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1. Introduction
We consider the following problem for the extended Fisher–Kolmogorov (EFK) equation. We seek a real-valued function
u defined on Ω × [0, T ].
When γ = 0 in (1.1a), we obtain the standard Fisher–Kolmogorov equation. However, by adding a stabilizing fourth
order derivative term to the Fisher–Kolmogorov equation, Coullet et al. [1], Dee and van Saarloos [2–4] proposed (1.1a)
and called the model described in (1.1a) as the extended Fisher–Kolmogorov equation. Regarding computational studies,
there are some numerical experiments conducted in [2], without any convergence analysis. In [5], Danumjaya and Pani
have studied the convergence of numerical solution of (1.1a) using the second-order splitting combined with orthogonal
cubic spline collocation method. A finite element Galerkin method for the two-dimensional EFK equation (1.1) and optimal
error estimates are derived in [6].
∗ Corresponding author.
E-mail addresses: khnoomen@yahoo.fr (N. Khiari), Khaled.Omrani@issatso.rnu.tn, omrani_kh@yahoo.fr (K. Omrani).
In this paper, we will prove that the difference scheme is convergent at the rate O(h2 + k2 ) in the uniform norm without
any restrictions on the mesh sizes. The spatial discretization of the nonlinear term is motivated by a method of Strauss and
Vásquez [7]; see also [8–14].
In Section 2, the nonlinear finite difference scheme for (1.1) is derived. In Section 3, a priori bounds are proved. In
Section 4, existence and uniqueness are shown. In Section 5, error estimates in L∞ -norm between the exact solution and the
approximate solution is discussed. Finally in Section 6, some numerical experiments are presented support our theoretical
results.
and
1
F (V ) = (1 − V 2 )2 . (2.2)
4
Note that F ′ = f and f˜ (., .) in our case has the following explicit form
1 1
f˜ (v, w) = (v 3 + v 2 w + vw 2 + w3 ) − (v + w). (2.3)
4 2
We introduce the discrete L2 inner product
M −
− M
(U , V )h = h2 Ui,j Vi,j , U, V ∈ W .
i =1 j =1
For V ∈ W , the discrete L2 -norm ‖ · ‖h , H 1 -seminorm | · |1,h , H 2 -seminorm | · |2,h , H 2 -norm ‖ · ‖2,h and maximum norm
‖ · ‖∞,h are defined respectively, as
M M
−−
‖V ‖h = h2 Vi2,j
i=1 j=1
N. Khiari, K. Omrani / Computers and Mathematics with Applications 62 (2011) 4151–4160 4153
M M
−− +
|V |1,h = h2 (∇ Vi,j )2 + (∇ + Vi,j )2
xh yh
i=0 j=0
M M
−−
|V |2,h = h2 (∆h Vi,j )2
i=1 j=1
‖V ‖2,h = ‖V ‖2h + |V |21,h + |V |22,h
‖V ‖∞,h = max |Vi,j |.
1≤i,j≤M
It follows from summation by parts that the following lemma holds (see [15]).
(∆h V , U )h = (V , ∆h U )h (2.4)
−(∆h V , V )h = |V | 2
1 ,h (2.5)
( ∆2h V , V )h = |V | . 2
2 ,h (2.6)
3. Priori estimates
For the difference solution of scheme (2.1), we have the following priori bound.
Theorem 1. Let U n be the solution of (2.1). Then, there exists a positive constant C such that
M −
− M
γ M −
− M
1 + n 2
E (U n ) = h2 |∆h Uin,j |2 + F (Uin,j ) + h2 Ui,j | .
+ n 2
|∇xh Ui,j | + |∇yh (3.2)
i=1 j=1
2 i=0 j=0
2
Taking in (2.1) the inner product with U n+1 − U n and using (2.4), we obtain
1 γ n +1 2 1 n+1 2
‖U n+1 − U n ‖2h + |U |2,h − |U n |22,h + |U |1,h − |U n |21,h
k 2 2
M
−− M
+ h2 F (Uin,j+1 ) − F (Uin,j ) = 0.
(3.3)
i=1 j=1
Noting that
γ n +1 2 1 n+1 2 M −
− M
E (U n+1 ) − E (U n ) = |U |2,h − |U n |22,h + |U |1,h − |U n |21,h + h2 F (Uin,j+1 ) − F (Uin,j ) .
(3.4)
2 2 i=1 j=1
1
E (U n+1 ) − E (U n ) = − ‖U n+1 − U n ‖2h ≤ 0.
k
Hence,
E (U n+1 ) ≤ E (U n ).
