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Analysis of two-grid method for second-order hyperbolic equation by expanded mixed finite element methods

  • Keyan Wang EMAIL logo
Published/Copyright: August 27, 2024

Abstract

In this article, we present a scheme for solving two-dimensional hyperbolic equation using an expanded mixed finite element method. To solve the resulting nonlinear expanded mixed finite element system more efficiently, we propose a two-step two-grid algorithm. Numerical stability and error estimate are proved on both the coarse grid and fine grid. It is shown that the two-grid method can achieve asymptotically optimal approximation as long as the coarse grid size H and the fine grid size h satisfy h = O ( H ( 2 k + 1 ) ( k + 1 ) ) ( k 1 ), where k is the degree of the approximating space for the primary variable. Numerical experiment is presented to demonstrate the accuracy and the efficiency of the proposed method.

MSC 2010: 35L20; 65M60

1 Introduction

The mathematical model of certain physical phenomena, such as mathematical models of structural vibration, water waves, sound waves, and electromagnetic waves could be described as hyperbolic equations. Lots of numerical methods have been developed for solving these model problems [18]. In this article, we consider the following second-order hyperbolic equation:

(1.1) u t t ( K u ) = f ( u , u ) , ( x , t ) Ω × J , u ( x , 0 ) = u 0 ( x ) , u t ( x , 0 ) = u 1 ( x ) , x Ω , u ( x , t ) = 0 , ( x , t ) Ω × J ,

where Ω is a bounded polygonal domain in R 2 with boundary Ω , J = ( 0 , T ] and T > 0 is some final time. Let u t t and u t denote 2 u t 2 and u t , respectively. We assume that K is a square-integrable, symmetric, uniformly positive-definite tensor, and there exist constants K * , K * > 0 , for every x Ω ¯ , and any vector y R 2 , such that

(1.2) K * y 2 y T K ( x ) y K * y 2 .

We also assume that each element of f = f ( u , u ) is twice continuously differentiable with derivatives up to second order bounded earlier by F .

The expanded mixed finite element method (EMFEM) is a discretization technique for the partial differential equations. Indeed, the expanded mixed method expands the standard mixed formulation in the sense that three variables are explicitly treated, i.e., the unknown scalar, the gradient, and the flux. As a result, it is suitable for the case where the coefficient of differential equations is a small tensor. In the past few decades, this method has been developed and achieved some extensions. Chen [9,10] analyzed the linear/quasi-linear elliptic equations by EMFEM. Arbogast et al. [11] developed expanded mixed method based on the lowest order Raviart-Thomas-Nedelec element for linear elliptic problem. Woodward and Dawson [12] analyzed EMFEM approximations of nonlinear parabolic equation arising in flow in porous media. Gatica and Heuer [13] studied a linear second-order elliptic equation based on expanded mixed element variational formulation. Zhao et al. [7] proposed an H 1 -Galerkin mixed finite element procedure to deal with a nonlinear hyperbolic equation by combining the H 1 -Galerkin formulation and the EMFEM. Recently, Liu et al. [14] discussed a new expanded mixed method for parabolic integro-differential equations. Sharma et al. [15] applied the EMFEM for a class of nonlinear and nonlocal parabolic problems for the case of the lowest order RT element. In this article, an expanded mixed method for (1.1) is proposed and analyzed.

We introduce two variables: p ˜ = u and p = K p ˜ , and then (1.1) can be transformed into the following formulation:

(1.3) u t t + p = f ( u , p ˜ ) , ( x , t ) Ω × J , p ˜ u = 0 , ( x , t ) Ω × J , p + K p ˜ = 0 , ( x , t ) Ω × J , u ( x , 0 ) = u 0 ( x ) , u t ( x , 0 ) = u 1 ( x ) , x Ω , u ( x , t ) = 0 , ( x , t ) Ω × J .

As we know, the resulting algebraic equations are large systems of nonlinear equations with the EMFEM for (1.1). So it is necessary for us to study a highly efficient and accurate algorithm for nonlinear system (1.3). We shall consider a two-grid method inspired by Xu [16,17]. The idea of two-grid method is using a coarse grid space to obtain a rough approximation of the solution for nonlinear problem and then correct it by solving a linear system on the fine grid space. Xu [16,17] mainly considered two-grid finite element method for nonsymmetric linear and nonlinear elliptic problems. After his work, two-grid method combined with other numerical methods was further investigated by many authors (see, e.g., [8,1829]). Dawson and Wheeler [18] applied two-grid method combined with MFEM to nonlinear parabolic equation. Wu and Allen [19] presented a two-step two-grid algorithm for EMFEM of semilinear reaction-diffusion equations. Chen et al. [2022] gave some multi-step two-grid algorithms using EMFEM for semilinear and nonlinear parabolic equations. Hu et al. [23,24] studied the error estimates of optimal order for the nonlinear miscible displacement problem with two-grid MFEM and two-grid EMFEM, respectively. Liu et al. [25] studied two-grid EMFEM for fourth-order reaction-diffusion problem with time-fractional derivative. They also investigated two-grid finite element method for nonlinear time-fractional cable equation in [26]. Chen and Liu [8] considered two-grid finite volume element method for nonlinear hyperbolic equation. However, as far as we know, there is no error analysis of two-grid EMFEM for nonlinear hyperbolic equation in the literature.

In this article, we propose a two-grid algorithm for solving the nonlinear problem (1.1) using EMFEM. Based on two Raviart-Thomas mixed element spaces, one coarse grid T H with mesh size H and one fine grid T h with mesh size h , solving a large nonlinear system of equations on the fine space is reduced to solving a linear problem on the fine space and a small nonlinear problem on the coarse space. It is showed that coarse space can be extremely coarse and we can achieve asymptotically optimal approximation as long as the mesh sizes satisfy h = O ( H ( 2 k + 1 ) ( k + 1 ) ) .

The rest of this article is organized as follows. In Section 2, we present a two-grid algorithm combined with the fully discrete EMFEM for (1.1). In Section 3, we carry out the stability analysis for two-grid method. In Section 4, we deduce the error estimates for both the coarse grid and fine grid. In Section 5, we present the numerical results obtained by both the two-grid method and the EMFEM. Finally, we show some conclusions in the last section.

