Abstract
In this paper, we discuss a class of nonlocal parabolic systems with nonlinear boundary conditions arising from the thermal explosion theory. First, we prove the local existence and uniqueness of the classical solution using the Leray–Schauder fixed-point theorem. Then, we analyze three Galerkin approximations of the system and derive the optimal-order error estimates: in norm for continuous-time Galerkin approximation, in the norm for Crank–Nicolson Galerkin approximation, and in both and norms for extrapolated Crank–Nicolson Galerkin approximation.
Keywords:
Galerkin finite element method; nonlocal parabolic system; fixed-point theorem; nonlinear boundary conditions; uniqueness; error estimate MSC:
35A02; 35K58; 65M60
1. Introduction
In this paper, we discuss the following semi-linear parabolic equations:
where is a smooth, convex, bounded domain in with a smooth boundary , and are the outer normal directional derivatives of u and v on , respectively, and , , , , , , , and are known functions satisfying some assumptions.
Motivated by [,,,], we consider the nonlocal parabolic system with nonlinear boundary conditions in the thermal explosion theory. As noted in [], in certain thermal explosion problems that involve prolonged induction times (such as the safe storage of energetic materials or nuclear waste), the conventional Dirichlet boundary condition is no longer valid. This is because, during this period, the temperature of the reactive material is significantly higher than that of the surrounding environment. Consequently, it is necessary to apply heat loss boundary conditions, as illustrated in Equation (1), to accurately describe the temperature distribution at the boundary. Our focus here is on the numerical solution of system, where we employ the Galerkin method to approach the problem.
The Galerkin method is a widely used numerical technique for solving partial differential equations. It involves using the weak form of the original equation, followed by subdividing the region into smaller elements using piecewise polynomials in the finite element approximation space. Polynomials are then used to approximate the unknown functions on each element, and, ultimately, solvable linear equations are derived. For example, in [], some results on elliptic equations are presented; linear second-order hyperbolic equations with Dirichlet boundary conditions are discussed in [], and in [], nonlinear hyperbolic equations with non-homogeneous boundary conditions are studied, with their superconvergence being further analyzed in [].
The parabolic equation also has a lot of results. In [], the authors analyze the following semilinear parabolic equations for homogeneous boundary conditions:
In [], the nonlinear parabolic equation is extended to the following form:
In [,], using a nonlinear elliptic projection, the following linear and nonlinear parabolic equations are treated:
with nonlinear boundary conditions , , respectively. In [], the author modified the elliptic projection proposed in [] and successfully applied it to parabolic integro-differential equations with nonlinear boundary conditions
In recent years, the Galerkin finite element method has also been applied to various types of equations, such as fractional partial differential equations (see [,]), stochastic differential equations (see [,]), etc. At the same time, it has also been continuously developed as the discontinuous Galerkin method [,], -Galerkin mixed finite element method [,], and spectral Galerkin method [,]. In addition, there are some interesting results related to our work that can be found in [,,,,,].
In this paper, we apply the Galerkin method to nonlocal parabolic systems with nonlinear boundary conditions for the first time, thus extending the equation form in [] to the case with nonlinear nonlocal heat sources. Three Galerkin approximations were successfully proposed, and the existence, uniqueness and optimal-order error estimates for each of these approximations were obtained.
Before discussing the approximate solution, it is necessary to confirm the existence and uniqueness of the classical solution. However, there is currently no suitable reference, so we provide a detailed demonstration in a separate section. Before discussing the classical solution of System (1), we provide the following hypothesis:
(A1) satisfy the local Lipschitz condition;
(A2) satisfy the Holder condition , where ;
(A3) are non-negative.
This article is arranged as follows: In Section 1, we introduce the necessary notation and useful lemmas. In Section 2, we prove the local existence and uniqueness of the classical solution using the Leray–Schauder fixed-point theorem. Section 3, Section 4 and Section 5 present the continuous-time Galerkin approximation, Crank–Nicolson Galerkin approximation, and extrapolated Crank–Nicolson Galerkin approximation, respectively. The uniqueness and optimal error estimation of the three numerical schemes are also derived.
