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A multilevel characteristics method for periodic convection-dominated diffusion problems

✍ Scribed by M. Marion; A. Mollard

Publisher
John Wiley and Sons
Year
2000
Tongue
English
Weight
435 KB
Volume
16
Category
Article
ISSN
0749-159X

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✦ Synopsis

In this article we introduce a multilevel method in space and time for the approximation of a convectiondiffusion equation. The spatial discretization is of pseudo-spectral Fourier type, while the time discretization relies on the characteristics method. The approximate solution is obtained as the sum of two components that are advanced in time using different time-steps. In particular, this requires the introduction of two sets of discretized characteristics curves and of two interpolation operators. We investigate the stability of the scheme and derive some error estimates. They indicate that the high-frequency term can be integrated with a larger time-step. Numerical experiments illustrate the gain in computing time due to the multilevel strategy.

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