Space and time high-order meshfree methods

for convection dominated problems

Antonio HUERTA and Sonia FERNÁNDEZ-MÉNDEZ

Departamento de Matemática Aplicada III
E.T.S. Ingenieros de Caminos
Universitat Politècnica de Catalunya, Barcelona, Spain
e-mail: antonio.huerta@upc.es, web page: www-lacan.upc.es

Abstract
The behavior of high-order time stepping methods combined with meshfree meth-
ods is studied for the transient convection-diffusion equation. Particle methods,
such as the Element-Free Galerkin method, allow to easily increase the order of
consistency, and thus, to formulate high-order schemes in space and time. More-
over, second derivatives of the EFG shape functions are well defined, even for
linear interpolation, and thus consistent stabilization schemes can be considered
without loss in the convergence rates.

Keywords: Meshless methods, finite elements, convection-diffusion, time step-

ping schemes, least squares, Streamline-Upwind Petrov-Galerkin.

1 Introduction
A great deal of effort has been devoted in recent years to the development of
finite element methods for the numerical approximation of transient convection-
diffusion problems. It is well known that the standard Galerkin formulation is
not ideally suited to deal with the spatial discretization of convection dominated
problems [1, 2]. Thus spatial stabilization techniques are necessary to introduce
suitable amount of numerical dissipation in the presence of internal or boundary
layers. In truly transient problems, another equally important aspect is to ensure an
adequate coupling between the spatial approximation and the time discretization.
As noted in [3], it has been shown that the combination of a standard Galerkin
spatial discretization with classical second order accurate time stepping schemes,
such as Lax-Wendroff and Crank-Nicolson methods, fails to produce satisfactory
numerical results when convection dominates de transport process. In [3, 4, 5]
high-order A-stable implicit time stepping schemes combined with classical sta-

1
bilization techniques are proposed in the framework of the finite element method.
In this paper the methodology proposed in [4] is considered. It proposes to
perform the time discretization before de spatial one, in order to adapt the stan-
dard stabilization techniques to implicit multi-stage time stepping algorithms. In
section 2 the Galerkin formulation, and the least-squares [6] and the Stream-line
Petrov-Galerkin [7, 8] stabilized formulations are considered in combination with
two different multi-stage implicit methods of second and fourth order to solve the
transient convection-difussion equation with finite elements. In section 5, a 1D
numerical example allows to analyze the converge in time for the recalled formu-
lations with finite elements. The numerical experiments agree with the conclu-
sions derived from the section 2: when linear finite elements are used to discretize
the stabilized formulations, the lack of consistency due to neglected terms (terms
with second order spatial derivatives) may degrade the convergence rates of the
time integration scheme. In order to keep the high-order convergence rates (a) the
intrinsic time  should be designed for each time integration scheme or (b) flux
jump terms across the element boundaries should be taken into account [8].
This paper proposes to perform the spatial discretization using meshfree meth-
ods, such as the EFG method [9]. The meshfree interpolation space is a subset
of H2 (
) and thus, the standard stabilization techniques can be particularized in
H2(
). Second order space derivatives of the interpolation are well defined in
all the domain, there are not neglected terms in the weak form and the conver-
gence rates of the high-order time integration schemes are preserved. Moreover,
in EFG the order of the space discretization can be increased in a simple way.
With a meshfree intepolation, space and time high-order consistent stabilized for-
mulations are easily defined and implemented. In section 4, some basic notions
on meshfree methods are recalled, in order to introduce the notation and to be
able to define stabilized formulations. Section 5 is devoted to the analysis of the
convergence in time and the comparison with finite element results. Finally, nu-
merical examples with meshless interpolation are shown in section 6 in order to
illustrate the importance of time accurate computations and the need of stabilized
formulations in the resolution of the transient convection-diffusion equation.

