Fully discrete Finite Element Approximations of Semilinear Parabolic Equations in a Nonconvex Polygon

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Fully discrete Finite Element Approximations of Semilinear Parabolic Equations in a Nonconvex Polygon Tamal Pramanick 1,a) 1 Department of Mathematics, Indian Institute of Technology Guwahati, Guwahati - (India) ABSTRACT In this paper, we consider the semilinear parabolic problems with homogeneous Dirichlet boundary conditions in a two-dimensional nonconvex polygon We study the fully discrete error analysis for backward Euler method which is based on an error splitting technique Previously, in [1], an effort has been made for problems in nonconvex polygons mainly focused on linear models Also in [2], Thomée has discussed the error analysis for semilinear parabolic problems for a convex polygonal domain A special feature in a nonconvex polygon is the presence of singularities in the solutions generated by the corners Due to the nonlinearity in the forcing term and the non-smoothness of the solution in a nonconvex polygon, the analysis is not straightforward We establish the convergence in for the semidiscrete finite element solution Key wordssemilinear parabolic problem, nonconvex polygon, singularity, fully discrete, error estimates AMS subject classifications65m60, 65N15 1 INTRODUCTION The purpose of this paper is to study certain error estimates for piecewise linear finite element approximations to solutions of the semilinear parabolic equations in a nonconvex polygonal domain We consider the discretization in both time and space, where the discretization with respect to space considered with piecewise linear finite elements and in time we apply the backward Euler method Let be a bounded nonconvex polygonal domain in with boundary We restrict our attention to spatially semidiscrete approximate solutions of the semilinear initial-boundary value problem, for, (11) where denotes, the Laplacian denoted by and be a finite interval in time We assume the smooth function on R such that (12) The solution of parabolic partial differential equations in nonconvex polygonal domains is involved in many physical applications such as heat conduction in chip design, environmental modeling, porous media flow and modeling of complex technical engines (cf [3]) The analysis for such PDEs and for the corresponding numerical methods is always been a challenging research area due to the non-smoothness of the solution around the reentrant corner of the domain In the recent years Chatzipantelidiset al [1, 4] has studied the error analysis 338 P a g e

for linear parabolic models in a nonconvex polygon To the best of author s knowledge the error estimates for the semilinear parabolic models in a nonconvex polygonal domain is introducing for the first time in the literature For simplicity, we assume that is exactly one interior angle is reentrant,ie, such that Setting, we have For the case of -shaped domain, and The regularity of the solutions of a simple elliptic problem (13) for the nonconvex domain has been extensively studied, see Grisvard [5, 6] In [7], Kellogg have shown the regularity shift-theorem for the solution of the problem (13) as for (14) where are fractional order Sobolev spaces, see Section 2 But we can not expect such estimate (14) for due to the singularity in the solution A more precise analysis for the case was presented by Bacutaet al [8] in the framework of Besov spaces In this paper we concentrate on the fully discrete finite element approximations for the problem (11) and derive convergence properties in the norm The rest of the paper is organized as follows In Section 2 we have presented some preliminary notations which will be used throughout this paper In this section we have stated our main result for the estimates of the error between the solutions of the continuous and the fully discrete problem Section 3 devoted to the proof of the fully discrete error estimates There is a reduction in the convergence rate with respect to space discretization from optimal order to caused by the presence of singularity in the solution due to the reentrant corner in the domain However a systematical mesh refinement near the corners have been introduced in this section which gives an improvement of the convergence rate to the optimal order With respect to time we have obtained an optimal convergence of order Numerical results are presented in Section 4 Finally, some concluding remarks are presented in the last section 2 NOTATIONSANDPRELIMINARIES In this section, we introduce some basic preliminary notations which will be used throughout the paper We denote the standard Lebesgue spaces by, with the norm In particular, for, is a Hilbert space with the norm induced by the inner product For an integer and, denotes the standard Sobolev spacein particular, for, we denote the Hilbert space by with the norm (cf [9, 10]) For an integer, set,, and then denote the sobolev spaces of fractional order with the norm defined by For a given Banach space and for, we define 339 P a g e

equipped with the norm, with the standard modification for We write 21FULLY DISCRETE FINITE ELEMENT SOLUTION Let be the family of quasiuniform triangulations of with, in the sense of Ciarlet [11] and Thomée [2] Let thus be the finite dimensional space corresponding to the triangulations is defined by where be the space of continuous functions on We study the semidiscrete solution such that (21) With where is an approximation of We shall now turn to fully discrete schemes for the backward Euler method Let be the constant time step, be the approximation of the exact solution in This method is defined by replacing the time derivative in (21) by a backward Euler quotient (22) With We also consider the linearized version of (22) with replacing the term by in the nonlinear term : (23) With The main aim of this paper is to prove the following estimate in norm for the error between the solutions of the fully discrete problem (22) or (23) and the continuous problem (11) Theorem 21Let and be the solutions of (22) or (23), and (11), respectively Assume that (12) hold true Then, under the appropriate regularity assumptions for we have (24) For the purpose of the proof of Theorem 21, we introduce the so called elliptic or Ritz projection onto, defined by (25) Setting in (25), it follows that the Ritz projection is stable in, ie, 340 P a g e

