1 Introduction

The purpose of our paper is to study different numerical schemes for the abstract quasilinear Sobolev equation

$$\begin{aligned} \left\{ \begin{array}{llc} A_{1}(t,u)u_{t}+A_{2}(t,u)u=f(t,u), &{}\text {in }\,\, V',&{} 0<t\le T, \\ u(0)=u_{0},&{}\text {in }\,\, V,&{} \end{array} \right. \end{aligned}$$
(1.1)

where \(A_1(t,u)\) is an isomorphism from a Hilbert space V into its dual \(V'\), while \(A_2(t,u)\) is a bounded operator from V into \(V'\) (plus some assumptions specified below).

The linear or semilinear case, corresponding to the situation when \(A_i(t,u)\) do not depend neither on t nor on u, will retain some particular interests.

Such problems are interesting not only because they are generalizations of a standard parabolic problem but also because they arise naturally in a large variety of applications (model of fluid flow in fissured porous media [4], two-phase flow in porous media with dynamical capillary pressure [12, 20], heat conduction in two-temperature systems [9, 42] and shear in second order fluids [11, 41]).

Existence results for such problems are proved for semi-linear or non-autonomous equations (i.e., the case when \(A_1\) and \(A_2\) depends only on t) in [7, 16, 27, 38,39,40] for instance, where the authors exploit the fact that \(A_1\) is invertible. This allows to reduce the problem into a first order evolution equation (see (2.3) below) with a bounded (non-autonomous) operator and existence results easily follow. The same idea is here used to show existence results in the quasilinear situation by using the results from [23].

A large numbers of papers are devoted to the discretization of pseudoparabolic equations. Crank-Nicolson/explicit multistep approximation in time is combined with a finite element method in [2, 8, 15, 28, 43], with a Petrov-Galerkin method in [3, 14] and with a discontinuous Galerkin method in [17, 31, 32]. The discretization along characteristics is applied in [34], while a Fourier-Galerkin method is used in [35]. In all these references, the operators \(A_1\) and \(A_2\) are (eventually non linear) second order elliptic operators. Hence in the spirit of [8] our main goal is to perform a general analysis for a fully discrete scheme by combining some error estimates of explicit semi-discrete schemes in time of ordinary differential equations (adapted to Hilbert valued equations) with new error estimates of the corresponding fully discrete schemes based on some ”regularity” assumptions (see assumption \(\mathbf {H_7}\)) and interpolation error estimates. Altogether, if \(U_{n,h}\) is the fully discrete approximation of the solution u at time \(t_n\) obtained by the Euler scheme or the Runge–Kutta scheme of order 2, we prove the error estimate

$$\begin{aligned} \Vert u(t_n)-U_{n,h}\Vert \le C ((\Delta t)^p+h^{q(s)}), \end{aligned}$$
(1.2)

for all \(n=1,\ldots , N\), where \(p=1\) (resp. \(p=2\)) for the Euler (resp. Runge–Kutta) scheme and q(s) is related to our abstract assumptions (but in practice it depends on the regularity of the initial datum and the chosen finite element space), and C is a positive constant independent of h and \(\Delta t\). Similarly to [8, see p. 14], the operator \(\mathcal {A}(t,u)=A_1(t,u)^{-1}A_2(t,u)\) (involved in (2.3)) satisfies an appropriated Lipschitz property (see Corollary 2.3 below), hence its associated evolution problem is nonstiff. Due to this property, we do not have to impose mesh restrictions, like the CFL one. Note that, contrary to [8], our approach does not require any smallness restriction on the time step and on the meshsize.

We finally illustrate our abstract framework by various examples, like the case when the \(A_i\)’s are (linear, non-autonomous, quasilinear) second order differential operators in smooth and non-smooth domains. In each case, new analytic results are proved to check that our general assumptions hold and some numerical tests that confirm the orders of convergence are presented.

In the whole paper, the norm of V will be denoted by \(\Vert \cdot \Vert \) and we will write \(a \lesssim b\), for the existence of a generic positive constant C that can depend on the final time T and on the norm of the data but is always independent of a, b, of the time step \(\Delta t\) and the meshsize parameter h such that \(a \le C b\).

The paper is organized as follows. In Sect. 2, we give the basic assumptions that allow to obtain existence results. Section 3 is devoted to the introduction of the semi-discrete and the fully discrete problems and to the proof of error estimates. Some illustrative examples and numerical tests are presented in Sects. 4 and 5 for semi-linear and quasi-linear equations.

