3.1Error estimates
Setting
(34)
{\varphi^h}(t) - \varphi (t) = {\theta^\varphi} + {\beta^\varphi},{\kern 1pt} {\kern 1pt} {\rm{with}}{\kern 1pt} {\kern 1pt} {\theta^\varphi} = {\varphi^h} - {\varphi_e}^h{\kern 1pt} {\kern 1pt} {\rm{and}}{\kern 1pt} {\kern 1pt} {\beta^\varphi} = {\varphi_e}^h - \varphi,
(35)
{w^h}(t) - w(t) = {\theta^w} + {\beta^w},{\kern 1pt} {\kern 1pt} {\rm{with}}{\kern 1pt} {\kern 1pt} {\theta^w} = {w^h} - {w_e}^h{\kern 1pt} {\kern 1pt} {\rm{and}}{\kern 1pt} {\kern 1pt} {\beta^w} = {w_e}^h - w,
for all t ∈ [0, T ], where weh = weh(t) represents the elliptic projection of w = w(t), and φeh = φeh(t) is the elliptic projection of φ = φ(t). These projections satisfy the following conditions:
(36)
((\nabla {w_e}^h,\nabla \psi)) = ((\nabla w,\nabla \psi))\quad \quad {\rm{for}}\,{\rm{all}}{\kern 1pt} \,{\kern 1pt} \psi {\kern 1pt} \in \overline {{H^1}(\Omega)},
(37)
(({w_e}^h,1)) = ((w,1)),
(38)
((\nabla {\varphi_e}^h,\nabla \psi)) = ((\nabla \varphi,\nabla \psi))\quad \quad {\rm{for}}\,{\rm{all}}{\kern 1pt} \,{\kern 1pt} \psi {\kern 1pt} \in \overline {{H^1}(\Omega)},
(39)
((\varphi_e^h,1)) = ((\varphi,1)).
Using the Lax-Milgram theorem and following the Poincaré inequality, it is evident that, for all
w \in \overline {{H^1}(\Omega)}
, equations (36)–(37) establish a unique solution
{w_e}^h \in \overline {{V^h}(\Omega)}
.
Likewise, for the function
\varphi \in \overline {{H^1}(\Omega)}
, equations (38)–(39) yield a unique solution
{\varphi_e}^h \in \overline {{V^h}(\Omega)}
.
Now, we proceed to define the bilinear form
(40)
s(\phi,\psi) = ((\nabla \phi,\nabla \psi)),
which is coercive on
\overline {{H^1}(\Omega)}
, i.e., there exists c0 > 0, such that
(41)
s(\phi,\phi) \ge {c_0}\parallel \phi \parallel_{\overline {{H^1}}}^2,\quad \quad {\rm{for}}\,{\rm{all}}{\kern 1pt} {\kern 1pt} \,\phi {\kern 1pt} {\kern 1pt} \in {\kern 1pt} {\kern 1pt} \overline {{H^1}(\Omega)}.
We start by estimating βφ and βw.
Lemma 4
For all φ ∈ H2(Ω), the function φeh ∈ Vh defined by (38) satisfies
(42)
\parallel {\varphi_e}^h - \varphi {\parallel_{{L^2}(\Omega)}} + h\parallel {\varphi_e}^h - \varphi {\parallel_{{H^1}(\Omega)}} \le C{h^2}\parallel \varphi {\parallel_{{H^2}(\Omega)}}.
Proof
We first have the following equation:
(43)
s(\varphi_e^h,{\psi^h}) = s(\varphi,\psi),{\kern 1pt} \,\,{\kern 1pt} {\rm{for}}\,{\rm{all}}\,\,{\kern 1pt} {\kern 1pt} \psi {\kern 1pt} \in {\kern 1pt} \overline {{V^h}}.
Then, since
\varphi_e^h - I_\varphi^h \in \overline {{V^h}}
, we obtain
s(\varphi_e^h - \varphi,\varphi_e^h - \varphi) = s(\varphi_e^h - \varphi,\varphi_e^h - I_\varphi^h) + s(\varphi_e^h - \varphi,I_\varphi^h - \varphi)
and
s({\varphi_e}^h - \varphi,{\varphi_e}^h - \varphi) \ge {c_0}\parallel {\varphi_e}^h - \varphi \parallel_{\overline {{H^1}}}^2,
which yields
{c_0}||\varphi_e^h - \varphi ||_{\overline {{H^1}}}^2 \le s(\varphi_e^h - \varphi,\varphi_e^h - \varphi) \le ||\varphi_e^h - \varphi |{|_{\overline {{H^1}}}}||I_\varphi^h - \varphi |{|_{\overline {{H^1}}}}.
Therefore,
||\varphi_e^h - \varphi |{|_{\overline {{H^1}}}} \le c_0^{- 1}||I_\varphi^h - \varphi |{|_{\overline {{H^1}}}}.
As a direct result of (30), we deduce that
(44)
||\varphi_e^h - \varphi |{|_{\overline {{H^1}}}} \le Ch||\varphi |{|_{{H^2}(\Omega)}}.
Furthermore, for z ∈ L2(Ω), let ϕ represent the unique solution of
(45)
s(\phi,\psi) = ((z,\psi)),{\kern 1pt} {\kern 1pt} {\kern 1pt} {\kern 1pt} \,{\rm{for}}\,{\rm{all}}{\kern 1pt} {\kern 1pt} \psi {\kern 1pt} {\kern 1pt} \in \overline {{H^1}}.
Thus, we obtain that
(46)
\parallel \phi {\parallel_{{H^2}(\Omega)}} \le C\parallel z{\parallel_{{L^2}(\Omega)}},
where the constant C does not depend on z.
