., Roos, H.-G.: The local discontinuous Galerkin method on layer-adapted meshes for time-dependent singularly perturbed convection-diffusion problems. Comput. Math. Appl. 117, 245–256 (2022)
Cheng, Y., Yan, L., Wang, X., Liu, Y.: Optimal maximum-norm estimate of the LDG method for singularly perturbed convection-diffusion problem. Appl. Math. Lett. 128, 107947 (2022)
Cockburn, B., Shu, C.-W.: The local discontinuous Galerkin method for time-dependent convection-diffusion systems. SIAM J. Numer. Anal. 35(6), 2440–2463 (1998)
Franz, S., Kellogg, R.B., Stynes, M.: Galerkin and streamline diffusion finite element methods on a Shishkin mesh for a convection-diffusion problem with corner singularities. Math. Comp. 81(278), 661–685 (2012)
Franz, S., Matthies, G.: Local projection stabilisation on S-type meshes for convection-diffusion problems with characteristic layers. Computing 87(3–4), 135–167 (2010)
Franz, S., Roos, H.-G.: Error estimation in a balanced norm for a convection-diffusion problem with two different boundary layers. Calcolo 51(3), 423–440 (2014)
Gie, G.-M., Hamouda, M., Jung, C.-Y., Temam, R.M.: Applied Mathematical Sciences. Singular perturbations and boundary layers, vol. 200. Springer, Cham (2018)
Gie, G.-M., Jung, C.-Y., Lee, H.: Enriched finite volume approximations of the plane-parallel flow at a small viscosity. J. Sci. Comput. 84(1), 26 (2020)
Gie, G.-M., Jung, C.-Y., Temam, R.: Analysis of mixed elliptic and parabolic boundary layers with corners. Int. J. Differ. Equ. (2013). https://doi.org/10.1155/2013/532987
Jung, C.-Y., Temam, R.: On parabolic boundary layers for convection-diffusion equations in a channel: analysis and numerical applications. J. Sci. Comput. 28(2–3), 361–410 (2006)
Kellogg, R.B., Stynes, M.: Corner singularities and boundary layers in a simple convection-diffusion problem. J. Differ. Equ. 213(1), 81–120 (2005)
Kellogg, R.B., Stynes, M.: Sharpened bounds for corner singularities and boundary layers in a simple convection-diffusion problem. Appl. Math. Lett. 20(5), 539–544 (2007)
Linß, T.: Layer-Adapted Meshes for Reaction-Convection-Diffusion Problems. Lecture Notes in Mathematics. Springer-Verlag, Berlin (2010)
Linß, T., Stynes, M.: Numerical methods on Shishkin meshes for linear convection-diffusion problems. Comput. Methods Appl. Mech. Engrg. 190(28), 3527–3542 (2001)
Liu, X., Zhang, J.: Uniform supercloseness of Galerkin finite element method for convection-diffusion problems with characteristic layers. Comput. Math. Appl. 75(2), 444–458 (2018)
O’Riordan, E., Shishkin, G.I.: Parameter uniform numerical methods for singularly perturbed elliptic problems with parabolic boundary layers. Appl. Numer. Math. 58(12), 1761–1772 (2008)
Roos, H.-G., Stynes, M., Tobiska, L.: Robust numerical methods for singularly perturbed differential equations, second ed., Springer Series in Computational Mathematics, vol. 24, Springer-Verlag, Berlin, Convection-diffusion-reaction and flow problems (2008)
Roos, H.-G., Zarin, H.: A supercloseness result for the discontinuous Galerkin stabilization of convection-diffusion problems on Shishkin meshes. Numer. Methods Part. Differ. Equ. 23(6), 1560–1576 (2007)
Schwab, C.: p- and hp-Finite Element Methods, Theory and Applications in Solid and Fluid Mechanics, Oxford University Press, Oxford, UK, (1998)
Shih, S.-D., Kellogg, R.B.: Asymptotic analysis of a singular perturbation problem. SIAM J. Math. Anal. 18(5), 1467–1511 (1987)
Stynes, M., Stynes, D.: Convection-diffusion problems, Graduate Studies in Mathematics, vol. 196, American Mathematical Society, Providence, RI; Atlantic Association for Research in the Mathematical Sciences (AARMS), Halifax, NS, An introduction to their analysis and numerical solution (2018)
Xie, Z., Zhang, Z.: Uniform superconvergence analysis of the discontinuous Galerkin method for a singularly perturbed problem in 1-D. Math. Comp. 79(269), 35–45 (2010)
Xie, Z., Zhang, Z., Zhang, Z.: A numerical study of uniform superconvergence of LDG method for solving singularly perturbed problems. J. Comput. Math. 27(2–3), 280–298 (2009)
Zarin, H., Roos, H.-G.: Interior penalty discontinuous approximations of convection-diffusion problems with parabolic layers. Numer. Math. 100(4), 735–759 (2005)
Zhang, J., Stynes, M.: Supercloseness of continuous interior penalty method for convection-diffusion problems with characteristic layers. Comput. Methods Appl. Mech. Engrg. 319, 549–566 (2017)
Zhu, H., Celiker, F.: Nodal superconvergence of the local discontinuous Galerkin method for singularly perturbed problems. J. Comput. Appl. Math. 330, 95–116 (2018)
Zhu, H., Zhang, Z.: Uniform convergence of the LDG method for a singularly perturbed problem with the exponential boundary layer. Math. Comp. 83(286), 635–663 (2014)
Author information
Authors and Affiliations
Corresponding author
Ethics declarations
Conflict of interest
No competing interests.
Additional information
Publisher's Note
Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.
This paper was partly written during a visit by Yao Cheng to Beijing Computational Science Research Center in July 2022. The research of Y. Cheng was supported by NSFC grant 11801396 and Natural Science Foundation of Jiangsu Province grant BK20170374. The research of M. Stynes was partly supported by NSFC grants 12171025 and NSAF-U2230402.
Rights and permissions
Springer Nature or its licensor (e.g. a society or other partner) holds exclusive rights to this article under a publishing agreement with the author(s) or other rightsholder(s); author self-archiving of the accepted manuscript version of this article is solely governed by the terms of such publishing agreement and applicable law.
About this article
Cite this article
Cheng, Y., Stynes, M. The local discontinuous Galerkin method for a singularly perturbed convection–diffusion problem with characteristic and exponential layers. Numer. Math. 154, 283–318 (2023). https://doi.org/10.1007/s00211-023-01361-z
Received:
Revised:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s00211-023-01361-z
Keywords
- Local discontinuous Galerkin method
- Singularly perturbed
- Characteristic layers
- Exponential layer
- Shishkin meshes
- Supercloseness
- Gauss–Radau projection