2 Existence results

We associate to each operator \(A_i(t,u):V\rightarrow V',\)\(t\in [0,T], u\in V, i=1,2,\) a bilinear form \(a_i(t;u;\cdot ,\cdot ),\) via the relation

$$\begin{aligned} a_i(t;u;v,w)=\langle A_i(t,u)v,w \rangle _{V',V}, \quad \forall v,w\in V. \end{aligned}$$
(2.1)

In this section, we give some (local) existence results for problem (1.1) under the following assumptions.

\(\mathbf {H_1}\) :

(uniform continuity of \(a_i(t;u;\cdot ,\cdot )\) with respect to t and u) for \(i=1,2,\) there exists a constant \(M_i>0\) independent of t and u such that for all \(t\in [0,T]\) and \(u, v,w\in V,\)

$$\begin{aligned} |a_i(t;u;v,w)|\le M_i\Vert v\Vert \Vert w\Vert . \end{aligned}$$
\(\mathbf {H_2}\) :

(uniform coerciveness of \(a_1(t;u;\cdot ,\cdot )\) with respect to t and u) there exists a constant \(\alpha >0\) independent of t and u such that for all \(t\in [0,T]\) and \(u, v\in V,\)

$$\begin{aligned} a_1(t;u;v,v)\ge \alpha \Vert v\Vert ^2. \end{aligned}$$
(2.2)

The hypothesis \(\mathbf {H_1}\) is equivalent to the uniform (in t and u) continuity of \(A_i(t,u)\) from V into \(V'\), with \(\Vert A_i(t,u)\Vert _{\mathcal {L}(V,V')}\le M_i\), for any \(t\in [0,T]\) and \(u\in V\); while the hypothesis \(\mathbf {H_2}\) and Lax-Milgram’s lemma guarantees that the operator \(A_1(t,u), t\in [0,T], u\in V\) is an isomorphism from V into \(V'\), with \(\Vert A_1(t,u)^{-1}\Vert _{\mathcal {L}(V',V)}\le \frac{1}{\alpha }\), for any \(t\in [0,T]\) and \(u\in V\).

As the operator \(A_1(t,u), t\in [0,T], u\in V\) is invertible, we can compose the two sides of the first identity of (1.1) by \(A_1(t,u)^{-1}\) and obtain the equivalent problem

$$\begin{aligned} \left\{ \begin{array}{llc} u_{t}+\mathcal {A}(t,u)u=g(t,u), &{}\text {in }\,\, V,&{} 0<t\le T, \\ u(0)=u_{0},&{}\text {in }\,\, V,&{} \end{array} \right. \end{aligned}$$
(2.3)

where \(\mathcal {A}(t,u)=A_1(t,u)^{-1}A_2(t,u)\) is a bounded operator from V into itself (uniformly with respect to t and u owing to \(\mathbf {H_1}\) and \(\mathbf {H_2}\) with \(\Vert \mathcal {A}(t,u)\Vert _{\mathcal {L}(V,V)}\le \frac{M_2}{\alpha }\), for any \(t\in [0,T]\) and \(u\in V\)) and \(g(t,u)= A_1(t,u)^{-1}f(t,u).\) This problem enters into the framework of Kato’s theory [23, Theorem 6], hence it suffices to check that the assumptions of this theorem are satisfied to obtain a local existence result. This is made under some additional assumptions on the sesquilinear forms \(a_i\) and on f. Before let us make the following definition.

Definition 2.1

Let E and F be two Hilbert spaces. A mapping \(f:[0,T]\times E\longrightarrow F\) is called (EF)-Lipschitz continuous with respect to the second variable uniformly in t, if there exists a positive constant L independent of t such that

$$\begin{aligned} \Vert f(t,v)-f(t,w)\Vert _F\le L\Vert v-w\Vert _E, \quad \forall v,w\in E,\; \forall t\in [0,T]. \end{aligned}$$

If \(E=F,\) we will say that f is E-Lipschitz continuous with respect to the second variable uniformly in t.

For a fixed open ball W of V, we now introduce the next assumptions:

\(\mathbf {H_3}\) :

there exists \(\gamma \in (0,1]\) such that for \(i=1\) or 2,

$$\begin{aligned} \big |a_i(t;y;u,v)\!-\!a_i(s;z;u,v)\big |\,\lesssim \, \big (|t\!-\!s|^\gamma \!+\!\Vert y\!-\!z\Vert \big )\Vert u\Vert \Vert v\Vert ,\; \forall y, z, u, v\in V,t, s\in [0,T]. \end{aligned}$$
(2.4)
\(\mathbf {H_4}\) :

f is \((V,V')\)-Lipschitz continuous with respect to the second variable uniformly in t.

