Error estimation for the time to a threshold value in evolutionary partial differential equations

Jehanzeb Chaudhry, Don Estep, Trevor Giannini, Zachary Stevens, Simon Tavener

Published 2021-11-18, updated 2022-01-14Version 2

We develop an \textit{a posteriori} error analysis for the time of the first occurrence of an event, specifically, the time at which a functional of the solution to a partial differential equation (PDE) first achieves a threshold value on a given time interval. This novel quantity of interest (QoI) differs from classical QoIs which are modeled as bounded linear (or nonlinear) functionals. Taylor's theorem and an adjoint-based \textit{a posteriori} analysis is used to derive computable and accurate error estimates for semi-linear parabolic and hyperbolic PDEs. The accuracy of the error estimates is demonstrated through numerical solutions of the one-dimensional heat equation and linearized shallow water equations (SWE), representing parabolic and hyperbolic cases, respectively.