Adaptive multistep time discretization and linearization based on a posteriori error estimates for the Richards equation
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en
Article de revue
Este ítem está publicado en
Applied Numerical Mathematics. 2017-02, vol. 112, p. 104-125
Elsevier
Resumen en inglés
We derive some a posteriori error estimates for the Richards equation. This parabolic equation is nonlinear in space and in time, thus its resolution requires fixed-point iterations within each time step. We measure the ...Leer más >
We derive some a posteriori error estimates for the Richards equation. This parabolic equation is nonlinear in space and in time, thus its resolution requires fixed-point iterations within each time step. We measure the approximation error with the dual norm of the residual. A computable upper bound of this error consists of several estimators involving adequate reconstructions based on the degrees of freedom of the scheme. The space and time reconstructions are specified for a two-step backward differentiation formula and a discrete duality finite volume scheme. Our strategy to decrease the computational cost relies on an aggregation of the estimators in three components: space discretization, time discretization, and linearization. We propose an algorithm to stop the fixed-point iterations after the linearization error becomes negligible, and to choose the time step in order to balance the time and space errors. We analyze the influence of the parameters of this algorithm on three test cases and quantify the gain obtained in comparison with a classical simulation.< Leer menos
Palabras clave en inglés
A posteriori error estimates
Richards equation
Discrete duality finite volume scheme
Backward differentiation formula
Adaptive algorithm
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