Construction and Convergence Study of Schemes Preserving the Elliptic Local Maximum Principle

  • Authors:
  • Jérôme Droniou;Christophe Le Potier

  • Affiliations:
  • droniou@math.univ-montp2.fr;clepotier@cea.fr

  • Venue:
  • SIAM Journal on Numerical Analysis
  • Year:
  • 2011

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Abstract

We present a method to approximate (in any space dimension) diffusion equations with schemes having a specific structure; this structure ensures that the discrete local maximum and minimum principles are respected, and that no spurious oscillations appear in the solutions. When applied in a transient setting on models of concentration equations, it guaranties in particular that the approximate solutions stay between the physical bounds. We make a theoretical study of the constructed schemes, proving under a coercivity assumption that their solutions converge to the solution of the PDE. Several numerical results are also provided; they help us understand how the parameters of the method should be chosen. These results also show the practical efficiency of the method, even when applied to complex models.