\(\mathbf {H_5}\) :

f is bounded from \([0,T]\times V\) into \(V'\):

$$\begin{aligned} \Vert f(t,v)\Vert _{V'}\lesssim 1, \quad \forall \,t\in [0,T],\;\forall \,v\in V. \end{aligned}$$
\(\mathbf {H_6}\) :

For all \(v\in W,\) the mapping \(t\rightarrow f(t,v)\) is continuous from [0, T] into \(V'.\)

We now give some consequences of these assumptions.

Lemma 2.2

Under the hypotheses \(\mathbf {H_1}\)\(\mathbf {H_3},\) the function \((t,v)\rightarrow A_1(t,v)^{-1}\) is Lipschitz continuous on \([0,T]\times V\) for the norm of \(\mathcal L(V',V)\) uniformly in tv, namely

$$\begin{aligned} \Vert A_1(t,v)^{-1}-A_1(t_0,v_0)^{-1}\Vert _{\mathcal L(V',V)}\lesssim |t-t_0|^\gamma +\Vert v-v_0\Vert , \quad \forall t, t_0\in [0,T], v, v_0\in V. \end{aligned}$$
(2.5)

Proof

Let \(v,v_0\in V\) and \(t,t_0\in [0,T]\) be arbitrarily fixed. Then by definition we have

$$\begin{aligned} \Vert A_1(t,v)^{-1}-A_1(t_0,v_0)^{-1}\Vert _{\mathcal {L}(V',V)}=\sup _{h\in V', h\ne 0}\frac{\Vert A_1(t,v)^{-1}h-A_1(t_0,v_0)^{-1}h\Vert }{\Vert h\Vert _{V'}}. \end{aligned}$$

Now for \(h\in V', h\ne 0\), if we set \(\phi _1=A_1(t,v)^{-1}h,\) and \(\phi _2=A_1(t_0,v_0)^{-1}h,\) then

$$\begin{aligned} \left\{ \begin{array}{llc} a_1(t;v;\phi _1,\psi )=\langle h, \psi \rangle _{V',V}, &{}\forall \psi \in V, \\ a_1(t_0;v_0;\phi _2,\psi )=\langle h, \psi \rangle _{V',V}, &{}\forall \psi \in V, \end{array} \right. \end{aligned}$$

which yields

$$\begin{aligned} a_1(t;v;\phi _1-\phi _2,\psi )=a_1(t_0;v_0;\phi _2,\psi )-a_1(t;v;\phi _2,\psi ), \quad \forall \psi \in V. \end{aligned}$$

Choosing \(\psi =\phi _1-\phi _2,\) and using the hypotheses \(\mathbf {H_2}\) and \(\mathbf {H_3},\) we obtain

$$\begin{aligned} \Vert \phi _1-\phi _2\Vert\lesssim & {} (|t-t_0|^\gamma +\Vert v-v_0\Vert ) \Vert \phi _2\Vert =(|t-t_0|^\gamma +\Vert v-v_0\Vert )\Vert A_1(t_0,v_0)^{-1}h\Vert \\\lesssim & {} (|t-t_0|^\gamma +\Vert v-v_0\Vert )\Vert h\Vert _{V'}, \end{aligned}$$

which proves the estimate (2.5). \(\square \)

Corollary 2.3

Under the hypotheses \(\mathbf {H_1}\)\(\mathbf {H_3},\) the function \((t,v)\rightarrow \mathcal {A}(t,v)\) is Lipschitz continuous on \([0,T]\times V\) for the norm of \(\mathcal L(V)\) uniformly in tv, namely

$$\begin{aligned} \Vert \mathcal {A}(t,v)-\mathcal {A}(t_0,v_0)\Vert _{\mathcal {L}(V)}\lesssim |t-t_0|^\gamma +\Vert v-v_0\Vert , \quad \forall t, t_0\in [0,T], v, v_0\in V. \end{aligned}$$
(2.6)

As a consequence, we have

$$\begin{aligned} \Vert \mathcal {A}(t,v)v-\mathcal {A}(t,w)w\Vert \lesssim (1+\Vert w\Vert )\Vert v-w\Vert ,\;\;\forall t\in [0,T],\quad \forall v,w\in V. \end{aligned}$$
(2.7)

