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Articles

Discontinuous Galerkin for the wave equation: a simplified a priori error analysis

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Pages 546-571 | Received 22 Jul 2021, Accepted 18 Oct 2022, Published online: 03 Nov 2022

Abstract

Standard discontinuous Galerkin methods, based on piecewise polynomials of degree q=0,1, are considered for temporal semi-discretization for second-order hyperbolic equations. The main goal of this paper is to present a simple and straightforward a priori error analysis of optimal order with minimal regularity requirement on the solution. Uniform norm in time error estimates are also proved. To this end, energy identities and stability estimates of the discrete problem are proved for a slightly more general problem. These are used to prove optimal order a priori error estimates with minimal regularity requirement on the solution. The combination with the classic continuous Galerkin finite element discretization in space variable is used to formulate a full-discrete scheme. The a priori error analysis is presented. Numerical experiments are performed to verify the theoretical results.

2010 AMS SUBJECT CLASSIFICATIONS:

1. Introduction

We study a priori error analysis of the discontinuous Galerkin methods of order q=0,1, dG(q), for temporal semi-discretization of the second-order hyperbolic problems (1) u¨+Au=f,t(0,T),withu(0)=u0,u˙(0)=v0,(1) where A is a self-adjoint, positive definite, uniformly elliptic second-order operator on a Hilbert space H. We then combine the dG(q) method with a standard continuous Galerkin of order r1, cG(r), for spatial discretization to formulate a full discrete scheme, to be called dG(q)-cG(r).

We may consider, as a prototype equation for such second-order hyperbolic equations, A=Δ with homogeneous Dirichlet boundary conditions. That is, the classical wave equation, (2) u¨(x,t)Δu(x,t)=f(x,t)inΩ×(0,T),u(x,t)=0onΓ×(0,T),u(x,0)=u0(x),u˙(x,0)=v0(x)inΩ,(2) where Ω is a bounded and convex polygonal domain in Rd, d{1,2,3}, with boundary Γ. We denote u˙=ut and u¨=2ut2. The present work also applies to wave phenomena with vector-valued solution u:Ω×(0,T)Rd, such as wave elasticity.

We may also consider more general equations (3) u¨+A~u=f,t(0,T),withu(0)=u0,u˙(0)=v0,(3) where A~=κ. That is, (4) u¨(x,t)κu(x,t)=f(x,t)inΩ×(0,T),u(x,t)=0onΓ×(0,T),u(x,0)=u0(x),u˙(x,0)=v0(x)inΩ.(4) Here κ(x) is a smooth function and for two positive constants κmin and κmax, κminκ(x)κmax,xΩ.We note that κ(x) can also be a uniformly symmetric positive definite matrix.

Throughout this paper, for simplicity, we consider (Equation2), and we remark on how the approach is applied to (Equation4), too. The results and the corresponding proofs for A~ are very similar to case A, and, therefore, we will omit the proofs.

The discontinuous Galerkin-type methods for time or space discretization have been studied extensively in the literature for ordinary differential equations and parabolic/hyperbolic partial differential equations; see, for example, Refs. [Citation1,Citation3–6,Citation8,Citation10,Citation13,Citation16,Citation18,Citation19,Citation21,Citation24,Citation27,Citation28] and the references therein. In particular, several discontinuous and continuous Galerkin finite element methods, both in time and space variables, for solving second-order hyperbolic equations have appeared in the literature, see, e.g. Refs. [Citation1,Citation11,Citation12,Citation14,Citation25] and the references therein.

A dG(1)-cG(1) methods was studied in Ref. [Citation14]. This was extended by the study in Ref. [Citation1], where dG time-stepping methods were applied directly to the second-order ode system that arise from spatial semi-discretization by standard cG methods. Discontinuous spatial discretization of wave problems were studied in Refs. [Citation12,Citation20,Citation25].

Uniform in time stability analysis, also so-called strong stability or L-stability, has been studied for parabolic problems, [Citation9,Citation18,Citation27], but not for second-order hyperbolic problems. An important tool for such analysis of parabolic problems is the smoothing property of the solution operator, thanks to analytic semigroup. For parabolic problems, in Ref. [Citation9], uniform in time stability and error estimates for dG(q), q0, have been proved using the Dunford-Taylor formula based on smoothing properties of the analytic semigroups. For parabolic problems which are perturbed by a memory term, such analysis has been done for dG(0) and dG(1), using the linearity of the basis functions in time [Citation18]. Another way to analyse uniform in time stability is using a lifting operator technique to write the dG(q) formulation in a strong (pointwise) form [Citation27].

Second-order hyperbolic problems, unfortunately, do not enjoy such smoothing properties, due to the fact that the solution operator generates a C0-semigroup only, but not an analytic semigroup. However, one can use the linearity of the basis function in time in case of dG(0) and dG(1) to prove such a priori error estimates, which is a part of this work.

Optimal order L([0,),L2(Ω)) estimates for Galerkin finite element approximation of the wave equation were first obtained by the study in Ref. [Citation7], and the regularity requirement for the initial displacement was not minimal. This was improved in Ref. [Citation2], and in Ref. [Citation23], it was shown that the resulting regularity requirement is optimal; see [Citation15, Lemma 4.4] for more details. A new approach was introduced for a priori error analysis of the second-order hyperbolic problems in the context of continuous Galerkin methods, spatial semi-discretization cG(1) in Ref. [Citation15] and cG(1)-cG(1) in Ref. [Citation17].

Here, we extend such a priori error analysis to dG(q) time-stepping for q=0,1, for (Equation2), as the chief example for (Equation1). We also present the a priori error analysis for a full discrete scheme by combining dG(q) with a standard cG(r), r1, method for spatial discretization (see also Remark 3.1). The regularity requirements on the solution are minimal, which is important, in particular, for stochastic model problems and for second-order hyperbolic partial differential equations perturbed by a memory term, see Refs. [Citation15,Citation17,Citation26]. The approach presented here is simple and straightforward such that we can prove error estimates in several space-time norms. We also show how the same approach is used to prove uniform in time error estimates. We note that the error analysis in Ref. [Citation17] is based on energy arguments, while in Ref. [Citation26], it is via duality arguments. That is, we can use the presented approach of error analysis of dG methods via duality arguments, too.

To prove a priori error estimates at the time-mesh points and also uniform in time, we prove stability estimates and energy identity, respectively, for the discrete problem of a more general form, by considering an extra (artificial) load term in the so-called displacement-velocity formulation (see Remark 4.1). This gives the flexibility to obtain optimal order a priori error estimates with minimal regularity requirement on the solution. See Remark 4.2, too. For dG methods, long-time integration without error accumulation is possible since the stability constants are independent of the length of the time interval; see also Remark 6.1.

