Finite Element Methods Respecting the Discrete Maximum Principle for Convection-Diffusion Equations

SIAM Review, Volume 66, Issue 1, Page 3-88, February 2024.
Convection-diffusion-reaction equations model the conservation of scalar quantities. From the analytic point of view, solutions of these equations satisfy, under certain conditions, maximum principles, which represent physical bounds of the solution. That the same bounds are respected by numerical approximations of the solution is often of utmost importance in practice. The mathematical formulation of this property, which contributes to the physical consistency of a method, is called the discrete maximum principle (DMP). In many applications, convection dominates diffusion by several orders of magnitude. It is well known that standard discretizations typically do not satisfy the DMP in this convection-dominated regime. In fact, in this case it turns out to be a challenging problem to construct discretizations that, on the one hand, respect the DMP and, on the other hand, compute accurate solutions. This paper presents a survey on finite element methods, with the main focus on the convection-dominated regime, that satisfy a local or a global DMP. The concepts of the underlying numerical analysis are discussed. The survey reveals that for the steady-state problem there are only a few discretizations, all of them nonlinear, that at the same time both satisfy the DMP and compute reasonably accurate solutions, e.g., algebraically stabilized schemes. Moreover, most of these discretizations have been developed in recent years, showing the enormous progress that has been achieved lately. Similarly, methods based on algebraic stabilization, both nonlinear and linear, are currently the only finite element methods that combine the satisfaction of the global DMP and accurate numerical results for the evolutionary equations in the convection-dominated scenario.