A nodally bound-preserving finite element method for time-dependent convection–diffusion equations

Abstract

This paper presents a new method to approximate the time-dependent convection–diffusion equations using conforming finite element methods, ensuring that the discrete solution respects the physical bounds imposed by the differential equation. The method is built by defining, at each time step, a convex set of admissible finite element functions (that is, the ones that satisfy the global bounds at their degrees of freedom) and seeks for a discrete solution in this admissible set. A family of $\theta$-schemes is used as time integrators, and well-posedness of the discrete schemes is proven for the whole family, but stability and optimal-order error estimates are proven for the implicit Euler scheme. Nevertheless, our numerical experiments show that the method also provides stable and optimally-convergent solutions when the Crank–Nicolson method is used.