Taking now ψ = φeh − φ in (45), we infer that
\matrix{{((z,\varphi_e^h - \varphi)) = s(\phi,\varphi_e^h - \varphi) = s(\phi - I_\phi^h,\varphi_e^h - \varphi)} \hfill & {\le ||\phi - I_\phi^h|{|_{\overline {{H^1}}}}||\varphi_e^h - \varphi |{|_{\overline {{H^1}}}}.} \hfill \cr}
Moreover, by selecting z = φeh − φ and considering (30) and (44), we obtain
\matrix{{\parallel {\varphi_e}^h - \varphi \parallel_{{L^2}(\Omega)}^2} \hfill & {\le Ch\parallel \phi {\parallel_{{H^2}(\Omega)}}Ch\parallel \varphi {\parallel_{{H^2}(\Omega)}}} \hfill \cr {} \hfill & {\le C{h^2}\parallel {\varphi_e}^h - \varphi {\parallel_{{L^2}(\Omega)}}\parallel \varphi {\parallel_{{H^2}(\Omega)}}.} \hfill \cr}
Thus,
\parallel {\varphi_e}^h - \varphi {\parallel_{{L^2}(\Omega)}} \le C{h^2}\parallel \varphi {\parallel_{{H^2}(\Omega)}}.
This inequality, along with inequality (44), yield the result.
In a similar manner, we can establish the existence of a constant c that is solely dependent on Ωh. For all w ∈ H2(Ω), the function weh ∈ Vh, as defined in (36)–(37), complies with the following:
(47)
\parallel {w_e}^h - w{\parallel_{{L^2}(\Omega)}} + h\parallel {w_e}^h - w{\parallel_{{H^1}(\Omega)}} \le C{h^2}\parallel w{\parallel_{{H^2}(\Omega)}}.
Next, we define the discrete inverse Laplacian
D_L^{- 1,h}:\overline L \to \overline {{V^h}}
by
D_L^{- 1,h}f = {m^h}
, where
f \in \overline {L(\Omega)}
and
{m^h}{\kern 1pt} \in \overline {{V^h}}
solves
(48)
((\nabla {m^h},\nabla {\psi^h})) = ((f,{\psi^h})),\quad \quad {\rm{for}}\,{\rm{all}}{\kern 1pt} \,\,{\kern 1pt} {\psi^h}{\kern 1pt} {\kern 1pt} \in {\kern 1pt} {\kern 1pt} {V^h}.
Note that
D_L^{- 1,h}
is self-adjoint and positive semi-definite on
\overline {{H^1}}
, since
\matrix{{((g,D_L^{- 1,h}f)) = ((\nabla D_L^{- 1,h}g,\nabla D_L^{- 1,h}f)) = ((f,D_L^{- 1,h}g)),\quad \quad {\rm{for}}\,{\rm{all}}\,{\kern 1pt} {\kern 1pt} f,g{\kern 1pt} {\kern 1pt} \in {\kern 1pt} {\kern 1pt} \overline {L(\Omega)},} \cr {((f,D_L^{- 1,h}f)) = \parallel \nabla D_L^{- 1,h}f\parallel_{{L^2}(\Omega)}^2,\quad \quad {\rm{for}}\,{\rm{all}}{\kern 1pt} {\kern 1pt} f{\kern 1pt} {\kern 1pt} \in \overline {L(\Omega)}.} \cr}
By expressing the discrete negative semi-norm in the following manner:
\parallel m{\parallel_{- 1,h}} = {((D_L^{- 1,h}m,m))^{{1 \over 2}}} = \parallel \nabla D_L^{- 1,h}m{\parallel_{{L^2}(\Omega)}},\quad \quad {\rm{for}}\,{\rm{all}}{\kern 1pt} {\kern 1pt} \,m{\kern 1pt} {\kern 1pt} \in {\kern 1pt} {\kern 1pt} \overline {L(\Omega)},
and using an orthonormal basis of
\overline {{V^h}}
for the L2(Ω)-scalar product, it becomes evident that the subsequent interpolation inequality is satisfied
(49)
\parallel {m^h}\parallel_{{L^2}(\Omega)}^2 \le \parallel {m^h}{\parallel_{- 1,h}}\parallel {m^h}{\parallel_{{H^1}(\Omega)}},{\kern 1pt} {\kern 1pt} {\kern 1pt} {\kern 1pt} {\kern 1pt} {\rm{for}}\,{\rm{all}}{\kern 1pt} \,{\kern 1pt} {m^h}{\kern 1pt} {\kern 1pt} \in {\kern 1pt} {\kern 1pt} \overline {{V^h}}.
It is also observed that
(50)
\parallel f{\parallel_{- 1,h}} \le {c_p}\parallel f{\parallel_{{L^2}(\Omega)}},\quad \quad {\rm{for}}\,{\rm{all}}{\kern 1pt} {\kern 1pt} f{\kern 1pt} \in {\kern 1pt} \overline {L(\Omega)},
where cp is the Poincaré constant. Moreover, we define
(51)
\delta (t) = {1 \over {{\kern 1pt} Vol{\kern 1pt} (\Omega)}}(({\theta^\varphi}(t),1)),\quad \quad {\rm{for}}\,{\rm{all}}{\kern 1pt} \,{\kern 1pt} {\kern 1pt} t \ge 0,
so that ((θφ − δ, 1)) = 0.
In the remaining part of this section, the final time T ∈ (0, ∞) is defined, and we express
{\cal Z}(t) = \parallel {\theta^\varphi}\parallel_{{H^1}(\Omega)}^2 + \parallel \theta_t^\varphi - {\delta_t}\parallel_{- 1,h}^2.