2 problem statement: the transient convection-diffusion

equation

ax
We are concerned with an accurate solution of the following transient convection-
diffusion boundary value problem with constant: “Given the velocity field ( ),
x
the constant diffusion coefficient  and the source term s( ; t), and the necessary

2
initial and boundary conditions, find u( x; t) such that verifies
ut + a
ru  r2 u = s in
 (0; T ); (1)

and the initial and boundary conditions” Symbolically the partial differential equa-
tion (1) may be rewritten as

ut + L(u) = s; (2)
where the spatial differential operator is defined as

L := a
r  r2 : (3)

The numerical solution of such a problem clearly involves a double discretization

process, that is, time discretization and space discretization.

3 Time and space discretization

In these paper, the methodology proposed in [4] is considered: (1) multi-stage
time stepping schemes of high accuracy are used and (2) time discretization pre-
cedes spatial discretization. The objective is to stabilize the equations and, conse-
quently, time discretization must be performed first.

3.1 Time discretization

For illustration proposes, only two implicit multi-stage methods are presented. A
more complete presentation can be found in [3]. These schemes can be written in
incremental form as

u Wu w
t = unt; (4)

t
u
where the unknown
2 R n stg is a vector whose dimension is the number of
u u
stages, nstg . The vector
t is the partial derivative of
with respect to time.
The time derivatives in (4) are replaced by spatial derivatives using the original
differential equation (2):

u WL(
u) = w [s L(u )] + W
s
+ n n
(5)

t
The precise definition of
u,
s, w and W depends on each particular method:
Second order Padé approximation: R11
u

= un+1 un; s

= sn+1 sn ;
W = 12 w= 1: (6)

3
Note that in this case nstg = 1 and the vectors and matrix in (4) become scalars.
In fact, this scheme corresponds to the well known Crank-Nicolson time stepping
scheme.
Fourth order Padé approximation: R22
   
u un+ un s sn+ sn
1 1

; ;
2 2

=
=
un+1 un+ sn+1 sn+
1 1
2 2

    (7)
W 1 7 1
= 24 13 5 ; w 1
=2 1 :
1

The R11 and R22 schemes are in fact implicit Runge-Kutta methods based on the
Lobatto IIIA quadrature. For this methods the truncation error induced by (4) is
precisely O (
t2nstg ).
Note that equations (4) and (5), with the corresponding initial and boundary
conditions, define a problem in strong form, which must be solved at each time
step n.

3.2 Weak form: Galerkin and stabilized formulations for the

FE method
In this section, the Galerkin formulation and the standard stabilization techniques
are recalled in the context of the finite element interpolation. However, section
4.2 is devoted to particularize this formulations for the meshless interpolation.
Application of the Galerkin formulation to the time stepping scheme (4) results
in the following weak form

v

ut )
(v; W
u )
= (v; wu )

( ; t
n
t 8 v 2 [V0h]n ;
stg
(8)

with V0h subset of the usual functional space

R H0 = fvjv 2 H ; v = 0 on @
n g
1 1
vu
and the vector scalar product ( ; )
=

d
. uv
u
Note that the right-hand side of (8) is known, and that the second term of the
left-hand side (i.e.
t ) includes the Laplace operator, which is integrated by
parts (see [3] for extended details).
In order to stabilize the convective term in a consistent manner (ensuring that
the solution of the differential equation is also solution of the weak form), Hughes
and coworkers have proposed several techniques [10, 7]. An extra term weighted
over the element interiors is added to the Galerkin weak form. This added term
is a function of the residual of the differential equation to ensure consistency.
These methods are designed for the steady convection-diffusion equation and sub-
sequently extended to transient problems with second order time schemes and to
space-time formulations.

4
 In [4] and [5] standard stabilization techniques are implemented with linear
finite elements and high order time stepping schemes such as (4). The considered
stabilization techniques are steamline-upwind Petrov-Galerkin (SUPG), Galerkin
least-squares (GLS), sub-grid scale (SGS) and a least-squares (LS) type stabi-
lization. Here, only the LS and the SUPG formulation are considered. However,
generalization to other formulations is straightforward.
In order to have a consistent stabilization a residual must be defined. The
residual in this case is chosen after time discretization. Thus, from (4) the residual