The outline of this paper is as follows. We provide some preliminaries and the weak formulation of the model problem, in § 2. In Section 3, we formulate the dG(q) method, and we obtain energy identity and stability estimates for the discrete problem of a slightly more general form. Then, in § 4, we prove optimal order a priori error estimates in L2 and H1 norms for the displacement and L2-norm of the velocity, with minimal regularity requirement on the solution. We also prove uniform in time a priori error estimates. In § 5, we formulate the dG(q)-cG(r) scheme and study the stability of the discrete problem, to be used to prove a priori error estimates in Section 6. Finally, numerical experiments are presented in Section 7 in order to illustrate the theory.

2. Preliminaries

We let H=L2(Ω) with the inner product (,) and the induced norm . Denote V=H01(Ω)={uH1(Ω):u|Γ=0} with the energy inner product a(,)=(,) and the induced norm V. Let A=Δ be defined with homogeneous Dirichlet boundary conditions on dom(A)=H2(Ω)V, and {(λk,φk)}k=1 be the eigenpairs of A, i.e. Aφk=λkφk,kN.It is known that 0<λ1λ2λk with limkλk= and the eigenvectors {φk}k=1 form an orthonormal basis for H. Then (Alu,v)=k=1λkl(u,φk)(v,φk),and we introduce the fractional-order spaces [Citation28], H˙α=dom(Aα2),vα2:=Aα2v2=k=1λkα(v,φk)2,αR,va˙Hα.We note that H=H˙0 and V=H˙1. Defining the new variables u1=u and u2=u˙, we can write the velocity-displacement form of (Equation2) as Δu˙1+Δu2=0inΩ×(0,T),u˙2Δu1=finΩ×(0,T),u1=u2=0onΓ×(0,T),u1(,0)=u0, u2(,0)=v0inΩ,for which the weak form is to find u1(t) and u2(t)V such that (5) a(u˙1(t),v1)a(u2(t),v1)=0,(u˙2(t),v2)+a(u1(t),v2)=(f(t),v2),v1,v2V,t(0,T),u1(0)=u0, u2(0)=v0.(5) This equation is used for dG(q) formulation.

Remark 2.1

For A~=κ in (Equation4), with homogeneous Dirichlet boundary conditions on dom(A~)=H2(Ω)V, we denote by {(λ~k,φ~k)}k=1 the eigenpairs of A~, i.e. A~φ~k=λ~kφ~k,kN.Then 0<λ~1λ~2λ~k with limkλ~k= and the eigenvectors {φ~k}k=1 form an orthonormal basis for H. Having (A~lu,v)=k=1λ~kl(u,φ~k)(v,φ~k),we can introduce the fractional-order spaces H~˙α=dom(A~α2),|||v|||α2:=A~α2v2=k=1λ~kα(v,φ~k)2,αR, vH~˙α.We note that H=H~˙0 and V=H~˙1. If we define an energy inner product a~(,)=(κ,) with the induced norm ||||||V, then the norms ||||||V and V are equivalent on V, that is κminvV|||v|||VκmaxvV,vV.We also note that the norms α and ||||||α are equivalent on H˙α.

Then, the weak form of (Equation4) is to find u1(t) and u2(t)V such that (6) a~(u˙1(t),v1)a~(u2(t),v1)=0,(u˙2(t),v2)+a~(u1(t),v2)=(f(t),v2),v1,v2V,t(0,T),u1(0)=u0, u2(0)=v0.(6) This equation then can be used for the dG(q) formulation.

3. The discontinuous Galerkin time discretization

In this section, we apply the standard dG method in time variable using piecewise polynomials of degree q=0,1, and we investigate the stability.

3.1. dG(q) formulation

Let 0=t0<t1<<tN=T be a temporal mesh with time subintervals In=(tn1,tn) and steps kn=tntn1, and the maximum step-size by k=max1nNkn. Let Pq=Pq(V)={v:v(t)=j=0qvjtj,vjV} and define the finite element space Vq={v:v|SnPq(V), n=1,,N} for each space-time 'Slab' Sn=Ω×In.

We follow the usual convention that a function U=(U1,U2)Vq×Vq is left-continuous at each time level tn and we define Ui,n±=lims0±Ui(tn+s), writing Ui,n=Ui(tn),Ui,n+=Ui(tn+),[Ui]n=Ui,n+Ui,nfori=1,2.The dG method determines U=(U1,U2)Vq×Vq on Sn×Sn for n=1,,N by setting U0=(U1,0,U2,0), and then (7) In(a(U˙1,V1)a(U2,V1))dt+a(U1,n1+,V1,n1+)=a(U1,n1,V1,n1+),In((U˙2,V2)+a(U1,V2))dt+(U2,n1+,V2,n1+)=(U2,n1,V2,n1+)+In(f,V2)dt,V=(V1,V2)Pq×Pq.(7) Now, we define the function space W consisting of functions that are piecewise smooth with respect to the temporal mesh with values in dom(A). We note that VqW. Then we define the bilinear form B and the linear form L on W×W by (8) B((u1,u2),(v1,v2))=n=1NIn{a(u˙1,v1)a(u2,v1)+(u˙2,v2)+a(u1,v2)}dt+n=1N1{a([u1]n,v1,n+)+([u2]n,v2,n+)}+a(u1,0+,v1,0+)+(u2,0+,v2,0+),L((v1,v2))=n=1NIn(f,v2)dt+a(u0,v1,0+)+(v0,v2,0+).(8) Then U=(U1,U2)Vq×Vq, the solution of discrete problem (Equation7), satisfies (9) B(U,V)=L(V),V=(V1,V2)Vq×Vq,U0=(U1,0,U2,0)=(u0,v0).(9) We note that the solution u=(u1,u2) of (Equation5) also satisfies (10) B(u,v)=L(v),v=(v1,v2)W×W,(u1(0),u2(0))=(u0,v0).(10) These imply the Galerkin orthogonality for the error e=(e1,e2)=(U1,U2)(u1,u2), that is, (11) B(e,V)=0,V=(V1,V2)Vq×Vq.(11) Integration by parts yields an alternative expression for the bilinear form (Equation8), as (12) B(u,v)=n=1NIn{a(u1,v˙1)a(u2,v1)(u2,v˙2)+a(u1,v2)}dtn=1N1{a(u1,n,[v1]n)+(u2,n,[v2]n)}+a(u1,N,v1,N)+(u2,N,v2,N).(12)

Remark 3.1

We note that the framework also applies to spatial finite-dimensional function spaces Vq,rVq, such as, a continuous Galerkin finite element method of order r for discretization in space variable. One can combine a continuous Galerkin finite element method in spatial variable to get a full discrete scheme. That is the subject of Section 5.