Proof

By definition, for \(t, t_0\in [0,T], u, v, v_0\in V\) arbitrarily fixed with \(u\ne 0\), we have

$$\begin{aligned} \Vert \mathcal {A}(t,v)-\mathcal {A}(t_0,v_0)\Vert _{\mathcal {L}(V)}\le & {} \Vert A_1(t,v)^{-1}( A_2(t,v)-A_2(t_0,v_0) )\Vert _{\mathcal {L}(V)} \\&+ \Vert (A_1(t,v)^{-1}-A_1(t_0,v_0)^{-1})A_2(t_0,v_0)\Vert _{\mathcal {L}(V)} \\\le & {} \Vert (A_1(t,v)^{-1}\Vert _{\mathcal {L}(V',V)} \Vert A_2(t,v)-A_2(t_0,v_0)\Vert _{\mathcal {L}(V,V')} \\&+ \Vert A_1(t,v)^{-1}-A_1(t_0,v_0)^{-1} \Vert _{\mathcal {L}(V',V)} \Vert A_2(t_0,v_0)\Vert _{\mathcal {L}(V,V')}. \end{aligned}$$

Since the assumption \(\mathbf {H_3}\) for \(i=2\) is equivalent to

$$\begin{aligned} \Vert A_2(t,v)-A_2(t_0,v_0)\Vert _{\mathcal {L}(V,V')} \lesssim |t-t_0|^\gamma +\Vert v-v_0\Vert , \end{aligned}$$

we conclude that (2.6) holds owing to (2.5) and the assumptions \(\mathbf {H_1}\) and \(\mathbf {H_2}\). \(\square \)

Corollary 2.4

Under the hypotheses \(\mathbf {H_1}\) to \(\mathbf {H_6}\), the function \(g(t,u)=A_1(t,u)^{-1}f(t,u)\) satisfies the next properties:

  1. 1.

    g is bounded on \([0,T]\times V\), i. e.,

    $$\begin{aligned} \Vert g(t,v)\Vert \lesssim \; 1,\;\;\forall u,v\in V,\;\forall t\in [0,T]. \end{aligned}$$
  2. 2.

    g is V-Lipschitz continuous with respect to the second variable uniformly in t,

    $$\begin{aligned} \Vert g(t,v)-g(t,v_0)\Vert \lesssim \;\Vert v-v_0\Vert ,\;\;\forall v, v_0\in V,\;\forall t\in [0,T]. \end{aligned}$$
    (2.8)
  3. 3.

    for all \(v\in W\), the mapping \(t\rightarrow g(t,v)\) is continuous from [0, T] into V.

Proof

1. Direct consequence of the hypotheses \(\mathbf {H_2}\) and \(\mathbf {H_5}.\)

2. Let \(v, v_0\in V\) and \(t, t_0\in [0,T]\), then by the assumption \(\mathbf {H_2}\), we may write

$$\begin{aligned} \Vert g(t,v)-g(t_0,v_0)\Vert\le & {} \Vert A_1(t,v)^{-1}\left( f(t,v)-f(t_0,v_0)\right) \Vert \\&+\Vert \left( A_1(t,v)^{-1}-A_1(t_0,v_0)^{-1}\right) f(t_0,v_0)\Vert \\\lesssim & {} \Vert f(t,v)-f(t_0,v_0)\Vert _{V'}+\Vert A_1(t,v)^{-1}\\&-A_1(t_0,v_0)^{-1}\Vert _{\mathcal {L}(V',V)}\Vert f(t_0,v_0)\Vert _{V'}. \end{aligned}$$

Hence by our assumption \(\mathbf {H_5}\) and (2.5), we obtain

$$\begin{aligned} \Vert g(t,v)-g(t_0,v_0)\Vert \le \Vert f(t,v)-f(t_0,v_0)\Vert _{V'}+|t-t_0|^\gamma +\Vert v-v_0\Vert . \end{aligned}$$
(2.9)

If in particular \(t_0=t\), this estimate and the Lipschitz property of f then yield (2.8).

3. If \(v_0=v\in W\) in the estimate (2.9), we get

$$\begin{aligned} \Vert g(t,v)-g(t_0,v)\Vert \le \Vert f(t,v)-f(t_0,v)\Vert _{V'}+|t-t_0|^\gamma , \end{aligned}$$

and the continuity property on g follows from the assumption \(\mathbf {H_6}\). \(\square \)

We are ready to prove our existence result.

