Multilevel a posteriori error analysis for reaction—convection—diffusion problems

  • Authors:
  • Stefano Berrone;Claudio Canuto

  • Affiliations:
  • Dipartimento di Matematica, Politecnico di Torino, Corso Duca degli Abruzzi 24, 10129 Torino, Italy;Dipartimento di Matematica, Politecnico di Torino, Corso Duca degli Abruzzi 24, 10129 Torino, Italy

  • Venue:
  • Applied Numerical Mathematics
  • Year:
  • 2004

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Abstract

We present a new approach to the a posteriori error analysis of stable Galerkin approximations of reaction-convection-diffusion problems. It relies upon a non-standard variational formulation of the exact problem, based on the anisotropic wavelet decomposition of the equation residual into convection-dominated scales and diffusion-dominated scales. The associated norm, which is stronger than the standard energy norm, provides a robust (i.e., uniform in the convection limit) control over the streamline derivative of the solution. We propose an upper estimator and a lower estimator of the error, in this norm, between the exact solution and any finite dimensional approximation of it. We investigate the behaviour of such estimators, both theoretically and through numerical experiments. As an output of our analysis, we find that the lower estimator is quantitatively accurate and robust.