We now prove the following lemma.
Lemma 5
Let (φ, w) be a solution of (28)–(29) with sufficient regularity, and let (φh, wh) be a solution of (32)–(33). If R < ∞,
\matrix{{\mathop {\sup}\limits_{t{\kern 1pt} \in {\kern 1pt} [0,T]} \parallel \varphi (t){\parallel_{{C^0}(\overline \Omega)}} < R,} \hfill \cr {\mathop {\sup}\limits_{t{\kern 1pt} \in {\kern 1pt} [0,T]} \parallel {\varphi_t}(t){\parallel_{{C^0}(\overline \Omega)}} \le R,} \hfill \cr {\mathop {\sup}\limits_{t{\kern 1pt} \in {\kern 1pt} [0,T]} \parallel {\varphi^h}(0){\parallel_{{C^0}(\overline \Omega)}} < R,} \hfill \cr}
and
\parallel {\varphi^h}(t){\parallel_{{L^\infty}(\Omega)}} \le R,{\rm{for every}}{\kern 1pt} {\kern 1pt} t \in [0,{T^h}],
where Th ∈ (0, T ] is the maximal time, then
(52)
\matrix{{{\cal Z}(t) + \int_0^t [||{\theta^w}||_{{H^1}}^2 + ({1 \over 2} - {\alpha^2})||\theta_t^\varphi ||_{{H^1}}^2]ds} \hfill \cr {\le C{\cal Z}(0) + C'\int_0^t [||{\beta^\varphi}||_{{L^2}}^2 + ||\beta_{tt}^\varphi ||_{{L^2}}^2]ds} \hfill \cr {+ C'\int_0^t [||{\beta^w}||_{{L^2}}^2 + ||\beta_t^w||_{{L^2}}^2]ds\quad \quad for{\rm{}}all{\kern 1pt} {\kern 1pt} \,t{\kern 1pt} \in {\kern 1pt} [0,{T^h}].} \hfill \cr}
Moreover,
(53)
||(({\theta^\varphi},1))|| \le C[{{\cal Z}^{{1 \over 2}}}(t) + ||{\theta^\varphi}|{|_{{L^2}}}],\quad \quad for\,all{\kern 1pt} \,{\kern 1pt} t{\kern 1pt} \in {\kern 1pt} [0,T].
Proof
It follows from (28) and (32) that
((\varphi_t^h,\phi)) - (({\varphi_t},\phi)) = - ((\nabla {w^h},\nabla \phi)) + ((\nabla w,\nabla \phi)) + \alpha (({\varphi^h} - \varphi,\phi)).
Therefore,
(54)
((\theta_t^\varphi,\phi)) + ((\nabla {\theta^w},\nabla \phi)) = - ((\beta_t^\varphi,\phi)) + \alpha (({\varphi^h} - \varphi,\phi)).
In particular, if ϕ ≡ 1, we obtain
(55)
{\delta_t}(t) = {1 \over {{\bf{Vol}}(\Omega)}}((\theta_t^\varphi,1)) = - {1 \over {{\bf{Vol}}(\Omega)}}[((\beta_t^\varphi,1)) + \alpha (({\theta^\varphi} + {\beta^\varphi},1))].
Due to equation (39), we can derive the following:
((\beta_t^\varphi,1)) = 0.
Differentiating (55) with respect to time, we get
(56)
((\theta_{tt}^\varphi,1)) = {1 \over {{\bf{Vol}}(\Omega)}}{\delta_{tt}}(t) = - {1 \over {{\bf{Vol}}(\Omega)}}[((\beta_{tt}^\varphi,1)) + \alpha ((\theta_t^\varphi,1)) + ((\beta_t^\varphi,1))],
which yields,
(57)
{\delta_{tt}}(t) = {\alpha \over {{\bf{Vol}}(\Omega)}}((\theta_t^\varphi,1)).
Similarly, by subtracting (29) from (33) now, we get:
(({w^h},\psi)) - ((w,\psi)) = {1 \over \varepsilon}((f({\varphi^h}),\psi)) - {1 \over \varepsilon}((f(\varphi),\psi)) - \varepsilon ((\nabla {\varphi^h},\psi)) + \varepsilon ((\nabla \varphi,\nabla \psi)).
Hence,
(58)
- (({\theta^w},\psi)) + \varepsilon ((\nabla {\theta^\varphi},\nabla \psi)) = (({\beta^w},\psi)) - {1 \over \varepsilon}((f({\varphi^h}) - f(\varphi),\psi)),
on [0,T], for all ψ ∈ Mh|.
Furthermore, using φ = θw in (54) and
\psi = \theta _t^\varphi
in (58), and then summing the results, we obtain
\matrix{{||\nabla {\theta^w}||_{{L^2}(\Omega)}^2 + {1 \over 2}{d \over {dt}}||\nabla {\theta^\varphi}||_{{L^2}(\Omega)}^2} \hfill & {= - 2((\theta_t^\varphi,{\theta^w})) - ((\beta_t^\varphi,{\theta^w})) + \alpha (({\theta^\varphi},{\theta^w})) + \alpha (({\beta^\varphi},{\theta^w}))} \hfill \cr {} \hfill & {+ (({\beta^w},\theta_t^\varphi)) - ((f({\varphi^h}) - f(\varphi),\theta_t^\varphi)).} \hfill \cr}
In addition, the function f is Lipschitz with constant Lf, therefore
(59)
\parallel f({\varphi^h}) - f(\varphi){\parallel_{{L^2}(\Omega)}} \le {L_f}\parallel {\varphi^h} - \varphi {\parallel_{{L^2}(\Omega)}}.