R(
u) :=

ut
is defined as
W
u wu
t
n
t (9)

and the consistently stabilized weak form is

v

ut )
(v; W
u )
+ X( P (v); R(
u))
= (v; wu )
:
( ; t e
n
t (10)
e

Note that the stabilization term is added to the Galerkin weak form. In the sta-
bilization term a free parameter appears  (the intrinsic time scale, see [7, 8]),
and the operator P characterizes the stabilization technique (see for instance [11]
for a general presentation). The truncation errors are not explicitly indicated: a
term O (
t2nstg ) can be added to (9) and (10). If the truncation error is neglected,
the precision in time is characterized by the order of this error, depending on the
particular scheme chosen.
The SUPG stabilization is defined by taking

P (v) := W(a
r)v: (11)

W
Note that the matrix , which affects the convection term, induces a non scalar
stabilization (each equation is affected by different coefficients). The weak form
for de SUPG method is obtained after substitution of (11) in equation (10).
Remark. The stabilization term involves the residual, which includes the
second-order term r2 u. When linear elements are used this term vanishes or is
largely under-represented, with the corresponding degradation in the consistency
of the stabilized formulation. Section 5 shows a lack of consistency that leads to
errors of order O ( ), i.e. the order of the neglected terms, added to the errors of
the time integration scheme. In order to keep the high-order convergence rates
in time, several possibilities can be useful. The stabilization parameter  can be
defined to be asymptotically of order O (
t2nstg ). That is, a specific intrinsic time
 should be designed for each one of the time integration schemes. Other possi-
bility is to include flux jump terms across the element boundaries in the stabilized
formulation to take into account the neglected terms (see [8] for details).

5
 To implement a least-squares (LS) formulation one uses directly the spatial
strong form to construct the integral equation. Here, since the time discretization
is already performed, equations (4) and (5) are used. Consequently, one gets

(
v + WL(v); R(
u))
= 0: (12)

t

v
The correct implementation of a standard least-squares formulation requires to
work in H2 unless a mixed least-squares formulation is used, see [12], and thus,
u
and should be un subspaces of [H 2 (
)]nstg . However, an equivalent form which
follows the same rationale as for standard stabilized methods, see equation (10),
can be devised. It is equivalent in the sense that its unique solution is also the

v
unique solution of (4) or (12). The first argument in (12) is split by linearity and
the term containing L( ) is only evaluated in the element interiors, namely
X
(v; R(u))
+ (
tWL(v); R(
u))
e = 0: (13)
e

Note that in (13) the interpolation and tests functions can be taken in a subspace of
[H1+ ]nstg , where H1 ( H1+ := fw 2 H1 (
) = wj
e 2 H2 (
e ) for all element
e g (
H2. The final formulation is still symmetric and now C 0 finite elements can be
used. This approach can also be cast in the form of a standard stabilization tech-
nique with the following definition of the operator P and the intrinsic time 
v
 P ( ) :=
t WL(v): (14)
Remark. As in the standard stabilization techniques, some terms with second-
order derivatives are neglected or under-represented when finite elements are con-
sidered to discretize the least-squares formulation. This leads to errors of order
O(
t) added to the errors of the time integration scheme.

4 Solving the transitent convection-diffusion equa-

tion with EFG
In section 4.1 some basic notions on meshfree methods are recalled. In fact, in this
paper all the developments are done for the EFG method but all the results can be
easily extended to other meshfree methods. There are two possible advantages of
the meshfree interpolation in the resolution of the transient convection-diffusion
equation: (1) the order of consistency can be easily increased, and thus, high-order
(in space and time) formulations can be implemented in a simple way, and (2) as
will be seen in sections 4.2 and 5, the smoothness of the interpolant allows the
definition of consistent stabilized formulations. There are no terms neglected and
thus the convergence rates of the time integration schemes are preserved.

