Some theoretical results for the convergence of a Glimm-like scheme.
The SMAI Journal of computational mathematics, Volume 11 (2025), pp. 585-606

Front propagation is a challenge in numerical modeling, particularly for multi-fluid or multi-material systems requiring clear material separation. The GRU (Glimm Random Update) scheme, inspired by Glimm’s method, has been developed to handle sharp fronts on unstructured 2D/3D meshes. It achieves convergence rates numerically measured between $0.8$ and $0.9$, which are higher than those of classical first-order schemes, typically limited to $0.5$ in the presence of contact discontinuities. Previous work established convergence in probability for planar fronts with uniform velocity but relied on random sequences, whereas practical implementations use low-discrepancy sequences. This study aims to establish new theoretical convergence results for the GRU scheme for 1D non-uniform meshes and uniform front velocity conditions, extending beyond uniform meshes considered previously. More precisely, we prove convergence in probability of order close to one-half when using random sequences on non-uniform meshes, and exact first-order convergence in probability when using low-discrepancy sequences (deterministic) on uniform meshes. Partial results are also obtained for non-uniform meshes, which are of significant practical interest. These findings provide insights into the scheme’s behavior with both random and low-discrepancy sequences. Numerical tests are presented to illustrate the theoretical results, with applications to non-uniform meshes, highlighting the scheme’s practical relevance.

Published online:
DOI: 10.5802/smai-jcm.135
Classification: 65M08, 65M12, 65M75, 65C99
Keywords: Front propagation, convergence, stochastic, low-discrepancy sequences

Thierry Gallouët 1; Olivier Hurisse 2

1 France
2 Department of Fluid Mechanics, Energy, Environment, EDF Lab Chatou, Chatou, France
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Thierry Gallouët; Olivier Hurisse. Some theoretical results for the convergence of a Glimm-like scheme.. The SMAI Journal of computational mathematics, Volume 11 (2025), pp. 585-606. doi: 10.5802/smai-jcm.135

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