Adaptive multistep time discretization and linearization based on a posteriori error estimates for the Richards equation

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• 作者：V. Baron^a ; ^{vincent.baron@u-bordeaux.fr} ; Y. Coudiè ; re^b ; ^{yves.coudiere@inria.fr} ; P. Sochala^c ; ^{p.sochala@brgm.fr}
• 关键词：A posteriori error estimates ; Richards equation ; Discrete duality finite volume scheme ; Backward differentiation formula ; Adaptive algorithm
• 刊名：Applied Numerical Mathematics
• 出版年：2017
• 出版时间：February 2017
• 年：2017
• 卷：112
• 期：Complete
• 页码：104-125
• 全文大小：2053 K
• 卷排序：112

文摘

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.