6
4.1 Preliminaries on the Element Free Galerkin method
This section will not be devoted to develop or discuss meshfree methods in detail
or their relation with moving least squares (MLS) interpolants. There are well
known references with excellent presentations of meshfree methods, see for in-
stance [13, 14, 15, 16, 17]. Here some basic notions will be recalled in order to
introduce the notation and the approach employed in following sections.
Meshless methods, or particle methods, are based in a functional interpolation
of the form: X 
u(x) ' Nj (x)u(xj ); (15)
j 2I 

given a number of particles fxj gj 2I  in the domain

,
 R 2 . The interpolation
functions, Nj (x), must be determined in a proper manner. In reproducing kernel
particle methods [15, 16] (RKPM) the interpolation functions are obtained in the
framework of the MLS interpolation. The element free Galerkin method [9, 18]
(EFG) can be viewed as a particular case of the previous formulation [16].
Let us recall, in the context of the EFG method, how the interpolation (shape)
functions are obtained. They are defined as:

Nj (x) = P (x ) (x) ( x  x );

T
j
j
(16)

where the vector (x) in R +1 is unknown and P(x) = fp0 (x); p2 (x); : : : ; p (x)g
l
l
T

is a basis of a polynomial space.

Remark. In one dimension, it is usual that p i (x) coincides with the monomials
xi , and, in this particular case, l = m. For larger spatial dimensions two types of
polynomial spaces are usually chosen: the set of polynomials, P m , of total degree
 m, and the set of polynomials, Qm , of degree  m in each variable.
The function (x) is a weighting function (positive, even and with compact
support) which characterizes the meshless method. For instance, if (x) is con-
tinuous together with its first k derivatives, the interpolation is also continuous
together with its first k derivatives. In RKPM, (x) is directly related to the win-
dow function of the reproducing kernel. In (16) the weighting function has been
translated, i.e. centered in xj , and its support scaled by the dilation parameter .
The unknown vector (x) is determined imposing the so-called reproducibil-
ity or consistency condition. It is, in fact, the MLS condition. This reproducibility
condition imposes that the interpolation proposed in (15) is exact for polynomials
of degree less or equal m, i.e.

P(x) = X P(x )N (x): j


j (17)
j 2I 

7
For computational purposes, it is usual and preferable [16, 19] to center in x j and
scale with  also the polynomials involved in previous expressions. Thus, another
expression for the shape functions is employed:

Nj (x) = P ( x  x ) (x) ( x  x );

T j j
(18)

which is similar to (16). The consistency condition becomes in this case:

P(0) = X P( x  x )N (x); j 
j (19)
j 2I 

which is equivalent to condition (17) when  is constant everywhere (see [19]

for non constant ). After substitution of (18) in (19) the usual linear system of
equations, that determines (x), is obtained:

M(x) (x) = P(0); (20)

M(x) = X P( x  x )P ( x  x )( x  x ):
with
j T j j
(21)
2
j I

Notice that for each x in R 2 the previous sum only involves those particles whose
support —the support of the weighting function — includes x. Finally, the ap-
proximation that will be used in the weak from of the boundary value problem
is: X  
u(x) ' u (x) = Nj (x)uj ; (22)
j 2I 

where Nj (x) are defined by (18), (20) and (21), and uj are the coefficients to be

M
determined.
Remark. The matrix (x) must be regular. In Liu et al. [16] there is a discussion
of the necessary conditions. In fact, this matrix can be viewed, see [19], as a Gram

M M
matrix defined with a discrete scalar product directly related to the RHS of (21).
If this scalar product is degenerated (x) is singular. The regularity of (x) is
ensured by a sufficient amount of particles in the neighbourhood of every point x
and located avoiding degenerated patterns, that is,
(i) card Ix  l + 1.
(ii)@F 2< p0; p1; : : : ; pl > n f0g such that 8i 2 Ix; F (xi) = 0.
where Ix := fj 2 I  such that jxj xj  g. The second condition is easily
verified. For instance, for m = 1 (linear interpolation) the particles cannot lay in
the same straight line or plane for, respectively, 2D and 3D. In 1D, for any value

8
Figure 1: Interpolation functions with =h ' 1 (similar to finite elements) and
=h = 2:6

of m, it suffices that different particles do not have the same position. Under these
conditions one can compute the vector  at each point and thus determine the
shape functions, Nj (x).

