Skip to main content
Top
Published in: Journal of Scientific Computing 3/2019

08-09-2018

Analysis of Fully Discrete Approximations for Dissipative Systems and Application to Time-Dependent Nonlocal Diffusion Problems

Authors: Qiang Du, Lili Ju, Jianfang Lu

Published in: Journal of Scientific Computing | Issue 3/2019

Log in

Activate our intelligent search to find suitable subject content or patents.

search-config
loading …

Abstract

In this paper we first present stability and error analysis of the fully discrete numerical schemes for general dissipative systems, in which the implicit Runge–Kutta (IRK) method is adopted for time integration. Under suitable conditions on the IRK time stepping method that we refer as the total stability, a priori error estimates can be simultaneously obtained. Then we apply such time-marching techniques and analysis framework to one-dimensional time-dependent nonlocal diffusion problems, together with the discontinuous Galerkin method being used for spatial discretization. Unconditional stability of approximations of both primal and auxiliary variables and the priori error estimates for the corresponding fully discrete systems are proved, and the results indicate the schemes are asymptotically compatible. In addition, long time asymptotic behavior of the approximate solutions is also investigated. Various numerical experiments are finally performed to verify the theoretical results.

Dont have a licence yet? Then find out more about our products and how to get one now:

Springer Professional "Wirtschaft+Technik"

Online-Abonnement

Mit Springer Professional "Wirtschaft+Technik" erhalten Sie Zugriff auf:

  • über 102.000 Bücher
  • über 537 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Maschinenbau + Werkstoffe
  • Versicherung + Risiko

Jetzt Wissensvorsprung sichern!

Springer Professional "Wirtschaft"

Online-Abonnement

Mit Springer Professional "Wirtschaft" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 340 Zeitschriften

aus folgenden Fachgebieten:

  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Versicherung + Risiko




Jetzt Wissensvorsprung sichern!

Springer Professional "Technik"

Online-Abonnement

Mit Springer Professional "Technik" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 390 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Maschinenbau + Werkstoffe




 

Jetzt Wissensvorsprung sichern!