Hence,
\matrix{{||{\theta^w}||_{{H^1}(\Omega)}^2 + {1 \over 2}{d \over {dt}}||{\theta^\varphi}||_{{H^1}(\Omega)}^2} \hfill & {\le 2||\theta_t^\varphi |{|_{{L^2}(\Omega)}}[{\bf{Vo}}{{\bf{l}}^{{{- 1} \over 2}}}(\Omega)|(({\theta^w},1))| + {c_p}||{\theta^w}|{|_{{H^1}(\Omega)}}]} \hfill \cr {} \hfill & {+ ||\beta_t^\varphi |{|_{{L^2}}}||{\theta^w}|{|_{{L^2}(\Omega)}} + \alpha ||{\theta^\varphi}|{|_{{L^2}(\Omega)}}||{\theta^w}|{|_{{L^2}(\Omega)}}} \hfill \cr {} \hfill & {+ \alpha ||{\beta^\varphi}|{|_{{L^2}(\Omega)}}||{\theta^w}|{|_{{L^2}(\Omega)}} + ||{\beta^w}|{|_{{L^2}(\Omega)}}||\theta_t^\varphi |{|_{{L^2}(\Omega)}}} \hfill \cr {} \hfill & {+ {1 \over \varepsilon}||\theta_t^\varphi |{|_{{L^2}(\Omega)}}.{L_f}[||{\theta^\varphi}|{|_{{L^2}(\Omega)}} + ||{\beta^\varphi}|{|_{{L^2}(\Omega)}}].} \hfill \cr}
We now estimate ((θw, 1)). We choose ψ ≡ 1 in (58) and use ((βw, 1)) = 0, so the estimate (59) yields
(60)
|(({\theta^w},1))| \le {L_f}[||{\theta^\varphi}|{|_{{L^2}(\Omega)}} + ||{\beta^\varphi}|{|_{{L^2}(\Omega)}}]{\bf{Vo}}{{\bf{l}}^{{{- 1} \over 2}}}(\Omega){\kern 1pt} {\kern 1pt} {\kern 1pt} {\kern 1pt} on{\kern 1pt} {\kern 1pt} {\kern 1pt} {\kern 1pt} [0,{T^h}].
Thanks to inequalities (60) and (58), the triangle inequality, and the generalized Poincaré inequality, we find
(61)
\parallel v\parallel_{{L^2}(\Omega)}^2 \le {c'_p}\parallel v\parallel_{{H^1}(\Omega)}^2,{\kern 1pt} {\kern 1pt} {\kern 1pt} {\kern 1pt} {\kern 1pt} {\kern 1pt} {\rm{for}}\,{\rm{all}}\,{\kern 1pt} {\kern 1pt} {\kern 1pt} v \in {H^1}(\Omega),
and we deduce (53).
Besides, we have that
(62)
ab \le \varepsilon {a^2} + {(4\varepsilon)^{- 1}}{b^2},\quad \quad {\rm{for}}\,{\rm{all}}{\kern 1pt} \,{\kern 1pt} a,b \ge 0,{\kern 1pt} {\kern 1pt} \forall {\kern 1pt} \varepsilon > 0.
It then follows from (60)–(62) that
(63)
\matrix{{||{\theta^w}|{|_{{H^1}(\Omega)}} + {d \over {dt}}||{\theta^\varphi}|{|_{{H^1}(\Omega)}}} \hfill & {\le {C_1}(||{\beta^\varphi}||_{{L^2}(\Omega)}^2 + ||{\beta^w}||_{{L^2}(\Omega)}^2 + ||\beta_t^\varphi ||_{{L^2}(\Omega)}^2)} \hfill \cr {} \hfill & {\le {C_2}(||{\theta^\varphi}||_{{L^2}(\Omega)}^2 + ||\theta_t^\varphi ||_{{L^2}(\Omega)}^2),} \hfill \cr}
where the constants C1 and C2 depend on Vol(Ω), cp, Lf, and α.
We now must calculate the value of
\theta_t^\varphi
, so if we differentiate equation (59) with respect to time, we get
(64)
((\theta_{tt}^\varphi,\phi)) + ((\nabla \theta_t^w,\nabla \phi)) = - ((\beta_{tt}^\varphi,\phi)) + \alpha ((\theta_t^\varphi + \beta_t^\varphi,\phi)).
In addition, if we differentiate (58) with respect to time, we get
(65)
- ((\theta_t^w,\psi)) + \varepsilon ((\nabla \theta_t^\varphi,\nabla \psi)) = ((\beta_t^\varphi,\psi)) - {1 \over \varepsilon}(({[f({\varphi^h}) - f(\varphi)]_t},\psi)).
Next, we select
\phi = D_L^{- 1,h}(\theta_t^\varphi - {\delta_t})
in equation (64) and
\psi = \theta_t^\varphi - {\delta_t}
in equation (65). When we combine these equations, we obtain
(66)
\matrix{{((\theta_{tt}^\varphi,D_L^{- 1,h}(\theta_t^\varphi - \delta t)) + \varepsilon ||\theta_t^\varphi ||_{{H^1}(\Omega)}^2 = - (((\beta_{tt}^\varphi,D_L^{- 1,h}(\theta_t^\varphi - {\delta_t}))) + ((\beta_t^w,\theta_t^\varphi - {\delta_t}))} \cr {+ \alpha ((\theta_t^\varphi + \beta_t^\varphi,D_L^{- 1,h}(\theta_t^\varphi - {\delta_t}))) - (({{[f({\varphi^h}) - f(\varphi)]}_t},\theta_t^\varphi - {\delta_t})).} \cr}
In the first term on the left-hand side, we can express
\theta_{tt}^\varphi = (\theta_{tt}^\varphi - {\delta_{tt}}) + {\delta_{tt}}.