P
Remark. The interpolation is characterized by the order of consistency required,
i.e. the basis of polynomials employed , and by the ratio between the dilation
parameter and the particle distance, =h. In fact, the bandwidth of the stiffness
matrix increases with the ratio =h because the card Ix increases (more particles
lie inside the circle of radius ), see for instance Figure 1.

x
Remark. The weighting function introduced in (16) may be defined in various
manners. Here, for simplicity a rectangular support is chosen. Thus, ( ) =
1D (jx1 j) 1D (jx2 j) where 1D is the cubic spline in one dimension,
82
>
< 3 + 4(s 1)s2 0  s  0:5
1D (s) = 43 (1 s)3
> 0:5  s  1
:0 1  s:
x
However similar results can be obtained with circular supports, ( ) =  1D (j j). x
Since  2 C 2 , the EFG shape functions are C 2 (see [16]) and thus, as can be seen
in figure 2, first and second derivatives of the shape functions are well defined in
all the domain, even with linear consisteny.
Remark. Note that the order of the interpolation can be easily increased and
thus high-order schemes, in both space and time, can be implemented in a simple
way.
Remark. Multiplicadores de lagrange

4.2 Galerkin and stabilized formulations for the EFG method

The EFG interpolation (15) can be considered to discretize the Galerkin weak
form (8). However, in the presence of internal or boundary layers the typical insta-
bilities of the Galerkin formulation will soon appear. All the considered stabilized
formulations (10) can be discretized with the meshless interpolation. Moreover,

9
 Ni (Ni )x (Ni )xx
1

10

0.8

Linear FE
0.6

0.4
5

0
?
0.2
−5

−10

−0.2
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1

3 30
1

20
2
0.8

10

EFG, =h = 3:2

0.6 1
0

0.4 0 −10

P(x) = f1; xgT

−20
0.2 −1

−30

0 −2
−40

−0.2 −3 −50
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1

8
1 100

6
0.8
50
4

EFG, =h = 3:2

0.6
2
0

0.4 0

P(x) = f1; x; x2 gT
−50
−2
0.2

−4
−100
0
−6

−0.2 −8 −150
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1

Figure 2: Shape function and derivatives for the finite element and the EFG inter-
polation

with EFG the interpolation space is a subset of H 2 (

), and thus, this other equiv-
alent expression for the stabilized formulations (10) can be considered

v

ut )
(v; W
u )
+ ( P (v); R(
u))
= (v; wu )
:
( ; t
n
t (23)

Note that, since the interpolation is performed in H 2 (

), the integration of the sta-
bilization terms can be done in all the domain
. Moreover, the natural expression
of the least-squares formulation (12) in H 2 (
) can be performed.
Remark. Note that, with the EFG interpolation space, second-order deriva-
tives are well represented, and thus, consistent stabilized formulations can be eas-
ily implemented.

10
5 Convergence of the Galerkin approach and the
stabilized formulations
In this section, a numerical example is considered to analyze the convergence in
time of the presented formulations. The 1D convection-diffusion equation with
constant coefficients is solved,

ut + aux = uxx ;
with homogeneous Dirichlet boundary conditions. The initial condition, at t = 0,
is chosen such that the analytical solution is known

u(x; t) = 0 e
(x (x0 +at))2
2 2 ;  2 = 02 + 2t

0 0
10 10
Gal + R11
ILS + R11
10
−1 Gal + R22 10
−1
ILS + R22
Max. Rel. L2 Error Norm

Max. Rel. L2 Error Norm

−2 −2
10 10

4 4
−3 −3
10 10
1 1
−4 −4
10 2 10 2
Gal + R11
1 ILS + R11 1
−5 −5 Gal + R22
10 10
1 ILS + R22 1
1 1
−6 −6
10 10
0.0031 0.0063 0.0125 0.025 0.05 0.1 0.0031 0.0063 0.0125 0.025 0.05 0.1
dt dt

 = 10 2  = 10 4
Figure 3: Finite elements convergence results with h = 0:001 and a = 1.
1 1
10 10 Gal + R11
Gal + R11
ILS + R11
ILS + R11
LS + R11
10
0 LS + R11 10
0
Gal + R22
Gal + R22
ILS + R22
ILS + R22
Max. Rel. L2 Error Norm

