Normal Equations and Discrete Energy Structures for High-Order Streamline Diffusion

Abstract

We analyse fully discrete Streamline Diffusion finite element methods, also known as SUPG methods, for time-dependent first-order systems with skew-symmetric spatial operators. To the best of our knowledge, this is the first stability and a priori error analysis of strongly consistent Streamline Diffusion finite elements combined with linear multistep schemes of order greater than two for multidimensional first-order hyperbolic systems. Local-in-time $L^2$-residual minimisation singles out $δ=b_0τ$, where $δ$ is the stabilisation parameter, $τ$ the time step, and $b_0$ the current-time coefficient in the method average. For this choice, each implicit linear system is a symmetric positive definite normal equation in a graph norm. A direct dual-residual estimate yields errors of order $O(h^{k+1/2}+τ^ν)$ when $δ$ is proportional to $h$ and $τ=O(h)$, where $h$ is the mesh size, $k$ the polynomial degree, and $ν$ the temporal order. Stability is established for the $θ$-method and the Adams-Moulton methods AM3-AM5. The general-degree AM3 and AM4 estimates use strengthened CFL conditions; for continuous piecewise affine elements, an elementwise cancellation recovers the standard hyperbolic regime. AM5 and the explicit Adams-Bashforth methods AB3 and AB4 are stable under a standard hyperbolic CFL condition, though the explicit schemes do not have normal-equation structure. Order-matched acoustic tests recover orders two through five and material-residual rates one half-order lower. In a d'Alembert test with discontinuous initial data, normal-equation SUPG recovers second-order local $\mathbb P_1$ convergence away from the wave fronts, whereas the unstabilised error is close to half order. A two-dimensional compact-wave test shows improved localisation with modest dissipation.