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A Stabilized Finite Element Method for

Advection–Diffusion Equations on Surfaces∗

Maxim A. Olshanskii∗, Arnold Reusken†, and Xianmin Xu†‡

Bericht Nr. 344 August 2012

Key words: surface PDE, finite element method, transport equations, advection–diffusion equation, SUPG stabilization

AMS Subject Classifications: 58J32, 65N12, 65N30, 76D45, 76T99

Institut für Geometrie und Praktische Mathematik

RWTH Aachen

Templergraben 55, D–52056 Aachen (Germany)

∗ Department of Mathematics, University of Houston, Houston, Texas 77204–3008 and Department of Mechanics and Mathematics, Moscow State University, Moscow, Russia, 119899 (Maxim.Olshanskii@mtu-net.ru).

† Institut für Geometrie und Praktische Mathematik, RWTH Aachen University, D–52056 Aachen, Germany (reusken@igpm.rwth-aachen.de, xu@igpm.rwth-aachen.de).

‡ LSEC, Institute of Computational Mathematics and Scientific/ Engineering Computing, NCMIS, AMSS, Chinese Academy of Sciences, Beijing 100190, China

A STABILIZED FINITE ELEMENT METHOD FOR ADVECTION-DIFFUSION EQUATIONS ON SURFACES∗

MAXIM A. OLSHANSKII∗, ARNOLD REUSKEN† , AND XIANMIN XU†‡

Abstract. A recently developed Eulerian finite element method is applied to solve advection- diffusion equations posed on hypersurfaces. When transport processes on a surface dominate over diffusion, finite element methods tend to be unstable unless the mesh is sufficiently fine. The paper introduces a stabilized finite element formulation based on the SUPG technique. An error analysis of the method is given. Results of numerical experiments are presented that illustrate the performance of the stabilized method.

Key words. surface PDE, finite element method, transport equations, advection-diffusion equation, SUPG stabilization

AMS subject classifications. 58J32, 65N12, 65N30, 76D45, 76T99

1. Introduction. Mathematical models involving partial differential equations posed on hypersurfaces occur in many applications. Often surface equations are cou- pled with other equations that are formulated in a (fixed) domain which contains the surface. This happens, for example, in common models of multiphase fluids dynam- ics if one takes so-called surface active agents into account [1]. In this application, depending on the bulk flow, interface processes may be dominated by transport phe- nomena, resulting in advection-diffusion equations on the surface with dominating advection terms. The surface may evolve in time and be available only implicitly (for example, as a zero level of a level set function).

It is well known that finite element discretization methods for advection-diffusion problems need an additional stabilization mechanism, unless the mesh size is suffi- ciently small to resolve boundary and internal layers in the solution of the differential equation. For the planar case, this topic has been extensively studied in the literature and a variety of stabilization methods has been developed, see, e.g., [2]. We are, how- ever, not aware of any studies of stable finite element methods for advection-diffusion equations posed on surfaces.

In the past decade the study of numerical methods for PDEs on surfaces has been a rapidly growing research area. The development of finite element methods for solv- ing elliptic equations on surfaces can be traced back to the paper [3], which considers a piecewise polygonal surface and uses a finite element space on a triangulation of this discrete surface. This approach has been further analyzed and extended in several directions, see, e.g., [4] and the references therein. Another approach has been intro- duced in [5] and builds on the ideas of [6]. The method in that paper applies to cases in which the surface is given implicitly by some level set function and the key idea is to solve the partial differential equation on a narrow band around the surface. Unfitted finite element spaces on this narrow band are used for discretization. Another surface finite element method based on an outer (bulk) mesh has been introduced in [7] and

∗Department of Mathematics, University of Houston, Houston, Texas 77204-3008 and De- partment of Mechanics and Mathematics, Moscow State University, Moscow, Russia, 119899 (Maxim.Olshanskii@mtu-net.ru).

†Institut für Geometrie und Praktische Mathematik, RWTH-Aachen University, D-52056 Aachen, Germany (reusken@igpm.rwth-aachen.de,xu@igpm.rwth-aachen.de).

‡LSEC, Institute of Computational Mathematics and Scientific/Engineering Computing, NCMIS, AMSS, Chinese Academy of Sciences, Beijing 100190, China

1

2 M. A. OLSHANSKII, A. REUSKEN, AND X. XU

further studied in [8, 9]. The main idea of this method is to use finite element spaces that are induced by triangulations of an outer domain to discretize the partial differ- ential equation on the surface by considering traces of the bulk finite element space on the surface, instead of extending the PDE off the surface, as in [6, 5]. The method is particularly suitable for problems in which the surface is given implicitly by a level set or VOF function and in which there is a coupling with a differential equation in a fixed outer domain. If in such problems one uses finite element techniques for the discetization of equations in the outer domain, this setting immediately results in an easy to implement discretization method for the surface equation. The approach does not require additional surface elements.