Theorem 2.5

Fix an open ball W of V and suppose that \(u_0\in W.\) Under the assumptions \(\mathbf {H_1}\)\(\mathbf {H_6}\), there exists \(T'\in (0, T]\) such that problem (2.3) (or (1.1)) admits a unique strong solution u in \([0,T']\), i.e., with the regularity \(u\in C([0,T'];W)\cap C^{1}([0,T'];V).\)

Proof

We apply Theorem 6 from [23] with the Hilbert space \(X=Y=V\) and the fixed open ball W from the statement. The assumptions (A1), (A2) and (A4) of this Theorem are trivially satisfied because the operators \(\mathcal {A}(t,v)\) are bounded in V, the assumption (A3) holds owing to Corollary 2.3, while assumption (f1) holds owing to Corollary 2.4. \(\square \)

Remark 2.6

Note that in the linear or semilinear case and under the assumption\(f\in C^{1}([0,T]\times V;V')\) and \(\mathbf {H_1}\)\(\mathbf {H_2}\), Theorem 6.1.5 of [33] guarantees the existence of a global solution \(u\in C^{1}([0,T];V)\) for any initial data in V.

We end up this section with the following comment. If we suppose that there exists another Hilbert space H such that V is continuously embedded into H (denoted by \(V\hookrightarrow H\)) and such that V is a dense subspace of H, then we can introduce the restriction of \(A_i(t,u)\) to H (that, for shortness, is still denoted by \(A_i(t,u)\)), namely we can define the unbounded operator from H into itself by

$$\begin{aligned} D(A_i(t,u))=\{v\in V: \exists g_v\in H \hbox { such that } a_i(t;u;v,w)=(g_v,w)_H \hbox { for all } w\in V\}, \end{aligned}$$

and

$$\begin{aligned} A_i(t,u) v=g_v, \quad \forall v\in D(A_i(t,u)). \end{aligned}$$

3 Discretizations of the problem

3.1 Explicit semi-discretization in time

We notice that problem (1.1) can be equivalently written as

$$\begin{aligned} \left\{ \begin{array}{llc} u_{t}=F(t,u), &{}\text {in }\,\, V,&{} 0<t\le T, \\ u(0)=u_{0},&{}\text {in }\,\, V,&{} \end{array} \right. \end{aligned}$$
(3.1)

where \(F(t,u)=g(t,u)-\mathcal {A}(t,u)u\), which is Hilbert-valued nonlinear ordinary differential equation. Since in our case, \(F(\cdot ,\cdot )\) is bounded, we can use standard explicit schemes, like the Euler or Runge–Kutta methods as in the case of finite-dimensional ODE. More precisely, we now consider a regular subdivision \((t_i=i\Delta t)_{i=0}^{N}\) of the interval \([0,T'],\) where \(T'\) is the life time of u, \(N\in \mathbb {N}^{*}\) and \(\Delta t=\frac{T'}{N}\) the time step. Given a continuous function \(\phi :[0,T]\times V\times [0,\Delta t]\longrightarrow V\), starting from \(u(t_0=0)=u_0\), we try to estimate the solution u of (3.1) at the points \((t_{n+1}), n=0,\ldots ,N-1\), by estimating step by step the values of \(u(t_{n+1})\) using the variation of constants formula

$$\begin{aligned} u(t_{n+1})=u(t_n)+\int _{t_n}^{t_{n+1}}F(\tau ,u(\tau ))d\tau . \end{aligned}$$

Here we restrict ourselves to a one step method that consists to approach the expression \(\int _{t_n}^{t_{n+1}}F(\tau ,u(\tau ))d\tau \) by \(\Delta t\phi (t_n,u(t_n),\Delta t),\) i.e., the approximated solution of problem (3.1) is given by

$$\begin{aligned} \left\{ \begin{array}{llc} U_0=u_0, \\ U_{n+1}=U_n+\Delta t \phi (t_n,U_n,\Delta t),\;n=0,\ldots ,N-1. \end{array} \right. \end{aligned}$$
(3.2)

The convergence of this numerical scheme is based on the estimation of the local consistency error.

Definition 3.1

The local consistancy error \(E_l\) relative to the exact solution u of (3.1) is defined by

$$\begin{aligned} E_l(t_{n+1})=u(t_{n+1})-u(t_n)-\Delta t\phi (t_n,u(t_n),\Delta t),\;\;\forall n=0,\ldots ,N-1. \end{aligned}$$
(3.3)

The next Theorem is a direct generalization of a well-known result for ODE in the form \(u_t=F(t,u),\) where F has values in \(\mathbb {R}^k, k\in \mathbb {N}^*\) (see for example Theorem 3.5 of [19]).

