Stable approximation of the advection-diffusion equation using the invariant measure
For computational scientists solving advection-dominated PDEs, this method offers improved robustness over existing stabilization techniques.
The paper proposes a new numerical method for advection-diffusion equations that is unconditionally stable and more robust than classical stabilization, as demonstrated by numerical tests.
We consider an advection-diffusion equation that is both non-coercive and advection-dominated. We present a possible numerical approach, to our best knowledge new, and based on the invariant measure associated to the original equation. The approach has been summarized in [C. Le Bris, F. Legoll and F. Madiot, C. R. Acad. Sci. Paris, Serie I, vol. 354, 799-803 (2016)]. We show that the approach allows for an unconditionally well-posed finite element approximation. We provide a numerical analysis and a set of comprehensive numerical tests showing that the approach can be stable, as accurate as, and more robust than a classical stabilization approach.