3.2. Stability

Here, we present a stability (energy) identity and stability estimate, which are used in a priori error analysis. In our error analysis, we need a stability identity for a slightly more general problem, that is U=(U1,U2)Vq×Vq such that (13) B(U,V)=Lˆ(V),V=(V1,V2)Vq×Vq,(13) where the linear form Lˆ is defined on W×W by Lˆ((v1,v2))=n=1NIn{a(f1,v1)+(f2,v2)}dt+a(u0,v1,0+)+(v0,v2,0+).That is, instead of (Equation5), we study the stability of the dG(q) discretization of a more general problem a(u˙1(t),v1)a(u2(t),v1)=a(f1(t),v1),(u˙2(t),v2)+a(u1(t),v2)=(f2(t),v2),v1,v2V,t(0,T),u1(0)=u0, u2(0)=v0.See Remark 4.1.

We define the following norms uIn=suptInu(t),andus,In=suptInu(t)s,and uJN=suptJNu(t),andus,JN=suptJNu(t)s,where JN=(0,tN).

Theorem 3.1

Let U=(U1,U2) be a solution of (Equation13). Then for any T>0 and lR, we have the energy identity (14) U1,Nl+12+U2,Nl2+n=0N1{[U1]nl+12+[U2]nl2}=u0l+12+v0l2+20T{a(f1,AlU1)+(f2,AlU2)}dt.(14) Moreover, for some constant C>0 (independent of T), we have the stability estimate (15) U1,Nl+1+U2,NlC(u0l+1+v0l+0T{f1l+1+f2l}dt).(15)

Proof.

We set Vi=AlUi for  i=1,2 in (Equation13) to obtain 12n=1NIntU1l+12dt+12n=1NIntU2l2dt+n=1N1{a([U1]n,AlU1,n+)+([U2]n,AlU2,n+)}+a(U1,0+,AlU1,0+)+(U2,0+,AlU2,0+)=0T{a(f1,AlU1)+(f2,AlU2)}dt+a(u0,AlU1,0+)+(v0,AlU2,0+).Now writing the first two terms at the left side as 12n=1NIntU1l+12dt+12n=1NIntU2l2dt=n=1N1{12U1,nl+1212U1,n+l+12}+12U1,Nl+1212U1,0+l+12+n=1N1{12U2,nl212U2,n+l2}+12U2,Nl212U2,0+l2,we have n=1N1{12U1,nl+1212U1,n+l+12+a([U1]n,AlU1,n+)}+12U1,Nl+12+12U1,0+l+12+n=1N1{12U2,nl212U2,n+l2+([U2]n,AlU2,n+)}+12U2,Nl2+12U2,0+l2=n=1NIn{a(f1,AlU1)+(f2,AlU2)}dt+a(U1,0,AlU1,0+)+(U2,0,AlU2,0+).Then, using (for n=1,,N1) 12U1,nl+1212U1,n+l+12+a([U1]n,AlU1,n+)=12[U1]nl+12,12U2,nl212U2,n+l2+([U2]n,AlU2,n+)=12[U2]nl2,we conclude 12n=1N1[U1]nl+12+12U1,Nl+12+12U1,0+l+12a(U1,0,AlU1,0+)+12n=1N1[U2]nl2+12U2,Nl2+12U2,0+l2(U2,0,AlU2,0+)=0T{a(f1,AlU1)+(f2,AlU2)}dt.Hence, having 12U1,0+l+12a(Al2U1,0,Al2U1,0+)=12[U1]0l+1212U1,0l+12,12U2,0+l2(Al2U2,0,Al2U2,0+)=12[U2]0l212U2,0l2,we conclude the identity 12U1,Nl+12+12U2,Nl2+12n=0N1[U1]nl+12+12n=0N1[U2]nl2=12u0l+12+12v0l2+0T{a(f1,AlU1)+(f2,AlU2)}dt.Finally, to prove the stability estimate (Equation15), recalling that all terms on the left side of the stability identity (Equation14) are non-negative, we have U1,Nl+12+U2,Nl2u0l+12+v0l2+2n=1NIn{a(f1,AlU1)+(f2,AlU2)}dt.Using Cauchy-Schwarz inequality, we obtain U1,Nl+12+U2,Nl2u0l+12+v0l2+2n=1NIn{f1l+1U1l+1+f2lU2l}dtu0l+12+v0l2+2(U1l+1,JNn=1NInf1l+1dt)+2(U2l,JNn=1NInf2ldt),that, having 2abϵa2+1ϵb2, implies (16) U1,Nl+12+U2,Nl2u0l+12+v0l2+ϵ1U1l+1,JN2+1ϵ1(n=1NInf1l+1dt)2+ϵ2U2l,JN2+1ϵ2(n=1NInf2ldt)2.(16) Now, using the fact that for piecewise constant and piecewise linear functions, i.e. for (U1,U2)Vq×Vq, q=0,1, we have Uis,JN=maxnUis,InmaxnUi,ns,andUis,JN2maxnUi,ns2,and that the inequality (Equation16) holds for arbitrary N, we conclude in a standard way U1,Nl+12+U2,Nl2C(u0l+12+v0l2+(0Tf1l+1dt)2+(0Tf2ldt)2).This concludes the stability estimate (Equation15), and the proof is now complete.

Remark 3.2

The dG(q) can be applied to (Equation4), using the weak form (Equation6). Then stability identity and estimates, similar to (Equation14) and (Equation15), are obtained with norms ||||||s, the energy inner product a~(,) and the operator A~, instead of s, a(,) and A, respectively.

4. A priori error estimates for temporal discretization

For a given function uC([0,T];V), we define the interpolation ΠkuVq by (17) Πku(tn)=u(tn),forn0,In(Πku(t)u(t))χdt=0,forχPq1,n1,(17) where the latter condition is not used for q=0. By standard arguments, we then have (18) InΠkuujdtCknq+1Inu(q+1)jdt,forj=0,1,(18) where u(q)=qutq, see [Citation22].

First we prove a priori error estimates for the dG(q) approximation solution at the nodal points, for which it is enough to use the stability estimate (Equation15). Then, for uniform in time a priori error estimates, we need to use all information about the energy in the system, that is we need to use the energy identity (Equation14). We note that our analysis is limited to q=0,1 to use the linearity property of the basis function to be able to prove uniform in time error estimates, since the semigroup is not analytic.

4.1. Estimates at the nodes

Theorem 4.1

Let (U1,U2) and (u1,u2) be the solutions of (Equation9) and (Equation10), respectively. Then with e=(e1,e2)=(U1,U2)(u1,u2) and for some constant C>0 (independent of T), we have (19) e1,N1+e2,NCn=1Nknq+1In{u2(q+1)1+u1(q+1)2}dt,(19) (20) e1,NCn=1Nknq+1In{u2(q+1)+u1(q+1)1}dt.(20)

Proof.

