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The one-dimensional SUPG parameter is positive and bounded

Statement

Let s>0 and define m(s):=coth⁡s−1/s and c∗:=min⁡{(3sinh⁡1)−1,coth⁡1−1}>0. Then c∗min⁡{s,1}≤m(s)<1,m(s)≤s/2. Consequently, for the parameter in One-dimensional residual SUPG form with the exact cell parameter, 0<c∗2min⁡{h22ϵ,h∣b∣}≤τ<h2∣b∣,τ≤h28ϵ.

Facts & Assumptions

Given: s>0, ϵ>0, b≠0, h>0, and Pe=∣b∣h/(2ϵ).

[F1]

One-dimensional stationary convection–diffusion model and uniform P1 space: Pe>0 is the dimensionless parameter ∣b∣h/(2ϵ).

[F2]

One-dimensional residual SUPG form with the exact cell parameter: τ=h(2∣b∣)−1m(Pe).

Proof

1.1givenalgebra

Put q(s)=scosh⁡s−sinh⁡s. Then q(0)=0 and q′(s)=ssinh⁡s>0 for s>0, so q(s)>0 and m(s)=q(s)/(ssinh⁡s)>0.

2.1step 1.1algebra

The identity coth⁡s−1=2/(e2s−1) and e2s−1=∫02set dt>2s give m(s)<1.

2.2step 1.1algebra

For 0<s≤1, q(s)=∫0stsinh⁡t dt≥s3/3. The function sinh⁡s/s is increasing because its derivative is q(s)/s2>0, hence sinh⁡s≤ssinh⁡1 on this range. Therefore m(s)≥s/(3sinh⁡1). For every s>0, monotonicity of sinh⁡ also gives q(s)≤sinh⁡(s)∫0st dt=s2sinh⁡(s)/2, whence m(s)≤s/2.

3.1F1F2step 2.2algebra∎

Since sinh⁡s>s for s>0, m′(s)=s−2−(sinh⁡s)−2>0. Thus for s≥1, m(s)≥m(1)=coth⁡1−1. Together with step 2.2 this proves the two-sided bound. Substituting s=Pe into [F2] gives the stated lower and first upper bounds on τ, using h(2∣b∣)−1min⁡{Pe,1}=12min⁡{h2/(2ϵ),h/∣b∣}. The last upper bound follows from m(Pe)≤Pe/2.

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