Abstract
In this paper, a new conservative high-order compact finite difference scheme is studied for the initial-boundary value problem of the generalized Rosenau-regularized long wave equation. We design new conservative nonlinear fourth-order compact finite difference schemes. It is proved by the discrete energy method that the compact scheme is uniquely solvable; we have the energy conservation and the mass conservation for this approach in discrete Sobolev spaces. The convergence and stability of the difference schemes are obtained, and its numerical convergence order is \(O(\tau^{2}+h^{4})\) in the \(L^{\infty}\)-norm. Furthermore, numerical results are given to support the theoretical analysis. Numerical experiment results show that the theory is accurate and the method is efficient and reliable.
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1 Introduction
In this paper, we consider the following initial-boundary value problem of the Generalized Rosenau-RLW Regularized Long Wave (RLW) equation (GRRLW):
where \(p\geq2\) is a positive integer, \(\Omega=(x_{l}, x_{r})\) and \(u_{0}(x)\) are known smooth functions. Let \(H_{0}^{2}(\Omega)=\{v(x)\in H^{2}(\Omega)\mid v(x_{l},t)=v(x_{r},t)=0, v_{xx}(x_{l}, t)=v_{xx}(x_{r},t)=0\}\). The initial-boundary value problem (1.1)-(1.3) possesses the following conservative quantities:
For the Schrödinger equation, the Cahn-Hilliard equation, and the Klein-Gordon equation, the existence and uniqueness of numerical solutions were discussed in [1–5], respectively. The convergence and stability of the finite difference schemes were proved in the theory, and their numerical convergence orders are \(O(\tau^{2}+h^{2})\). In [6–12], some new finite difference schemes for the initial-boundary value problem of the RLW equation were considered. Two types of conservative finite difference schemes were proposed in [13], which depended on the choice of a parameter. On the basis of the prior estimates as regards the norms, the convergence of the difference solution was proved with order \(O(\tau^{2}+h^{2})\) in the energy norm in [14, 15]. For the Cahn-Hilliard equation, a three-level linearized high-order compact difference scheme was derived. The unique solvability and unconditional convergence of the difference solution were proved. The convergence order is \(O(\tau^{2}+h^{4})\) in the maximum norm in [16]. In [17], a new conservative difference scheme for the general Rosenau-RLW equation was proposed. In [18], Pan and Zhang proposed a conservative linearized difference scheme for the general Rosenau-RLW equation which was unconditionally stable and second-order convergent and simulates conservative laws at the same time. In [19], the initial-boundary value problem for the Rosenau-RLW equation was studied. One proposed a three-level linear finite difference scheme, which has the theoretical accuracy of \(O(\tau^{2}+h^{4})\).
This paper is organized as follows. In Section 2, a nonlinear and conservative difference scheme for the GRRLW equation is constructed, and the discrete conservative laws of the difference scheme are discussed. The unique solvability of the numerical solutions is also given. In Section 3, the prior error estimates for a fourth-order finite difference approximation of the GRRLW equation are obtained, and the convergence and stability of the difference scheme are proved. Numerical experiments are reported in Section 4.
2 Finite difference scheme and conservation law
Let \(h=(x_{r}-x_{l})/J\) be the uniform step size in the spatial direction for positive integer J. Let τ denote the uniform step size in the temporal direction. Denote \(x_{j}=x_{l}+jh\) (\(0\leq j\leq J\)), \(t^{n}=n\tau\) (\(0\leq n\leq N\)). Let \(U^{n}_{j}\) denote the approximation of \(u(x_{j}, t_{n})\), and let
As usual, the following notations will be used:
We now introduce the discrete \(L^{2}\)-inner product and the associated norm
The discrete \(H^{m}\)-seminorm \(|\cdot|_{m,h}\), the \(H^{m}\)-norm \(\|\cdot\|_{m,h}\) and the \(L^{\infty}\)-norm \(\|\cdot\|_{\infty,h}\) are defined, respectively, as
where the \(\hat{\delta}_{x}^{m}\) (\(m\geq1\)) denote the mth-order forward difference quotient operators in the x direction. It is convenient to let \(L^{2}_{h}(\Omega_{h})\) and \(H^{m}_{h}(\Omega_{h})\) (\(m\geq1\)) denote the normed vector space, respectively, as
where \(\Omega_{h}=\{x_{j}=x_{l }+jh\mid 0< j<J\}\).
