We prove convergence of the discontinuous Galerkin finite element method with polynomials of arbitrary degree q≥0 on general unstructured meshes for scalar conservation laws in multidimensions. We also prove for systems of conservation laws that limits of discontinuous Galerkin finite element solutions satisfy the entropy inequalities of the system related to convex entropies.
Adaptive time-stepping methods based on the Monte Carlo Euler method for weak approximation of Itô stochastic differential equations are developed. The main result is new expansions of the computational error, with computable leading-order term in a posteriori form, based on stochastic flows and discrete dual backward problems. The expansions lead to efficient and accurate computation of error estimates. Adaptive algorithms for either stochastic time steps or deterministic time steps are described. Numerical examples illustrate when stochastic and deterministic adaptive time steps are superior to constant time steps and when adaptive stochastic steps are superior to adaptive deterministic steps. Stochastic time steps use Brownian bridges and require more work for a given number of time steps. Deterministic time steps may yield more time steps but require less work; for example, in the limit of vanishing error tolerance, the ratio of the computational error and its computable estimate tends to 1 with negligible additional work to determine the adaptive deterministic time steps.
Abstract.We extend our previous analysis of streamline diffusion finite element methods for hyperbolic systems of conservation laws to include a shockcapturing term adding artificial viscosity depending on the local absolute value of the residual of the finite element solution and the mesh size. With this term present, we prove a maximum norm bound for finite element solutions of Burgers' equation and thus complete an earlier convergence proof for this equation. We further prove, using entropy variables, that a strong limit of finite element solutions is a weak solution of the system of conservation laws and satisfies the entropy inequality associated with the entropy variables. Results of some numerical experiments for the time-dependent compressible Euler equations in two dimensions are also reported.
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