A Family of ELLAM Schemes for Advection-Diffusion-Reaction Equations and Their Convergence Analyses

Abstract

A family of ELLAM (Eulerian-Lagrangian localized adjoint method) schemes is developed and analyzed for linear advection-diffusion-reaction transport partial differential equations with any combination of inflow and outflow Dirichlet, Neumann, or flux boundary conditions. The formulation uses space-time finite elements, with edges oriented along Lagrangian flow paths, in a time-stepping procedure, where space-time test functions are chosen to satisfy a local adjoint condition. This allows Eulerian-Lagrangian concepts to be applied in a systematic mass-conservative manner, yielding numerical schemes defined at each discrete time level. Optimal-order error estimates and superconvergence results are derived. Numerical experiments are performed to verify the theoretical estimates. © 1998 John Wiley & Sons, Inc.