1. We split the error into two terms, recalling the interpolation operator Πk in (Equation17), e=(e1,e2)=(U1,U2)(u1,u2)=((U1,U2)(Πku1,Πku2))+((Πku1,Πku2)(u1,u2))=(θ1,θ2)+(η1,η2)=θ+η.We can estimate the interpolation error η by (Equation18), so we need to find estimates for θ. Recalling Galerkin orthogonality (Equation11), we have B(θ,V)=B(η,V),V=(V1,V2)Vq×Vq.Then, using the alternative expression (Equation12), we have B(θ,V)=B(η,V)=B(η,V)=n=1NIn{(η1,V˙1)+a(η2,V1)+(η2,V˙2)a(η1,V2)}dt+n=1N1{a(η1,n,[V1]n)+(η2,n,[V2]n)}a(η1,N,V1,N)(η2,N,V2,N).Now, by the fact that ηi (i=1,2) vanishes at the time nodes and using the definition of Πk, it follows that V˙1 and V˙2 are zero or constants on In and hence they are orthogonal to the interpolation error. We conclude that θ=(θ1,θ2)Vq×Vq satisfies the equation (21) B(θ,V)=0tN{a(η2,V1)(Aη1,V2)}dt.(21) That is, θ satisfies (Equation13) with f1=η2 and f2=Aη1.

2. Then applying the stability estimate (Equation15) and recalling θi,0=θi(0)=0, we have (22) θ1,Nl+1+θ2,NlC(θ1,0l+1+θ2,0l+0T{η2l+1+Aη1l}dt)=C0T{η2l+1+Aη1l}dt.(22) To prove the first a priori error estimate (Equation19), we set l=0. In view of e=θ+η and ηi,N=0, we have e1,N1+e2,NC0T{η21+Aη1}dt.Now, using (Equation18) and Au=u2, the first a priori error estimate (Equation19) is obtained.

For the second error estimate, we choose l=1 in (Equation22). In view of e=θ+η and ηi,N=0, we have e1,N+e2,N1C0T{η2+Aη11}dt.Now, using (Equation18) and by the fact that Au1=u1, implies the second a priori error estimate (Equation20).

Remark 4.1

We note that (Equation21), means that f1=η2 and f2=Aη1 in (Equation13), which is the reason for considering an extra load term in the first equation of (Equation5). This way, we can balance between the right operators and suitable norms to get optimal order of convergence with minimal regularity requirement on the solution. Indeed, in Ref. [Citation23], it has been proved that the minimal regularity that is required for optimal order convergence for finite element discretization of the wave equation is one extra derivative compared to the optimal order of convergence, and it cannot be relaxed. This means that the regularity requirement on the solution in our error estimates is minimal. This is in agreement with the error estimates for continuous Galerkin finite element approximation of second-order hyperbolic problems, see, e.g. Refs. [Citation15,Citation17,Citation26].

4.2. Interior estimates

Now, we prove uniform in time a priori error estimates for dG(q), q=0,1, based on the linearity of the basis functions.

Theorem 4.2

Let (U1,U2) and (u1,u2) be the solutions of (Equation9) and (Equation10), respectively. Then with e=(e1,e2)=(U1,U2)(u1,u2) and for some constant C>0 (independent of T), we have (23) e11,JN+e2JNC(kq+1u1(q+1)1,JN+kq+1u2(q+1)JN+n=1Nknq+2u2(q+1)1,In+n=1Nknq+2u1(q+1)2,In),(23) (24) e1JNC(kq+1u1(q+1)JN+n=1Nknq+2u2(q+1)In+n=1Nknq+2u1(q+1)1,In).(24)

Proof.

1. We split the error into two terms, recalling the interpolation operator Πk in (Equation17), e=(e1,e2)=(U1,U2)(u1,u2)=((U1,U2)(Πku1,Πku2))+((Πku1,Πku2)(u1,u2))=(θ1,θ2)+(η1,η2)=θ+η.We can estimate η by (Equation18), so we need to find estimates for θ. Then, similar to the first part of the proof of Theorem 4.1, we obtain the equation (Equation21). That is, θ satisfies (Equation13) with f1=η2 and f2=Aη1.

2. Then, using the energy identity (Equation14) and recalling θi,0=θi(0)=0, we can write, for 1MN, θ1,Ml+12+θ1,0+l+12+θ2,Ml2+θ2,0+l2+n=1M1{[θ1]nl+12+[θ2]nl2}=20tM{a(η2,Alθ1)(Aη1,Alθ2)}C{0tMη2l+1θ1l+1dt+0tMAη1lθ2ldt}C{0tMη2l+1dtθ1l+1,JM+0tMAη1ldtθ2l,JM},where, Cauchy-Schwarz inequality was used. This implies (25) θ1,Ml+12+θ1,0+l+12+θ2,Ml2+θ2,0+l2+n=1M1{[θ1]nl+12+[θ2]nl2}C{0tNη2l+1dtθ1l+1,JN+0tNAη1ldtθ2l,JN}.(25) Since q=0,1, we have θ1l+1,JNmax1nN(θ1,nl+1+θ1,n1+l+1)max1nNθ1,nl+1+max1nNθ1,n1+l+1max1nNθ1,nl+1+max1nN([θ1]n1l+1+θ1,n1l+1)max1nNθ1,nl+1+max1nN1([θ1]nl+1+θ1,nl+1)+θ1,0+l+12max1nNθ1,nl+1+max1nN1[θ1]nl+1+θ1,0+l+1.Note that θ1,0l+1=U1,0Πku1,0l+1=0 and hence (26) θ1l+1,JN2Cmax1nN(θ1,nl+12+n=1N1[θ1]nl+12+θ1,0+l+12),(26) and in a similar way for θ2l,JN, we have (27) θ2l,JN2Cmax1nN(θ2,nl2+n=1N1[θ2]nl2+θ2,0+l2).(27) Now, using (Equation26) and (Equation27) in (Equation25) and the fact that ab14ϵa2+ϵb2 for some ϵ>0, we have θ1l+1,JN2+θ2l,JN2C{0tNη2l+1dtθ1l+1,JN+0tNAη1ldtθ2l,JN}C{14ϵ(0tNη2l+1dt)2+ϵθ1l+1,JN2+14ϵ(0tNAη1ldt)2+ϵθ2l,JN2},and as a result, we obtain θ1l+1,JN2+θ2l,JN2C{0tNη2l+1dt+0tNAη1ldt}2,that implies (28) θ1l+1,JN+θ2l,JNC{0tNη2l+1dt+0tNAη1ldt}.(28) To prove the first a priori error estimate (Equation23), we set l = 0. In view of e=θ+η, we have e11,JN+e2JNη11,JN+η2JN+C{0tNη21dt+0tNAη1dt}.Now, using (Equation18), we have 0tNη21dt=n=1NInη21dtn=1Nknq+2u2(q+1)1,In,0tNAη1dt=n=1NInAη1dtn=1Nknq+2Au1(q+1)In,that, having Au=u2, the first a priori error estimate (Equation23) is obtained.

