Introduction to discrete functional analysis techniques for the numerical study of diffusion equations with irregular data

We give an introduction to discrete functional analysis techniques for stationary and transient diffusion equations. We show how these techniques are used to establish the convergence of various numerical schemes without assuming non-physical regularity on the data. For simplicity of exposure, we mostly consider linear elliptic equations, and we briefly explain how these techniques can be adapted and extended to non-linear time-dependent meaningful models (Navier--Stokes equations, flows in porous media, etc.). These convergence techniques rely on discrete Sobolev norms and the translation to the discrete setting of functional analysis results

An HMM--ELLAM scheme on generic polygonal meshes for miscible incompressible flows in porous media

We design a numerical approximation of a system of partial differential equations modelling the miscible displacement of a fluid by another in a porous medium. The advective part of the system is discretised using a characteristic method, and the diffusive parts by a finite volume method. The scheme is applicable on generic (possibly non-conforming) meshes as encountered in applications. The main features of our work are the reconstruction of a Darcy velocity, from the discrete pressure fluxes, that enjoys a local consistency property, an analysis of implementation issues faced when tracking, via the characteristic method, distorted cells, and a new treatment of cells near the injection well that accounts better for the conservativity of the injected fluid

Numerical analysis for the pure Neumann control problem using the gradient discretisation method

The article discusses the gradient discretisation method (GDM) for distributed optimal control problems governed by diffusion equation with pure Neumann boundary condition. Using the GDM framework enables to develop an analysis that directly applies to a wide range of numerical schemes, from conforming and non-conforming finite elements, to mixed finite elements, to finite volumes and mimetic finite differences methods. Optimal order error estimates for state, adjoint and control variables for low order schemes are derived under standard regularity assumptions. A novel projection relation between the optimal control and the adjoint variable allows the proof of a super-convergence result for post-processed control. Numerical experiments performed using a modified active set strategy algorithm for conforming, nonconforming and mimetic finite difference methods confirm the theoretical rates of convergence

Gradient Schemes for Linear and Non-linear Elasticity Equations

The Gradient Scheme framework provides a unified analysis setting for many different families of numerical methods for diffusion equations. We show in this paper that the Gradient Scheme framework can be adapted to elasticity equations, and provides error estimates for linear elasticity and convergence results for non-linear elasticity. We also establish that several classical and modern numerical methods for elasticity are embedded in the Gradient Scheme framework, which allows us to obtain convergence results for these methods in cases where the solution does not satisfy the full $H^2$-regularity or for non-linear models

Unified convergence analysis of numerical schemes for a miscible displacement problem

This article performs a unified convergence analysis of a variety of numerical methods for a model of the miscible displacement of one incompressible fluid by another through a porous medium. The unified analysis is enabled through the framework of the gradient discretisation method for diffusion operators on generic grids. We use it to establish a novel convergence result in $L^\infty(0,T; L^2(\Omega))$ of the approximate concentration using minimal regularity assumptions on the solution to the continuous problem. The convection term in the concentration equation is discretised using a centred scheme. We present a variety of numerical tests from the literature, as well as a novel analytical test case. The performance of two schemes are compared on these tests; both are poor in the case of variable viscosity, small diffusion and medium to small time steps. We show that upstreaming is not a good option to recover stable and accurate solutions, and we propose a correction to recover stable and accurate schemes for all time steps and all ranges of diffusion

Gradient schemes: a generic framework for the discretisation of linear, nonlinear and nonlocal elliptic and parabolic equations

International audienceGradient schemes are nonconforming methods written in discrete variational formulation and based on independent approximations of functions and gradients, using the same degrees of freedom. Previous works showed that several well-known methods fall in the framework of gradient schemes. Four properties, namely coercivity, consistency, limit-conformity and compactness, are shown in this paper to be sufficient to prove the convergence of gradient schemes for linear and nonlinear elliptic and parabolic problems, including the case of nonlocal operators arising for example in image processing. We also show that the Hybrid Mixed Mimetic family, which includes in particular the Mimetic Finite Difference schemes, may be seen as gradient schemes meeting these four properties, and therefore converges for the class of above mentioned problems

A unified analysis of elliptic problems with various boundary conditions and their approximation

We design an abstract setting for the approximation in Banach spaces of operators acting in duality. A typical example are the gradient and divergence operators in Lebesgue--Sobolev spaces on a bounded domain. We apply this abstract setting to the numerical approximation of Leray-Lions type problems, which include in particular linear diffusion. The main interest of the abstract setting is to provide a unified convergence analysis that simultaneously covers (i) all usual boundary conditions, (ii) several approximation methods. The considered approximations can be conforming, or not (that is, the approximation functions can belong to the energy space of the problem, or not), and include classical as well as recent numerical schemes. Convergence results and error estimates are given. We finally briefly show how the abstract setting can also be applied to other models, including flows in fractured medium, elasticity equations and diffusion equations on manifolds. A by-product of the analysis is an apparently novel result on the equivalence between general Poincar{\'e} inequalities and the surjectivity of the divergence operator in appropriate spaces