Throughout this article, let C denote a generic positive constant, which does not depend on the spatial mesh and temporal discretization parameters. Furthermore, we denote the standard Lebesgue space defined on Ω by L p ( Ω ) for p 1 , with norm p . Let W m , p ( Ω ) be the standard Sobolev space with norm m , p given by ϕ m , p p = κ m D κ ϕ L p ( Ω ) p . For p = 2 , we define H m ( Ω ) = W m , 2 ( Ω ) with norm m = m , 2 (the notation = 0 , 2 ).

2 Two-grid algorithm based on EMFEM

Let W = L 2 ( Ω ) and V = H ( div ; Ω ) . The expanded mixed weak formulation of (1.3) is to find ( u , p ˜ , p ) : J W × V × V such that

(2.1) ( u t t , w ) + ( p , w ) = ( f ( u , p ˜ ) , w ) , w W ,

(2.2) ( p ˜ , v ) ( u , v ) = 0 , v V ,

(2.3) ( p , v ) + ( K p ˜ , v ) = 0 , v V ,

with u ( x , 0 ) = u 0 ( x ) and u t ( x , 0 ) = u 1 ( x ) .

If we integrate by parts in (2.2) we obtain, for any v V ,

( u , v ) = v ν , u ( v , u ) = ( v , u ) .

We consider finite-dimensional subspaces W h and V h of W and V (they may be Raviart-Thomas spaces of index k [ RT k ] [30] or Brezzi-Douglas-Marini spaces of index k [ BDM k ] [31]) associated with a quasi-uniform partition T h of Ω by triangles with diameter h . The following inclusion holds for the RT k spaces or BDM k spaces

(2.4) v h W h , v h V h .

Let N be a positive integer, and let { t n : t n = n τ ; 0 n N } be a uniform partition of the time interval with the time step τ = T N . For any function ϑ of time, let ϑ n denote ϑ ( t n ) . Set

ϑ n + 1 2 = 1 2 ( ϑ n + 1 + ϑ n ) , t ϑ n + 1 2 = ϑ n + 1 ϑ n τ , t ϑ n = ϑ n + 1 ϑ n 1 2 τ , t t ϑ n = ϑ n + 1 2 ϑ n + ϑ n 1 τ 2 .

Then, it is easy to verify the following relations:

t ϑ n = t ϑ n + 1 2 + t ϑ n 1 2 2 and t t ϑ n = t ϑ n + 1 2 t ϑ n 1 2 τ .

The fully discrete EMFEM for problem (2.1)–(2.3) is as follows: find ( u h n + 1 , p ˜ h n + 1 , p h n + 1 ) W h × V h × V h for 1 n N 1 , such that

(2.5) ( t t u h n , w h ) + ( p h n + 1 , w h ) = ( f ( u h n + 1 , p ˜ h n + 1 ) , w h ) , w h W h ,

(2.6) ( p ˜ h n + 1 , v h ) + ( v h , u h n + 1 ) = 0 , v h V h ,

(2.7) ( K p ˜ h n + 1 , v h ) + ( p h n + 1 , v h ) = 0 , v h V h ,

with u h 0 = Q h u 0 ( x ) , u h 1 = Q h ( u 0 ( x ) + u 1 ( x ) τ + 1 2 u t t ( x , 0 ) τ 2 ) , where Q h can be the projection defined in (4.1).

In order to derive the two-grid expanded mixed finite element algorithm for the nonlinear hyperbolic equation (1.1), we introduce two quasi-uniform triangulations of Ω , T H and T h , with two different mesh sizes H and h ( h H < 1 ). The basic ingredient in our approach is another mixed finite element space W H × V H × V H ( W h × V h × V h ) defined on a coarser mesh. The algorithm has the following two steps:

Step 1: On the coarse grid T H , find ( u H n + 1 , p ˜ H n + 1 , p H n + 1 ) W H × V H × V H ( 1 n N 1 ) such that

(2.8) ( t t u H n , w H ) + ( p H n + 1 , w H ) = ( f ( u H n + 1 , p ˜ H n + 1 ) , w H ) , w H W H ,

(2.9) ( p ˜ H n + 1 , v H ) + ( v H , u H n + 1 ) = 0 , v H V H ,

(2.10) ( K p ˜ H n + 1 , v H ) + ( v H , p H n + 1 ) = 0 , v H V H ,

with u H 0 = Q H u 0 ( x ) , u H 1 = Q H ( u 0 ( x ) + u 1 ( x ) τ + 1 2 u t t ( x , 0 ) τ 2 ) .

Step 2: On the fine grid T h , find ( U h n + 1 , P ˜ h n + 1 , P h n + 1 ) W h × V h × V h ( 1 n N 1 ) such that

(2.11) ( t t U h n , w h ) + ( P h n + 1 , w h ) = ( f ( u H n + 1 , p ˜ H n + 1 ) + f u ( u H n + 1 , p ˜ H n + 1 ) ( U h n + 1 u H n + 1 ) + f p ˜ ( u H n + 1 , p ˜ H n + 1 ) ( P ˜ h n + 1 p ˜ H n + 1 ) , w h ) , w h W h ,

(2.12) ( P ˜ h n + 1 , v h ) + ( v h , U h n + 1 ) = 0 , v h V h ,

(2.13) ( K P ˜ h n + 1 , v h ) + ( v h , P h n + 1 ) = 0 , v h V h ,

with U h 0 = Q h u 0 ( x ) , U h 1 = Q h ( u 0 ( x ) + u 1 ( x ) τ + 1 2 u t t ( x , 0 ) τ 2 ) .

Remark 2.1

The solution ( u H n + 1 , p ˜ H n + 1 , p H n + 1 ) on the coarse grid T H for the nonlinear system (2.8)–(2.10) can be obtained through nonlinear iterations. Once ( u H n + 1 , p ˜ H n + 1 , p H n + 1 ) is known on the coarse grid T H , we can solve the linear system (2.11)–(2.13) on the fine grid T h to obtain ( U h n + 1 , P ˜ h n + 1 , P h n + 1 ). However, solving ( u h n + 1 , p ˜ h n + 1 , p h n + 1 ) directly from the nonlinear EMFE system (2.5)–(2.7) requires a significantly larger amount of computational time, as demonstrated by our numerical results in Section 5.

3 Stability analysis

In this section, we will give the stability analysis for two-grid scheme (2.8)–(2.13).

