Semi-Lagrangian discontinuous Galerkin schemes for some first and second-order partial differential equations
Résumé
Explicit, unconditionally stable, high-order schemes for the approximation of some first- and
second-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-dimensional
PDEs. For second-order PDEs the idea of the scheme
is 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.
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