In the following discussion, we set
Throughout this paper, we use the standard notation for a Sobolev space on . If , we usually write , and we donate the norms on and via and , respectively. Let X be a Banach space and . We define the following norms:
When , these are often abbreviated as and , respectively.
In the following sections, we have several commonly used results.
Lemma 1
([], p. 258, Trace Theorem).
Lemma 2.
Proof of Lemma 2.
The conclusion can be obtained by using the definition of the norm and Cauchy–Schwarz inequality. □
2. The Existence and Uniqueness of the Classical Solution
In this section, we establish the existence and uniqueness of the classical solution to System (1). Although this result is an application of the fixed-point theorem, a comprehensive proof for this specific problem has not been previously provided. Therefore, we present a detailed discussion here, which is a modification of the proof of Theorem 1.1 in reference []. To begin, we introduce several symbols that will be used in this section (see []). For and , we define the following norms and seminorms:
where . Now, we define the following functional spaces:
One can verify that and are Banach spaces. The boundary smoothness condition is necessary to guarantee the inclusion for , since this is not generally true for an arbitrary domain (see [], p. 53). Moreover, is compactly embedded in for any and (see [], Lemma 6.36).
Now, let us recall a useful result for the linear model. We consider the linear second-order parabolic equation of the non-divergence form as follows:
Assume that there exists , , such that
where and
Theorem 1
([], p. 79, Theorem 4.31). Let Assumptions (3)–(6) be in force, and . Let and satisfy the first-order compatibility condition:
Then, there exists a unique solution to Problem (28) with the Neumann boundary condition , on . Moreover, there exists a constant C independent of and , such that
where C is dependent only on and Ω.
This estimate, together with the Leray–Schauder fixed-point argument, is the main tool used to prove the following theorem:
Theorem 2.
Assume that Ω is an open convex bounded domain in , where with smooth boundary and non-negative functions , are in such that
where . Then, there exists such that Problem (1) under the boundary condition
admits a unique solution in .
Proof.
From now until the end of this proof, we use C to represent a general constant, which is different in each formula. First, we will prove the local existence of a classical solution using a fixed-point argument. Let be such that in and be such that in . Then, the functions and , and satisfy Condition (7), and we can verify .
Assume , and consider the set of functions given by
Now, we define the map
where is a solution of
We first prove that A sends bounded sets into relative compact sets of . Indeed, Inequality (8) implies that there exists independent of T such that
for all in . As bounded sets in are relatively compact in . We claim that A is continuous. In fact, let in and in . Thus, we need to prove in . Now, we can see that satisfies
where . It is not difficult to verify that satisfies the assumptions of Theorem 2. We claim that in by using (8). Similarly, we can obtain that in .
In order to apply the Leray–Schauder fixed-point theorem, we only need to prove that if T is sufficiently small, and , then . A direct calculation shows that
and
Combined with , which is a convex set, we can obtain
It follows that
This implies
Using these estimates, we conclude that
Since the two components of the map are symmetric, by repeating the above calculation, we can similarly obtain
Then,
Since is independent of T for all , we can choose T that is sufficiently small such that
This further implies that
Thus, A has a fixed point in .
Now, if is a fixed point of , then is a solution of (1).
The uniqueness of classical solutions will now be proved by a contradiction. Suppose that and are two classical solutions of (1). Let , . Then, is a solution of the following system:
where
and the boundary condition
Take to be sufficiently small such that , and then integrate the time variable from 0 to t
Using a similar discussion, we can also obtain
Note that . By adding (16) and (17), and applying Gronwall’s lemma, we obtain the uniqueness of the classical solution.
□
3. L2 Estimate for Continuous-Time Galerkin Approximation
In this section, we propose the continuous-time Galerkin approximation scheme for Equation (1) and establish the uniqueness of the approximation solution. Subsequently, we obtain the optimal-order error estimation in norm by employing the nonlinear projection and .
