Stability of explicit one-step methods for P1-finite element approximation of linear diffusion equations on anisotropic meshes

We study the stability of explicit one-step integration schemes for the linear finite element approximation of linear parabolic equations. The derived bound on the largest permissible time step is tight for any mesh and any diffusion matrix within a factor of $2(d+1)$, where $d$ is the spatial dimension. Both full mass matrix and mass lumping are considered. The bound reveals that the stability condition is affected by two factors. The first one depends on the number of mesh elements and corresponds to the classic bound for the Laplace operator on a uniform mesh. The other factor reflects the effects of the interplay of the mesh geometry and the diffusion matrix. It is shown that it is not the mesh geometry itself but the mesh geometry in relation to the diffusion matrix that is crucial to the stability of explicit methods. When the mesh is uniform in the metric specified by the inverse of the diffusion matrix, the stability condition is comparable to the situation with the Laplace operator on a uniform mesh. Numerical results are presented to verify the theoretical findings.Comment: Revised WIAS Preprin

Efficient Resolution of Anisotropic Structures

We highlight some recent new delevelopments concerning the sparse representation of possibly high-dimensional functions exhibiting strong anisotropic features and low regularity in isotropic Sobolev or Besov scales. Specifically, we focus on the solution of transport equations which exhibit propagation of singularities where, additionally, high-dimensionality enters when the convection field, and hence the solutions, depend on parameters varying over some compact set. Important constituents of our approach are directionally adaptive discretization concepts motivated by compactly supported shearlet systems, and well-conditioned stable variational formulations that support trial spaces with anisotropic refinements with arbitrary directionalities. We prove that they provide tight error-residual relations which are used to contrive rigorously founded adaptive refinement schemes which converge in $L_2$. Moreover, in the context of parameter dependent problems we discuss two approaches serving different purposes and working under different regularity assumptions. For frequent query problems, making essential use of the novel well-conditioned variational formulations, a new Reduced Basis Method is outlined which exhibits a certain rate-optimal performance for indefinite, unsymmetric or singularly perturbed problems. For the radiative transfer problem with scattering a sparse tensor method is presented which mitigates or even overcomes the curse of dimensionality under suitable (so far still isotropic) regularity assumptions. Numerical examples for both methods illustrate the theoretical findings

Energy-corrected FEM and explicit time-stepping for parabolic problems

The presence of corners in the computational domain, in general, reduces the regularity of solutions of parabolic problems and diminishes the convergence properties of the finite element approximation introducing a so-called "pollution effect". Standard remedies based on mesh refinement around the singular corner result in very restrictive stability requirements on the time-step size when explicit time integration is applied. In this article, we introduce and analyse the energy-corrected finite element method for parabolic problems, which works on quasi-uniform meshes, and, based on it, create fast explicit time discretisation. We illustrate these results with extensive numerical investigations not only confirming the theoretical results but also showing the flexibility of the method, which can be applied in the presence of multiple singular corners and a three-dimensional setting. We also propose a fast explicit time-stepping scheme based on a piecewise cubic energy-corrected discretisation in space completed with mass-lumping techniques and numerically verify its efficiency