For the discretization of the first-order derivatives \(u_{x}\), the second-order derivatives \(u_{xx}\) and the fourth-order derivatives \(u_{xxxx}\) of the function \(u(x)\), we have the following formulas:
omitting the small terms \(O(h^{4})\), we obtain the approximation of \(u_{xx}\), \(u_{x}\), and \(u_{xxxx}\) as
where \(U_{i}\) is the approximation of \(u(x_{i})\). The corresponding matrix form is
where
and
Imposing the compact difference scheme of the GRRLW equations (1.1)-(1.3) gives
Lemma 2.1
[20]
The eigenvalues of the matrices \(M_{1}\), \(M_{2}\) are, respectively, in the following forms:
For the real symmetric positive definite matrices \(M_{1}\), \(M_{2}\), we let \(H_{1}=M_{1}^{-1}\) and \(H_{2}=M_{2}^{-1}\). Then \(H_{1}\), \(H_{2}\) are also real symmetric positive definite matrices. Now, we introduce the following discrete norm:
Lemma 2.2
The discrete norms \(\||\cdot|\|_{l,h}\) and \(|\cdot|_{l,h}\) (\(l=1,2\)) are equivalent. In fact, for any grid function \(V\in \mathbf{R}^{J}_{0}\), we have
where \(c_{1}=1\), \(c_{2}=\sqrt{\frac{3}{2}}\), \(c_{3}=\sqrt{3}\).
Proof
It follows from Lemma 2.1 that the eigenvalues of \(H_{1}\) and \(H_{2}\) satisfy
these give the spectral radius \(\rho(H_{1})\leq\frac{3}{2}\), \(\rho(H_{2})\leq3\), and consequently
Thus we have
□
Lemma 2.3
[17]
For \(U,V\in\mathbf{R}_{0}^{J}\), we have
Lemma 2.4
[21]
For any discrete function \(V\in\mathbf{R}_{0}^{J}\), we have interpolation formulas as follows:
for \(0\leq k\leq n \), and
for \(n\geq1\), where \(K_{0}\) and K are constants independent of h and V.
Lemma 2.5
[21]
For \(V\in H^{1}_{h}(\Omega_{h})\), we have
where \(K_{1}\) is a constant independent of h and V.
Lemma 2.6
[22]
For \(V\in H^{2}_{h}(\Omega_{h})\), we have
where \(K_{2}\) is a constant independent of h and V.
Lemma 2.7
[23]
Let \((H,(\cdot,\cdot)_{h}) \) be a finite-dimensional inner product space, \(\|\cdot\|_{h}\) be the associated norm, and \(g:H\longrightarrow H\) be continuous. Assume, moreover, that \(\exists\alpha>0\), \(\forall z\in H\), \(\|z\|_{h}=\alpha\), \((g(z),z)\geq0\). Then there exists a \(z^{*}\in H\) such that \(g(z^{*})=0 \) and \(\|z^{*}\|_{h}\leq\alpha\).
Lemma 2.8
[19]
Suppose that the discrete function \(\{\omega^{n}\mid n=0,1,2,\ldots,N; N\tau=T\}\) satisfies the inequality
where A, B, and \(C_{n}\) are nonnegative constants. Then
where τ is sufficiently small, such that \((A+B)\tau\leq\frac{N-1}{2N} \) (\(N>1\)).