Let be a family of finite-dimensional subspaces of related to parameter h with the following properties:
For some , and , there exists a constant such that
Moreover, we have
Assumptions (18) and (19) are standard ones that are satisfied by the approximation spaces of piecewise polynomials defined over a regular family of triangulations.
To obtain the optimal error estimate for the Galerkin approximate solution of Equation (1), we further assume that , and . In addition, both u and v satisfy the following regularity conditions:
It can be seen that Condition (20) implies that have higher-order continuous derivatives.
Our analysis builds upon the nonlinear elliptic projection introduced in [], which provides an effective framework for the boundary norm associated with nonlinear boundary conditions. Let be the nonlinear projections of , respectively, defined by the following formula:
where is a sufficiently large positive constant that guarantees the existence and uniqueness of and . The approximation error between the exact solution of the equation and the nonlinear projection is described by the following result:
Lemma 3
(see []). Let and be the projections defined by the above formula. We set . Then, there exists a positive constant C such that the following inequality holds:
In fact, and have exactly the same properties, because the projections and are defined in the same way. We also assume that the constant can be selected to satisfy the following requirements:
In fact, this assumption is valid only in the case of . For or , it can be derived from Equations (18), (19) and (22).
The continuous-time Galerkin approximation of System (1) is to find , such that
First, we consider the uniqueness of approximation .
Theorem 3.
The approximations defined by Equation (24) are unique.
Proof.
The theorem can be derived by using the proof method of the uniqueness of the classical solution in Section 2. □
For the error between the true solution and the approximate solution, we have
Theorem 4.
Let and be continuous Galerkin approximation solutions satisfying . Thus, we have
Proof.
First, we decompose the error as follows:
Taking in (26), we obtain
By using Lemma 2 and the trace theorem, we have
According to Hypothesis (22), there is
The following result can be obtained by integrating both sides of the above inequality from 0 to t:
Taking in (27), and similar to the above discussion, we can also obtain
Thus,
Notice that
Then, by (28), Gronwall’s lemma, and the triangle inequality, the conclusion holds. □
4. L2 Estimate for Crank–Nicolson Galerkin Approximation
In this section, we discretize the time interval and provide the Crank–Nicolson Galerkin approximation of System (1). The uniqueness of the approximation solution and the optimal-order error estimate in norm are obtained.
Before presenting the main results of this section, we provide some necessary explanations for some notations. Let N be a positive integer, and let be a partition of the interval , where the time step . Assume that is a function defined on . Thus, we define
and we specifically note that, in general, .
The Crank–Nicolson Galerkin approximation of System (1) is to find sequences , such that
Theorem 5.
The sequences defined by Equation (29) exist and are unique.
Proof.
First, we prove the existence of fully discrete solutions.
We proceed by induction, assuming that the sequences are given. For , we define a mapping such that
where .
Taking in the above equation and using the non-negativity of , we obtain
Taking to be sufficiently small such that , and choosing , we derive
By Brouwer’s fixed-point theorem, there exists such that . Let and . It is easy to verify that is a solution satisfying (29). Therefore, we conclude the existence of the sequence of solutions.
Next, we consider the uniqueness of the solution sequence. First, choose such that . Moreover, we only need to prove that under the condition .
Using the same notation as in Theorem 3, and following a similar method, we have
Taking in (32), by Lemma 2 and the trace theorem, we obtain
Then, multiplying by , we obtain
Taking in (33) and using a similar discussion, we obtain
Adding the two equations above and using the inequality , we have
thus,
By using the arbitrariness of , first take to be sufficiently small such that , and then fix and take to be sufficiently small such that . Then, there is
where . According to the inductive hypothesis, the conclusion is established. □
Theorem 6.
Let be the approximate solution defined by (29). Then, for a sufficiently small , we have
where C is a positive constant independent of h and .
Proof.
