Report 1997-05

An hp Finite Element Method for convection-diffusion problems

J.M. Melenk and C. Schwab

Abstract: We analyze an hp FEM for convection-diffusion problems. Stability is achieved by suitably upwinded test functions, generalizing the classical $\alpha$-quadratically upwinded and the Hemker test-functions for piecewise linear trial spaces (see, e.g., [12] and the references there). The method is proved to be stable independently of the viscosity. Further, the stability is shown to depend only weakly on the spectral order. We show how sufficiently accurate, approximate upwinded test functions can be computed on each element by a local least squares FEM. Under the assumption of analyticity of the input data, we prove robust exponential convergence of the method. Numerical experiments confirm our convergence estimates and show robust exponential convergence of the hp-FEM even for viscosities of the order of machine precision, i.e., for the limiting transport problem.

Paper: Available as PostScript (566 KB) or as hardcopy to order reports@sam.math.ethz.ch.

Publishing information: IMA J. Numer. Anal., 19 (1999), 425-453