In this paper we reconsider the volume mesh finite element method from [7] and study a new aspect, that has not been studied in the literature so far, namely the stabilization of advection-dominated problems. We restrict ourselves to the case of a stationary surface. To stabilize the discrete problem for the case of large mesh Peclet numbers, we introduce a surface variant of the SUPG method. For a class of stationary advection-diffusion equation an error analysis is presented. Although the convergence of the method is studied using a SUPG norm similar to the planar case [2], the analysis is not standard and contains new ingredients: Some new approximation properties for the traces of finite elements are needed and geometric errors require special control. The main theoretical result is given in Theorem 3.10. It yields an error estimate in the SUPG norm which is almost robust in the sense that the dependence on the Peclet number is mild. This dependence is due to some insufficiently controlled geometric errors, as will be explained in section 3.7.

The remainder of the paper is organized as follows. In section 2, we recall equa- tions for transport-diffusion processes on surfaces and present the stabilized finite element method. Section 3 contains the theoretical results of the paper concern- ing the approximation properties of the finite element space and discretization error bounds for the finite element method. Finally, in section 4 results of numerical experi- ments are given for both stationary and time-dependent advection-dominated surface transport-diffusion equations, which show that the stabilization performs well and that numerical results are consistent with what is expected from the SUPG method in the planar case.

2. Advection-diffusion equations on surfaces. Let Ω be an open domain in R3 and Γ be a connected C2 compact hyper-surface contained in Ω. For a sufficiently smooth function g : Ω → R the tangential derivative at Γ is defined by

∇Γg = ∇g − (∇g · nΓ)nΓ, (2.1)

where nΓ denotes the unit normal to Γ. Denote by ∆Γ the Laplace-Beltrami operator on Γ. Let w : Ω → R3 be a given divergence-free (divw = 0) velocity field in Ω. If the surface Γ evolves with a normal velocity of w · nΓ, then the conservation of a scalar quantity u with a diffusive flux on Γ(t) leads to the surface PDE:

u̇+ (divΓ w)u− ε∆Γu = 0 on Γ(t), (2.2)

where u̇ denotes the advective material derivative, ε is the diffusion coefficient. In [10] the problem (2.2) was shown to be well-posed in a suitable weak sense.

In this paper, we study a finite element method for an advection-dominated prob- lem on a steady surface. Therefore, we assume w · nΓ = 0, i.e. the advection velocity is everywhere tangential to the surface. This and divw = 0 implies divΓ w = 0, and

A FEM FOR ADVECTION-DIFFUSION EQUATIONS ON SURFACES 3

the surface advection-diffusion equation takes the form:

ut +w · ∇Γu− ε∆Γu = 0 on Γ. (2.3)

Although the methodology and numerical examples of the paper are applied to the equations (2.3), the error analysis will be presented for the stationary problem

−ε∆Γu+w · ∇Γu+ c(x)u = f on Γ, (2.4)

with f ∈ L2(Γ) and c(x) ≥ 0. To simplify the presentation we assume c(·) to be constant, i.e. c(x) = c ≥ 0. The analysis, however, also applies to non-constant c, cf. section 3.7. Note that (2.3) and (2.4) can be written in intrinsic surface quantities, since w · ∇Γu = wΓ · ∇Γu, with the tangential velocity wΓ = w − (w · nΓ)nΓ. We assume wΓ ∈ H1,∞(Γ) ∩ L∞(Γ) and scale the equation so that ∥wΓ∥L∞(Γ) = 1 holds. Furthermore, since we are interested in the advection-dominated case we take ε ∈ (0, 1]. Introduce the bilinear form and the functional:

a(u, v) := ε

∫ Γ

∇Γu · ∇Γv ds+ ∫ Γ

(w · ∇Γu)v ds+ ∫ Γ

c uv ds,

f(v) :=

∫ Γ

fv ds.

The weak formulation of (2.4) is as follows: Find u ∈ V such that

a(u, v) = f(v) ∀v ∈ V, (2.5)

with

V =

{ {v ∈ H1(Γ) |

∫ Γ v ds = 0} if c = 0,

H1(Γ) if c >