J. Meteor. Res.   2014, Vol. 35 Issue (7): 897-912     PDF       
http://dx.doi.org/10.1007/s10483-014-1833-9
Shanghai University
0

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
Highly efficient H1-Galerkin mixed finite element method (MFEM) for parabolic integro-differential equation
Dong-yang SHI , Xin LIAO, Qi-li TANG       
School of Mathematics and Statistics, Zhengzhou University, Zhengzhou 450001, P. R. China
ABSTRACT:A highly efficient H1-Galerkin mixed finite element method (MFEM) is presented with linear triangular element for the parabolic integro-differential equation. Firstly, some new results about the integral estimation and asymptotic expansions are studied. Then, the superconvergence of order O(h2) for both the original variable u in H1(Ω) norm and the flux p = u in H(div,Ω) norm is derived through the interpolation post processing technique. Furthermore, with the help of the asymptotic expansions and a suitable auxiliary problem, the extrapolation solutions with accuracy O(h3) are obtained for the above two variables. Finally, some numerical results are provided to confirm validity of the theoretical analysis and excellent performance of the proposed method.
Keywordsparabolic integro-differential equation     H1-Galerkin mixed finite element method (MFEM)     linear triangular element     asymptotic expansion     superconvergence and extrapolation    
1 Introduction

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 lemmas

Assume 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

where ∇· denotes the divergence of functions. Hm( ) is the Sobolev space with norm . is divergence space and equipped with norm: .

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

where uvdxdy.

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

Proof Suppose that ei (i = 1,2,3,4) are adjacent elements as shown in Fig. 4. is the reference element of e1. F is defined in (7).
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

where Pi() denotes the space of polynomial on with degree less than or equal to i.

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.

Table 1. Corresponding interpolations

By direct computing,for all ∈ P2(),b wh 1 ∈ P1(),we derive

and the Bramble-Hilbert lemma gives

.

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

The proof is completed.

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 analysis

Theorem 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 wht,by derivative transfer techniques,there holds

First of all,via the interpolation theory and Young’s inequality,

Then,Lemma 2.1 yields

Substituting the above estimations into (24),we have

Integrating from 0 to t and noticing that η(X,0) = 0,we derive Similarly,

Thus,

Applying Gronwall’s lemma, there holds which is the desired result of (21),and (20) comes from the combination of (23) and (26). The proof is completed.

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

Similarly,we can derive (29),which ends the proof.

4 Extrapolations

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:

where

Applying the Cauchy-Schwarz inequality,there hold

Thus,Gh(v) and Lh(w) are the bounded linear functionals on H1 0 ( ) and H(div, ),respectively.

From Theorem 3.1,we know that ,satisfying

By Lemmas 2.2-2.4,the right hand sides of (22) can be written as Combining (22),(32),(35),and (36),we have

Similar to Theorem 3.1,we can get The proof is completed.

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

Similarly,we can get (40). The proof is completed.

5 Numerical results

We consider problem (1) with

It can be verified that the exact solution to (1) is

. Then, we have

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.

Table 2. Numerical results of u at t = 0.1
Table 3. Numerical results of u at t = 0.4
Table 4. Numerical results of u at t = 0.7
Table 5. Numerical results of u at t = 1.0
Table 6. Numerical results of p at t = 0
Table 7. Numerical results of p at t = 0.4
Table 8. Numerical results of p at t = 0.7
Table 9. Numerical results of p at t = 1.0

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.

