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An Adaptive Multi-level method for Convection Diffusion Problems

Martine MarionAdeline Mollard — 2010

ESAIM: Mathematical Modelling and Numerical Analysis

In this article we introduce an adaptive multi-level method in space and time for convection diffusion problems. The scheme is based on a multi-level spatial splitting and the use of different time-steps. The temporal discretization relies on the characteristics method. We derive an error estimate and design a corresponding adaptive algorithm. The efficiency of the multi-level method is illustrated by numerical experiments, in particular for a convection-dominated problem.

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