Shanghai University
Article Information
- Cong XU, Jizeng WANG, Xiaojing LIU, Lei ZHANG, Youhe ZHOU
- Coiflet solution of strongly nonlinear p-Laplacian equations
- Applied Mathematics and Mechanics (English Edition), 2017, 38(7): 1031-1042.
- http://dx.doi.org/10.1007/s10483-017-2212-6
Article History
- Received May. 19, 2016
- Revised Oct. 17, 2016
Nonlinear differential equations (DEs) exist widely in science and engineering areas [1-9]. The so-called p-Laplacian equation is such a nonlinear DE, and has been successfully used to model the problems of thermology [7], fluid dynamics [8], and structural mechanics [9]. A general form of the two-dimensional p-Laplacian equation can be expressed as follows:
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(1) |
where
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(2) |
It can be seen from Eqs. (1) and (2) that, this is a class of second order elliptic boundary value problems in the divergence form with gradient nonlinearity. When p=2 and g(x, y)=0, Eq. (1) degenerates into the normal Laplacian equation. The p-Laplacian equations of Eq. (1) not only has broad applications, but also represents a benchmark DE for verifying the numerical methods. Huang et al. [10] emphasized that the p-Laplacian equations hold most of the very basic difficulties for the numerical solutions of general nonlinear DEs, and many existing numerical techniques actually did not work well in their solutions. Under this situation, there have been many attempts to solve the equations. Chow [11] considered the application of the finite element method (FEM), and derived the error estimates in the energy norm. Barrett and Liu [12] studied the continuous piecewise linear finite element approximation (FEA), and numerically solved several radial symmetric problems. Ainsworth and Kay [13] further considered the FEA of the p-Laplacian equations defined on a polygonal domain, and derived the error estimates in terms of the mesh size and the parameter p. Huang et al. [10] proposed the preconditioned descent algorithms (PDA) with the FEA. Zhou et al. [14] brought up the preconditioned hybrid conjugate gradient algorithm (PHCGA), and adopted the FEA. In addition to the FEA, Andreianov et al. [1] used the finite volume approximation (FVA) on the rectangular meshes to discretize the p-Laplacian equations. Oberman [15] built a scheme with the finite difference method (FDM). Lefton and Wei [16] adopted the penalty method associated with finite elements. Pezzo et al.[17] constructed the interior penalty discontinuous Galerkin method to approximate the p-Laplacian equations. These studies have achieved significant advances in the numerical solution of the p-Laplacian equations. However, as has been pointed out by Huang et al. [10] and emphasized by Zhou et al. [14], there still exist difficulties in the conventional methods to successfully solve the p-Laplacian equations.
As one of the developing potent mathematical tools, the wavelet theory has been successfully used to solve the partial DEs (PDEs) in many fields of science and engineering [18-24] by establishing wavelet-based numerical methods. He and Han [18] proposed a wavelet FDM to solve the elastic wave equation. Ding et al. [19] introduced a wavelet multiscale method for the Maxwell equation inversion. Xiang et al. [20] provided a wavelet-based FEM to solve the Poisson equation. Recently, our group has developed a modified wavelet Galerkin method (MWGM) [25], which has been successfully used for solving different types of nonlinear integral equations [26] and DEs [27-29] with applications to large deflection bending and vibration for plates [30-32]. The associated numerical results have shown that such an MWGM has much better accuracy and efficiency than most existing conventional numerical methods. As inspired by the progresses in wavelet-based numerical techniques, we propose a new wavelet approximation scheme to improve the MWGM, and then use it to discretize the p-Laplacian equations, so that a convenient and high accurate wavelet method can be established to numerically solve the p-Laplacian equations.