We should note that
(({\delta_{tt}} + \beta_{tt}^\varphi,1)) = \alpha ((\theta_t^\varphi,1))
according to (57). As for the nonlinear terms, we have
{[f({\varphi^h}) - f(\varphi)]_t} = f'({\varphi^h})[\varphi_t^h - {\varphi_t}] + {\varphi_t}[f'({\varphi^h}) - f'(\varphi)]
and
(67)
\alpha {[{\varphi^h} - \varphi]_t} = \alpha (\theta_t^\varphi + \beta_t^\varphi).
Thus, equation (66) implies
\matrix{{{1 \over 2}{d \over {dt}}||\theta_t^\varphi - {\delta_t}||_{- 1,h}^2 + \varepsilon ||\theta_t^\varphi ||_{{H^1}(\Omega)}^2} \hfill & {\le ||{\delta_{tt}} + \beta_{tt}^\varphi |{|_{- 1,h}}||\theta_t^\varphi - {\delta_t}|{|_{- 1,h}} + ||\beta_t^w|{|_{{L^2}(\Omega)}}||\theta_t^\varphi - {\delta_t}|{|_{{L^2}(\Omega)}}} \hfill \cr {} \hfill & {+ sup|f'|(||\theta_t^\varphi - {\delta_t}|{|_{{L^2}(\Omega)}} + ||\beta_t^\varphi |{|_{{L^2}(\Omega)}} + |{\delta_t}|)||\theta_t^\varphi - {\delta_t}|{|_{{L^2}(\Omega)}}} \hfill \cr {} \hfill & {+ {L_{f'}}(||{\theta^\varphi}|{|_{{L^2}(\Omega)}} + ||{\beta^\varphi}|{|_{{L^2}(\Omega)}})||\theta_t^\varphi - {\delta_t}|{|_{{L^2}(\Omega)}}} \hfill \cr {} \hfill & {+ \alpha (||\theta_t^\varphi |{|_{{L^2}(\Omega)}} + ||\beta_t^\varphi |{|_{{L^2}(\Omega)}})||\theta_t^\varphi - {\delta_t}|{|_{- 1,h}},} \hfill \cr}
where L′f is the Lipschitz constant of f′ on [−F, F].
With the help of the interpolation inequality (49) applied to
{v^h} = \theta_t^\varphi - {\delta_t}
i.e.
(68)
\parallel \theta_t^\varphi - {\delta_t}{\parallel_{{L^2}(\Omega)}} \le \parallel \theta_t^\varphi - {\delta_t}{\parallel_{- 1,h}}\parallel \theta_t^\varphi {\parallel_{{H^1}(\Omega)}},
and the inequalities (50) and (63), along with the Poincaré Inequality, we obtain
(69)
\matrix{{{d \over {dt}}||\theta_t^\varphi - {\delta_t}||_{- 1,h}^2 + ||\theta_t^\varphi |{|_{{H^1}(\Omega)}}} \cr {\le {C_3}[||{\delta_{tt}} + {\beta^\varphi}tt||_{{L^2}(\Omega)}^2 + ||\beta_t^w||_{{L^2}(\Omega)}^2 + ||\beta_t^\varphi ||_{{L^2}(\Omega)}^2 + 2||{\beta^\varphi}|| + 2||{\delta_t}||_{{L^2}(\Omega)}^2]} \cr {+ \;{C_4}(||\theta_t^\varphi - {\delta_t}||_{- 1,h}^2 + ||{\theta^\varphi}||_{{L^2}(\Omega)}^2),{\kern 1pt} {\kern 1pt} {\kern 1pt} {\rm{on}}\,{\kern 1pt} {\kern 1pt} [0,{T^h}],} \cr}
for some constants C3 and C4 which depend on R, cp, Lf′,
\mathop {\sup |L'|}\limits_{[- R,R]}
and
\mathop {\sup |f'|}\limits_{[- R,R]}
.