A unified approach to Mimetic Finite Difference, Hybrid Finite Volume and Mixed Finite Volume methods

We investigate the connections between several recent methods for the discretization of anisotropic heterogeneous diffusion operators on general grids. We prove that the Mimetic Finite Difference scheme, the Hybrid Finite Volume scheme and the Mixed Finite Volume scheme are in fact identical up to some slight generalizations. As a consequence, some of the mathematical results obtained for each of the method (such as convergence properties or error estimates) may be extended to the unified common framework. We then focus on the relationships between this unified method and nonconforming Finite Element schemes or Mixed Finite Element schemes, obtaining as a by-product an explicit lifting operator close to the ones used in some theoretical studies of the Mimetic Finite Difference scheme. We also show that for isotropic operators, on particular meshes such as triangular meshes with acute angles, the unified method boils down to the well-known efficient two-point flux Finite Volume scheme

Some abstract error estimates of a finite volume scheme for a nonstationary heat equation on general nonconforming multidimensional spatial meshes

A general class of nonconforming meshes has been recently studied for stationary anisotropic heterogeneous diffusion problems by R. Eymard and coworkers. Thanks to these basic ideas developed for stationary problems, we derive a new discretization scheme in order to approximate the nonstationary heat problem. The unknowns of this scheme are the values at the centre of the control volumes, at some internal interfaces, and at the mesh points of the time discretization. Although the numerical scheme stems from the finite volume method, its formulation is based on the discrete version for the weak formulation defined for the heat problem. We derive error estimates for the solution in discrete norm, and an error estimate for an approximation of the gradient, in a general framework in which the discrete bilinear form is satisfying ellipticity. We prove in particular, that, when the discrete flux is calculated using a stabilized discrete gradient, the convergence order is h+k , where h (resp. k) is the mesh size of the spatial (resp. time) discretization. This estimate is valid under the regularity assumption that the exact solution is twice continuously differentiable in time and space. These error estimates are useful because they allow us to get error estimates for the approximations of the exact solution and its first derivatives

Schémas gradients appliqués à des problèmes elliptiques et paraboliques, linéaires et non-linéaires

The notion of gradient schemes, designed for linear and nonlinear elliptic and parabolic problems has the benefit of providing common convergence and error estimates results, which hold for a wide variety of numerical methods (finite element methods, nonconforming and mixed finite element methods, hybrid and mixed mimetic finite difference methods ...). Checking a minimal set of properties for a given numerical method suffices to prove that it belongs to the gradient schemes framework, and therefore that it is convergent on the different problems studied here. The study of the Stefan problem, the incompressible Stokes one and also the incompressible Navier-Stokes equations are presented in this thesis, where each one gets a convergence theorem set up with the gradient schemes framework. For Stokes and Navier-Stokes, we both provide the proof for the steady and the transient case dealing with some variational hypotheses which bring different convergence results. Finally, we also present four methods (Taylor-Hood, Crouzeix-Raviart, Marker-and-Cell, Hybrid Mixed Mimetic) for these two problems and we check that they enter in the gradient schemes frameworkLa notion de schémas gradients, conçue pour les équations elliptiques et paraboliques, linéaires et non-linéaires a l'avantage de fournir des résultats de convergence et d'estimations d'erreur valables pour de nombreuses familles de méthodes numériques (éléments finis conformes et non-conformes, éléments finis mixtes, différences finies ...). Vérifier un ensemble restreint de propriétés suffit pour prouver qu'une méthode numérique donnée rentre dans le cadre de travail des schémas gradients et donc qu'elle sera convergente sur les différents problèmes traités. L'étude du problème de Stefan, celle du problème de Stokes incompressible, ainsi que celle des équations de Navier-Stokes incompressibles sont présentées dans cette thèse, chacune présentant un théorème de convergence établi à l'aide des schémas gradients. Pour Stokes et Navier-Stokes, nous donnerons une preuve de convergence pour les cas stationnaires et transitoires en modifiant certaines hypothèses ce qui aura comme effet de trouver des résultats de convergence différents. Finalement, nous présentons également quatre méthodes (Taylor-Hood, Crouzeix-Raviart, Marker-and-Cell, Hybrid Mixed Mimetic) pour ces deux problèmes et nous vérifions qu'elles rentrent bien dans le cadre des schémas gradient