Numerical error estimation for nonlinear hyperbolic PDEs via nonlinear error transport

Abstract The estimation of discretization error in numerical simulations is a key component in the development of uncertainty quantification. In particular, there exists a need for reliable, robust estimators for finite volume and finite difference discretizations of hyperbolic partial differential equations. The approach espoused here, often called the error transport approach in the literature, is to solve an auxiliary error equation concurrently with the primal governing equation to obtain a point-wise (cell-wise) estimate of the discretization error. Nonlinear, time-dependent problems are considered. In contrast to previous work, fully nonlinear error equations are advanced, and potential benefits are identified. A systematic approach to approximate the local residual for both method-of-lines and space–time discretizations is developed. Behavior of the error estimates on problems that include weak solutions demonstrates the positive properties of nonlinear error transport.