3.1 Stability analysis for the coarse grid

In order to derive the stability for our two-grid method, we need to obtain a stability result first for the coarse grid system (2.8)–(2.10).

Theorem 3.1

The scheme defined by (2.8)–(2.10) is stable for τ < 1 , and

( 2 2 τ ) t u H N 1 2 2 + u H N 2 + 1 2 K 1 2 p ˜ H N 2 + θ 2 K * 2 p H N 2 2 t u H 1 2 2 + K 1 2 p ˜ H 1 2 + K 1 2 p ˜ H 0 2 + C f n 2

holds, where 0 < θ K * .

Proof

Subtracting (2.9) from itself, with n + 1 replaced by n 1 , we can easily obtain

(3.1) ( p ˜ H n + 1 p ˜ H n 1 , v H ) + ( u H n + 1 u H n 1 , v H ) = 0 , v H V H .

Take w H = t u H n in (2.8), v H = t p ˜ H n in (2.10) and v H = p H n + 1 2 τ in (3.1), respectively, then combine the three resulting equations to obtain

(3.2) ( t t u H n , t u H n ) + ( K p ˜ H n + 1 , t p ˜ H n ) = ( f ( u H n + 1 , p ˜ H n + 1 ) , t u H n ) .

Note that

(3.3) K 1 2 p ˜ H n + 1 2 + K 1 2 p ˜ H n 1 2 2 ( K p ˜ H n + 1 , p ˜ H n 1 ) .

From (3.2) and (3.3), it easily follows that

(3.4) ( t t u H n , t u H n ) + ( K p ˜ H n + 1 , t p ˜ H n ) = 1 2 τ ( t u H n + 1 2 t u H n 1 2 , t u H n + 1 2 + t u H n 1 2 ) + 1 2 τ ( K p ˜ H n + 1 , p ˜ H n + 1 p ˜ H n 1 ) 1 2 τ t u H n + 1 2 2 t u H n 1 2 2 + 1 4 τ K 1 2 p ˜ H n + 1 2 K 1 2 p ˜ H n 1 2 .

Applying the Cauchy-Schwarz inequality and Young’s inequality, we have

(3.5) ( f ( u H n + 1 , p ˜ H n + 1 ) , t u H n ) C f ( u H n + 1 , p ˜ H n + 1 ) t u H n C f ( u H n + 1 , p ˜ H n + 1 ) 2 + 1 2 t u H n 2 .

Substituting (3.4) and (3.5) into (3.2), we see that

(3.6) 1 2 τ ( t u H n + 1 2 2 t u H n 1 2 2 ) + 1 4 τ ( K 1 2 p ˜ H n + 1 2 K 1 2 p ˜ H n 1 2 ) C f ( u H n + 1 , p ˜ H n + 1 ) 2 + 1 2 t u H n 2 .

Multiplying both sides of (3.6) by 4 τ and summing from 1 to N 1 , we obtain

(3.7) 2 t u H N 1 2 2 + K 1 2 p ˜ H N 2 + K 1 2 p ˜ H N 1 2 2 t u H 1 2 2 + K 1 2 p ˜ H 1 2 + K 1 2 p ˜ H 0 2 + 2 τ n = 1 N 1 t u H n 2 + C τ n = 1 N 1 f ( u H n + 1 , p ˜ H n + 1 ) 2 2 t u H 1 2 2 + K 1 2 p ˜ H 1 2 + K 1 2 p ˜ H 0 2 + 2 τ n = 1 N 1 t u H n 2 + C f n 2 ,

where f n = max { f ( u H 1 , p ˜ H 1 ) , f ( u H 2 , p ˜ H 2 ) , , f ( u H N , p ˜ H N ) } . Let v H = p H n + 1 V H in (2.10), and we obtain

p H n + 1 K * p ˜ H n + 1 .

Therefore,

(3.8) θ 2 K * 2 p H n + 1 2 θ 2 p ˜ H n + 1 2 1 2 K 1 2 p ˜ H n + 1 2 ,

where 0 < θ K * . In view of

(3.9) t u H n 2 t u H n + 1 2 2 + t u H n 1 2 2 .

Combining the estimates (3.7)–(3.9), we have

(3.10) ( 2 2 τ ) t u H N 1 2 2 + 1 2 K 1 2 p ˜ H N 2 + K 1 2 p ˜ H N 1 2 + θ 2 K * 2 p H N 2 2 t u H 1 2 2 + K 1 2 p ˜ H 1 2 + K 1 2 p ˜ H 0 2 + 2 τ n = 2 N 1 t u H n 1 2 2 + C f n 2 .

Adding a term u H N 2 at the two sides of (3.10) and using the inequality,

u H N 2 C τ n = 1 N u H n 1 2 2 .

When τ < 1 , the discrete Gronwall’s lemma gives

(3.11) ( 2 2 τ ) t u H N 1 2 2 + u H N 2 + 1 2 K 1 2 p ˜ H N 2 + θ 2 K * 2 p H N 2 2 t u H 1 2 2 + K 1 2 p ˜ H 1 2 + K 1 2 p ˜ H 0 2 + C f n 2 .

Hence, we complete the proof of Theorem 3.1.□

3.2 Stability analysis for the fine grid

The following stability result can be proved by the same argument as used for Theorem 3.1.

Theorem 3.2

For 0 < θ K * , if τ < min 1 3 + F 2 + F 2 θ , 1 4 , where F > 0 represents an upper bound for derivatives of function f, then for the fine grid scheme (2.11)–(2.13), the following stability holds true:

(3.12) 2 2 τ 3 + F 2 + F 2 θ t U h N 1 2 2 + ( 1 2 τ ) U h N 2 + θ 2 K * 2 P h N 2 + 1 2 2 τ K 1 2 P ˜ h N 2 2 t U h 1 2 2 + K 1 2 P ˜ h 1 2 + K 1 2 P ˜ h 0 2 + C ( t u H 1 2 2 + K 1 2 p ˜ H 1 2 + K 1 2 p ˜ H 0 2 + f n 2 ) .