For the second error estimate, we choose l=1 in (Equation28). In view of e=θ+η, we have e1JNη1JN+C{0tNη2dt+0tNAη11dt}.Now, using (Equation18) and by the fact that Au1=u1, it implies the second a priori error estimate (Equation24).

Remark 4.2

We note that in the second step of the proof of Theorem 4.1 it was enough to use the stability estimate (Equation15). But for uniform in time a priori error estimates (Equation23)–(Equation24), we need to use all information about the jump terms, and therefore we used the energy identity (Equation14) in the second step of Theorem 4.2.

Remark 4.3

Theorem 4.1 and Theorem 4.2, recalling Remark 3.2, hold true for the dG(q) approximation of (Equation4), using the corresponding norms ||||||s and ||||||s,JN, instead of s and s,JN, respectively.

5. Full discretization

In this section, we study full discretization of (Equation2) by combining dG(q), q=0,1 in time and continuous Galerkin method of order r1, cG(r) in space, to be called dG(q)-cG(r). Then, we prove a stability identity and a stability estimate of the full discrete method. We use a combination of the idea in Section 4 with a priori error analysis for continuous Galerkin finite element approximation in Ref. [Citation15]. This idea was used in the context of continuous Galerkin approximation (only cG(1)-cG(1) in time and space) of some second-order hyperbolic integro-differential equations, with applications in linear/fractional-order viscoelasticity, see [Citation17,Citation26].

5.1. dG(q)-cG(r) formulation

Let ShV=H˙1(Ω) be a family of finite element spaces of continuous piecewise polynomials of degree at most r1, with h denoting the maximum diameter of the elements.

To apply dG(q) method to formulate the full discrete dG(q)-cG(r), recalling the notation in Section 3, we let Pq=Pq(Sh)={v:v(t)=j=0qvjtj,vjSh}. For each time subinterval In we denote Shn, and define the finite element spaces Vh,q=Vq(Sh)={v:v|SnPq(Shn), n=1,,N}. We note that Vh,qVqW and therefore we use the framework in Section 3. We denote the full discrete approximate solution by U=(U1,U2), too.

Then U=(U1,U2)Vh,q×Vh,q, the solution of dG(q)-cG(r), satisfies (29) B(U,V)=L(V),V=(V1,V2)Vh,q×Vh,q,U0=Uh,0,(29) where Uh,0=(U1,0,U2,0)=(uh,0,vh,0), and uh,0 and vh,0 are suitable approximations (to be chosen) of the initial data u0 and v0 in Sh, respectively. Here, the linear form L is defined on W×W by (30) L((v1,v2))=n=1NIn(f,v2)dt+a(uh,0,v1,0+)+(vh,0,v2,0+).(30) This and (Equation10) imply, for the error e=(e1,e2)=(U1,U2)(u1,u2), B(e,V)=a((uh,0u0),v1,0+))+((vh,0v0),v2,0+),V=(V1,V2)Vh,q×Vh,q.Therefore, using the natural choice (31) U1,0=uh0=Rhu0,U2,0=vh0=Phv0,(31) we have the Galerkin orthogonality (32) B(e,V)=0,V=(V1,V2)Vh,q×Vh,q.(32) Here, the orthogonal projections Rh,n:VShn and Ph,n:HShn are defined, respectively, by (33) a(Rh,nvv,χ)=0,vV, χShn,(Ph,nvv,χ)=0,vH, χShn.(33) We define Rhv and Phv, such that (Rhv)(t)=Rh,nv(t) and (Phv)(t)=Ph,nv(t), for tIn (n=1,,N). We have the following error estimates: (34) (RhI)v+h(RhI)v1Chsvs,forvHsV,0sr,(34) (35) h1(PhI)v1+(PhI)vChsvs,forvHsV,0sr.(35) We define the discrete linear operator An,m:ShmShn by a(vm,wn)=(An,mvm,wm)vmShm, wnShn,and An=An,n, with discrete norms vnh,l=Anl/2vn=(vn,Anlvn),vnShn, lR.We introduce Ah such that Ahv=Anv for vShn. We note that PhA=AhRh.

5.2. Stability

In this section, we present a stability (energy) identity and stability estimate, that is used in a priori error analysis. Therefore, similar to §3, we need a stability identity for a slightly more general problem, that is U=(U1,U2)Vh,q×Vh,q such that (36) B(U,V)=Lˆ(V),V=(V1,V2)Vh,q×Vh,q,(36) where the linear form Lˆ is defined on W×W by Lˆ((v1,v2))=n=1NIn{a(f1,v1)+(f2,v2)}dt+a(uh,0,v1,0+)+(vh,0,v2,0+).

Theorem 5.1

Let U=(U1,U2) be a solution of (Equation36). Then for any T>0 and lR, we have the energy identity (37) U1,Nh,l+12+U2,Nh,l2+n=0N1{[U1]nh,l+12+[U2]nh,l2}=uh,0h,l+12+vh,0h,l2+20T{a(Rhf1,AhlU1)+(Phf2,AhlU2)}dt.(37) Moreover, for some constant C>0 (independent of T), we have the stability estimate (38) U1,Nh,l+1+U2,Nh,lC(uh,0h,l+1+vh,0h,l+0T{Rhf1h,l+1+Phf2h,l}dt).(38)

Proof.

We set Vi=AhlUi for  i=1,2 in (Equation36) to obtain 12n=1NIntU1h,l+12dt+12n=1NIntU2h,l2dt+n=1N1{a([U1]n,AhlU1,n+)+([U2]n,AhlU2,n+)}+a(U1,0+,AhlU1,0+)+(U2,0+,AhlU2,0+)=0T{a(Rhf1,AhlU1)+(Phf2,AhlU2)}dt+a(uh,0,AhlU1,0+)+(vh,0,AhlU2,0+).Now, similar to the proof Theorem 3.1, the stability identity (Equation37) and stability estimate (Equation38) are proved.

Remark 5.1

For the model problem (Equation4), we recall Remark 2.1, and we define the orthogonal projection R~h,n:VShn by a~(R~h,nvv,χ)=0,vV, χShn.We define R~hv, such that (R~hv)(t)=R~h,nv(t), for tIn (n=1,,N), and we have the following error estimates: (R~hI)v+h|||(R~hI)v|||1Chsvs,forvHsV,0sr,We also define the discrete linear operator A~n,m:ShmShn by a~(vm,wn)=(A~n,mvm,wm)vmShm, wnShn,and A~n=A~n,n, with discrete norms |||vn|||h,l=A~nl/2vn=(vn,A~nlvn),vnShn, lR.We introduce A~h such that A~hv=A~nv for vShn.

