Multilevel Monte Carlo for Random Degenerate Scalar Convection Diffusion Equation

We consider the numerical solution of scalar, nonlinear degenerate convection-diffusion problems with random diffusion coefficient and with random flux functions. Building on recent results on the existence, uniqueness and continuous dependence of weak solutions on data in the deterministic case, we develop a definition of random entropy solution. We establish existence, uniqueness, measurability and integrability results for these random entropy solutions, generalizing \cite{Mishr478,MishSch10a} to possibly degenerate hyperbolic-parabolic problems with random data. We next address the numerical approximation of random entropy solutions, specifically the approximation of the deterministic first and second order statistics. To this end, we consider explicit and implicit time discretization and Finite Difference methods in space, and single as well as Multi-Level Monte-Carlo methods to sample the statistics. We establish convergence rate estimates with respect to the discretization parameters, as well as with respect to the overall work, indicating substantial gains in efficiency are afforded under realistic regularity assumptions by the use of the Multi-Level Monte-Carlo method. Numerical experiments are presented which confirm the theoretical convergence estimates.Comment: 24 Page

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

A trace finite element method for a class of coupled bulk-interface transport problems

In this paper we study a system of advection-diffusion equations in a bulk domain coupled to an advection-diffusion equation on an embedded surface. Such systems of coupled partial differential equations arise in, for example, the modeling of transport and diffusion of surfactants in two-phase flows. The model considered here accounts for adsorption-desorption of the surfactants at a sharp interface between two fluids and their transport and diffusion in both fluid phases and along the interface. The paper gives a well-posedness analysis for the system of bulk-surface equations and introduces a finite element method for its numerical solution. The finite element method is unfitted, i.e., the mesh is not aligned to the interface. The method is based on taking traces of a standard finite element space both on the bulk domains and the embedded surface. The numerical approach allows an implicit definition of the surface as the zero level of a level-set function. Optimal order error estimates are proved for the finite element method both in the bulk-surface energy norm and the $L^2$-norm. The analysis is not restricted to linear finite elements and a piecewise planar reconstruction of the surface, but also covers the discretization with higher order elements and a higher order surface reconstruction

Finite volume schemes for diffusion equations: introduction to and review of modern methods

We present Finite Volume methods for diffusion equations on generic meshes, that received important coverage in the last decade or so. After introducing the main ideas and construction principles of the methods, we review some literature results, focusing on two important properties of schemes (discrete versions of well-known properties of the continuous equation): coercivity and minimum-maximum principles. Coercivity ensures the stability of the method as well as its convergence under assumptions compatible with real-world applications, whereas minimum-maximum principles are crucial in case of strong anisotropy to obtain physically meaningful approximate solutions