Thus,
E (U n ) ≤ · · · ≤ E (U 0 ).
4154 N. Khiari, K. Omrani / Computers and Mathematics with Applications 62 (2011) 4151–4160
The purpose of this section is to show the existence of the solution for the proposed scheme (2.1) by Brower fixed-point
theorem. We can also prove the uniqueness of the solution throughout the contraction mapping argument [14].
In order to prove the existence of the solution of the difference scheme (2.1), we define a mapping TU n : W → W in
terms of the following equation
γk
k k
∆2h {TU n V }i,j = Uin,j + ∆h Vi,j + Vi,j + {QU n V }i,j ,
1+ (4.1)
2 2 2
M
where V = Vi,j i,j=1 , the mapping QU n : W → W is defined as
2
{QU n V }i,j = − (Vi,j )3 + Vi,j Vi,j − Uin,j .
(4.2)
If the mapping TU n has a fixed-point V ∗ , then 2V ∗ − U n is the solution U n+1 of the difference scheme (2.1).
γk
Lemma 2. The operator 1 + ∆2h is nonsingular. 2
γk γk 2
Proof. The M 2 × M 2 matrix expression of 1 + 2 ∆2h is I + 2
A , where I is the identity matrix of order M 2 and A is
defined by
H −I M 0 ··· 0
−I M H −I M ··· 0
1 .. .. .. .. ..
. . . . . ,
A=
h2
0
0 ··· − IM H −I M
0 ··· 0 −I M H
where IM is the identity matrix of order M and H is the M × M matrix defined by
4 −1 0 ··· 0
−1 4 −1 ··· 0
.. .. .. .. ..
. . . . . .
H =
0
0 ··· −1 4 −1
0 ··· 0 −1 4
It is also seen that (see [17])
ipπ jqπ
vp,q = sin sin . i, j = 1 , . . . , M , (4.3)
M +1 M +1
where vp,q are eigenvectors of A with corresponding eigenvalues
pπ qπ
[ ]
4
λp,q = sin2 + sin2 , p, q = 1, . . . , M . (4.4)
h2 2(M + 1) 2(M + 1)
N. Khiari, K. Omrani / Computers and Mathematics with Applications 62 (2011) 4151–4160 4155
γk 2
Therefore, the eigenvalues of the matrix I + 2
A are
γk
1+ λ2p,q > 0, p, q = 1, . . . , M .
2
γk 2
Then, the matrix I + 2
A is invertible.
We can prove the following theorem for the finite difference scheme (2.1). Let K be defined by
K =def v ∈ W /‖v‖2,h ≤ 2α .
(4.5)
Theorem 2 (Unique existence of the solution to the proposed scheme (2.1)). Fix α > 0. Assume that ‖U n ‖2,h ≤ α . If
1 1 1 4 1 1 1 1
k < min 2µ + − + µ , 2ν + − + ν 2 , (4.6)
µ2 γ γ2 γ ν2 4γ 16γ 2 γ
where µ = 26α 2 + 2 and ν = 1 + 33α 2 . Then, the mapping TU n has a fixed-point in closed ball K .
A = XDX −1 , (4.7)
where X is a matrix formed by the normalized eigenvectors of vp,q given by (4.3) and D = diag(λp,q ) is a diagonal matrix of
order M 2 formed by eigenvalues given λp,q by (4.4).
Then the matrix expression of the proposed scheme is given by
γk γk γk
−1 −1 −1
k k
TU n V = X I + D 2
X −1 n
U + X I+ D2
(−D)X −1
V+ X I+ D 2
X −1 [V + QU n V ], (4.8)
2 2 2 2 2
from which follows
γ k 2 −1 γ k 2 −1
k
−1
‖ T U n V ‖ 2 ,h ≤ ‖X ‖2,h I + D n
‖X ‖2,h ‖U ‖2,h + ‖X ‖2,h I + D D ‖X −1 ‖2,h ‖V ‖2,h
2 2 2
2,h 2,h
−1
k
γk 2
+ ‖X ‖2,h I + D ‖X −1 ‖2,h ‖V ‖2,h + ‖QU n V ‖2,h , (4.9)
2 2
2,h
We note that
5. Convergence
In this section, we prove the convergence of the finite difference scheme (2.1), which is included in the following theorem.
Theorem 3. Assume that the solution u(x, t ) of (1.1) is sufficiently smooth. For k small enough, the solution of the difference
scheme (2.1) converges to the solution of the problem (1.1) with order O(h2 + k2 ) by L∞ -discrete norm.