The notations used in the proof of Theorem 4 are still valid. By substituting in (21), we obtain the following for any :
Setting , and using the Cauchy–Schwartz inequality, —inequality and the trace theorem, we derive
Since
and
Using the Taylor formula with an integral remainder, the following inequality holds:
Summing the inequality from 0 to , we have
Taking and using a similar discussion, we obtain
Adding the two sides of the above inequalities, respectively, we can obtain
By taking to be sufficiently small such that , and then using the discrete version of Gronwall’s inequality, we obtain
since , the above formula implies
5. L2 and H1 Estimates for Extrapolated Crank–Nicolson Galerkin Approximation
In this section, we present a modified version of the Crank–Nicolson Galerkin method from Section 4. The uniqueness of the approximation solution and the optimal-order error estimate, both in and norms, are obtained.
In the previous section, we obtain the optimal error estimates for Crank–Nicolson Galerkin approximations. To achieve more precise error estimates in the norm, we modify the numerical scheme accordingly. In the following discussion, we still use the notation in Section 4, and we define the generalized difference operator as .
We obtain the extrapolated Crank–Nicolson Galerkin approximation of Problem (1) by replacing with the extrapolated values from two previous time steps, and , in the terms , and the integral terms.
Since the above formula holds for , to obtain the optimal error estimates in both and norms, it is necessary to select to meet certain requirements.
We note that other extrapolation approaches, such as , exist. However, as shown by the Taylor expansions below, this alternative method results in a larger truncation error. Another drawback is that it involves three time node values rather than two, which increases the complexity.
Theorem 7.
The sequences defined by Equation (43) exist and are unique.
Proof.
Firstly, we prove the existence of fully discrete solutions.
We use induction to prove the result. Assume that are given. For , we define a mapping such that
for all , where , , and .
Taking in the above formula, since is a continuous embedding, we obtain
Taking to be sufficiently small such that , and choosing , we obtain
By applying Brouwer’s fixed-point theorem, we derive that there exists such that . Let , and it is easy to verify that is a solution satisfying (29). Then, we generalize the assumptions to ensure the existence of the sequence of solutions.
We proceed with induction. First, we select , such that , and then we only need to prove under the condition of .
Using the notation from Theorem 5, and following a similar method, we have
Multiplying (48) by and summing from to , we obtain
Taking in (47) and using a similar discussion, we obtain
Therefore, it is easy to obtain
Using a similar approach as in Section 4, and choosing sufficiently small values, we ensure that the following inequality holds:
Finally, the conclusion is established according to the inductive hypothesis. □
Theorem 8.
Let be the approximate solution defined by (43). Assume that satisfy
Then, for a sufficiently small h and , the following error estimates hold:
where C is a positive constant independent of h and .
Proof.
The conclusion of the theorem can be derived using a method similar to that in [], with some differences in the details. Here, we outline the key steps rather than presenting the entire proof. First, from (1), (21) and (43), we can obtain
where
Note that
and
Taking in (50) and (51), respectively, and summing from to n, we then use (52), (53), and (22) to obtain the following inequality:
Since the estimates of can be derived from [], we only need to estimate .
Note that
where
Now, we estimate , respectively. By using Taylor’s formula of at , and eliminating the constant term and the linear term about , we obtain
Similarly, we obtain
and
Using the Cauchy–Schwarz inequality and inequality, we can easily obtain
Then, by using (54)–(58), we have
Here, is defined as
Similarly, the estimation of can also be obtained. The remaining proof of the theorem is completely similar to the discussion in []. Therefore, it is omitted. □
6. Conclusions
Based on the discussion in this paper, the following conclusions can be drawn:
- Under Conditions (A1)–(A3), the classical solution of System (1) has local existence and uniqueness in .
- When the additional conditions , and (20) are satisfied, the three Galerkin approximation sequences of System (1) exist uniquely, and the following optimal-order error estimates hold:
- (1)
- in norm for continuous-time Galerkin approximation.
- (2)
- in norm for the Crank–Nicolson Galerkin approximation.
- (3)
- in both and norms for extrapolated Crank–Nicolson Galerkin approximation.
Author Contributions
Methodology, Q.G.; writing—original draft preparation, Y.Z.; formal analysis, B.Y. All authors have read and agreed to the published version of the manuscript.