Now, Theorem 5.1, recalling Remark 3.2, holds true for the dG(q) approximation of (Equation4), with norms ||||||h,s, the energy inner product a~(,) and the operators A~h and R~h, instead of h,s, a(,), Ah and Rh, respectively.

6. A priori error estimates for full dicretization

Here we combine the idea in Section 4 with the approach that was used for continuous Galerkin finite element approximation for second-order hyperbolic problems in Refs. [Citation15,Citation17,Citation26]. This is an extension of a priori error analysis to dG(q)-cG(r) methods.

Similar to the temporal discretization in Section 4, first , we prove a priori error estimates for a general dG(q)-cG(r) approximation solution at the temporal nodal points, for which it is enough to use the stability estimate (Equation38). Then, for uniform in time a priori error estimates, we use the energy identity (Equation37). Our analysis is limited to q=0,1, such that we can use the linearity property of the basis function to prove uniform in time error estimates.

Remark 6.1

For the error analysis of continuous Galerkin time-space discretization of second-order hyperbolic problems, see, e.g. [Citation26, Remark 3.2], we need to assume that Shn1Shn, n=1,,N, that is, we do not change the spatial mesh or just refine the spatial mesh from one-time level to the next one. This limitation on the spatial mesh is not needed for discontinuous Galerkin approximation in time, i.e. dG(q)-cG(r).

6.1. Estimates at the nodes

Theorem 6.1

Let (U1,U2) and (u1,u2) be the solutions of (Equation36) and (Equation10), respectively. Then with e=(e1,e2)=(U1,U2)(u1,u2) and for some constant C>0 (independent of T), we have (39) e1,N1+e2,NC(n=1Nknq+1In{u2(q+1)1+u1(q+1)2}dt+hr{v0r+0Tu˙2rdt+u1,Nr+1+u2,Nr}),(39) (40) e1,NC(n=1Nknq+1In{u2(q+1)+u1(q+1)1}dt+hr+1{0Tu2r+1dt+u1,Nr+1}).(40)

Proof.

1. We split the error as: e=Uu=(UΠkΠhu)+(ΠkΠhuΠhu)+(Πhuu)=θ+η+ω,where Πk is the linear interpolation operator defined by (Equation17), and Πh (to be specified) is in terms of the projectors Rh or Ph in (Equation33).

2. To prove the first error estimate, we choose θi=UiΠkRhui,ηi=(ΠkI)Rhui,ωi=(RhI)ui,i=1,2.Therefore, using θ=eηω and the Galerkin orthogonality (Equation32), we get B(θ,V)=B(η,V)B(ω,V),V=(V1,V2)Vh,q×Vh,q.Then, recalling the alternative expression (Equation12), we have B(θ,V)=B(η,V)B(ω,V)=B(η,V)B(ω,V)=n=1NIn{a(η1,V˙1)+a(η2,V1)+(η2,V˙2)a(η1,V2)}dt+n=1N1{a(η1,n,[V1]n)+(η2,n,[V2]n)}a(η1,N,V1,N)(η2,N,V2,N)+n=1NIn{a(ω1,V˙1)+a(ω2,V1)+(ω2,V˙2)a(ω1,V2)}dt+n=1N1{a(ω1,n,[V1]n)+(ω2,n,[V2]n)}a(ω1,N,V1,N)(ω2,N,V2,N).Now, using the definition of Πk, in (Equation17) and the definition of ω in (Equation33), we conclude that θ=(θ1,θ2)Vh,q×Vh,q satisfies the equation B(θ,V)=n=1NIn{a(η2,V1)a(η1,V2)}dt+n=1NIn(ω2,V˙2)dt+n=1N1(ω2,n,[V2]n)(ω2,N,V2,N).Consequently, we have (41) B(θ,V)=n=1NIn{a(η2,V1)a(η1,V2)}dtn=1NIn(ω˙2,V2)dt(ω2,0,V2,0+),(41) that is, θ satisfies (Equation36) with f1=η2 and f2=Aη1ω˙2.

Applying the stability estimate (Equation38), and recalling (Equation31) such that θ1,0=θ1(0)=U1(0)ΠkRhu1(0)=Rhu0Rhu0=0,θ2,0=θ2(0)=U2(0)ΠkRhu2(0)=Phv0Rhv0=(PhRh)v0,we have θ1,Nh,l+1+θ2,Nh,lC(θ1,0h,l+1+θ2,0h,l+0T{Rhη2h,l+1+Phω˙2h,l+PhAη1h,l}dt)=C((PhRh)v0h,l+0T{Rhη2h,l+1+Phω˙2h,l+PhAη1h,l}dt).Now, setting l=0 and having h,0= and h,1=1, we obtain θ1,N1+θ2,NC((PhRh)v0+0T{Rhη21+Phω˙2+PhAη1}dt).Using the fact Phvv and Rhv1Cv1 for all vV, and AhRh=PhA, we have (PhRh)v0=(PhPhRh)v0(RhI)v0,Rhη21C(ΠkI)u21,PhAη1=AhRhη1=(ΠkI)AhRhu1=(ΠkI)PhAu1C(ΠkI)u12.In view of e=θ+η+ω and ηi,N=0, we get e1,N1+e2,NC((RhI)v0+0T{(ΠkI)u21+(RhI)u˙2+(ΠkI)u12}dt((RhI)v0+0T{(ΠkI)u21+(RhI)u˙2+(ΠkI)u12}dt+ω1,N1+ω2,N),that, using (Equation18) and (Equation34), we imply a priori error estimate (Equation39).

3. Finally, to prove the error estimate (Equation40), we alter the choice as θ1=U1ΠkRhu1,  η1=(ΠkI)Rhu1,ω1=(RhI)u1,θ2=U2ΠkPhu2,η2=(ΠkI)Phu2,ω2=(PhI)u2.Now, using θ=eηω and the Galerkin orthogonality (Equation32), we have B(θ,V)=B(η,V)B(ω,V),V=(V1,V2)Vh,q×Vh,q.Then, similar to the previous case, using the alternative expression (Equation12), we have B(θ,V)=B(η,V)B(ω,V)=B(η,V)B(ω,V)=n=1NIn{a(η1,V˙1)+a(η2,V1)+(η2,V˙2)a(η1,V2)}dt+n=1N1{a(η1,n,[V1]n)+(η2,n,[V2]n)}a(η1,N,V1,N)(η2,N,V2,N)+n=1NIn{a(ω1,V˙1)+a(ω2,V1)+(ω2,V˙2)a(ω1,V2)}dt+n=1N1{a(ω1,n,[V1]n)+(ω2,n,[V2]n)}a(ω1,N,V1,N)(ω2,N,V2,N).Now, by the definition of Πk and ω, we conclude that θ=(θ1,θ2)Vh,q×Vh,q satisfies the equation (42) B(θ,V)=n=1NIn{a(η2,V1)a(η1,V2)}dt+n=1NIna(ω2,V1)dt,(42) which is of the form (Equation36) with f1=η2+ω2 and f2=Aη1.