Proof. Define the net function uni,j = u(xi , yj , t n ). Making use of Taylor expansion, we find
n+ 12 n+ 21 F (uni,+
j ) − F (ui,j )
1 n
∂t uni,j + γ ∆2h ui,j − ∆ h ui , j + = rin,j , 1 ≤ i ≤ M , 1 ≤ j ≤ M 1 ≤ n ≤ N − 1, (5.1a)
uni,+
j
1
− uni,j
u0i,j = u0 (xi , yj ), 1 ≤ i ≤ M, 1 ≤ j ≤ M, (5.1b)
where r n ∈ W is the truncation errors of the difference scheme (2.1) and satisfies
Let eni,j = uni,j − Uin,j and subtracting (2.1) from (5.1a), we find
n+ 12 n+ 12
∂t eni,j + γ ∆2h ei,j − ∆h ei,j + G(Uin,j + eni,j ) − G(Uin,j ) = rin,j , 1 ≤ i ≤ M , 1 ≤ j ≤ M , 1 ≤ n ≤ N − 1, (5.3a)
e0i,j = 0, 1 ≤ i ≤ M, 1 ≤ j ≤ M, (5.3b)
where
F (Uin,j+1 ) − F (Uin,j )
G(Uin,j ) = . (5.4)
Uin,j+1 − Uin,j
N. Khiari, K. Omrani / Computers and Mathematics with Applications 62 (2011) 4151–4160 4157
n+ 12
Taking in (5.3a) the inner product with ei,j , we obtain
M −
M
1
1 2 1 2 − n+ 1 1
∂t ‖en ‖2h + γ en+ 2 + en+ 2 + h2 G(Uin,j + eni,j ) − G(Uin,j ) ei,j 2 = r n , en+ 2 . (5.5)
2 2,h 1,h h
i=1 j=1
Noting that
∫ 1
G(U n ) = f sU n+1 + (1 − s)U n ds. (5.6)
0
This yields,
(1 − Ck)‖en+1 ‖2h ≤ (1 + Ck)‖en ‖2h + Ck(h2 + k2 )2 .
Applying the discrete Gronwall’s inequality with sufficient small k such that 1 − Ck > 0 and using (5.3b), we obtain
= 2(r , ∂t e )h .
n n
(5.10)
Noting
1
2 ∆h en+ 2 , ∂t en = −∂t |en |21,h , (5.11a)
h
M −
M
1 −
2 ∆h en+ 2 , ∆h ∂t en = 2h2 (∆h eni,j )∂t (∆h eni,j ) = ∂t |en |22,h . (5.11b)
h
i=1 j=1
6. Numerical results
In this section, two examples are presented to illustrate the effectiveness of the finite difference scheme (2.1), where
Ω = (0, 1) × (0, 1) and T = 1.
4158 N. Khiari, K. Omrani / Computers and Mathematics with Applications 62 (2011) 4151–4160
Fig. 1. The profile of numerical solution for EFK equation (6.1) with γ = 0.1, J = 40 and N = 40 at t = T = 1.
6.1. Example 1
We consider the following problem for the extended Fisher–Kolmogorov (EFK) equation
6.2. Example 2
Fig. 2. The profile of numerical solution for EFK equation (6.2) with γ = 0.01 at t = T = 1.
Exact solution
0.4
0.2
u(x,y,T)
–0.2
–0.4
1
1
0.8
0.5 0.6
y 0.4
0.2 x
0 0
Fig. 3. The profile of the exact solution u(x, y, t ) for EFK equation (6.2) with γ = 0.01 at t = T = 1.
x 10–4
5
–5
1
1
0.8
0.5 0.6
0.4
0.2
0 0
Fig. 4. The profile of the absolute error between the numerical solution and the exact solution with γ = 0.01 at t = 1.
4160 N. Khiari, K. Omrani / Computers and Mathematics with Applications 62 (2011) 4151–4160
Table 1
The order of convergence of the difference scheme (2.1).
N J ‖e‖∞,h Order
15 15 0.0064 –
20 20 0.0038 –
25 25 0.0022 –
30 30 0.0016 2.001
40 40 8.1310E−04 2.2245
50 50 4.4541E−04 2.3043
Lyapunov functional
11
10
7
E(Un)
2
0 20 40 60 80 100 120
n
7. Conclusions
In this study, we derive a finite difference method for the extended Fisher–Kolmogorov equation in two space dimensions.
It is proved that the difference scheme is uniquely solvable, unconditionally stable and second order convergent in L∞ norm.
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