2005a), ‘On the convergence of a general class of

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ONTHECONVERGENCEOFAGENERALCLASSOFFINITEVOLUMEMETHODSHOLGERWENDLANDAbstract.Inthispaperweinvestigatenumericalmethodsforsolvinghyperbolicconservationlawsbasedon nitevolumesandoptimalrecovery.ThesemethodscanforexamplebeappliedincertainENOschemes.Theirapproximationpropertiesdependinparticularonthereconstructionfromcellaverages.Hence,thispaperisdevotedtoproveconvergenceresultsforsuchreconstructionprocessesfromcellaverages.Keywords.optimalrecovery, nitevolumes,positivede nitekernels,approximationordersAMSsubjectclassi cations.65M2065M1541A301.Introduction.Finitevolumemethodsarewell-establishedtoolsforsolvinghyperbolicconservationlawsoftheform@@tu+dX`=1@@x`f`(u)=0(1.1)numerically.Here,u:Rd[0;1)!Rnisthevector-valuedsolutioncontainingthequantitytobeconservedwhilef`:Rn!Rndenotetheso-calleduxfunctions.Fordiscretizinginspace, nitevolumemethodsusecellaverageinformation.Tobemoreprecise,fora xedtimesuchcellaveragesareemployedtoreconstructtheunknownfunctionuapproximately.Foragoodreconstructioninregionswherethesolutionof(1.1)isknownorexpectedtobesmoothahigherorderreconstructionschemeisdesirable.Hence,suchhighorderschemescurrentlyformamajorresearchdirectioninthetheoryof nitevolumes.The rsthigherorderreconstructionschemesemployed,werebasedonpolyno-mialsandsu eredfromthetypicalbehaviorofmultivariatepolynomials,suchasoscillationandill-conditioning.Inaseriesofpapers[4,9,10,11],Sonarproposedtoemployoptimalrecoverybasedonconditionallypositivede nitekernelsinstead.Hisnumericalexamplesindi-catethattheserecoveryprocessesindeedleadtohigherorderschemes.Nonetheless,uptonowtherehasnomathematicalproofbeengivenforthisobservation.In[11],heconcludedwith\[...]nearlynothingisknownaboutapproximationordersinthecaseofrecoveryfromcellaveragedata.[...]Atthemoment,however,wearefacedwiththefactthatimportanttheoreticalresultsaremissinginthisareaofresearch.\Itisthegoalofthispaperto llthistheoreticalgapandtoshowthattherecoveryprocesscanleadtoarbitraryhighorders,providedthetargetfunctionuissucientlysmoothandthecorrect(conditionally)positivede nitekernelisemployed.However,sinceouranalysisisbaseduponapproximationpropertiesofpolynomi-als,ourproofwillneedslightlylargerstencilsthanthoseproposedbySonar.Ontheotherhand,sincethe\correctselectionofstencilsisstillunderinvestigation,ourresultsmightalsocontributetothisproblem.Moreover,theresultswewillachievearenotrestrictedto(conditionally)positivede nitekernelsatall.Onthecontrary,theywillworkforeveryinterpolatoryandInstitutfurNumerischeundAngewandteMathematik,UniversitatGottingen,Lotzestr.16-18,D-37083Gottingen,Germanywendland@math.uni-goettingen.de12H.Wendlandstablereconstructionprocess.Finally,ourresultsareestablishedforanarbitraryspacedimension.Thispaperisorganizedasfollows.Intherestofthesectionwewillintroducesomegeneralnotationswewillneedtostateourconvergenceresults.Thenextsectionisdevotedtoashortreviewon nitevolumeandENO(essentiallynonoscillatory)schemes.Thethirdsectiondescribeshowsuchschemescanbederivedusingoptimalrecovery.Thefourthsectionisthemainsectionwhereweprovideourerroranalysis.Inthe nalsectionwetakeaspeciallookatthin-platesplineapproximation,whichisoneofthemostpopularreconstructionmethodsinthiscontext.FornumericalexampleswereferthereadertothepreviouslymentionedpapersbySonar.WewillestablishourerrorestimatesusingavarietyofSobolevspaces,whichwewanttointroducenow.LetRdbeadomain.Fork2N0,and1p1,wede netheSobolevspacesWkp()toconsistofalluwithdistributionalderivativesD u2Lp(),j jk.Associatedwiththesespacesarethe(semi-)normsjujWkp()=0@Xj j=kkD ukpLp()1A1=pandkukWkp()=0@Xj jkkD ukpLp()1A1=p:Thecasep=1isde nedintheobviousway:jujWkp()=supj j=kkD ukL1()andkukWk1()=supj jkkD ukL1()WewillalsobedealingwithfractionalorderSobolevspaces.Let1p1,k2N0,and0s1.Wede nethefractionalorderSobolevspacesWk+sp()tobealluforwhichthefollowing(semi-)normsare nite:jujWk+sp():=0@Xj j=kZZjD u(x)D u(y)jpkxykd+ps2dxdy1A1=p;kukWk+sp():=kukpWkp()+jujpWk+sp()1=p:2.FiniteVolumeandENOSchemes.Finitevolumeschemesintroduceweaksolutionsto(1.1)inthefollowingsense.IfVRdisanarbitrarycompact,smallre-gion,calledthecontrolvolume,thenuhastosatisfytheweakformoftheconservationlaw(1.1)intheformddtZVu(x;t)dx=Z@VdX`=1f`(u(x;t))`(x)dS;(2.1)where(x)denotestheouternormalvectortotheboundary@V.Thisformof(1.1)oftendirectlyresultsfromthephysicalconservationlawandistheninacertainsenseevenmorenaturalthan(1.1).Toconvert(2.1)intoanumericalprocedure,theregionRdofinterestissubdividedintonon-overlappingsubregionsTh=fVjg,i.e.=N[j=1Vj;ConvergenceofFiniteVolumeMethods3wheretheVjaresimpliceshavingsizeO(h).Then,(2.1)canobviouslyberewrittenusingthecellaveragesj(u)(t):=uj(t)=1jVjjZVju(x;t)dx;1jN:Moreover,ifNjdenotesthesetoftheneighboringsimplicestothesimplexVj2Th,wehave:ddtj(u)(t)=1jVjjXV2NjZ@V\@VjdX`=1f`(u)(V)`dS;where(V)denotestheouterunitnormalvectortotheboundaryface@V\@VjofV.IftheuxisreplacedbyanumericaluxfunctionoranapproximateRiemannsolverH:RnRnRd!Rn,satisfyingH(u;u;)=dX`=1f`(u)`;andiftheintegrationontheboundaryhyperplane@V\@Vjisreplacedby

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