Theorem 3.2

Let the assumptions of Theorem 2.5 be satisfied (or Remark 2.6 in the linear or semilinear case). Let u be the exact solution of problem (3.1). Suppose that \(\phi \) is locally Lipschitz continuous with respect to the second variable uniformly in t, i.e., there exists a positive constant L independent of t and \(\Delta t\) such that

$$\begin{aligned} \Vert \phi (t,u,\Delta t)-\phi (t,v,\Delta t)\Vert \le L\Vert u-v\Vert , \quad \forall t\in [0,T],u\in W,v\in V, \end{aligned}$$
(3.4)

and suppose that there exists \(p\in \mathbb {N}\) such that the local errors satisfy

$$\begin{aligned} \Vert E_l(t_{n+1})\Vert \lesssim (\Delta t)^{p+1}, \quad \forall n=0,1,\ldots ,N-1. \end{aligned}$$

Then the global errors \(e_n=u(t_n)-U_n\) satisfy

$$\begin{aligned} \Vert e_{n}\Vert \lesssim (\Delta t)^{p}, \quad \forall n=0,1,\ldots ,N. \end{aligned}$$
(3.5)

Proof

We have from (3.3),

$$\begin{aligned} u(t_{n+1})= u(t_n)+\Delta t\phi (t_n,u(t_n),\Delta t)+E_l(t_{n+1}),\;n=0,1,\ldots ,N. \end{aligned}$$

Then, from (3.2), the Lipschitz property on \(\phi \) and the fact that \(u\in C([0,T'],W),\) we obtain

$$\begin{aligned} \Vert e_{n+1}\Vert\le & {} \Vert e_n\Vert +\Delta t\Vert \phi (t_n,u(t_n),\Delta t)-\phi (t_n,U_n,\Delta t)\Vert +\Vert E_l(t_{n+1})\Vert \nonumber \\\le & {} (1+L\Delta t)\Vert e_n\Vert +C (\Delta t)^{p+1}. \end{aligned}$$
(3.6)

By induction on n, we deduce that

$$\begin{aligned} \Vert e_n\Vert \le (1+L\Delta t)^n\Vert e_0\Vert +C(\Delta t)^{p+1}\sum _{k=0}^{n-1}(1+L\Delta t)^{n-k-1}, \quad \forall \; 1\le n\le N. \end{aligned}$$

Since \(e_0=0\), we find that (3.5) holds. \(\square \)

Lemma 3.3

Assume that \(u_0\in W\). Under the assumptions \(\mathbf {H_1}\)\(\mathbf {H_5}\), the function F is locally Lipschitz with respect to the second variable uniformly in t, i.e., for all \(t\in [0,T],\)

$$\begin{aligned} \Vert F(t,u)-F(t,v)\Vert \lesssim \Vert u-v\Vert , \quad \forall u\in W,\; \forall v\in V. \end{aligned}$$

Proof

By definition of F,  it is easy to see that

$$\begin{aligned} \Vert F(t,u)-F(t,v)\Vert \le \Vert g(t,u)-g(t,v)\Vert +\Vert \mathcal {A}(t,v)v-\mathcal {A}(t,u)u\Vert . \end{aligned}$$

The result follows thanks to Corollary 2.2, (2.7) and the fact that \(u\in W\). \(\square \)

Remark 3.4

In the linear or semilinear case, the assumptions \(\mathbf {H_1} \), \(\mathbf {H_2} \) and \(\mathbf {H_4} \) guarantee that F is V-Lipschitz continuous with respect to the second variable uniformly in t.

We now concentrate on two particular schemes.

3.1.1 Explicit Euler scheme

This scheme corresponds to the choice \(\phi (t,u,\Delta t)= F(t,u), \) and then takes the form

$$\begin{aligned} \left\{ \begin{array}{llc} U_0=u_0. \\ U_{n+1}=U_n+\Delta t F(t_n,U_n),\;n=0,\;\ldots \;,N-1. \end{array} \right. \end{aligned}$$
(3.7)

In this case, we have the next error estimate.