Then applying the stability estimate (Equation38), and recalling (Equation31) such that θ1,0=θ1(0)=U1(0)ΠkRhu1(0)=Rhu0Rhu0=0,θ2,0=θ2(0)=U2(0)ΠkPhu2(0)=Phv0Phv0=0,we have (43) θ1,Nh,l+1+θ2,Nh,lC(θ1,0h,l+1+θ2,0h,l+0T{Rhη2h,l+1+Rhω2h,l+1+PhAη1h,l}dt)=C0T{Rhη2h,l+1+Rhω2h,l+1+PhAη1h,l}dt.(43) Now, we set l=1, and we obtain θ1,NC0T{Rhη2+Rhω2+PhAη1h,1}dt.Then, since Rhη2=Rh(ΠkI)Phu2=(ΠkI)Phu2(ΠkI)u2,Rhω2=Rh(PhI)u2=Ph(IRh)u2(RhI)u2,PhAη1h,1=AhRh(ΠkI)u1h,1=(ΠkI)Rhu1h,1C(ΠkI)u11,in view of e=θ+η+ω, ηi,N=0, we conclude that e1,NC{0T{(ΠkI)u2+(RhI)u2+(ΠkI)u11}dt+ω1,N}.This implies that the last estimate by (Equation18) and (Equation34). The proof is now complete.

6.2. Interior estimates

Theorem 6.2

Let (U1,U2) and (u1,u2) be the solutions of (Equation36) and (Equation10), respectively. Then with e=(e1,e2)=(U1,U2)(u1,u2) and for some constant C>0 (independent of T), we have (44) e11,JN+e2JNC(kq+1{u1(q+1)1,JN+u2(q+1)1,JN}+n=1Nknq+2{u2(q+1)1,In+u1(q+1)2,In}+hr{v0r+0Tu˙2rdt+u1r+1,JN+u2r,JN}),(44) (45) e1JNC(kq+1u1(q+1)1,JN+n=1Nknq+2{u2(q+1)In+u1(q+1)1,In}+hr+1{0Tu2r+1dt+u1r+1,JN}).(45)

Proof.

1. We split the error as: e=Uu=(UΠkΠhu)+(ΠkΠhuΠhu)+(Πhuu)=θ+η+ω,where Πk is the linear interpolation operator defined by (Equation17), and Πh (to be specified) is in terms of the projectors Rh or Ph in (Equation33).

2. To prove the first error estimate (Equation44), we choose θi=UiΠkRhui,ηi=(ΠkI)Rhui,ωi=(RhI)ui,i=1,2.Similar to the second part of the proof of Theorem 6.1, we obtain equation (Equation41), that is, θ satisfies (Equation36) with f1=η2 and f2=Aη1ω˙2.

Then, using the energy identity (Equation37) and recalling θ1,0=θ1(0)=0,θ2,0=θ2(0)=(PhRh)v0,we have, for 1MN, θ1,Mh,l+12+θ1,0+h,l+12+θ2,Mh,l2+θ2,0+h,l2+n=1M1{[θ1]nh,l+12+[θ2]nh,l2}=(PhRh)v0h,l+20tM{a(Rhη2,Ahlθ1)(PhAη1,Ahlθ2)(Phω˙2,Ahlθ2)}dt(PhRh)v0h,l+C{0tMRhη2h,l+1θ1h,l+1dt+0tMPhAη1h,lθ2h,ldt+0tMPhω˙2h,lθ2h,ldt}(PhRh)v0h,l+C{0tMRhη2h,l+1dtθ1h,l+1,JM+0tMPhAη1h,ldtθ2h,l,JM+0tMPhω˙2h,ldtθ2h,l,JM},where Cauchy-Schwarz inequality was used. That implies (46) θ1,Mh,l+12+θ1,0+h,l+12+θ2,Mh,l2+θ2,0+h,l2+n=1M1{[θ1]nh,l+12+[θ2]nh,l2}(PhRh)v0h,l+C{0tNRhη2h,l+1dtθ1h,l+1,JN+0tNPhAη1h,ldtθ2h,l,JN+0tNPhω˙2h,ldtθ2h,l,JN}.(46) Since q=0,1, we have θ1h,l+1,JNmax1nN(θ1,nh,l+1+θ1,n1+h,l+1)max1nNθ1,nh,l+1+max1nNθ1,n1+h,l+1max1nNθ1,nh,l+1+max1nN([θ1]n1h,l+1+θ1,n1h,l+1)max1nNθ1,nh,l+1+max1nN1([θ1]nh,l+1+θ1,nh,l+1)+θ1,0+h,l+12max1nNθ1,nh,l+1+max1nN1[θ1]nh,l+1+θ1,0+h,l+1.Note that θ1,0h,l+1=U1,0ΠkRhu0h,l+1=0 and hence (47) θ1h,l+1,JN2Cmax1nN(θ1,nh,l+12+n=1N1[θ1]nh,l+12+θ1,0+h,l+12),(47) and in a similar way for θ2h,l,JN, we have (48) θ2h,l,JN2Cmax1nN(θ2,nh,l2+n=1N1[θ2]nh,l2+θ2,0+h,l2).(48) Now, using (Equation47) and (Equation48) in (Equation46) and the fact that ab14ϵa2+ϵb2 for some ϵ>0, we have θ1h,l+1,JN2+θ2h,l,JN2(PhRh)v0h,l+C{0tNRhη2h,l+1dtθ1h,l+1,JN+0tNPhAη1h,ldtθ2h,l,JN+0tNPhω˙2h,ldtθ2h,l,JN}(PhRh)v0h,l+C{14ϵ(0tNRhη2h,l+1dt)2+ϵθ1h,l+1,JN2+14ϵ(0tNPhAη1h,ldt)2+ϵθ2h,l,JN2+14ϵ(0tNPhω˙2h,ldt)2+ϵθ2h,l,JN2},and as a result, we obtain θ1h,l+1,JN2+θ2h,l,JN2(PhRh)v0h,l+C{0tNRhη2h,l+1dt+0tNPhAη1h,ldt+0tNPhω˙2h,ldt}2,that implies θ1h,l+1,JN+θ2h,l,JN(PhRh)v0h,l+C{0tNRhη2h,l+1dt+0tNPhAη1h,ldt+0tNPhω˙2h,ldt}.Now, setting l = 0 and having h,0= and h,1=1, we obtain θ11,JN+θ2JN(PhRh)v0+C(0tN{Rhη21+PhAη1+Phω˙2}dt).Using the fact that Phv1Cv1, Phvv and Rhv1Cv1, for all vV, and AhRh=PhA, we get (PhRh)v0=(PhPhRh)v0(RhI)v0,Rhη21C(ΠkI)u21,PhAη1=AhRhη1=(ΠkI)AhRhu1=(ΠkI)PhAu1C(ΠkI)u12.In view of e=θ+η+ω, we have e11,JN+e2JN(RhI)v0+C(0tN{(ΠkI)u21+(ΠkI)u12+(RhI)u˙2}dt(0tN{(ΠkI)u21+(ΠkI)u12+(RhI)u˙2}dt+η11,JN+η2JN+ω11,JN+ω2JN).Now, using (Equation18) and (Equation34) we conclude a priori error estimate (Equation44).