Proof

Similarly, as in Theorem 3.1, use the boundedness assumption on f , and we have (cf. (3.6)):

1 2 τ t U h n + 1 2 2 t U h n 1 2 2 + 1 4 τ K 1 2 P ˜ h n + 1 2 K 1 2 P ˜ h n 1 2 ( f ( u H n + 1 , p ˜ H n + 1 ) + f u ( u H n + 1 , p ˜ H n + 1 ) ( U h n + 1 u H n + 1 ) + f p ˜ ( u H n + 1 , p ˜ H n + 1 ) ( P ˜ h n + 1 p ˜ H n + 1 ) , t U h n ) C u H n + 1 2 + K 1 2 p ˜ H n + 1 2 + 1 2 U h n + 1 2 + 1 2 K 1 2 P ˜ h n + 1 2 + 3 + F 2 2 + F 2 2 θ t U h n 2 + C f ( u H n + 1 , p ˜ H n + 1 ) 2 .

Following a similar analysis as that carried out for (3.10), we can obtain

2 t U h N 1 2 2 + U h N 2 + 1 2 K 1 2 P ˜ h N 2 + K 1 2 P ˜ h N 1 2 + θ 2 K * 2 P h N 2 2 t U h 1 2 2 + K 1 2 P ˜ h 1 2 + K 1 2 P ˜ h 0 2 + 2 τ n = 1 N 1 U h n + 1 2 + 2 τ n = 1 N 1 K 1 2 P ˜ h n + 1 2 + 2 τ 3 + F 2 + F 2 θ n = 1 N 1 t U h n + 1 2 2 + C τ n = 1 N U h n 1 2 2 + C f n 2 + C τ n = 1 N 1 ( u H n + 1 2 + K 1 2 p ˜ H n + 1 2 ) .

Use (3.11) and Gronwall’s lemma to obtain

2 2 τ 3 + F 2 + F 2 θ t U h N 1 2 2 + ( 1 2 τ ) U h N 2 + 1 2 2 τ K 1 2 P ˜ h N 2 + K 1 2 P ˜ h N 1 2 + θ 2 K * 2 P h N 2 2 t U h 1 2 2 + K 1 2 P ˜ h 1 2 + K 1 2 P ˜ h 0 2 + C τ n = 1 N 1 ( t u H 1 2 2 + K 1 2 p ˜ H 1 2 + K 1 2 p ˜ H 0 2 ) + C f n 2 .

Note that τ n = 1 N 1 T . The desired inequality (3.12) follows from the aforementioned inequality, and the proof is complete.□

4 Error analysis based on two-grid algorithm

For discussing and deriving a priori error estimate based on fully discrete two-grid EMFEM, we employ some L 2 projection operators such as Q : W W and R : V V , satisfying

(4.1) ( u , w ) = ( Q u , w ) , w W ,

(4.2) ( p ˜ , v ) = ( R p ˜ , v ) , v V ,

where is either h or H depending on whether we work on the fine grid space or coarse grid space.

Next, recall the Fortin projection Π : ( H 1 ( Ω ) ) 2 V , which satisfies: for any p V ,

(4.3) ( p , w ) = ( Π p , w ) , w W .

The following approximation properties [30,31] hold for projections Q , R , and Π :

(4.4) Q u 0 , q C u 0 , q , 2 q < ,

(4.5) R p ˜ 0 , q C p ˜ 0 , q , 2 q < ,

(4.6) u Q u 0 , q C u r , q r , 0 r k + 1 ,

(4.7) p ˜ R p ˜ 0 , q C p ˜ r , q r , 0 r k + 1 ,

(4.8) p Π p 0 , q C p r , q r , 1 q < r k + 1 ,

(4.9) ( p Π p ) 0 , q C p r , q r , 0 r k + 1 .

4.1 Error analysis for the coarse grid

To simplify the error analysis process, we split the errors into the following:

u n u H n = u n Q H u n + Q H u n u H n = ξ n + μ n , p ˜ n p ˜ H n = p ˜ n R H p ˜ n + R H p ˜ n p ˜ H n = η ¯ n + χ ¯ n , p n p H n = p n Π H p n + Π H p n p H n = η n + χ n .

In the following, we will present a detailed proof of a priori error estimate for the coarse grid system (2.8)–(2.10).

Theorem 4.1

Let ( u n , p ˜ n , p n ) and ( u H n , p ˜ H n , p H n ) be the solutions of (2.1)–(2.3) and (2.8)–(2.10), respectively. Take 0 < θ K * . If τ < min 1 2 ( 3 + F 2 2 + F 2 θ ) , 1 4 , where F > 0 represents an upper bound for derivatives of function f, then for 1 n N , we have

(4.10) sup n { u n u H n + p ˜ n p ˜ H n + p n p H n } C ( H k + 1 + τ 2 ) ,

where k is associated with the degree of the finite element polynomial.

Proof

At the time of t = t n + 1 , using the projection identities of Q H , R H , and Π H , and assumption (2.4), we rewrite (2.1)–(2.3) in the following form:

(4.11) ( t t Q H u n , w H ) + ( Π H p n + 1 , w H ) = ( f ( u n + 1 , p ˜ n + 1 ) , w H ) + ( ε n + 1 , w H ) , w H W H ,

(4.12) ( R H p ˜ n + 1 , v H ) + ( v H , Q H u n + 1 ) = 0 , v H V H ,

(4.13) ( Π H p n + 1 , v H ) = ( Π H p n + 1 p n + 1 , v H ) ( K p ˜ n + 1 , v H ) , v H V H ,

where ε n + 1 is a time truncation error of order τ 2 .

Subtracting (2.5)–(2.7) from (4.11)–(4.13), we have the following error equations:

(4.14) ( t t μ n , w H ) + ( χ n + 1 , w H ) = ( f ( u n + 1 , p ˜ n + 1 ) f ( u H n + 1 , p ˜ H n + 1 ) , w H ) + ( ε n + 1 , w H ) , w H W H ,

(4.15) ( χ ¯ n + 1 , v H ) + ( μ n + 1 , v H ) = 0 , v H V H ,

(4.16) ( K χ ¯ n + 1 , v H ) + ( χ n + 1 , v H ) = ( η n + 1 , v H ) ( K η ¯ n + 1 , v H ) , v H V H .

Take the difference in time of (4.15) to obtain

(4.17) ( t χ ¯ n , v H ) + ( t μ n , v H ) = 0 , v H V H .