The matrix form of the difference scheme (2.1)-(2.3) can be written as
Let \(\mathbf{Z}_{h}^{0}=\{V_{j}=(V_{j})_{j \in\mathbb{Z}}\mid V_{0}=V_{J}=0, \delta_{x}^{2}V_{0}=\delta_{x}^{2}V_{J}=0\}\), obviously, the solution \(U^{n}\in\mathbf{Z}_{h}^{0}\) of the difference scheme (2.1)-(2.3), then there are the following lemmas:
Theorem 2.9
Assume \(u_{0}\in H_{0}^{2}(\Omega)\), then the finite difference scheme (2.1)-(2.3) is conservative for the discrete energy and the discrete mass, i.e.
and
Proof
Taking the inner product of (2.10) with \(2U^{n+\frac{1}{2}}\), we obtain
letting
from Lemma 2.3, we have
and
Thus from (2.14)-(2.16), we can obtain
Let \(E^{n}\) denote the following discrete energy:
then from (2.17), we get
Multiplying (2.1) with h, according to the boundary condition (2.2), summing for j from 1 to \(J-1\), we obtain
letting
then we have
This completes the proof. □
Lemma 2.10
Assume \(u_{0}\in H_{0}^{2}(\Omega)\), then there is the estimation for the solution of the difference scheme (2.1)-(2.3)
Proof
From Lemma 2.2, Lemma 2.6, and Theorem 2.9, we have
Hence, we can get
It follows from Lemma 2.4 that
This completes the proof. □
Lemma 2.11
For \(V \in\mathbf{Z}_{h}^{0}\), we have
Proof
From the definition of \(\|\cdot\|_{h}\), we have
and
The proof is completed. □
Theorem 2.12
The difference scheme (2.1)-(2.3) is uniquely solvable.
Proof
For a fixed n, (2.10) can be written as
we define F on \(\mathbf{Z}_{h}^{0}\) as follows:
obviously, F is continuous. Computing the inner product of (2.20) with ξ and considering \((\phi(\xi,\xi),\xi)_{h}=0\), \((\psi(\xi,\xi),\xi)_{h}=0\) and \((H_{2}\delta_{\hat{x}}\xi, \xi)_{h}=0\), we obtain
Hence, for all \(\xi\in\mathbf{Z}_{h}^{0}\), let \(\|\xi\|_{h}^{2}=\|U^{n}\|^{2}_{h}+\||U^{n}|\|_{1,h}^{2}+\||U^{n}|\| _{2,h}^{2}+1\), then there exists \((F(\xi),\xi)_{h}>0\). It follows from Lemma 2.7 that there exists a \(\xi^{*}\in\mathbf{Z}_{h}^{0}\) which satisfies \(F(\xi^{*})=0\). Let \(U^{n+1}=2\xi^{*}-U^{n}\), then it can be proved that \(U^{n+1}\in\mathbf{Z}_{h}^{0}\) is the solution of scheme (2.1)-(2.3).
Next, we will give the uniqueness of the difference solution. Assume that \(U^{n}\) and \(V^{n}\) satisfy scheme (2.1)-(2.3), letting \(w^{n}=V^{n}-U^{n}\), we have
Computing the inner product of (2.21) with \(2w^{n+\frac{1}{2}}\), we have
by Lemma 2.10, we can estimate (2.22) as follows:
where \(K_{3}=K\sqrt{\frac{(2K_{2}+1)E^{0}}{K_{2}+1}}\). Substituting (2.23) and (2.24) into (2.22), from Lemma 2.2, we obtain
where \(K_{4}=\frac{5p}{3(p+1)}\max\{K_{3}^{p-1},(p-1)K_{3}^{p-1}\}\).
Choosing small enough τ, we obtain by Lemma 2.8
This completes the proof. □
3 Convergence and stability of the difference solution
In this section, we will consider the convergence and stability of the finite difference scheme (2.1)-(2.3). Assume that the solution \(u(x,t)\) of (1.1)-(1.3) is sufficiently smooth. We define the net function \(u_{i}^{n}=u(x_{i},t_{n})\) and the truncation errors as follows:
Suppose that \(u_{0} \in H_{0}^{2}(\Omega)\) and \(u(x, t)\in C^{6,4}\), then from Taylor’s expansion, the truncation errors of scheme (3.1) satisfy
Theorem 3.1
Suppose that \(u_{0} \in H_{0}^{2}(\Omega)\) and \(u(x, t)\in C^{6,4}\), then the solution of the difference scheme (2.1)-(2.3) converges to the solution of the problem (1.1)-(1.3) with order \(O(\tau^{2}+h^{4})\) by the \(L^{\infty}\) norm.
