Shanghai University
Article Information
- Dong-yang SHI, Xin LIAO, Qi-li TANG. 2014.
- Highly efficient H1-Galerkin mixed finite element method (MFEM) for parabolic integro-differential equation
- Appl. Math. Mech. -Engl. Ed., 35(7): 897-912
- http://dx.doi.org/10.1007/s10483-014-1833-9
Article History
- Received 2013-7-14;
- in final form 2013-9-21
Consider the following parabolic integro-differential equation[1]:
where Ω∈R2 is a bounded convex polygonal domain with Lipschitz continuous boundary, X = (x,y),T ∈ (0,+∞) is a set value,and u(X) is a given smooth function. The problem (1) is derived from many practical problems in physics and engineering,such as heat conduction in material with memory,the viscoelastic fluid model,and the heat transfer problem in nuclear reactor. A lot of numerical simulation methods have been put forward for (1),such as the finite difference method[2],the finite element method (FEM)[3, 4, 5, 6, 7, 8, 9, 10],the finite volume method[11],and the spline collocation method[12].As we know,the H1-Galerkin mixed finite element method (MFEM) was firstly proposed in [13]. Compared with the standard MFEM,this method has a big advantage. The approximation spaces can be chosen freely without the restriction of the Ladyzhenskaya-Babuska-Brezzi (LBB) condition,and the quasi-uniformity on the meshes is not required. Subsequently,this method was further applied to regularized long-wave equations[14],second order hyperbolic differential equations[15],pseudo-hyperbolic equations[16],and hyperbolic type integro-differential equations[17]. As for problem (1),Pani and Fairweather[18] discussed the error estimates by means of Ritz projection for semi-discrete and fully discrete schemes. Chen et al.[19] researched the nonlinear integro-differential equations and obtained the optimal error estimates. Shi and Wang[20] analyzed the approximations of nonconforming EQ1rot [21] and Crouzeix-Raviart type finite elements[22] for anisotropic meshes.
The main purpose of this article is to propose a highly efficient H1-Galerkin MFEM for problem (1) with the simplest linear triangular element and to investigate the properties of superconvergence and extrapolation. Firstly,some important results about the integral estimation (see Lemma 2.1 below) and asymptotic expansions (see Lemmas 2.2-2.4 below) are proved. Secondly, the superclose and superconvergence of order O(h2) for both the original variable u and flux p are deduced through the interpolation post processing technique. At the same time,by virtue of the asymptotic expansions and construct a suitable auxiliary problem,the extrapolation solutions with order O(h3) are obtained for the above two variables. Finally,we give a numerical example to verify the correctness of the theoretical analysis and the effectiveness of the proposed method.
2 H1-Galerkin MFEM and some lemmasAssume that the domain is a rectangle. Th = {e} is an isosceles right triangular mesh of Ω. h is the length of the edge parallelling to the x-axis or the y-axis (see Fig. 1).
![]() |
Fig. 1 Triangular mesh. |
The spaces used in this paper are defined as



Let p = (p1,p2) = ∇u. The H1-GalerkinMFEMfor the problem (1) is to seek
such that

Then,the semi-discrete H1-Galerkin MFEM for (2) is to find a pair (uh,ph) ∈ Mh × Vh satisfying
where Ih is the associated interpolation operator over Mh. The existence and uniqueness of the solution to problem (3) can be found in Ref. [20].Now,we start to prove the following lemmas which play an important role in the superconvergence and extrapolations.
Lemma 2.1 Assume that p ∈ (H4( ))2. For all wh ∈ Vh,there holds
Proof It has been proved in Ref. [23] that
Now,we introduce another elements’ combination different from Ref. [23].
Let e1 and e2 be adjacent elements,E = e1 ∪ e2 (see Fig. 2), and be2 are the reference
elements of e1 and e2,respectively,and b E =
∪ be2 (see Fig. 3). Then,there exists an affine
mapping F: b E → E
![]() |
Fig. 2 Adjacent elements. |
![]() |
Fig. 3 Reference elements. |
Then,with the similar manner as Ref. [23],we can prove that
From (5)-(9),Green’s formula,and the inverse inequality,the proof is completed.Lemma 2.2 If ,we have

![]() |
Fig. 4 Adjacent elements . |
We define the linear interpolation operator bI on :
(bai) =
(bai),where bai (i = 1,2,3)
are three vertices of
,and the functional is