2 Wavelet approximation of interval-bounded functionsCoiflets are a family of compactly supported orthogonal wavelets. For this type of wavelets, the scaling function φ (x) has a compact support [0, 3 N-1], and satisfies
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(3) |
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(4) |
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(5) |
where N is a positive even integer,
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(6) |
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(7) |
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(8) |
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(9) |
Once the filter coefficients are obtained by solving Eqs. (6) -(9), the values of φ (x) at the dyadic points can be obtained from Eq. (3). During the construction of φ (x), N and M1 can be artificially chosen [25]. The filter coefficients p0, p1, …, p17 for N=6 and M1=7 are listed in Table 1 [25].
According to the multi-resolution analysis of the wavelet theory [25], the function space L2(R) can be divided into a series of nested subspaces
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for which we have
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so that a function f(x)∈ L2(R) can be approximated by the projection of the function from L2(R) to V J as follows [25]:
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(10) |
where J is the so-called resolution level [25], and
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Then, Eq. (10) can be rewritten as follows:
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(11) |
and
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(12) |
in which N≥ n, and C is a constant depending on f(x) and φ (x). We note that the property of the Coiflet allows any polynomials with the order up to N-1 to be exactly represented by Eq. (11).
Since the scaling function basis is defined on the whole real line, Eq. (11) cannot be directly applied to the functions bounded on a finite interval. When approximating f(x)∈ L2[0, 1], the summation index k in Eq. (11) satisfies
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at the same time, such that the function values of f((M1 + k)/2 J) are undefined. To resolve this conflict, one usually needs to use the zero, symmetric, or periodic extension of the function near the boundaries of the interval. However, these treatments may sometimes introduce artificial "jump" to the values of the function and/or its derivatives close to the boundaries, and eventually result in numerical instability or large approximation error. Wang [25] has considered a natural extension treatment by using the Taylor series expansion, in which the boundary derivatives are approximated by the numerical difference methods of the third-order. Although such a treatment can effectively reduce the boundary error when approximating the interval-bounded functions, the relevant approximation formula is not able to exactly represent all the interval bounded polynomials with the order up to N-1, since only low order numerical difference approximations to the boundary derivatives are adopted. In order to overcome this drawback, in this study, we consider the technique of the Lagrange polynomial interpolation.
For the function f(x)∈ L2[0, 1], we choose m+1 nodal points, i.e., x0, x1, …, x m ∈ [0, 1], and the corresponding function values f(x0), f(x1), …, f(x m). Then, we have the Lagrange polynomial interpolation to the function at x close to x0 as follows:
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(13) |
Particularly, if the nodal points are spaced equally with the distance 1/2 J, i.e.,
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we have
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(14) |
Based on Eq. (14), we can construct a new function
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(15) |
It is easy to verify that, for any polynomials with the order up to m, we have
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Similar to Ref. [25], using Eq. (11) to approximate
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(16) |
where
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(17) |
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(18) |
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(19) |
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(20) |
The approximation formula of Eq. (16) can exactly represent any polynomials on [0, 1] and with the order up to N-1.
Equation (16) is also valid for the approximation of multi-dimensional functions. Considering the two-dimensional function u(x, y), where (x, y)∈ [0, 1]× [0, 1], treating u(x, y) as the function of x, and then applying Eq. (16), we have
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(21) |
or
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(22) |
Then, treating each term of
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(23) |
Combining Eqs. (22) and (23), we have
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(24) |
or
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(25) |
where
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(26) |
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(27) |
We note that the errors of the approximations in Eqs. (16) and (24) are still on the same order as that in Eq. (12), i.e., O (2- JN). To verify the accuracy of this approximation, we take
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as examples. Figure 1 shows the relative L2 error, defined by
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Fig. 1 Relative L2 error in approximating f(x)=tanh x by using Fourier series, various orthogonal polynomials, and Eq. (16) in terms of Coiflet with N=6 and M1=7, respectively |
|
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Fig. 2 Relative L2 error in approximating f(x)=tanh xat x=0.5 by using Eq. (16) |
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Figure 3 shows the relative L2 error in approximating u(x, y) by using Eq. (24) with J=4. Figure 4 illustrates the cross-section of the error profile at x=0.5. It can be seen from Figs. 3 and 4 that the maximum error can be on the order of 10-8, and the boundary error can be on the order of 10-10. This indicates that the proposed approximating scheme is very accurate.
