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Overlarge streamline stabilization suppresses a two-cell solution

Example

Use ϵ=b=1, f=1, homogeneous endpoint values, and one interior P1 degree of freedom on the two-cell mesh h=1/2. Replace the exact parameter τ by the deliberately oversized value τ~=Mτ, M>0. The discrete midpoint value tends to zero as M→∞, while the exact midpoint value is fixed and positive.

Facts & Assumptions

Given: The one-dimensional SUPG form, the two-cell homogeneous P1 space, ϵ=b=1, f=1, and the modified parameter τ~=Mτ.

[F1]

One-dimensional stationary convection–diffusion model and uniform P1 space: the continuous problem is −u′′+u′=1 on (0,1) with u(0)=u(1)=0.

[F2]

One-dimensional residual SUPG form with the exact cell parameter: the stabilized diffusion coefficient in the P1 bilinear form is ϵ+τ~b2, and the stabilization load is ∑Kτ~(f,bϕ′)K.

[F3]

The one-dimensional SUPG parameter is positive and bounded: the reference parameter τ is strictly positive.

Verification

1.1F1givenalgebra

The function u(x)=x−(ex−1)/(e−1) satisfies the endpoint conditions. Its derivatives are u′=1−ex/(e−1) and u′′=−ex/(e−1), so −u′′+u′=1. Hence u(1/2)=u∗:=1/2−1/(e+1)>0.

1.2F2givenalgebra

Let ϕ be the midpoint hat function and U its coefficient. Its derivative is 2 on the left cell and −2 on the right. Thus ∫01∣ϕ′∣2dx=4, ∫01ϕ′ϕ dx=12[ϕ2]01=0, and ∫01ϕ dx=1/2. Also ∫01ϕ′ dx=ϕ(1)−ϕ(0)=0, so the stabilization load vanishes. The single discrete equation is therefore 4(1+Mτ)U=1/2, so U=1/[8(1+Mτ)].

2.1F3step 1.1step 1.2algebra∎

Since τ>0 by [F3], U→0 as M→∞, whereas the exact value u∗>0 from step 1.1 is fixed. In particular, every M satisfying Mτ>1/(4u∗)−1 gives U<u∗/2. Oversizing the parameter can therefore smear this discrete solution.

Depends on

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