Finally, we add (63) and (69), using the modified Poincaré inequality (61) and the triangular inequality, we get
\parallel \theta_t^\varphi {\parallel_{{L^2}{{(\Omega)}^2}}} \le \parallel \theta_t^\varphi - {\delta_t}\parallel_{{L^2}(\Omega)}^2 + |{\delta_t}{|^2},
the interpolation inequality (68), and inequality (62), we obtain that
\matrix{{{1 \over 2}||\theta_t^\varphi ||_{{H^1}(\Omega)}^2 + ||{\theta^w}|{|_{{H^1}(\Omega)}} + {d \over {dt}}{\cal Z}(t) \le {C_5}(||{\beta^w}||_{{L^2}(\Omega)}^2 + ||{\beta^\varphi}||_{{L^2}(\Omega)}^2 + |{\delta_t}{|^2} + ||\beta_t^w||_{{L^2}(\Omega)}^2 + ||\beta_t^\varphi ||_{{L^2}(\Omega)}^2} \cr {+ ||\beta_{tt}^\varphi ||_{{L^2}(\Omega)}^2 + |{\delta_{tt}}{|^2}) + {C_6}(||\theta_t^\varphi - {\delta_t}|{|_{- 1,h}} + ||{\theta^\varphi}||_{{L^2}(\Omega)}^2 + ||\theta_t^\varphi ||_{{L^2}(\Omega)}^2} \cr {\le {C_5}(||{\beta^w}||_{{L^2}(\Omega)}^2 + ||{\beta^\varphi}||_{{L^2}(\Omega)}^2 + |{\delta_t}{|^2} + ||\beta_t^w||_{{L^2}(\Omega)}^2 + ||\beta_t^\varphi ||_{{L^2}(\Omega)}^2 + ||\beta_{tt}^\varphi ||_{{L^2}(\Omega)}^2 + |{\delta_{tt}}{|^2})} \cr {+ {C_6}(||\theta_t^\varphi - {\delta_t}||_{- 1,h}^2 + ||{\theta^\varphi}||_{{H^1}(\Omega)}^2).} \cr}
Moreover, due to equation (33), we have
|{\delta_t}{|^2} \le {\alpha^2}||{\theta^\varphi}||_{{L^2}(\Omega)}^2
and
|{\delta_{tt}}{|^2} \le {\alpha^2}||\theta_t^\varphi ||_{{L^2}(\Omega)}^2,
which lead to the the following inequality:
\matrix{{({1 \over 2} - {\alpha^2})||\theta_t^\varphi ||_{{H^1}(\Omega)}^2 + ||{\theta^w}||_{{H^1}(\Omega)}^2 + {d \over {dt}}||{\cal Z}(t)||} \cr {\le C(||{\beta^w}||_{{L^2}(\Omega)}^2 + ||{\beta^\varphi}||_{{L^2}(\Omega)}^2 + ||\beta_t^w||_{{L^2}(\Omega)}^2 + ||\beta_{tt}^\varphi ||_{{L^2}(\Omega)}^2) + C'{\cal Z}(t).} \cr}
Therefore, we conclude (52) by applying Gronwall's lemma.
Theorem 6
Let (φ, w) represent a solution to (28)–(29) such that φ, φt, φtt, w, wt ∈ L2(0, T, H2(Ω)), and let (φh, wh) denote the solution to (32)–(33).
If
(70)
{\theta^\varphi}(0) = 0,{\kern 1pt} {\kern 1pt} {\kern 1pt} {\theta^w}(0) = 0,{\kern 1pt} {\kern 1pt} and{\kern 1pt} {\kern 1pt} {\beta^\varphi}(0) = 0,
then
\matrix{{\mathop {\sup}\limits_{[0,T]} (\parallel {\varphi^h} - \varphi {\parallel_{{L^2}(\Omega)}} + \parallel \varphi_t^h - {\varphi_t}{\parallel_{- 1,h}}) \le C{h^2},} \cr {{{\left({\int_0^T \parallel {w^h} - w\parallel_{{L^2}(\Omega)}^2ds} \right)}^{{1 \over 2}}} \le C{h^2},} \cr {\mathop {\sup}\limits_{[0,T]} \parallel {\varphi^h} - \varphi {\parallel_{{H^1}(\Omega)}} \le Ch,} \cr}
and
{\left({\int_0^T \left({\parallel {w^h} - w\parallel_{{H^1}(\Omega)}^2 + \parallel \varphi_t^h - {\varphi_t}\parallel_{{H^1}(\Omega)}^2} \right)ds} \right)^{{1 \over 2}}} \le Ch.
Proof
We start by differentiating equations (36)–(38) with respect to time, we find that the elliptic projections of φt and wt are respectively (φe)t and (we)t. The same applies to φtt and wtt. Given that φ ∈ C1([0, T ], H2(Ω)) and due to the Sobolev continuous injection property,
{H^2}(\Omega ) \subset {C^0}(\overline \Omega)
, we can conclude that
\varphi,{\varphi_t}{\kern 1pt} {\kern 1pt} \in {\kern 1pt} {\kern 1pt} {C^0}([0,T],{C^0}(\overline \Omega)).
Thus,
\mathop {\sup}\limits_{t{\kern 1pt} {\kern 1pt} \in {\kern 1pt} {\kern 1pt} [0,T]} ||\varphi (t)|{|_{{C^0}(\overline \Omega)}} < R,
and
\mathop {\sup}\limits_{t{\kern 1pt} {\kern 1pt} \in {\kern 1pt} {\kern 1pt} [0,T]} ||{\varphi_t}(t)|{|_{{C^0}(\overline \Omega)}} \le R,\quad \quad {\rm{for some}}{\kern 1pt} {\kern 1pt} {\kern 1pt} {\kern 1pt} R > 0.
Using the inverse estimate (31), we have
\matrix{{||{\varphi^h}(0) - \varphi (0)|{|_{{C^0}(\overline \Omega)}} \le {C_0}{h^{- {n \over 2}}}(||{\varphi^h}(0) - \varphi (0)|{|_{{L^2}(\Omega)}} + ||\varphi (0) - I_\varphi^h(0)|{|_{{L^2}(\Omega)}})} \cr {+ {{C'}_0}{h^l}||\varphi (0)|{|_{{H^2}(\Omega)}},} \cr}
where l is a real number in (0, 1) ensuring that H2(Ω) is a subset of C0,l(Ω). Thanks to Lemma 4, as well as equations (30) and (70), we obtain
(71)
||{\varphi^h}(0) - \varphi (0)|{|_{{C^0}(\overline \Omega)}} < (C{C_0}{h^{2 - {n \over 2}}} + {C'_0}{h^l})||\varphi (0)|{|_{{H^2}(\Omega)}}.
Taking h small enough, we get
||{\varphi^h}(0)|{|_{{C^0}(\overline \Omega)}} < R.
We now assert that 𝒵 (0) ≤ Ch4, where 𝒵 is defined in Lemma 5. Hence
{\cal Z}(0) = \parallel \theta_t^\varphi (0) - {\delta_t}(0)\parallel_{- 1,h}^2.