Max. Rel. L2 Error Norm

LS + R22
−1 LS + R22 −1
10 10

4 4
−2 −2
10 10
1 1
−3 −3
10 2 10 2
1 1
−4 −4
10 10
1 1
1 1
−5 −5
10 10
0.0031 0.0063 0.0125 0.025 0.05 0.1 0.0031 0.0063 0.0125 0.025 0.05 0.1
dt dt

 = 10 2  = 10 4
Figure 4: EFG convergence results with h = 0:01, =h = 3:2, P = f1; xg T and
a = 1.
Both finite elements and particle results are studied. Figure 3 shows the evo-
lution of the error against the element size for linear finite elements and for two

11
different values of the diffusion parameter  . In all figures the error is evaluated
in the L2 (
) norm. In each plot, results are shown for the Galerkin and the Least-
squares formulation with two different Padé time stepping schemes: R 11 and R22
with order two and four respectively. The convergence rates are as expected when
a Galerkin formulation is used. However, when the least-squares formulation (13)
is used, the lack of consistency due to the neglected terms leads to errors of order
O(
t), with the corresponding degradation in the convergence rates. In all figures
ILS denotes the ”incomplete least-squares” formulation, that is, the particulariza-
tion of the least-squares formulation (13) for linear finite elements, and thus, with
some neglected terms.
Figure 4 shows the convergence results for the EFG interpolation. Results
are depicted for the Galerkin formulation, the consistent least-squares formula-
tion (12) and the ”incomplete least-squares” formulation (ILS). Once again, the
ILS formulation corresponds to the weak form with the same O (
t) neglected
terms as with linear finite elements in figure 3. The convergence rates of the
time stepping schemes are preserved when a consistent weak form is used. That
is, the convergence is as expected with both the Galerkin and the least-squares
formulation. Moreover, as with finite elements, convergence degrades if the non
consistent formulation ILS is used.
Convergence results for the SUPG stabilized formulation are shown in figures
5 and 6. When finite elements are used, the intrinsic time  is computed using the
formula proposed in [7], see [8] for an interesting review, that is
 2  2 ! 1

1 a
t 
t 2

 = FE := 1+ + 36 : (24)
2 h h2
When the EFG interpolation is considered the intrinsic time is computed with the
same expression replacing h with , that is,

t
 a
t 2  
t 2! 1
2

 = EFG := 1+ + 36 : (25)
2  2
Recall that  is the radius of the support of the shape functions (equivalent to h
in finite elements). Once again, when particles are used, the consistent SUPG
formulation in H 2 (
) (23) preserves the convergence rates of the time integration
scheme (see figure 6). On the other hand, when linear finite elements are used,
results can be degraded due to the neglected O ( ) terms in (10) (see figure 5).
For,  = 10 2 the intrinsic time  is small enough so that the effect of these O ( )
error is negligible in comparison with the truncation errors of the R 11 time step-
ping scheme and almost negligible with the R 22 scheme. However, for the more
convective problem  = 10 4 , the error O ( ) reduces drastically the convergence

12
 0 0
10 10
Gal + R11
SUPG + R11
−1 −1
10 Gal + R22 10
SUPG + R22

Max. Rel. L2 Error Norm

Max. Rel. L2 Error Norm

−2 −2
10 10

4 4
−3 −3
10 10
1 1
−4 −4
10 2 10 2
1 Gal + R11 1
−5 −5 SUPG + R11
10 10 Gal + R22
1 1
1 SUPG + R22 1
−6 −6
10 10
0.0031 0.0063 0.0125 0.025 0.05 0.1 0.0031 0.0063 0.0125 0.025 0.05 0.1
dt dt

 = 10 2  = 10 4
Figure 5: Finite elements convergence results with h = 0:001 and a = 1.
1 1
10 10
Gal + R11 Gal + R11
SUPG + R11 SUPG + R11
0 0 Gal + R22
10 Gal + R22 10
SUPG + R22 SUPG + R22
Max. Rel. L2 Error Norm

−1 Max. Rel. L2 Error Norm −1

10 10

4 4
−2 −2
10 10
1 1
−3 −3
10 2 10 2
1 1
−4 −4
10 10
1 1
1 1
−5 −5
10 10
0.0031 0.0063 0.0125 0.025 0.05 0.1 0.0031 0.0063 0.0125 0.025 0.05 0.1
dt dt