Funding
This research was funded by the National Natural Science Foundation of China (62073203) and the Fund of Natural Science of Shandong Province (ZR2018MA022).
Data Availability Statement
Data are contained within the article.
Conflicts of Interest
The authors declare no conflicts of interest.
References
- Gordon, P.V.; Ko, E.; Shivaji, R. Multiplicity and uniqueness of positive solutions for elliptic equations with nonlinear boundary conditions arising in a theory of thermal explosion. Nonlinear Anal. Real World Appl. 2014, 15, 51–57. [Google Scholar] [CrossRef]
- Ko, E.; Prashanth, S. Positive solutions for elliptic equations in two dimensions arising in a theory of thermal explosion. Taiwan. J. Math. 2015, 19, 1759–1775. [Google Scholar] [CrossRef]
- Ko, E.; Ramaswamy, M.; Shivaji, R. Uniqueness of positive radial solutions for a class of semipositone problems on the exterior of a ball. J. Math. Anal. Appl. 2015, 423, 399–409. [Google Scholar] [CrossRef]
- Ma, W.; Yan, B. Global existence and uniform blow-up to a nonlocal parabolic system with nonlinear boundary conditions arising in a thermal explosion theory. Mathematics 2023, 11, 1993. [Google Scholar] [CrossRef]
- Ciarlet, P.G. The Finite Element Method for Elliptic Problems; SIAM: Philadelphia, PA, USA, 2002. [Google Scholar]
- Baker, G.A. Error estimates for finite element methods for second order hyperbolic equations. SIAM J. Numer. Anal. 1976, 13, 564–576. [Google Scholar] [CrossRef]
- Li, Q.; Wei, H. The finite element method for nonlinear hyperbolic equation with nonlinear boundary condition. Math. Numer. Sin. 1996, 18, 285–294. [Google Scholar]
- Shi, D.; Li, Z. Superconvergence analysis of the finite element method for nonlinear hyperbolic equations with nonlinear boundary condition. Appl. Math.-A J. Chin. Univ. 2008, 23, 455–462. [Google Scholar] [CrossRef]
- Finlayson, B.A. Convergence of the Galerkin method for nonlinear problems involving chemical reaction. SIAM J. Numer. Anal. 1971, 8, 316–324. [Google Scholar] [CrossRef]
- Rachford, H., Jr. Two-level discrete-time Galerkin approximations for second order nonlinear parabolic partial differential equations. SIAM J. Numer. Anal. 1973, 10, 1010–1026. [Google Scholar] [CrossRef]
- Douglas, J.; Dupont, T. Galerkin methods for parabolic equations with nonlinear boundary conditions. Numer. Math. 1973, 20, 213–237. [Google Scholar] [CrossRef]
- Luskin, M. A Galerkin method for nonlinear parabolic equations with nonlinear boundary conditions. SIAM J. Numer. Anal. 1979, 16, 284–299. [Google Scholar] [CrossRef]
- Lin, Y. Galerkin methods for nonlinear parabolic integrodifferential equations with nonlinear boundary conditions. SIAM J. Numer. Anal. 1990, 27, 608–621. [Google Scholar] [CrossRef]
- Bu, W.; Tang, Y.; Yang, J. Galerkin finite element method for two-dimensional Riesz space fractional diffusion equations. J. Comput. Phys. 2014, 276, 26–38. [Google Scholar] [CrossRef]
- Nedaiasl, K.; Dehbozorgi, R. Galerkin finite element method for nonlinear fractional differential equations. Numer. Algorithms 2021, 88, 113–141. [Google Scholar] [CrossRef]
- Babuska, I.; Tempone, R.; Zouraris, G.E. Galerkin finite element approximations of stochastic elliptic partial differential equations. SIAM J. Numer. Anal. 2004, 42, 800–825. [Google Scholar] [CrossRef]
- Yan, Y. Galerkin finite element methods for stochastic parabolic partial differential equations. SIAM J. Numer. Anal. 2005, 43, 1363–1384. [Google Scholar] [CrossRef]