Choose w H = t μ n , v H = t χ ¯ n , and v H = χ n + 1 in (4.14), (4.16), and (4.17), respectively. We add (4.14) and (4.16), and then, subtract (4.17) to reduce to a single equation:

(4.18) ( t t μ n , t μ n ) + ( K χ ¯ n + 1 , t χ ¯ n ) = ( ε n + 1 , t μ n ) + ( f ( u n + 1 , p ˜ n + 1 ) f ( u H n + 1 , p ˜ H n + 1 ) , t μ n ) ( η n + 1 + K η ¯ n + 1 , t χ ¯ n ) .

Note that in (3.3), the terms in the left-hand side of (4.18) can be estimated as

(4.19) ( t t μ n , t μ n ) + ( K χ ¯ n + 1 , t χ ¯ n ) = 1 2 τ t μ n + 1 2 t μ n 1 2 , t μ n + 1 2 + t μ n 1 2 + 1 2 τ ( K χ ¯ n + 1 , χ ¯ n + 1 χ ¯ n 1 ) 1 2 τ t μ n + 1 2 2 t μ n 1 2 2 + 1 4 τ K 1 2 χ ¯ n + 1 2 K 1 2 χ ¯ n 1 2 .

To consider the second term in the right-hand side of (4.18), we use Taylor expansion and the boundedness assumption on f to obtain

(4.20) ( f ( u n + 1 , p ˜ n + 1 ) f ( u H n + 1 , p ˜ H n + 1 ) , t μ n ) ( F ξ n + 1 , t μ n ) + ( F μ n + 1 , t μ n ) + ( F η ¯ n + 1 , t μ n ) + ( F χ ¯ n + 1 , t μ n ) .

Using Cauchy’s inequality, we have

(4.21) ( ε n + 1 , t μ n ) + ( F ξ n + 1 , t μ n ) + ( F μ n + 1 , t μ n ) + ( F η ¯ n + 1 , t μ n ) + ( F χ ¯ n + 1 , t μ n ) 1 2 ε n + 1 2 + 1 2 t μ n 2 + F 2 2 ξ n + 1 2 + 1 2 t μ n 2 + 1 2 μ n + 1 2 + F 2 2 t μ n 2 + F 2 2 η ¯ n + 1 2 + 1 2 t μ n 2 + θ 2 χ ¯ n + 1 2 + F 2 2 θ t μ n 2 1 2 ε n + 1 2 + 3 + F 2 2 + F 2 2 θ t μ n 2 + 1 2 μ n + 1 2 + 1 2 K 1 2 χ ¯ n + 1 2 + C ( ξ n + 1 2 + η ¯ n + 1 2 ) ,

where 0 < θ K * . Using the Cauchy-Schwarz inequality and ε -Cauchy inequality, we obtain

(4.22) ( η n + 1 + K η ¯ n + 1 , t χ ¯ n ) C ( η n + 1 + η ¯ n + 1 ) t χ ¯ n C ( η n + 1 2 + η ¯ n + 1 2 ) + ε t χ ¯ n 2 ,

for any small constant ε > 0 . Combining (4.18)–(4.22), we find that

(4.23) 1 2 τ ( t μ n + 1 2 2 t μ n 1 2 2 ) + 1 4 τ ( K 1 2 χ ¯ n + 1 2 K 1 2 χ ¯ n 1 2 ) 1 2 ε n + 1 2 + 3 + F 2 2 + F 2 2 θ t μ n 2 + 1 2 μ n + 1 2 + 1 2 K 1 2 χ ¯ n + 1 2 + C ( ξ n + 1 2 + η n + 1 2 + η ¯ n + 1 2 ) .

Multiplying by 4 τ and summing over n from 1 to N 1 at both sides of (4.23), we see that

(4.24) 2 t μ N 1 2 2 2 t μ 1 2 2 + K 1 2 χ ¯ N 2 + K 1 2 χ ¯ N 1 2 K 1 2 χ ¯ 1 2 K 1 2 χ ¯ 0 2 4 τ n = 1 N 1 C ( ξ n + 1 2 + η n + 1 2 + η ¯ n + 1 2 ) + 2 τ n = 1 N 1 ε n + 1 2 + 2 τ n = 1 N 1 K 1 2 χ ¯ n + 1 2 + 2 τ n = 1 N 1 μ n + 1 2 + 4 τ 3 + F 2 2 + F 2 2 θ n = 1 N 1 t μ n 2 .

Note that Q H u 0 = u H 0 , Q H u 1 u H 1 = C τ 3 , and χ ¯ 1 2 + t μ 1 2 2 C τ 4 ; thus by (3.9) and combining the error estimates (4.6)–(4.8) and (4.24) to obtain

(4.25) 2 4 τ 3 + F 2 2 + F 2 2 θ t μ N 1 2 2 + ( 1 2 τ ) K 1 2 χ ¯ N 2 + K 1 2 χ ¯ N 1 2 C ( H 2 k + 2 + τ 4 ) + 4 τ 3 + F 2 2 + F 2 2 θ n = 2 N 1 t μ n 1 2 2 + 2 τ n = 1 N 1 μ n + 1 2 .

Similar to (3.8), we have

(4.26) θ 2 K * 2 χ N 2 1 2 K 1 2 χ ¯ N 2 .

Combining (4.25) with (4.26) leads to

(4.27) 2 4 τ 3 + F 2 2 + F 2 2 θ t μ N 1 2 2 + 1 2 2 τ K 1 2 χ ¯ N 2 + θ 2 K * 2 χ N 2 C ( H 2 k + 2 + τ 4 ) + 4 τ 3 + F 2 2 + F 2 2 θ n = 2 N 1 t μ n 1 2 2 + 2 τ n = 1 N 1 μ n + 1 2 .

Adding a term μ N 2 at the two sides of (4.27) and using the inequality,

μ N 2 C Δ t n = 1 N μ n 1 2 2 .

When 2 4 τ 3 + F 2 2 + F 2 2 θ > 0 and 1 2 2 τ > 0 , i.e.,

τ < min 1 2 3 + F 2 2 + F 2 2 θ , 1 4 ,

with the application of discrete Gronwall’s lemma, we obtain the following result:

(4.28) t μ N 1 2 2 + μ N 2 + χ N 2 + K 1 2 χ ¯ N 2 C ( H 2 k + 2 + τ 4 ) .