Proposition 3.5

Under the assumptions of Theorem 2.5, assume that the solution u of (1.1) has the extra regularity \(C^{2}([0,T'];V)\). If \(U_n\) is the approximated solution given by the explicit Euler scheme (3.7), then the local errors \(E_l\) satisfy the following estimate

$$\begin{aligned} \Vert E_l(t_{n+1})\Vert \lesssim (\Delta t)^{2},\quad \forall \;0\le n\le N-1. \end{aligned}$$
(3.8)

Furthermore the global errors satisfy

$$\begin{aligned} \Vert u(t_n)-U_n\Vert \lesssim \Delta t,\quad \forall \;0\le n\le N. \end{aligned}$$
(3.9)

Proof

By a Taylor development with integral remainder at order 1, we have

$$\begin{aligned} u(t_{n+1})= & {} u(t_n)+\Delta t u'(t_n)+\int _{t_n}^{t_{n+1}}(t_{n+1}-\tau )u''(\tau )d\tau . \end{aligned}$$

Consequently, one has

$$\begin{aligned} E_l(t_{n+1})= \int _{t_{n}}^{t_{n+1}}(t_{n+1}-\tau )u''(\tau )d\tau \end{aligned}$$

and we conclude that (3.8) holds by our assumption.

For the second assertion, we simply notice that Lemma 3.3 guarantees that\(\phi (t,u,\Delta t)=F(t,u)\) satisfies (3.4) and we conclude by Theorem 3.2. \(\square \)

Remark 3.6

In the linear or semilinear case, it is not difficult to check that the assumption\(f\in C^{1}([0,T']\times V;V^{'})\) implies the extra regularity \(u\in C^{2}([0,T'];V)\). In the general situation, we further need that the mapping \((t,v)\rightarrow A_i(t,v), i=1,2,\) is Fréchet differentiable on \([0,T']\times V,\) with

$$\begin{aligned} \left\| \frac{\partial A_i}{\partial t}(t,v)\right\| _{\mathcal {L}(\mathbb R;\mathcal {L}(V; V'))}+ \left\| \frac{\partial A_i}{\partial v}(t,v)\right\| _{\mathcal {L}(V;\mathcal {L}(V; V'))} \lesssim 1, \quad \forall t\in [0,T], v\in V. \end{aligned}$$

3.1.2 Heun’s scheme (or Runge–Kutta of order 2)

This scheme corresponds to the choice

$$\begin{aligned} \phi (t,u,\Delta t)=\frac{1}{2}\left( F(t,u)+F(t+\Delta t,u+\Delta tF(t,u)\right) ), \end{aligned}$$

and then may be written as

$$\begin{aligned} \left\{ \begin{array}{llc} U_0=u_0 \\ U^{*}_{n+1}=U_n+\Delta t F(t_n,U_n), \\ U_{n+1}=U_{n}+\frac{\Delta t}{2}[F(t_n,U_n)+F(t_{n+1},U^{*}_{n+1})], n=0,\ldots ,N-1. \end{array} \right. \end{aligned}$$
(3.10)

Proposition 3.7

Under the assumptions of Theorem 2.5, assume that the solution u of (1.1) has the extra regularity \(C^3([0,T'];V)\). If \(U_n\) is the approximated solution given by the Runge–Kutta scheme, then

$$\begin{aligned} \Vert E_l(t_{n+1})\Vert \lesssim (\Delta t)^{3}, \quad \forall \;0\le n\le N-1. \end{aligned}$$

As a consequence, we have

$$\begin{aligned} \Vert u(t_n)-U_n\Vert \lesssim (\Delta t)^{2} ,\quad \forall \; 0\le n\le N. \end{aligned}$$

Proof

The first assumption follows by a Taylor development with integral remainder at the order 2. Thanks to Lemma 3.3, we easily check that

$$\begin{aligned} \Vert \phi (t,u,\Delta t)-\phi (t,v,\Delta t)\Vert \lesssim (1+\Delta t)\Vert u-v\Vert , \quad \forall t\in [0,T],u\in W,\;v\in V, \end{aligned}$$

which implies that \(\phi \) satisfies (3.4). The second assertion then follows from Theorem 3.2. \(\square \)

Remark 3.8

In the linear or semilinear case, the assumption \(f\in C^2([0,T']\times V;V^{'})\) implies the extra regularity \(u\in C^3([0,T'];V)\). In the general situation, we further need that the mapping \((t,v)\rightarrow A_i(t,v), i=1,2,\) is twicely Fréchet differentiable on \([0,T']\times V,\) with

$$\begin{aligned}&\left\| \frac{\partial ^2 A_i}{\partial t^2}(t,v)\right\| _{\mathcal {L}(\mathbb R,\mathbb R;\mathcal {L}(V; V'))}+ \left\| \frac{\partial ^2 A_i}{\partial v^2}(t,v)\right\| _{\mathcal {L}(V,V;\mathcal {L}(V; V'))}\\&\quad +\left\| \frac{\partial ^2 A_i}{\partial t\partial v}(t,v)\right\| _{\mathcal {L}(\mathbb R,V;\mathcal {L}(V; V'))} \lesssim 1, \quad \forall t\in [0,T], v\in V. \end{aligned}$$