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Fig. 3 Relative L2 error in approximating u(x, y)= e xy(1- x)(1- y) by using Eq. (24), where N=6, M1=7, and J=4 |
|
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Fig. 4 Relative L2 error in approximating u(x, y)= e xy(1- x)(1- y) by using Eq. (24) at x=0.5, where N=6, M1=7, and J=4 |
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Using Eq. (24) to approximate the two-dimensional function u(x, y) ((x, y)∈ [0, 1]× [0, 1]) and then performing derivative calculations yield
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(28) |
Considering α =1, β =0 and α =0, β =1 and rewriting Eq. (28) in the matrix form yield
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(29) |
Denote
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Then, from Eq. (24), we have
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(30) |
Equation (30) can be rewritten in the matrix form as follows:
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(31) |
where
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(32) |
Equating Eqs. (29) and (31), multiplying Φ J, m(x)Φ J, n(y), and performing integration from 0 to 1 for both x and y, we have
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(33) |
where
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From Eq. (33), we have
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(34) |
where P is symmetric.
Then, we have
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(35) |
where symbols
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Define
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Then, we have
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where
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Finally, the general p-Laplacian equation shown in Eq. (1) can be discretized as follows:
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(36) |
where H and S are functions of U, G={ g(k/2 J, l/2 J)}, and k, l=0, 1, …, 2 J. Denote F(U)= AT RB+ BT SA+ G. Then, we can rewrite Eq. (46) as follows:
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(37) |
which is a matrix equation depending on the unknown u(k/2 J, l/2 J). With the classic Newton iteration method, we can obtain the solution of Eq. (37).
4 Numerical examplesExample 1 Huang et al. [10] considered an axial symmetric p-Laplacian equation by assigning
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to Eq. (1). For such a p-Laplacian equation, the exact solution can be given by
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(38) |
Huang et al. [10] solved this equation by combining the PDA iteration method and the FEA. By using the meshes with 1 601 unknowns, and after 9 iteration steps, the obtained result has the L2 norm error defined by
To apply the proposed wavelet Galerkin method, we use Eq. (16) to approximate the unknown function u(r). The boundary conditions can be embedded into the approximation series by adjusting the summation index from 0~2 J to 1~2 J-1. Define U={ u k} as the exact solution and
Example 2 Bermejo and Infante [33] provided the benchmark test problem of Eq. (1) associated with
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Obviously, u(x, y)=10 x(1- x) y(1- y) is the exact solution. By proposing the full approximation storage multigrid algorithm (FASMA), Bermejo and Infante [33] obtained the finite element solution for this problem. The best result in Ref. [33] is achieved by using 9 409 nodes. The relative L2 error defined by
When using the proposed wavelet Galerkin method, Eq. (24) is adopted to approximate the unknown function u(x, y), where the range of the summation index changes to 1~2 J-1 so that the zero boundary condition can be satisfied. Table 3 shows the relative l2 error defined by
Example 3 Andreianov et al. [1] considered Eq. (1) associated with
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The exact solution is u(x, y)= e x sin (3 π x) sin (3 π y). Figure 5 shows the relative lp errors defined by
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Fig. 5 Relative lp error as function of mesh size h for Example 3 with different numerical methods |
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In this paper, we have considered a new boundary extension technique in terms of the Lagrange interpolating polynomial to improve the accuracy of the Coiflet-based approximation of functions defined on an interval. The obtained approximation formula can exactly represent any interval bounded polynomials with the order up to N-1, where the Coiflet with the compact support [0, 3 N-1] is adopted. Combining such an approximation algorithm with the conventional Gelerkin method, we establish the solution procedure of the challenging p-Laplacian equations. The numerical examples indicate that the proposed wavelet method is much more accurate and efficient than several other numerical methods.
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