Then, by (4.6), (4.8), (4.28), and the triangle inequality, we can derive (4.10).□

4.2 Error analysis for the fine grid

In this subsection, we can prove the following theorem for the solution of the fine grid.

Theorem 4.2

Define the triplet ( U h n , P ˜ h n , P h n ) W h × V h × V h by (2.11)–(2.13). Take 0 < θ K * , when τ < min 1 2 3 + F 2 2 + F 2 2 θ , 1 4 , where F > 0 represents an upper bound for derivatives of function f, and for 1 n N and k 1 , we have the following error estimate:

sup n { u n U h n + p ˜ n P ˜ h n + p n P h n } C ( h k + 1 + H 2 k + 1 + τ 2 ) ,

where k is associated with the degree of the finite element polynomial.

Proof

Let β n = Q h u n U h n , γ ¯ n = R h p ˜ n P ˜ h n , γ n = Π h p n P h n , ξ * n = u n Q h u n , η ¯ * n = p ˜ n R h p ˜ n , and η * n = p n Π h p n . From (2.1)–(2.3) and (2.11)–(2.13), and by the properties of the L 2 and Π projections, we can write

(4.29) ( t t β n , w h ) + ( γ n + 1 , w h ) = ( ε n + 1 , w h ) + ( f ( u n + 1 , p ˜ n + 1 ) , w h ) ( f ( u H n + 1 , p ˜ H n + 1 ) + f u ( u H n + 1 , p ˜ H n + 1 ) ( U h n + 1 u H n + 1 ) , w h ) ( f p ˜ ( u H n + 1 , p ˜ H n + 1 ) ( P ˜ h n + 1 p ˜ H n + 1 ) , w h ) , w h W h ,

(4.30) ( γ ¯ n + 1 , v h ) + ( β n + 1 , v h ) = 0 , v h V h ,

(4.31) ( K γ ¯ n + 1 , v h ) + ( γ n + 1 , v h ) = ( η * n + 1 , v h ) ( K η ¯ * n + 1 , v h ) , v h V h .

We define the following notations: u s n + 1 = u H n + 1 + s ( u n + 1 u H n + 1 ) , p ˜ s n + 1 = p ˜ H n + 1 + s ( p ˜ n + 1 p ˜ H n + 1 ) , 0 s 1 , and employ the following Taylor expansion:

f ( u n + 1 , p ˜ n + 1 ) = f ( u H n + 1 , p ˜ H n + 1 ) + f u ( u H n + 1 , p ˜ H n + 1 ) ( u n + 1 u H n + 1 ) + f p ˜ ( u H n + 1 , p ˜ H n + 1 ) ( p ˜ n + 1 p ˜ H n + 1 ) + f ˜ u u ( u n + 1 u H n + 1 ) 2 + 2 f ˜ u p ˜ ( u n + 1 u H n + 1 ) ( p ˜ n + 1 p ˜ H n + 1 ) + ( p ˜ n + 1 p ˜ H n + 1 ) T f ˜ p ˜ p ˜ ( p ˜ n + 1 p ˜ H n + 1 ) ,

where

f ˜ u u = 0 1 ( 1 s ) f u u ( u s n + 1 , p ˜ s n + 1 ) d s , f ˜ u p ˜ = 0 1 ( 1 s ) f u p ˜ ( u s n + 1 , p ˜ s n + 1 ) d s , f ˜ p ˜ p ˜ = 0 1 ( 1 s ) f p ˜ p ˜ ( u s n + 1 , p ˜ s n + 1 ) d s .

Take the difference in time of (4.30) to obtain

(4.32) ( t γ ¯ n , v h ) + ( t β n , v h ) = 0 , v h V h .

Choose w h = t β n , v h = t γ ¯ n , and v h = γ n + 1 in (4.29), (4.31), and (4.32), respectively. Then, adding (4.29) to (4.31), and subtracting (4.32), we can obtain

(4.33) 1 2 τ t β n + 1 2 2 t β n 1 2 2 + 1 4 τ K 1 2 γ ¯ n + 1 2 K 1 2 γ ¯ n 1 2 ( t t β n , t β n ) + ( K γ ¯ n + 1 , t γ ¯ n ) = ( f u ( u H n + 1 , p ˜ H n + 1 ) ( ξ * n + 1 + β n + 1 ) , t β n ) + ( f p ˜ ( u H n + 1 , p ˜ H n + 1 ) ( η ¯ * n + 1 + γ ¯ n + 1 ) , t β n ) + ( f ˜ u u ( u n + 1 u H n + 1 ) 2 , t β n ) + ( 2 f ˜ u p ˜ ( u n + 1 u H n + 1 ) ( p ˜ n + 1 p ˜ H n + 1 ) , t β n ) + ( ( p ˜ n + 1 p ˜ H n + 1 ) T f ˜ p ˜ p ˜ ( p ˜ n + 1 p ˜ H n + 1 ) , t β n ) + ( ε n + 1 , t β n ) ( η * n + 1 , t γ ¯ n ) ( K η ¯ * n + 1 , t γ ¯ n ) = I 1 + I 2 .

Now, we estimate the right-hand terms of (4.33). For I 1 , applying the boundedness assumption on f and the Hölder’s inequality, we find that

I 1 = ( f u ( u H n + 1 , p ˜ H n + 1 ) ( ξ * n + 1 + β n + 1 ) , t β n ) + ( f p ˜ ( u H n + 1 , p ˜ H n + 1 ) ( η ¯ * n + 1 + γ ¯ n + 1 ) , t β n ) + ( f ˜ u u ( u n + 1 u H n + 1 ) 2 , t β n ) + ( 2 f ˜ u p ˜ ( u n + 1 u H n + 1 ) ( p ˜ n + 1 p ˜ H n + 1 ) , t β n ) + ( ( p ˜ n + 1 p ˜ H n + 1 ) T f ˜ p ˜ p ˜ ( p ˜ n + 1 p ˜ H n + 1 ) , t β n ) + ( ε n + 1 , t β n ) C ( ξ * n + 1 2 + η ¯ * n + 1 2 + u n + 1 u H n + 1 0 , 4 4 + p ˜ n + 1 p ˜ H n + 1 0 , 4 4 ) + 1 2 β n + 1 2 + θ 2 γ ¯ n + 1 2 + 1 2 ε n + 1 2 + 3 + F 2 2 + F 2 2 θ t β n 2 ,

where 0 < θ K * . For I 2 , by the ε -Cauchy inequality, we have

I 2 ( η * n + 1 , t γ ¯ n ) + ( K η ¯ * n + 1 , t γ ¯ n ) C ( η * n + 1 2 + η ¯ * n + 1 2 ) + ε t γ ¯ n 2 ,

for any small constant ε > 0 . Therefore, substituting these estimates into (4.33), we see that