 = 10 2  = 10 4
Figure 6: EFG convergence results with h = 0:01, =h = 3:2, P = f1; xg T and
a = 1.

rates: the error is of order O ( ) when the truncation errors of the time stepping
schemes are small enough. If one wants to use finite elements and preserve the
asymptotic convergence rates, a new definition for the intrinsic time  asymptot-
ically of order O (
t2nstg ) is needed. On the other hand, as it was commented
in section 3.2, another possibility is to define consistent stabilized formulations
including flux jump terms across the element boundaries in the weak form.

6 Numerical examples
There are two important topics in the resolution of the transient convection-diffusion
equation: (1) accurate transport of the unknown quantity u is necessary, and thus,
high-order time stepping schemes are needed, and (2) in the presence of boundary
or internal layers, it is necessary to stabilize the solution in order to avoid oscilla-
tions. Sections 4.2 and 5 already discussed the smoothness of the EFG interpola-
tion that allows to easily define stabilized formulations in a consistent manner and

13
preserves the convergence rates of the high-order time stepping schemes. In this
section, some numerical examples are shown in order to see the influence of the
different stabilization techniques and the time stepping schemes in the numerical
solution with EFG.
The first example is a 1D example whose solution tends to a stationary convec-
tion dominated solution. Therefore, the same problems of the stationary equation,
that is boundary layers, are present in the transient solution and thus stabilized
formulations are needed.
The second example is a 2D example where both problems of the transient
convection-diffusion equation are present: (1) accurate transport of the unknown
is needed and (2) boundary layers appear in the solution due to the Dirichlet
boundary conditions. Therefore, high-order time stepping schemes and stabilized
formulations are needed in order to obtain an accurate solution.

6.1 1D example
The transient convection-diffusion equation, u t + aux = uxx + s; is solved in
[0; 1] with velocity a = 1, diffusion  = 10 3 , initial condition u(x; 0) = 0, ho-
mogeneous Dirichlet boundary conditions and source term s(x) = 5e (10(x 8 )) :
1 2

The time step
t is chosen such that the Courant number c := ah=
t is c = 1
for the R11 scheme and c = 2 for the R22 scheme, where h is the distance between
particles.
Figures 7 and 8 show the solution at t = 1 obtained with the R 11 and the R22
time stepping schemes respectively. The Galerkin solution suffers from the typical
oscillations in the presence of boundary layers and stabilization techniques are
necessary to improve the solution. As can be seen from the results, the diffusion
added with the least-squares stabilization is larger than with the SUPG technique:
it is easy to see that SUPG  LS =
t when formula (25) is used to compute
SUPG . In this example the influence of the time stepping scheme is not important.
However, the best result is obtained with the high-order time integration scheme
R22 and the least-squares stabilization.

6.2 2D example
The 2D problem described in figure 9 is solved with small diffusion,  = 10 5 .
Figure 10 shows the numerical solution obtained at t = 16 for the Galerkin and
the least-squares formulations. The R11 and R22 time integration schemes have
been used with Courant 1 and 2 respectively. Different sections of the obtained
numerical solutions at t = 16 are depicted in figures 11, 12 and 13.
Boundary layers are present in the solution due to the convective character of
the equation and the homogeneous Dirichlet boundary conditions. Thus, the typ-

14
 GALERKIN LEAST−SQUARES SUPG
1.5 1.5 1.5

1 1 1

0.5 h=0.04 0.5 0.5

h=0.02
h=0.01
0 h=0.005 0 0
h=0.0025
h=0.00125
−0.5 −0.5 −0.5
0 0.5 1 0 0.5 1 0 0.5 1