Literature
1.
go back to reference Bates, P.W., Chmaj, A.: An integrodifferential model for phase transitions: stationary solutions in higher space dimensions. J. Stat. Phys. 95, 1119–1139 (1999)MathSciNetCrossRefMATH Bates, P.W., Chmaj, A.: An integrodifferential model for phase transitions: stationary solutions in higher space dimensions. J. Stat. Phys. 95, 1119–1139 (1999)MathSciNetCrossRefMATH
2.
go back to reference Butcher, J.C.: Numerical Methods for Ordinary Differential Equations, 2nd edn. Wiley, London (2008)CrossRefMATH Butcher, J.C.: Numerical Methods for Ordinary Differential Equations, 2nd edn. Wiley, London (2008)CrossRefMATH
3.
go back to reference Ciarlet, P.G.: The Finite Element Method for Elliptic Problems. North-Holland, Amsterdam (1978)MATH Ciarlet, P.G.: The Finite Element Method for Elliptic Problems. North-Holland, Amsterdam (1978)MATH
4.
go back to reference Cheng, Y., Zhang, Q.: Local analysis of local discontinuous Galerkin method with generalized alternating numerical flux for one-dimensional singularity perturbed problem. J. Sci. Comput. 72, 1–28 (2017)MathSciNetCrossRef Cheng, Y., Zhang, Q.: Local analysis of local discontinuous Galerkin method with generalized alternating numerical flux for one-dimensional singularity perturbed problem. J. Sci. Comput. 72, 1–28 (2017)MathSciNetCrossRef
5.
go back to reference Cheng, Y., Zhang, Q.: Local analysis of the fully discrete local discontinuous Galerkin method for the time-dependent singularly perturbed problem. J. Comput. Math. 35, 265–288 (2017)MathSciNetCrossRefMATH Cheng, Y., Zhang, Q.: Local analysis of the fully discrete local discontinuous Galerkin method for the time-dependent singularly perturbed problem. J. Comput. Math. 35, 265–288 (2017)MathSciNetCrossRefMATH
6.
go back to reference Crouzeix, M., Hundsdorfer, W.H., Spijker, M.N.: On the existence of solutions to the algebraic equations in implicit Runge–Kutta methods. BIT Numer. Math. 23, 84–91 (1983)MathSciNetCrossRefMATH Crouzeix, M., Hundsdorfer, W.H., Spijker, M.N.: On the existence of solutions to the algebraic equations in implicit Runge–Kutta methods. BIT Numer. Math. 23, 84–91 (1983)MathSciNetCrossRefMATH
7.
go back to reference Cockburn, B., Lin, S.-Y., Shu, C.-W.: TVB Runge–Kutta local projection discontinuous Galerkin finite element method for conservation laws. III: One dimensional systems. J. Computat. Phys. 84, 90–113 (1989)MathSciNetCrossRefMATH Cockburn, B., Lin, S.-Y., Shu, C.-W.: TVB Runge–Kutta local projection discontinuous Galerkin finite element method for conservation laws. III: One dimensional systems. J. Computat. Phys. 84, 90–113 (1989)MathSciNetCrossRefMATH
8.
go back to reference Cockburn, B., Shu, C.-W.: The Runge–Kutta local projection \(P^1\)-discontinuous-Galerkin finite element method for scalar conservation laws. Math. Model. Numer. Anal. 25, 337–361 (1991)MathSciNetCrossRefMATH Cockburn, B., Shu, C.-W.: The Runge–Kutta local projection \(P^1\)-discontinuous-Galerkin finite element method for scalar conservation laws. Math. Model. Numer. Anal. 25, 337–361 (1991)MathSciNetCrossRefMATH
9.
go back to reference Cockburn, B., Shu, C.-W.: TVB Runge–Kutta local projection discontinuous Galerkin finite element method for scalar conservation laws. II: General framework. Math. Comput. 52, 411–435 (1989)MATH Cockburn, B., Shu, C.-W.: TVB Runge–Kutta local projection discontinuous Galerkin finite element method for scalar conservation laws. II: General framework. Math. Comput. 52, 411–435 (1989)MATH
10.
go back to reference Cockburn, B., Shu, C.-W.: The Runge–Kutta discontinuous Galerkin finite element method for conservation laws. V: Multidimensional systems. J. Comput. Phys. 141, 199–224 (1998)MathSciNetCrossRefMATH Cockburn, B., Shu, C.-W.: The Runge–Kutta discontinuous Galerkin finite element method for conservation laws. V: Multidimensional systems. J. Comput. Phys. 141, 199–224 (1998)MathSciNetCrossRefMATH
11.
go back to reference Cockburn, B., Shu, C.-W.: The local discontinuous Galerkin method for time-dependent convection–diffusion systems. SIAM J. Numer. Anal. 35, 2440–2463 (1998)MathSciNetCrossRefMATH Cockburn, B., Shu, C.-W.: The local discontinuous Galerkin method for time-dependent convection–diffusion systems. SIAM J. Numer. Anal. 35, 2440–2463 (1998)MathSciNetCrossRefMATH
12.