We follow a similar approach to the proof in Lemma 5. Starting with equation (55) being valid at t = 0, we then substitute
\phi = D_L^{- 1,h}({\theta^\varphi}t(0) - \delta t(0))
into (54), yielding
\matrix{{((\theta_t^\varphi (0),D_L^{- 1,h}(\theta_t^\varphi (0) - {\delta_t}(0)))) + ((\nabla {\theta^w}(0),\nabla D_L^{- 1,h}(\theta_t^\varphi (0) - {\delta_t}(0)))) =} \cr {- ((\beta_t^\varphi (0),D_L^{- 1,h}(\theta_t^\varphi (0) - {\delta_t}(0)))) + \alpha (({\theta^\varphi}(0) + {\beta^\varphi}(0),D_L^{- 1,h}(\theta_t^\varphi (0) - {\delta_t}(0)))).} \cr}
We subsequently use (70) to obtain
((\theta_t^\varphi (0),D_L^{- 1,h}(\theta_t^\varphi (0) - {\delta_t}(0)))) = - ((\beta_t^\varphi (0),D_L^{- 1,h}(\theta_t^\varphi (0) - {\delta_t}(0)))).
Consequently,
(72)
||\theta_t^\varphi (0) - {\delta_t}(0)|{|_{- 1,h}} \le ||\beta_t^\varphi (0) + {\delta_t}(0)|{|_{- 1,h}} \le C||\beta_t^\varphi (0) + {\delta_t}(0)|{|_{{L^2}(\Omega)}} \le C{h^2}||{\varphi_t}(0)|{|_{{H^2}(\Omega)}},
where we used Lemma 4, (50) and (53). Therefore, 𝒵 (0) ≤ Ch4, which validates our assertion.
In addition, Lemmas 4 and 5, combined with the estimation in (47) and the regular assumption regarding φ and w, yield the following inequality:
{\cal Z}(t) \le C{h^4},\quad \quad {\rm{for}}\,{\rm{all}}{\kern 1pt} {\kern 1pt} t{\kern 1pt} {\kern 1pt} \in {\kern 1pt} [0,{T^h}].
This inequality, in particular, implies the subsequent result
\parallel {\theta^\varphi}(t){\parallel_{{L^2}(\Omega)}} \le C{h^2},\quad \quad {\rm{for}}\,{\rm{all}}{\kern 1pt} \,{\kern 1pt} t{\kern 1pt} \in {\kern 1pt} [0,{T^h}].
In addition, arguing as in (71), we then deduce that
\sup ||{\varphi^h}(t) - \varphi (t)|{|_{{C^0}(\bar \Omega)}} \to 0,{\kern 1pt} {\kern 1pt} {\kern 1pt} {\rm{as}}{\kern 1pt} {\kern 1pt} {\kern 1pt} h \to 0.
Consequently, by choosing a sufficiently small value of h, we have Th = T . Also, Lemma 4, Lemma 5, and (47) collectively establish the results presented in our theorem.
3.2Stability of the Backward Euler scheme
In this section, we examine the backward Euler scheme with respect to time. After showing that the functional energy decreases during time discretization, we can conclude that our scheme maintains stability. Our initial assumption is that the time step ηt > 0 remains constant.
The numerical scheme is as follows:
(73)
(({{\varphi_h^n - \varphi_h^{n - 1}} \over {\eta t}},\phi)) = - ((\nabla v,\nabla \phi)) - \alpha ((\varphi_h^n,\phi)),
(74)
((v_h^n,\psi)) = {1 \over \varepsilon}((f(\varphi_h^n),\psi)) + \varepsilon ((\nabla \varphi_h^n,\nabla \psi)),
for all ϕ, ψ ∈ Vh.
In what follows, we show the existence, uniqueness, and stability of sequences
((\varphi_h^n),(w_h^n))
.
Theorem 7
For every
\varphi_h^0 \in {V^h}
, there exist two sequences,
(\varphi_h^n)
and
(v_h^n)
, generated by equations (73)–(74), which satisfy the following:
(75)
{\cal J}(\varphi_h^n) + {\alpha \over 2}||\varphi_h^n|{|^2} + {1 \over {2\eta t}}||\varphi_h^n - \varphi_h^{n - 1}||_{- 1}^2 \le {\cal J}(\varphi_h^{n - 1}) + {\alpha \over 2}||\varphi_h^{n - 1}|{|^2},{\kern 1pt} {\kern 1pt} {\rm{for}}\,{\rm{all}}{\kern 1pt} {\kern 1pt} {\kern 1pt} n \ge 1.
In addition, if ηt < ηt*, where
\eta {t^*} = {{4\varepsilon} \over m}
and
m = {1 \over \varepsilon} + {{\eta t{\alpha^2}} \over 2} + \varepsilon {\eta^2}t{\alpha^2}{\bf{Vo}}{{\bf{l}}^2}(\Omega)
, then these sequences are uniquely defined.
Proof
Consider the following minimization problem:
(76)
{\Pi^\varphi} = \mathop {\inf}\limits_{w \in {V^h}} \;{\Pi^h}(w),
where
(77)
{\Pi^h}(w) = {\cal J}(w) + {\alpha \over 2}||w|{|^2} + {1 \over {2\eta t}}||w - \varphi_h^{n - 1}||_{- 1}^2.
We can see that
{\Pi^h}(w) \ge {\varepsilon \over 2}||\nabla \varphi |{|^2} + ({{{c_1}} \over \varepsilon} + {\alpha \over 2})||w|{|^2} + C.