3. To prove the second error estimate (Equation45), we choose θ1=U1ΠkRhu1,η1=(ΠkI)Rhu1,ω1=(RhI)u1,θ2=U2ΠkPhu2,η2=(ΠkI)Phu2,ω2=(PhI)u2.Then, similar to the third part of the proof of Theorem 6.1, we obtain the equation (Equation42), that is, θ satisfies (Equation36) with f1=η2+ω2 and f2=Aη1.

Then using the energy identity (Equation37) and recalling θi,0=θi(0)=0, we get θ1h,l+1,JN+θ2h,l,JNC{0tNRhη2h,l+1dt+0tNRhω2h,l+1dt+0tNPhAη1h,ldt}.Now, we set l = −1, and we obtain θ1JNC(0tN{Rhη2+Rhω2+PhAη1h,1}dt).Then since Rhη2=Rh(ΠkI)Phu2=Ph(ΠkI)u2(ΠkI)u2,Rhω2=Rh(PhI)u2=Ph(IRh)u2(RhI)u2,PhAη1h,1=AhRh(ΠkI)u1h,1=(ΠkI)Rhu1h,1C(ΠkI)u11.In view of e=θ+η+ω, we have e1JNC(0tN{(ΠkI)u2+(RhI)u2+(ΠkI)u11}dt(0tN{(ΠkI)u2+(RhI)u2+(ΠkI)u11}dt+η1JN+ω1JN).Now, using (Equation18) and (Equation34) a priori error estimate (Equation45) is obtained.

Remark 6.2

Theorem 6.1 and Theorem 6.2, recalling Remark 5.1, hold true for the dG(q)-cG(r) approximation of (Equation4), using the corresponding norms ||||||s and ||||||s,JN, instead of s and s,JN, respectively.

7. Numerical example

In this section, we illustrate the temporal rate of convergence for dG(0)-cG(1) and dG(1)-cG(1), based on the uniform in time error estimates, by a simple example. We also present the pointwise (in time) error estimates and the discrete energy.

7.1. System of linear equations for dG(0) and dG(1) time-stepping

For the piecewise constant case, dG(0), we have the system of linear equations, for n=1,,N, [AknAknAM][U1,nU2,n]=[A00M][U1,n1U2,n1]+kn[0Fn],where A and M are the stiffness and mass matrices, respectively, and Fn is the load vector.

For the piecewise linear case, dG(1), we define Ψn1(t)=tntkn, Ψn2(t)=ttn1kn and use the representation, for i = 1, 2, Ui(x,t)=Ui,n1+(x)Ψn1(t)+Ui,n(x)Ψn2(t),xΩ, tIn.Then, the system of linear equations, for n=1,,N, is [12A12Aωn12Aωn11A12A12Aωn22Aωn21Aωn12Aωn11A12M12Mωn22Aωn21A12M12M][U1,nU1,n1+U2,nU2,n1+]=[A000000000M00000][U1,n1U1,n2+U2,n1U2,n2+]+[00Fn1Fn2],where ωnpr=InΨnr(t)Ψnp(t)dt, and Fnp, p=1,2 are the load vectors with components fnp=In(f(t),Ψnp(t))dt.

7.2. Example

We consider (Equation2) in one dimension with homogeneous Dirichlet boundary condition, the source term f=0, and the initial conditions u(x,0)=sinx and u˙(x,0)=0, for which the exact solution is u(x,t)=sinxcost, x[0,π], t[0,T].

Figure  shows the optimal rate of convergence for dG(0)-cG(1) and dG(1)-cG(1) with uniform in time L2-norm for the displacement and the velocity, that is in agreement with (Equation44) and (Equation45). We have used short time T = 1 and long time T = 10. The figures for the error estimates (Equation39) and (Equation40) are very similar, as expected, and therefore they are not presented here.

Figure 1. Temporal rate of convergence with uniform in time L2-norm for the displacement and the velocity, with T = 1, 10: (left) dG(0) (right) dG(1).

Figure 1. Temporal rate of convergence with uniform in time L2-norm for the displacement and the velocity, with T = 1, 10: (left) dG(0) (right) dG(1).

The behaviour of the errors e1(t) and e2(t) in time are shown in Figure  for both dG(0) and dG(1), with T = 10. We note that the slope of error accumulation is very small, in particular, for dG(1) in compare with the finest time mesh 1029. This shows that the error accumulation does not depend on time T in long-time integration, since the stability constants are independent of T.

Figure 2. Behaviour of the errors e1(t) and e2(t) in time: (up) dG(0) (down) dG(1).

Figure 2. Behaviour of the errors ‖e1(t)‖ and ‖e2(t)‖ in time: (up) dG(0) (down) dG(1).

The total energy of the system is 12u2+12u˙2=π4. The discrete energy (for three different time steps) has been compared with the theoretical energy in Figure , for both methods dG(0) and dG(1). In Figure , we show the discrete energy for dG(0) with the time step k=1029, and for dG(1) with even a bigger time step k=1027. In all experiments dG(1) outperforms dG(0). It is shown that dG(1) is much more accurate even with a considerably larger time step.

Figure 3. Comparison of the theoretical (continuous) energy and the discrete energy for different values of the time step k: (left) dG(0) (right) dG(1).

Figure 3. Comparison of the theoretical (continuous) energy and the discrete energy for different values of the time step k: (left) dG(0) (right) dG(1).

Figure 4. Discrete energy: (left) dG(0) with k=1029 (right) dG(1) with k=1027.

Figure 4. Discrete energy: (left) dG(0) with k=10⋅2−9 (right) dG(1) with k=10⋅2−7.

Acknowledgments

The authors would like to thank the anonymous referee for the constructive comments that helped us to improve the manuscript. The authors also thank Prof. Omar Lakkis for fruitful discussion and his constructive comments.

Disclosure statement

No potential conflict of interest was reported by the author(s).

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