go back to reference Dekker, K.: Error bounds for the solution to the algebraic equations in Runge–Kutta methods. BIT Numer. Math. 24, 347–356 (1984)MathSciNetCrossRefMATH Dekker, K.: Error bounds for the solution to the algebraic equations in Runge–Kutta methods. BIT Numer. Math. 24, 347–356 (1984)MathSciNetCrossRefMATH
13.
go back to reference Du, Q., Gunzburger, M., Lehoucq, R.B., Zhou, K.: Analysis and approximation of nonlocal diffusion problems with volume constraints. SIAM Rev. 54, 667–696 (2012)MathSciNetCrossRefMATH Du, Q., Gunzburger, M., Lehoucq, R.B., Zhou, K.: Analysis and approximation of nonlocal diffusion problems with volume constraints. SIAM Rev. 54, 667–696 (2012)MathSciNetCrossRefMATH
15.
go back to reference Du, Q., Ju, L., Tian, L., Zhou, K.: A posteriori error analysis of finite element method for linear nonlocal diffusion and peridynamic models. Math. Comput. 82, 1889–1922 (2013)MathSciNetCrossRefMATH Du, Q., Ju, L., Tian, L., Zhou, K.: A posteriori error analysis of finite element method for linear nonlocal diffusion and peridynamic models. Math. Comput. 82, 1889–1922 (2013)MathSciNetCrossRefMATH
16.
go back to reference Dong, B., Shu, C.-W.: Analysis of a local discontinuous Galerkin method for linear time-dependent fourth-order problems. SIAM J. Numer. Anal. 47, 3240–3268 (2009)MathSciNetCrossRefMATH Dong, B., Shu, C.-W.: Analysis of a local discontinuous Galerkin method for linear time-dependent fourth-order problems. SIAM J. Numer. Anal. 47, 3240–3268 (2009)MathSciNetCrossRefMATH
17.
go back to reference Du, Q., Yang, J.: Asymptotically compatible Fourier spectral approximations of nonlocal Allen–Cahn equations. SIAM J. Numer. Anal. 54, 1899–1919 (2016)MathSciNetCrossRefMATH Du, Q., Yang, J.: Asymptotically compatible Fourier spectral approximations of nonlocal Allen–Cahn equations. SIAM J. Numer. Anal. 54, 1899–1919 (2016)MathSciNetCrossRefMATH
18.
go back to reference Eftimie, R., De Vries, G., Lewis, M.A.: Complex spatial group patterns result from different animal communication mechanisms. Proc. Natl. Acad. Sci. 104, 6974–6979 (2007)MathSciNetCrossRefMATH Eftimie, R., De Vries, G., Lewis, M.A.: Complex spatial group patterns result from different animal communication mechanisms. Proc. Natl. Acad. Sci. 104, 6974–6979 (2007)MathSciNetCrossRefMATH
19.
go back to reference Epshteyn, Y., Izmirlioglu, A.: Fully discrete analysis of a discontinuous finite element method for the Keller–Segel chemotaxis model. J. Sci. Comput. 40, 211–256 (2009)MathSciNetCrossRefMATH Epshteyn, Y., Izmirlioglu, A.: Fully discrete analysis of a discontinuous finite element method for the Keller–Segel chemotaxis model. J. Sci. Comput. 40, 211–256 (2009)MathSciNetCrossRefMATH
20.
go back to reference Fife, P.: Some nonclassical trends in parabolic and parabolic-like evolutions. In: Kirkilionis, M., Krömker, S., Rannacher, R., Tomi, F. (eds.) Trends in Nonlinear Analysis, pp. 153–191. Springer, Berlin (2003)CrossRef Fife, P.: Some nonclassical trends in parabolic and parabolic-like evolutions. In: Kirkilionis, M., Krömker, S., Rannacher, R., Tomi, F. (eds.) Trends in Nonlinear Analysis, pp. 153–191. Springer, Berlin (2003)CrossRef
21.
go back to reference Ferracina, L., Spijker, M.N.: Strong stability of singly-diagonally-implicit Runge–Kutta methods. Appl. Numer. Math. 58, 1675–1686 (2008)MathSciNetCrossRefMATH Ferracina, L., Spijker, M.N.: Strong stability of singly-diagonally-implicit Runge–Kutta methods. Appl. Numer. Math. 58, 1675–1686 (2008)MathSciNetCrossRefMATH
22.
23.
go back to reference Gottlieb, S., Shu, C.-W., Tadmor, E.: Strong stability-preserving high-order time discretization methods. SIAM Rev. 43, 89–112 (2001)MathSciNetCrossRefMATH Gottlieb, S., Shu, C.-W., Tadmor, E.: Strong stability-preserving high-order time discretization methods. SIAM Rev. 43, 89–112 (2001)MathSciNetCrossRefMATH
24.
go back to reference Hairer, E., Norsett, S.P., Wanner, G.: Solving Ordinary Differential Equations I: Nonstiff Problems. Springer, New York (1993)MATH Hairer, E., Norsett, S.P., Wanner, G.: Solving Ordinary Differential Equations I: Nonstiff Problems. Springer, New York (1993)MATH
25.
go back to reference Hochbruck, M., Pažur, T.: Implicit Runge–Kutta methods and discontinuous Galerkin discretizations for linear Maxwell’s equations. SIAM J. Numer. Anal. 53, 485–507 (2015)MathSciNetCrossRefMATH Hochbruck, M., Pažur, T.: Implicit Runge–Kutta methods and discontinuous Galerkin discretizations for linear Maxwell’s equations. SIAM J. Numer. Anal. 53, 485–507 (2015)MathSciNetCrossRefMATH