Zoom Zoom Zoom

1 1 1

0.9 0.9 0.9

0.8 0.8 0.8

0.7 0.7 0.7

0.6 0.6 0.6

0.8 0.85 0.9 0.95 1 0.8 0.85 0.9 0.95 1 0.8 0.85 0.9 0.95 1

Figure 7: R11 solution at t = 1 for a = 1,  = 10 3, =h = 3:2 and Courant

c := adt
h =1

GALERKIN LEAST−SQUARES SUPG

1.5 1.5 1.5

1 1 1

0.5 h=0.04 0.5 0.5

h=0.02
h=0.01
0 h=0.005 0 0
h=0.0025
h=0.00125
−0.5 −0.5 −0.5
0 0.5 1 0 0.5 1 0 0.5 1

Zoom Zoom Zoom

1 1 1

0.9 0.9 0.9

0.8 0.8 0.8

0.7 0.7 0.7

0.6 0.6 0.6

0.8 0.85 0.9 0.95 1 0.8 0.85 0.9 0.95 1 0.8 0.85 0.9 0.95 1

Figure 8: R22 solution at t = 1 for a = 1,  = 10 3 , =h = 3:2 and c = 2

ical instabilities of the Galerkin formulation soon appear. The numerical solution
is clearly improved for the stabilized least-squares formulation: oscillations are
alleviated and almost suppressed in all the domain. However, important phase
and amplitude errors can be observed in the numerical solution obtained for the

15
 8
< ut + a
ru uxx = s in
= [0; 1]  [0; 1]
: uu =
=0
0 in @

at t = 0
1
1

0.8

0.6

0.4

0.2

0
1
1
0.5
0.5

0
0
y 0 x 0 1

Source term s(x; y ) Convection velocity a

Figure 9: Problem statement for the 2D example

Galerkin + R11 Least−squares + R11

0.5 0.5

0 0
1 1
1 1
0.5 0.5 0.5 0.5
y 0 0 x y 0 0 x
Galerkin + R22 Least−squares + R22

0.5 0.5

0 0
1 1
1 1
0.5 0.5 0.5 0.5
y 0 0 x y 0 0 x

Figure 10: Solution at t = 16 for  = 10 5 , h = 0:05, =h = 3:2 with c = 1 for

R11 and c = 2 for R22

16
 GALERKIN LEAST−SQUARES
R
11
0.6 R 0.6
22
0.5 0.5
0.4 0.4
0.3 0.3
0.2 0.2
0.1 0.1
0 0
−0.1 −0.1
0 0.5 1 0 0.5 1

Figure 11: Section along x = 0:8

GALERKIN LEAST−SQUARES
R11
0.6 R 0.6
22
0.5 0.5
0.4 0.4
0.3 0.3
0.2 0.2
0.1 0.1
0 0
−0.1 −0.1
0 0.5 1 0 0.5 1

Figure 12: Section along y = 0:8

GALERKIN LEAST−SQUARES
R11
0.6 R22 0.6
0.5 0.5
0.4 0.4
0.3 0.3
0.2 0.2
0.1 0.1
0 0
−0.1 −0.1
0 0.5 1 0 0.5 1

Figure 13: Section along y =x

R11 time stepping scheme. In figure 11, it is easy to see that the R 11 solution
presents negative values, with no physical sense. Obviously, the high-order R 22
scheme provides a much better solution.

7 Concluding remarks
In this paper, the formulation proposed in [4] for transient convection-diffusion
problems is used in the context of meshfree methods. By performing the time dis-
cretization before the spatial one, standard stabilization techniques can be adapted

17
to high-order time stepping schemes. However, with linear finite elements the lack
of consistency due to neglected terms (terms with second order spatial derivatives)
may degrade the convergence rates of the time integration scheme. In order to
keep the high-order convergence rates, (1) the intrinsic time  should be adapted
to each time integration scheme or (2) flux jump terms across the element bound-
aries should be taken into account.
This paper proposes to perform the spatial discretization using meshfree in-
terpolation functions. The meshfree interpolation space is a subset of H 2 (
) and
thus, the standard stabilization techniques can be particularized for the EFG inter-
polation in H2 (
). There are not neglected terms and the convergence rates of the
high-order time integration schemes are preserved. Moreover, in EFG the order
of the space discretization can be increased in a simple way. With a meshfree in-
tepolation, space and time high-order consistent stabilized formulations are easily
defined and implemented.

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