(4.34) 1 2 τ ( t β n + 1 2 2 t β n 1 2 2 ) + 1 4 τ ( K 1 2 γ ¯ n + 1 2 K 1 2 γ ¯ n 1 2 ) C ( ξ * n + 1 2 + η * n + 1 2 + η ¯ * n + 1 2 + u n + 1 u H n + 1 0 , 4 4 + p ˜ n + 1 p ˜ H n + 1 0 , 4 4 ) + 1 2 β n + 1 2 + θ 2 γ ¯ n + 1 2 + 1 2 ε n + 1 2 + 3 + F 2 2 + F 2 2 θ t β n 2 .

Summing (4.34) for n from 1 to N 1 and multiplying by 4 τ give

(4.35) 2 t β N 1 2 2 2 t β 1 2 2 + K 1 2 γ ¯ N 2 + K 1 2 γ ¯ N 1 2 K 1 2 γ ¯ 1 2 K 1 2 γ ¯ 0 2 C τ n = 1 N 1 ( ξ * n + 1 2 + η * n + 1 2 + η ¯ * n + 1 2 + u n + 1 u H n + 1 0 , 4 4 + p ˜ n + 1 p ˜ H n + 1 0 , 4 4 ) + 4 τ n = 1 N 1 1 2 β n + 1 2 + θ 2 γ ¯ n + 1 2 + 1 2 ε n + 1 2 + 3 + F 2 2 + F 2 2 θ t β n 2 .

In the following, similar to the estimate of (3.8), we have

(4.36) θ 2 K * 2 γ N 2 1 2 K 1 2 γ ¯ N 2 .

With the help of (3.9), combine (4.35) with (4.36) and note that γ ¯ 1 2 + t β 1 2 2 C τ 4 to obtain

2 4 τ 3 + F 2 2 + F 2 2 θ t β N 1 2 2 + θ 2 K * 2 γ N 2 + 1 2 2 τ K 1 2 γ ¯ N 2 + K 1 2 γ ¯ N 1 2 C τ n = 1 N 1 ξ * n + 1 2 + η * n + 1 2 + η ¯ * n + 1 2 + u n + 1 u H n + 1 0 , 4 4 + p ˜ n + 1 p ˜ H n + 1 0 , 4 4 + 2 τ n = 1 N 1 β n + 1 2 + 4 τ n = 2 N 1 1 2 K 1 2 γ ¯ n 2 + 3 + F 2 2 + F 2 2 θ t β n 1 2 2 + 2 τ n = 1 N 1 ε n + 1 2 2 τ n = 1 N 1 β n + 1 2 + 4 τ n = 2 N 1 1 2 K 1 2 γ ¯ n 2 + 3 + F 2 2 + F 2 2 θ t β n 1 2 2 + C ( h 2 k + 2 + H 4 k + 2 + τ 4 ) ,

where we use (4.6)–(4.8), (4.10), and inverse assumption. Take

τ < min 1 2 3 + F 2 2 + F 2 2 θ , 1 4 ,

use the inequality β N 2 C Δ t n = 1 N β n 1 2 2 , and apply Gronwall’s lemma to obtain

(4.37) t β N 1 2 2 + β N 2 + γ N 2 + K 1 2 γ ¯ N 2 C ( h 2 k + 2 + H 4 k + 2 + τ 4 ) .

Combining (4.37), the estimates of projections (4.6)–(4.8), and the triangle inequality leads to the final result.□

5 Numerical example

In this section, we give a numerical experiment to illustrate the efficiency and accuracy of the two-grid method. The following two-dimensional hyperbolic problem is considered:

(5.1) u t t ( K ( x ) u ) = f 1 ( u , u ) + f 2 ( x , t ) , ( x , t ) Ω × J , u ( x , 0 ) = u 0 , u t ( x , 0 ) = u 1 , x Ω , u = 0 , ( x , t ) Ω × J ,

where Ω ¯ = [ 0 , 1 ] 2 , J = ( 0 , 1 ] , x = ( x 1 , x 2 ) T , and K ( x ) = x 1 2 + 1 0 0 x 2 2 + 1 . The functions f 2 , u 0 and u 1 are computed from the exact solution u and the expression f 1 ( u , u ) . The exact solution u and f 1 ( u , u ) are chosen as follows:

f 1 ( u , u ) = ( b u ) 2 + u 3 u , b = ( 1 , 1 ) T , u = t 2 cos ( 2 π t ) sin ( π x 1 ) sin ( 2 π x 2 ) .

The domain Ω is uniformly divided by the triangular elements of T H with mesh size H and T h with mesh size h . J is uniformly divided so that τ is a small time step. Here, we fix the time step τ = 1.0 × 1 0 3 . The convergence rates in tables are computed as

rate = log ( E i E i + 1 ) log ( h i h i + 1 ) ,

where E i is the error corresponding to h i .

We use RT k ( k = 1 , 2 ) as the approximation space. For the two-grid method, we first solve for ( u H , p ˜ H , p H ) W H × V H × V H on the coarse grid using the nonlinear system (2.8)–(2.10), and then obtain ( U h , P ˜ h , P h ) W h × V h × V h on the fine grid using a linearized scheme (2.11)–(2.13) with h k + 1 = H 2 k + 1 ( k = 1 , 2 ), employing Newton’s iteration with a tolerance of 1 0 6 . The number of iterations depends on the specified tolerance during actual calculations. The computational data at t = 1 for our two-grid method are presented in Table 1, showing that u U h , p ˜ P ˜ h and p P h are close O ( h k + 1 ) ( k = 1 , 2 ), which aligns with Theorem 4.2. To demonstrate both accuracy and efficiency of our two-grid method compared to EMFEM that directly employs Newton’s iteration in fine grid space to solve nonlinear problem (5.1), we present errors and computing time comparison between these methods in Table 2. From this table, it is observed that given the same accuracy, the two-grid method is more efficient than EMFEM regarding computational time. Furthermore, in Figure 1, we depict exact solution u at t = 1 and make comparisons with two-grid solution U h when h = 1 64 , τ = 1.0 × 1 0 3 , and t = 1 . From Figure 1, it is evident that there is no visual difference between exact solution u and two-grid solution U h . In Figure 2, we obtain the errors of ( U h , P ˜ h , P h ) in different time levels by our two-grid algorithm.