26.
go back to reference Hairer, E., Wanner, G.: Solving Ordinary Differential Equations II: Stiff and Differential-Algebraic Problems. Springer, New York (1991)CrossRefMATH Hairer, E., Wanner, G.: Solving Ordinary Differential Equations II: Stiff and Differential-Algebraic Problems. Springer, New York (1991)CrossRefMATH
27.
go back to reference Ketcheson, D.I., Macdonald, C.B., Gottlieb, S.: Optimal implicit strong stability preserving Runge–Kutta methods. Appl. Numer. Math. 59, 373–392 (2009)MathSciNetCrossRefMATH Ketcheson, D.I., Macdonald, C.B., Gottlieb, S.: Optimal implicit strong stability preserving Runge–Kutta methods. Appl. Numer. Math. 59, 373–392 (2009)MathSciNetCrossRefMATH
28.
go back to reference Luo, J., Shu, C.-W., Zhang, Q.: A priori error estimates to smooth solutions of the third order Runge–Kutta discontinuous Galerkin method for symmetrizable system of conservation laws. Math. Model. Numer. Anal. 49, 991–1018 (2015)MathSciNetCrossRefMATH Luo, J., Shu, C.-W., Zhang, Q.: A priori error estimates to smooth solutions of the third order Runge–Kutta discontinuous Galerkin method for symmetrizable system of conservation laws. Math. Model. Numer. Anal. 49, 991–1018 (2015)MathSciNetCrossRefMATH
29.
go back to reference Levy, D., Tadmor, E.: From semidiscrete to fully discrete: stability of Runge–Kutta schemes by the energy method. SIAM Rev. 40, 40–73 (1998)MathSciNetCrossRefMATH Levy, D., Tadmor, E.: From semidiscrete to fully discrete: stability of Runge–Kutta schemes by the energy method. SIAM Rev. 40, 40–73 (1998)MathSciNetCrossRefMATH
30.
go back to reference Rosasco, L., Belkin, M., Vito, E.D.: On learning with integral operators. J. Mach. Learn. Res. 11, 905–934 (2010)MathSciNetMATH Rosasco, L., Belkin, M., Vito, E.D.: On learning with integral operators. J. Mach. Learn. Res. 11, 905–934 (2010)MathSciNetMATH
31.
go back to reference Silling, S.A.: Reformulation of elasticity theory for discontinuities and long-range forces. J. Mech. Phys. Solids 48, 175–209 (2000)MathSciNetCrossRefMATH Silling, S.A.: Reformulation of elasticity theory for discontinuities and long-range forces. J. Mech. Phys. Solids 48, 175–209 (2000)MathSciNetCrossRefMATH
32.
go back to reference Silling, S.A., Lehoucq, R.B.: Peridynamic theory of solid mechanics. Adv. Appl. Mech. 44, 73–168 (2010)CrossRef Silling, S.A., Lehoucq, R.B.: Peridynamic theory of solid mechanics. Adv. Appl. Mech. 44, 73–168 (2010)CrossRef
33.
go back to reference Sun, Z., Shu, C.-W.: Stability of the fourth order Runge–Kutta method for time-dependent partial differential equations. Ann. Math. Sci. Appl. 2, 255–284 (2017)MathSciNetMATH Sun, Z., Shu, C.-W.: Stability of the fourth order Runge–Kutta method for time-dependent partial differential equations. Ann. Math. Sci. Appl. 2, 255–284 (2017)MathSciNetMATH
34.
go back to reference Tadmor, E.: From semidiscrete to fully discrete: stability of Runge–Kutta schemes by the energy method. II. In: Estep, D., Tavener, S. (eds.) Collected Lectures on the Preservation Of Stability Under Discretization, Proceedings of the Workshop on the Preservation of Stability Under Discretization, Colorado State University, Fort Collins, CO (2001); Proceedings in Applied Mathematics, vol. 109, pp. 25–49. SIAM (2002) Tadmor, E.: From semidiscrete to fully discrete: stability of Runge–Kutta schemes by the energy method. II. In: Estep, D., Tavener, S. (eds.) Collected Lectures on the Preservation Of Stability Under Discretization, Proceedings of the Workshop on the Preservation of Stability Under Discretization, Colorado State University, Fort Collins, CO (2001); Proceedings in Applied Mathematics, vol. 109, pp. 25–49. SIAM (2002)
35.
go back to reference Tian, X., Du, Q.: Analysis and comparison of different approximations to nonlocal diffusion and linear peridynamic equations. SIAM J. Numer. Anal. 51, 3458–3482 (2013)MathSciNetCrossRefMATH Tian, X., Du, Q.: Analysis and comparison of different approximations to nonlocal diffusion and linear peridynamic equations. SIAM J. Numer. Anal. 51, 3458–3482 (2013)MathSciNetCrossRefMATH
36.
