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Preprint 2015-020

On the convergence rate of finite difference methods for degenerate convection-diffusion equations in several space dimensions

Kenneth Hvistendahl Karlsen, Nils Henrik Risebro and Erlend Briseid Storrøsten

Abstract: We analyze upwind difference methods for strongly degenerate convection-diffusion equations in several spatial dimensions. We prove that the local $L^1$-error between the exact and numerical solutions is $\mathcal{O}(∆x^{2/(19+d)})$, where $d$ is the spatial dimension and $∆x$ is the grid size. The error estimate is robust with respect to vanishing diffusion effects. The proof makes effective use of specific kinetic formulations of the difference method and the convection-diffusion equation. This paper is a continuation of [24], in which the one-dimensional case was examined using the Kružkov-Carrillo entropy framework.

Reference
[24] K. H. Karlsen, N. H. Risebro, and E. B. Storrøsten. $L^1$ error estimates for difference approximations of degenerate convection-diffusion equations. Math. Comp. 83(290):2717–2762, 2014 [MR3246807].
Paper:
Available as PDF (464 Kbytes).
Author(s):
Kenneth Hvistendahl Karlsen
Nils Henrik Risebro,
Erlend Briseid Storrøsten
Comments:
Updated 2015-09-04.
Submitted by:
; 2015-07-20.