Table 1

Errors and convergence rate of the two-grid method with RT k ( k = 1 , 2 ) element

RT k ( H , h ) u U h Rate p ˜ P ˜ h Rate p P h Rate
k = 1 ( 1 4 , 1 8 ) 2.317 × 1 0 2 5.650 × 1 0 2 5.613 × 1 0 2
( 1 9 , 1 27 ) 2.265 × 1 0 3 1.91 5.574 × 1 0 3 1.90 5.551 × 1 0 3 1.90
( 1 16 , 1 64 ) 4.378 × 1 0 4 1.90 1.079 × 1 0 3 1.90 1.083 × 1 0 3 1.89
( 1 25 , 1 125 ) 1.211 × 1 0 4 1.92 3.025 × 1 0 4 1.90 3.036 × 1 0 4 1.90
( 1 36 , 1 216 ) 4.254 × 1 0 5 1.91 1.063 × 1 0 4 1.91 1.071 × 1 0 4 1.90
k = 2 ( 1 8 , 1 32 ) 9.469 × 1 0 4 3.382 × 1 0 3 3.375 × 1 0 3
( 1 27 , 1 243 ) 2.802 × 1 0 6 2.87 9.991 × 1 0 6 2.87 1.014 × 1 0 5 2.86
Table 2

Errors and computing time of two-grid method and EMFEM with RT k ( k = 1 , 2 ) element

Two-grid method EMFEM
RT k ( H , h ) u U h Computing time (s) h u u h Computing time (s)
k = 1 ( 1 4 , 1 8 ) 2.317 × 1 0 2 0.83 1/8 2.254 × 1 0 2 0.97
( 1 9 , 1 27 ) 2.265 × 1 0 3 7.25 1/27 2.223 × 1 0 3 20.18
( 1 16 , 1 64 ) 4.378 × 1 0 4 35.41 1/64 4.306 × 1 0 4 112.05
( 1 25 , 1 125 ) 1.211 × 1 0 4 119.58 1/125 1.198 × 1 0 4 427.43
( 1 36 , 1 216 ) 4.254 × 1 0 5 371.02 1/216 4.183 × 1 0 5 1266.29
k = 2 ( 1 8 , 1 32 ) 9.469 × 1 0 4 12.59 1/32 9.315 × 1 0 4 37.83
( 1 27 , 1 243 ) 2.802 × 1 0 6 384.67 1/243 2.744 × 1 0 6 1409.55
Figure 1 
               Scalar solution. Left: the exact solution 
                     
                        
                        
                           u
                        
                        u
                     
                  . Right: the numerical solution 
                     
                        
                        
                           
                              
                                 U
                              
                              
                                 h
                              
                           
                        
                        {{\mathcal{U}}}_{h}
                     
                   by two-grid method.
Figure 1

Scalar solution. Left: the exact solution u . Right: the numerical solution U h by two-grid method.

Figure 2 
               Errors of two-grid solution 
                     
                        
                        
                           
                              (
                              
                                 
                                    
                                       U
                                    
                                    
                                       h
                                    
                                 
                                 ,
                                 
                                    
                                       
                                          
                                             P
                                          
                                          
                                             ˜
                                          
                                       
                                    
                                    
                                       h
                                    
                                 
                                 ,
                                 
                                    
                                       P
                                    
                                    
                                       h
                                    
                                 
                              
                              )
                           
                        
                        \left({{\mathcal{U}}}_{h},{\widetilde{{\mathcal{P}}}}_{h},{{\mathcal{P}}}_{h})
                     
                   for 
                     
                        
                        
                           t
                           =
                           1
                        
                        t=1
                     
                  , 
                     
                        
                        
                           τ
                           =
                           1.0
                           ×
                           1
                           
                              
                                 0
                              
                              
                                 ‒
                                 3
                              
                           
                        
                        \tau =1.0\times 1{0}^{&#x2012;3}
                     
                  , and 
                     
                        
                        
                           h
                           =
                           1
                           ⁄
                           64
                        
                        h=1/64
                     
                  .
Figure 2

Errors of two-grid solution ( U h , P ˜ h , P h ) for t = 1 , τ = 1.0 × 1 0 3 , and h = 1 64 .

6 Conclusions

In this article, we present a two-grid expended mixed element discretization scheme for second-order hyperbolic equation. It is shown theoretically and numerically that two-grid method saving a large amount of computational time and without losing accuracy as long as the mesh sizes satisfy H 2 k + 1 = h k + 1 . The two-grid algorithm presented in this article involves only one Newton iteration on the fine grid; therefore, one more Newton iteration and correction technique can be considered to improve the error estimate. In the next work, we shall consider more efficient two-grid method for nonlinear hyperbolic equation and more complicated problems. Furthermore, inspired by [15,32], it is interesting to use new EMFEM to solve hyperbolic equation.

Acknowledgement

The author is grateful for the reviewer’s valuable comments that improved the manuscript.

  1. Funding information: This work was supported by the Science and Technology Plan Project of Hunan Province (2016TP1020), the “Double First-Class” Applied Characteristic Discipline in Hunan Province (Xiangjiaotong[2018]469), and the Excellent Youth Project of Hunan Education Department (22B0711).

  2. Author contributions: The author confirms the sole responsibility for the conception of the study, presented results, and prepared the manuscript.

  3. Conflict of interest: The author declares no conflicts of interest.

  4. Data availability statement: The datasets generated during and/or analyzed during the current study are available from the corresponding author on reasonable request.

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Received: 2023-09-23
Revised: 2024-04-25
Accepted: 2024-07-25
Published Online: 2024-08-27

© 2024 the author(s), published by De Gruyter

This work is licensed under the Creative Commons Attribution 4.0 International License.

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