Since Πh(.) is continuous, it follows that that there exists a solution to the variational problem (76). This solution satisfies Euler-Lagrange's equation
(78)
\varepsilon ((\nabla \varphi,\nabla \phi)) + {1 \over \varepsilon}((f(\varphi),\phi)) + \alpha ((D_L^{- 1,h}\varphi,\phi)) + {1 \over {2\eta t}}((\varphi - \varphi_h^{n - 1},\phi)) - ((\phi,1)) = 0,
for all ϕ ∈ Vh.
We set
\varphi_h^n = \varphi
and
v_h^n = \phi - D_L^{- 1,h}({1 \over {\eta t}}(\varphi - \varphi_h^{n - 1}) - \alpha \varphi)
, and we see that
((\varphi_h^n),(w_h^n))
satisfies (73)–(74). By construction, we have
{{\cal J}^h}(\varphi_h^n) \le {{\cal J}^h}(\varphi_h^{n - 1}),
and as a result, we can derive (75).
To establish uniqueness, we consider
{\kappa^\varphi} = {(\varphi_h^n)^1} - {(\varphi_h^n)^2}
and
{\kappa^v} = {(v_h^n)^1} - {(v_h^n)^2}
as the discrepancies between two solutions
({(\varphi_h^n)^i},{(w_h^n)^i})
(where i = 1, 2) of (73)–(74) with respect to a given
\varphi_h^{n - 1}
. Then, (κφ, κv) satisfies
(79)
(({\kappa^\varphi},\phi)) = - \eta t((\nabla {\kappa^v},\nabla \phi)) - \eta t.\alpha (({\kappa^\varphi},\phi)),
(80)
(({\kappa^v},\psi)) = {1 \over \varepsilon}((f{((\varphi_h^n))^1}) - f({(\varphi_h^n)^2}),\psi)) + \varepsilon ((\nabla {\kappa^\varphi},\nabla \psi)),
for all ϕ, ψ ∈ Vh.
By choosing φ = κv and ψ = κφ and subtracting the resulting equations, we obtain
(81)
\eta t||\nabla {\kappa^v}|{|^2} + \smallint ||\nabla {\kappa^\varphi}|{|^2} + {1 \over \varepsilon}Re((f(\varphi_h^{n,1}) - f(\varphi_h^{n,2}),{\kappa^\varphi})) - \eta t.\alpha (({\kappa^\varphi},{\kappa^v})) = 0.
Set
\varphi_h^{n,1} = z
,
\varphi_h^{n,2} = z'
in Proposition 3.1 of the reference [25], and observe that
(82)
\matrix{{|Re((f(z) - f(z'),{\kappa^\varphi}))| \ge {c_0}\int_\Omega [|{\kappa^\varphi}{|^4} + |z{|^2}.|{\kappa^\varphi}{|^2} + 2Re(\bar z{\kappa^\varphi})]dx - ||{\kappa^\varphi}|{|^2}} \cr {\ge - ||{\kappa^\varphi}|{|^2},} \cr}
hence
(83)
\eta t||\nabla {\kappa^v}|{|^2} + \varepsilon ||\nabla {\kappa^\varphi}|{|^2} \le {1 \over \varepsilon}||{\kappa^\varphi}|{|^2} + \eta t\alpha ||{\kappa^\varphi}||.||{\kappa^v}||,
which yields
(84)
\eta t||\nabla {\kappa^v}|{|^2} + \varepsilon ||\nabla {\kappa^\varphi}|{|^2} \le ({1 \over \varepsilon} + {{{\alpha^2}.\eta t} \over 2})||{\kappa^\varphi}|{|^2} + {{\eta t} \over 2}||{\kappa^v}|{|^2}.
Let now ϕ = ψ = Vol(Ω) in (79) and (80) and proceeding as above, we have
\langle {\kappa^\varphi}\rangle \le \eta t.\alpha.{\bf{Vol}}(\Omega)||{\kappa^\varphi}||
and
\langle {\kappa^v}\rangle \le {{{k_f}} \over {\varepsilon.{\rm{Vol}}(\Omega)}}||{\kappa^\varphi}||.
Therefore, inequality (84) can be rewritten as
(85)
\matrix{{{{\eta t} \over 2}||{\kappa^v}||_{{H^1}(\Omega)}^2 + \varepsilon ||{\kappa^\varphi}||_{{H^1}(\Omega)}^2} \hfill \cr {\le ({1 \over \varepsilon} + {{{\alpha^2}.{{(\eta t)}^2}} \over 2} + \varepsilon.{{(\eta t)}^2}t.{\alpha^2}.{\bf{Vo}}{{\bf{l}}^2}(\Omega) + {{k_f^2} \over {\eta t.{\varepsilon^2}.{\bf{Vo}}{{\bf{l}}^2}(\Omega)}})||{\kappa^\varphi}|{|^2}} \hfill \cr {\le m||{\kappa^\varphi}|{|^2}.} \hfill \cr}
Next, by choosing ϕ = m.κφ in (79), we infer that
m{||{\kappa^\varphi}||}^{2} + m.\alpha.\eta t{||{\kappa^\varphi}||}{^2} = - m.\eta t((\nabla {\kappa^\varphi},\nabla {\kappa^\varphi})) \le {{\eta t} \over 2}||\nabla {\kappa^v}|{|^2} + {{{m^2}\eta t} \over 2}||\nabla {\kappa^v}||.
We then deduce the following inequality,
(\varepsilon - {{{m^2}\eta t} \over 4})||{\kappa^\varphi}||_{{H^1}(\Omega)}^2 \le 0.
At the end, since ((θφ, 1)) = 0, the smallness assumption on ηt implies that κφ = 0, and using (3.61) we can see that κw = 0.