It is easy to check that for all ∈ H3(
),there holds
Obviously,when .
If is a polynomial of degree 2 on
,the corresponding interpolations
are shown in
Table 1.
By direct computing,for all ∈ P2(
),b wh
1 ∈ P1(
),we derive
Then,via the scaling technique,we have
where
Similarly,there holds
Note that wh
1x is continuous on the common edge of e1 and e2,wh
1y is continuous on the
common edge of e1 and e3,and when Th is an isosceles right triangular mesh,is
continuous on the common edge of e1 and e4. From the boundary condition
,(11),
and (12),we have
Next,we prove the following three formulas:
Consider the functional on b E = ∪ be2,
As b wh
1bx is a constant and continuous on the common edge of and be2,a direct computing
shows that
From the Bramble-Hilbert lemma and the scaling technique,(14) is obtained,and (15) and (16) can be derived in the same way.
A combination of (13)-(16) gives
Similar to the proof of Lemma 2.1,we can get Lemmas 2.3 and 2.4.
Lemma 2.3 If p ∈ (H3( ))2 and vh ∈ Mh,we have
Lemma 2.4 Assume that u ∈ H4( ),p ∈ (H5( ))2. For all vh ∈ Mh,wh ∈ Vh,there hold
) 3 Superclose and superconvergence analysisTheorem 3.1 Suppose that (u,p) and (uh,ph) are solutions to (2) and (3),respectively,
where
Proof Let .
We have the following error equations from (2) and (3):
Let vh = ρ in (22). Then,by Ref. [24],we have ,which together
with the interpolation theory and Young’s inequality leads to
Adding (η,wh) to both sides of the second formula in (22) and letting wh=ηt,by derivative transfer techniques,there holds
First of all,via the interpolation theory and Young’s inequality,
In order to derive the superconvergence,we construct the post-processing interpolation operator I2h as in Ref. [23],such that
Theorem 3.2 Under the assumptions of Theorem 3.1,we have k u − I2huh k16 Ch2
Proof By the triangle inequality,Theorem 3.1,and (27),we have
Theorem 4.1 Suppose that (u,p) and (uh,ph) are solutions to (2) and (3),respectively,
where ∈
Mh × V h such that
Proof Let be the exact solution and the
corresponding finite element solution of the following auxiliary problem:
Applying the Cauchy-Schwarz inequality,there hold
From Theorem 3.1,we know that ,satisfying
In order to obtain the global extrapolation,combine the adjacent nine elements into one
large elemente (see Fig. 5),and construct a post-processing interpolation operator Π3h3 on
satisfying
![]() |
Fig. 5 Large element. |
Theorem 4.2 Under the assumptions of Theorem 4.1,let and
. Then,there hold
Proof From Theorem 4.1,(33),(34),and (38),we have
We consider problem (1) with
We divide the domain into m × m equal rectangles,and then divide each rectangle into two triangles (see Fig. 1).
For convenience,we just plot the exact solutions u,p,and the finite element solutions uh, ph at t = 0.1 (see Fig. 6,Fig. 7,Fig. 8).
![]() |
Fig. 6 Exact solution u (left) and finite element solution uh (right) at t=0.1 . |
![]() |
Fig. 7 Exact solution p1 (left) and finite element solution ph 1 (right) at t=0.1 . |
![]() |
Fig. 8 Exact solution p2 (left) and finite element solution ph 2 (right) at t=0.1 . |
The convergence,supercloseness,superconvergence,and extrapolation results are listed in Table 2,Table 3,Table 4,Table 5,Table 6,Table 7,Table 8,Table 9.
At the same time,we describe the error reduction results in Fig. 9,Fig. 10,Fig. 11,Fig. 12,where u1,u2,and u3
denote ,and
,respectively.
![]() |
Fig. 9 Error reduction results for u (left) and p (right) at t=0.1 . |
![]() |
Fig. 10 Error reduction results for u (left) and p (right) at t=0.4 . |
![]() |
Fig. 11 Error reduction results for u (left) and p (right) at t=0.7 . |
![]() |
Fig. 12 Error reduction results for u (left) and p (right) at t=1.0. |
It can be seen from Tables 2-9 that are convergent at rate
of O(h),
are convergent at
rate of O(h2),and
are convergent at rate of O(h3),which coincide
with our theoretical analysis.
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