References
[1] Yanik, E. G. and Fairweather, G. Finite element methods for parabolic and hyperbolic partial integro-differential equations. Nonlinear Anal., 12(8), 785-809 (1988)
[2] López-Marcos, J. C. A difference scheme for a nonlinear partial integrodifferential equation. SIAM J. Numer. Anal., 27(1), 20-31 (1990)
[3] Chen, C., Thomée, V., and Wahlbin, L. B. Finite element approximation of a parabolic integrodifferential equation with a weakly singular kernel. Math. Comp., 58(198), 587-602 (1992)
[4] Guo, H. and Rui, H. X. Least-squares Galerkin procedures for parabolic integro-differential equations. Appl. Math. Comput., 150(3), 749-762 (2004)
[5] Shi, D. Y. and Zhang, B. Y. High accuracy analysis of anisotropic finite element method for nonlinear parabolic integrodifferential equations. Math. Appl., 21(3), 436-442 (2008)
[6] Sinha, R. K., Ewing, R. E., and Lazarov, R. D. Mixed finite element approximations of parabolic integro-differential equations with nonsmooth initial data. SIAM J. Numer. Anal., 47(5), 3269- 3292 (2009)
[7] Pani, A. K. and Yadav, S. An hp-local discontinuous Galerkin method for parabolic integrodifferential equations. J. Sci. Comput., 46(1), 71-99 (2011)
[8] Guo, H., Zhang, J. S., and Fu, H. F. Two splitting positive definite mixed finite element methods for parabolic integro-differential equations. Appl. Math. Comput., 218(22), 11255-11268 (2012)
[9] Jia, S. H., Li, D. L., Liu, T., and Zhang, S. H. Richardson extrapolation and defect correction of mixed finite element methods for integro-differential equations in porous media. Appl. Math., 53(1), 13-39 (2008)
[10] Reddy, G. M. and Sinha, R. K. Ritz-Volterra reconstructions and a posteriori error analysis of finite element method for parabolic integro-differential equations. IMA J. Numer. Anal. (2013) DOI 10.1093/imanum/drt059
[11] Ewing, R., Lazarov, R., and Lin, Y. P. Finite volume element approximations of nonlocal reactive flows in porous media. Numer. Meth. Part. D. E., 16(3), 285-311 (2000)
[12] Fairweather, G. Spline collocation methods for a class of hyperbolic partial integro-differential equations. SIAM J. Numer. Anal., 31(2), 444-460 (1994)
[13] Pani, A. K. An H1-Galerkin mixed finite element method for parabolic partial differential equations. SIAM J. Numer. Anal., 35(2), 712-727 (1998)
[14] Guo, L. and Chen, H. H. H1-Galerkin mixed finite element method for the regularized long wave equation. Computing, 77(2), 205-221 (2006)
[15] Pani, A. K., Sinha, R. K., and Otta, A. K. An H1-Galerkin mixed method for second order hyperbolic equations. Int. J. Numer. Anal. Model., 1(2), 111-130 (2004)
[16] Liu, Y. and Li, H. H1-Galerkin mixed finite element methods for pseudo-hyperbolic equations. Appl. Math. Comput., 212(2), 446-457 (2009)
[17] Wang, R. W. Error estimates for H1-Galerkin mixed finite element methods for a hyperbolic type integro-differential equation. Math. Numer. Sin., 28(1), 19-30 (2006)
[18] Pani, A. K. and Fairweather, G. H1-Galerkin mixed finite element methods for parabolic partial integro-differential equations. IMA J. Numer. Anal., 22(2), 231-252 (2002)
[19] Chen, H. B., Xu, D., and Liu, X. Q. An H1-Galerkin mixed finite element method for nonlinear parabolic partial integro-differential equations (in Chinese). Acta Math. Appl. Sin., 31(4), 702-712 (2008)
[20] Shi, D. Y. and Wang, H. H. An H1-Galerkin nonconforming mixed finite element method for integro-differential equation of parabolic type. J. Math. Res. Expo., 29(5), 871-881 (2009)
[21] Shi, D. Y., Mao, S. P., and Chen, S. C. An anisotropic nonconforming finite element with some superconvergence results. J. Comput. Math., 23(3), 261-274 (2005)
[22] Apel, T. and Nicaise, S., and Schöberl, J. Crouzeix-Raviart type finite elements on anisotropic meshes. Numer. Math., 89(2), 193-223 (2001)
[23] Lin, Q. and Lin, J. F. Finite Element Methods: Accuracy and Improvement, Science Press, Beijing (2006)
[24] Yan, N. N. Superconvergence Analysis and a Posteriori Error Estimation in Finite Element Methods, Science Press, Beijing (2008)