Stable approximation of the advection-diffusion equation using the invariant measure

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 [12]. 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.