Error Analysis for hp-FEM Semi-Lagrangian Second Order BDF Method for Convection-Dominated Diffusion Problems

We present in this paper an analysis of a semi-Lagrangian second order Backward Difference Formula combined with hp-finite element method to calculate the numerical solution of convection diffusion equations in ℝ². Using mesh dependent norms, we prove that the a priori error estimate has two components: one corresponds to the approximation of the exact solution along the characteristic curves, which is O(Dt²+h^m+1(1+\frac\mathopen|logh|Dt))O(\Delta t^{2}+h^{m+1}(1+\frac{\mathopen{|}\log h|}{\Delta t})); and the second, which is O(Dt^p+|| (u)\vec]-(u)\vec]_h||_L^￥)O(\Delta t^{p}+\| \vec{u}-\vec{u}_{h}\|_{L^{\infty}}), represents the error committed in the calculation of the characteristic curves. Here, m is the degree of the polynomials in the finite element space, (u)\vec]\vec{u} is the velocity vector, (u)\vec]_h\vec{u}_{h} is the finite element approximation of (u)\vec]\vec{u} and p denotes the order of the method employed to calculate the characteristics curves. Numerical examples support the validity of our estimates.