go back to reference Tian, X., Du, Q.: Asymptotically compatible schemes and applications to robust discretization of nonlocal models. SIAM J. Numer. Anal. 52, 1641–1665 (2014)MathSciNetCrossRefMATH Tian, X., Du, Q.: Asymptotically compatible schemes and applications to robust discretization of nonlocal models. SIAM J. Numer. Anal. 52, 1641–1665 (2014)MathSciNetCrossRefMATH
37.
go back to reference Tian, X., Du, Q.: Nonconforming discontinuous Galerkin methods for nonlocal variational problems. SIAM J. Numer. Anal. 53, 762–781 (2015)MathSciNetCrossRefMATH Tian, X., Du, Q.: Nonconforming discontinuous Galerkin methods for nonlocal variational problems. SIAM J. Numer. Anal. 53, 762–781 (2015)MathSciNetCrossRefMATH
38.
go back to reference Tian, H., Ju, L., Du, Q.: Nonlocal convection–diffusion problems and finite element approximations. Comput. Methods Appl. Mech. Eng. 289, 60–78 (2015)MathSciNetCrossRefMATH Tian, H., Ju, L., Du, Q.: Nonlocal convection–diffusion problems and finite element approximations. Comput. Methods Appl. Mech. Eng. 289, 60–78 (2015)MathSciNetCrossRefMATH
39.
go back to reference Wang, H., Shu, C.-W., Zhang, Q.: Stability and error estimates of local discontinuous Galerkin methods with implicit–explicit time-marching for advection–diffusion problems. SIAM J. Numer. Anal. 53, 206–227 (2015)MathSciNetCrossRefMATH Wang, H., Shu, C.-W., Zhang, Q.: Stability and error estimates of local discontinuous Galerkin methods with implicit–explicit time-marching for advection–diffusion problems. SIAM J. Numer. Anal. 53, 206–227 (2015)MathSciNetCrossRefMATH
40.
go back to reference Wang, H., Shu, C.-W., Zhang, Q.: Stability analysis and error estimates of local discontinuous Galerkin methods with implicit–explicit time-marching for nonlinear convection–diffusion problems. Appl. Math. Comput. 272, 237–258 (2016)MathSciNetMATH Wang, H., Shu, C.-W., Zhang, Q.: Stability analysis and error estimates of local discontinuous Galerkin methods with implicit–explicit time-marching for nonlinear convection–diffusion problems. Appl. Math. Comput. 272, 237–258 (2016)MathSciNetMATH
41.
go back to reference Xu, Y., Shu, C.-W.: Local discontinuous Galerkin methods for nonlinear Schrödinger equations. J. Comput. Phys. 205, 72–97 (2005)MathSciNetCrossRefMATH Xu, Y., Shu, C.-W.: Local discontinuous Galerkin methods for nonlinear Schrödinger equations. J. Comput. Phys. 205, 72–97 (2005)MathSciNetCrossRefMATH
42.
go back to reference Xia, Y., Xu, Y., Shu, C.-W.: Local discontinuous Galerkin methods for the Cahn–Hilliard type equations. J. Comput. Phys. 227, 472–491 (2007)MathSciNetCrossRefMATH Xia, Y., Xu, Y., Shu, C.-W.: Local discontinuous Galerkin methods for the Cahn–Hilliard type equations. J. Comput. Phys. 227, 472–491 (2007)MathSciNetCrossRefMATH
43.
44.
go back to reference Yan, J., Shu, C.-W.: Local discontinuous Galerkin methods for partial differential equations with higher order derivatives. J. Sci. Comput. 17, 27–47 (2002)MathSciNetCrossRefMATH Yan, J., Shu, C.-W.: Local discontinuous Galerkin methods for partial differential equations with higher order derivatives. J. Sci. Comput. 17, 27–47 (2002)MathSciNetCrossRefMATH
45.
go back to reference Zhang, Q., Shu, C.-W.: Error estimates to smooth solution of Runge–Kutta discontinuous Galerkin methods for scalar conservation laws. SIAM J. Numer. Anal. 42, 641–666 (2004)MathSciNetCrossRefMATH Zhang, Q., Shu, C.-W.: Error estimates to smooth solution of Runge–Kutta discontinuous Galerkin methods for scalar conservation laws. SIAM J. Numer. Anal. 42, 641–666 (2004)MathSciNetCrossRefMATH
46.
go back to reference Zhang, Q., Shu, C.-W.: Stability analysis and a priori error estimate to the third order explicit Runge–Kutta discontinuous Galerkin method for scalar conservation laws. SIAM J. Numer. Anal. 48, 1038–1063 (2010)MathSciNetCrossRefMATH Zhang, Q., Shu, C.-W.: Stability analysis and a priori error estimate to the third order explicit Runge–Kutta discontinuous Galerkin method for scalar conservation laws. SIAM J. Numer. Anal. 48, 1038–1063 (2010)MathSciNetCrossRefMATH
Metadata
Title
Analysis of Fully Discrete Approximations for Dissipative Systems and Application to Time-Dependent Nonlocal Diffusion Problems
Authors
Qiang Du
Lili Ju
Jianfang Lu
Publication date
08-09-2018
Publisher
Springer US
Published in
Journal of Scientific Computing / Issue 3/2019
Print ISSN: 0885-7474
Electronic ISSN: 1573-7691
DOI
https://doi.org/10.1007/s10915-018-0815-6

Other articles of this Issue 3/2019

Journal of Scientific Computing 3/2019 Go to the issue

Premium Partner