- Cheng, Y.; Shu, C.W. A discontinuous Galerkin finite element method for time dependent partial differential equations with higher order derivatives. Math. Comput. 2008, 77, 699–730. [Google Scholar] [CrossRef]
- Li, C.; Li, Z.; Wang, Z. Mathematical analysis and the local discontinuous Galerkin method for Caputo–Hadamard fractional partial differential equation. J. Sci. Comput. 2020, 85, 1–27. [Google Scholar] [CrossRef]
- Pani, A.K. An H1-Galerkin mixed finite element method for parabolic partial differential equations. SIAM J. Numer. Anal. 1998, 35, 712–727. [Google Scholar] [CrossRef]
- Zhou, Z. An H1-Galerkin mixed finite element method for a class of heat transport equations. Appl. Math. Model. 2010, 34, 2414–2425. [Google Scholar] [CrossRef]
- Abbaszadeh, M.; Dehghan, M.; Zhou, Y. Crank–Nicolson/Galerkin spectral method for solving two-dimensional time-space distributed-order weakly singular integro-partial differential equation. J. Comput. Appl. Math. 2020, 374, 112739. [Google Scholar] [CrossRef]
- Xie, Z.; Li, X.; Tang, T. Convergence analysis of spectral Galerkin methods for Volterra type integral equations. J. Sci. Comput. 2012, 53, 414–434. [Google Scholar] [CrossRef]
- Djomegne, L.; Kenne, C. Stackelberg exact controllability of a class of nonlocal parabolic equations. ESAIM Control. Optim. Calc. Var. 2024, 30, 57. [Google Scholar] [CrossRef]
- Chen, L.Y.; Wu, H.Y.; Jiang, L.H. Ring-like two-breather structures of a partially nonlocal NLS system with different two-directional diffractions under a parabolic potential. Chaos Solitons Fractals 2024, 178, 114330. [Google Scholar] [CrossRef]
- Liu, M.; Huang, P.; He, Y. A linearized Crank–Nicolson/Leapfrog scheme for the Landau–Lifshitz equation. Rocky Mt. J. Math. 2023, 53, 821–837. [Google Scholar] [CrossRef]
- Wang, P.; Huang, P. Convergence of the Crank-Nicolson extrapolation scheme for the Korteweg-de Vries equation. Appl. Numer. Math. 2019, 143, 88–96. [Google Scholar] [CrossRef]
- Atmani, S.; Biroud, K.; Daoud, M.; Laamri, E.H. On some fractional parabolic reaction-diffusion systems with gradient source terms. Fract. Calc. Appl. Anal. 2024, 27, 2644–2687. [Google Scholar] [CrossRef]
- Hu, X.; Huang, P.; Feng, X. A new mixed finite element method based on the Crank-Nicolson scheme for Burgers’ equation. Appl. Math. 2016, 61, 27–45. [Google Scholar] [CrossRef]
- Evans, L.C. Partial Differential Equations; American Mathematical Society: Providence, RI, USA, 2022; Volume 19. [Google Scholar]
- Gómez, J.L.; Márquez, V.; Wolanski, N. Blow up results and localization of blow up points for the heat equation with a nonlinear boundary condition. J. Differ. Equ. 1991, 92, 384–401. [Google Scholar] [CrossRef]
- Lieberman, G.M. Second Order Parabolic Differential Equations; World Scientific: Singapore, 1996. [Google Scholar]
- Gilbarg, D.; Trudinger, N.S.; Gilbarg, D.; Trudinger, N. Elliptic Partial Differential Equations of Second Order; Springer: Berlin/Heidelberg, Germany, 1977; Volume 224. [Google Scholar]
Disclaimer/Publisher’s Note: The statements, opinions and data contained in all publications are solely those of the individual author(s) and contributor(s) and not of MDPI and/or the editor(s). MDPI and/or the editor(s) disclaim responsibility for any injury to people or property resulting from any ideas, methods, instructions or products referred to in the content. |
© 2025 by the authors. Licensee MDPI, Basel, Switzerland. This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license (https://creativecommons.org/licenses/by/4.0/).