We therefore have the following error estimate in this projection Lemma 22Let be defined by (25) Then for, with, we have ProofThe proof is easily follows from [1, Lemma 25] 3 PROOFOF THEOREM 21 We first decompose the error in a standard way as where is defined by (25) In view of Lemma 22, the bound for is given by (31) (32) hence it only remains to estimate From (22) we have using (25), or, Therefore, choosing and using (12) and (31), we obtain (33) where This yields which gives, for small by repeated application we have (34) Using Lemma 22, we have 341 P a g e

and let Then or, Altogether these estimates, we obtain Again Therefore, equation (34) yields Altogether (31), (32) and (35), shows the required estimate of (24) In the same argument this estimates can be easily obtained for linearized modification form (23)(see eg, [2, Theorem 133]) Hence this completes the proof Remark 31Note that, is the best possible convergence we obtain away from the nonconvex corner as the singularity at the reentrant corner pollutes the finite element solution everywhere in for the case of globally quasiuniform mesh However, with a systematical refinement of triangulations towards the nonconvex corner we obtain an optimal order convergence in norm The refinement were introduced by Babu ka[12] Further refinement towards the nonconvex cornerin order to introduce the refinement of triangulations systematically (cf [1]), let be the distance to the nonconvex corner and for Assume that, for and Choose such that, where be the meshsize in the interior of the domain Furthermore, choose such that and, with, (36) where be any small positive number, and denotes the maximal meshsize on Also let the mesh is locally quasiuniform on each so that and The finite element triangulations for an - shaped domain is depicted in Figure 1a We now have the following auxiliary result Lemma 32Let be defined by (25) Then with the triangulations above, satisfying (36), we have ProofFollowing Chatzipantelidiset al [1, Lemma 29]with, the proof is easily follows 342 P a g e

We finally show that the optimal order error bounds for Theorem 21 is obtained by refinement towards the nonconvex corner Theorem 33Let and be the solutions of (22) or (23), and (11), respectively Assume that the triangulations underlying the are refined as in Lemma 32, and (12) hold true Then, under the appropriate regularity assumptions for, we have ProofIn view of Lemma 32 and following the similar argument as in the proof of Theorem 21, the rest of the proof is standard 4 NUMERICAL EXPERIMENTS In this section we perform numerical experiments of test problems to validate the theoretical rates of convergence (ROC) Example 41Let us consider the problem on the L-shaped domain, : We consider the backward Euler method with finite elements and choose the initial mesh size and The ROC is given in Table 1, which shows that our numerical results gives an optimal order convergence which coincides with the theoretical rates of convergence The finite element solution is depicted in Figure 1b Table 1: ROC in norm for Example 41 h #dof ROC 0152 129 0230134 3670431e-01 ---- 0076 461 0231145 9600612e-02 1935 0038 1762 0231187 2425745e-02 1984 0019 6860 0231201 5464576e-03 2151 343 P a g e

(a) (b) Figure 1: (a) Finite element discretizations for the -shaped domain, further refinement made near the nonconvex corner (b) Finite element solution for the -shaped domain for,, maximum value of solution= 5 CONCLUSIONS We have presented an approach for the solution of Semilinear parabolic equations in nonconvex polygonal domains A priori error estimates in norms for the fully discrete case are discussed and analyzed Starting from a convergence rate in norm for the nonconvex polygon, we have obtained an optimal order convergence with a proper mesh refinement near the re-entrant corners of the domain ACKNOWLEDGEMENTS The author wish to thank Professor Rajen Kumar Sinha, Indian Institute of Technology Guwahati, for discussing some of the results presented in this paper and inspiring for this research work REFERENCES 1 P Chatzipantelidis, R D Lazarov, V Thomée, and L B Wahlbin,Parabolic finite element equations in nonconvex polygonal domains,bit Numer Math, 46, S113-S143, 2006 2 V Thomée, Galerkin Finite Element Methods for Parabolic Problems,1054, Springer, Berlin, 2006 3 T Gao, W H Zhang, J H Zhu, Y J Xu, and D H Bassir, Topology optimization of heat conduction problem involving design-dependent heat load effect, Finite Elem Anal Des, 44, 805-813, 2008 4 P Chatzipantelidis, R D Lazarov, and V Thomée, Parabolic finite volume element equations in nonconvex polygonal domains, Numer Methods Partial Differ Equ, 25, 507-525, 2009 5 P Grisvard, Elliptic Problems in Nonsmooth Domains,Pitman, MA, 1985 6 P Grisvard, Singularities in Boundary Value Problems, Springer-Verlag, 1992 7 B R Kellogg, Interpolation between subspaces of a Hilbert space, Technical note BN-719, Institute for Fluid Dynamics and Applied Mathematics, College Park, 1971 8 C Bacuta, J H Bramble, and J Xu,Regularity estimates for elliptic boundary value problems in Besov spaces, Math Comp, 72, 1577-1595, 2003 9 R A Adams,Sobolev Spaces, Academic Press, New York, 1975 10 R A Adams and J J Fournier,Sobolev Spaces, Academic Press, vol 140, 2003 11 P G Ciarlet,The Finite Element Method for Elliptic Problems, Class Appl Math, 40, SIAM, 2002 12 I Babu ka,finite element method for domains with corners,computing, 6, 264--273, 1970 344 P a g e