Proof
Subtracting (2.1)-(2.3) from (3.1)-(3.3) letting \(e_{i}^{n}=u^{n}_{i}-U^{n}_{i}\), we obtain
Computing the inner product of (3.5) with \(2e^{n+\frac{1}{2}}\), we have
Similarly to the proof of Theorem 2.12, we have
where \(K_{5}=K_{4}+\frac{1}{2}\). Let \(B^{n}=\|e^{n}\|_{h}^{2}+\||e^{n}|\|_{1,h}^{2}+\||e^{n}|\|_{2,h}^{2}\), then (3.9) can be rewritten as
Choosing small enough τ, from Lemma 2.8, we obtain
From the discrete initial conditions, we know that
Then we have
By Lemma 2.2, we obtain
It follows from Lemma 2.4 that
This completes the proof. □
We can similarly prove the stability of the difference solution.
Theorem 3.2
Under the conditions of Theorem 3.1, the solution of conservative finite difference scheme (2.1)-(2.3) is stable by the \(L^{\infty}\) norm.
4 Numerical experiments
In this section, numerical results are provided to demonstrate the accuracy and efficiency of the compact scheme (2.1)-(2.3). The exact solution of the system (1.1)-(1.3) is
where \(c=\frac{p^{4}+4p^{3}+14p^{2}+20p+25}{p^{4}+4p^{3}+10p^{2}+12p+21}\) is the wave velocity. In order to compare with the literature [17], we choose \(x_{l}=-30\), \(x_{r}=120\), and consider three cases: \(p=2\), \(p=3\) and \(p=6\) in Tables 1, 2, and 3, respectively. Tables 1, 2, and 3 give the errors in the sense of the \(L^{\infty}\)-norm of the numerical solutions under various steps of \(\tau=h=0.4, 0.2, 0.1, 0.05\) at \(t=60\) for \(p=2, 3 \mbox{ and }6\).
Denote
where \(E(\tau, h)=\|u^{n}-U^{n}\|_{\infty, h}\). First, we test the spatial errors and convergence orders by letting h vary and fixing the time step size τ sufficiently small to avoid contamination of the temporal. Table 4 shows the numerical results when \(\tau= \frac{1}{1{,}000}\), \(h = \frac{150}{125}\), \(h = \frac{150}{250}\), \(h=\frac{150}{500}\), and \(h = \frac{150}{1{,}000}\). It can be seen from Table 4 that the convergence order of the compact difference scheme (2.1)-(2.3) is about 4 with respect to the spatial step size.
We further test the temporal errors and convergence orders. Fix \(h =0.1\), a value small enough so that the spatial error is negligible as compared with the temporal error. Take \(\tau= \frac{1}{10}, \frac{1}{20}, \frac{1}{40}, \frac{1}{80}\), respectively. Table 5 shows that the convergence order of the compact difference scheme (2.1)-(2.3) with respect to the temporal variable is about 2.
Figures 1, 2, and 3 plot the conservative law of discrete energy \(E^{n}\), computed by scheme (2.1)-(2.3) with \(\tau=0.5\), \(h=0.2\) for \(p=2, 3 \mbox{ and }6\). Figures 4, 5, and 6 plot the exact solutions at \(t=0\) and the numerical solutions computed by scheme (2.1)-(2.3) with \(\tau=0.1\), \(h=0.2\) at \(t=30, 60\), which also show the accuracy of scheme (2.1)-(2.3).
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Supported by the National Natural Science Foundation of China (Grant No. 11401183) and the Fundamental Research Funds for the Central Universities.
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Wang, H., Wang, J. & Li, S. A new conservative nonlinear high-order compact finite difference scheme for the general Rosenau-RLW equation. Bound Value Probl 2015, 77 (2015). https://doi.org/10.1186/s13661-015-0336-2
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DOI: https://doi.org/10.1186/s13661-015-0336-2