3.2 Fully discrete scheme

For a positive parameter h (that plays the rule of a mesh size), we suppose given a finite dimensional subspace \(V_h\) of V and build a fully discrete approximation of problem (1.1). For that purpose, let us introduce some useful notations. For an arbitrary element \(u_h\) in \(V_h\), we consider the approximation \(A_{i,h}(t,u_h)\) of \(A_i(t,u_h),i=1,2\), defined by

$$\begin{aligned} \langle A_{i,h}(t,u_h)v_h,w_h\rangle _{V'_h,V_h}=a_i(t;u_h;v_h,w_h),\quad \forall v_h,w_h\in V_h. \end{aligned}$$
(3.11)

For further uses, for any \(t\in [0,T]\) and any \(u\in V,\) we define the orthogonal projection \(P_h(t,u)\) associated with the bilinear form \(a_1(t;u;\cdot ,\cdot ),\) i.e., for any \(v\in V,P_h(t,u)v\in V_h\) is the unique solution of

$$\begin{aligned} a_1(t;u;P_h(t,u)v,w_h)=a_1(t;u;v,w_h),\quad \forall w_h\in V_h. \end{aligned}$$

Similarly we introduce the orthogonal projection \(Q_h\) in V on \(V_h\) associated with the inner product \((\cdot ,\cdot )_V.\)

We first consider the discrete (in space) version of (1.1), namely we look for \(u_h\in C^1([0,T], V_h)\) solution of

$$\begin{aligned} \left\{ \begin{array}{llc} A_{1,h}(t,u_h)u_{h,t} +A_{2,h}(t,u_h)u_h=f_h(t,u_h), &{}\text {in }\,\, V_h,&{} 0<t\le T, \\ u_h(0)=P_h(t_0,u_0)u_{0},&{}\text {in }\,\, V_h,&{} \end{array} \right. \end{aligned}$$
(3.12)

where \(f_{h}(t,u_h)=I_{h}f(t,u_h)\) and \(I_{h}: V' \rightarrow V_{h}'\) is the linear and continuous operator defined by

$$\begin{aligned} \langle f_{h}(t,u_h),v_{h}\rangle _{V_{h}',V_{h}}=\langle f(t,u_h),v_{h}\rangle _{V',V},\quad \forall v_{h}\in V_{h}. \end{aligned}$$

As in the continuous case, the operator \(A_{1,h}(t,u_h), t\in [0,T], u_h\in V_h\) being invertible, this problem is then equivalent to

$$\begin{aligned} \left\{ \begin{array}{llc} u_{h,t} +\mathcal {A}_{h}(t,u_h)u_h=g_h(t,u_h), &{}\text {in }\,\, V_h,&{} 0<t\le T, \\ u_h(0)=P_h(t_0,u_0)u_{0},&{}\text {in }\,\, V_h,&{} \end{array} \right. \end{aligned}$$
(3.13)

where \(\mathcal {A}_h(t,u_h)=A_{1,h}(t,u_h)^{-1}A_{2,h}(t,u_h)\) and \(g_h(t,u_h)=A_{1,h}(t,u_h)^{-1}f_h(t,u_h).\) The next Lemma shows that the operator \(\mathcal {A}_h(t,u_h)\) is bounded (uniformly with respect to h) from \(V_h\) into itself.

Lemma 3.9

Under the hypotheses \(\mathbf {H_1}\) and \(\mathbf {H_2},\) for any \(t\in [0,T]\) and \(v_h\in V_h\), one has

$$\begin{aligned} \Vert \mathcal {A}_h(t,v_h)\Vert _{\mathcal {L}(V_h)}\le \dfrac{M_2}{\alpha }. \end{aligned}$$
(3.14)

Proof

Let us fix \(t\in [0,T]\) and \(v_h\in V_h.\) Then by definition we have

$$\begin{aligned} \Vert \mathcal {A}_h(t,v_h)\Vert _{\mathcal {L}(V_h)}=\sup _{w_h\in V_h,w_h\ne 0}\frac{\Vert \mathcal {A}_h(t,v_h)w_h\Vert }{\Vert w_h\Vert }. \end{aligned}$$

For a fixed \(w_h\in V_h,w_h\ne 0\), we set \(v'_h=A_{1,h}(t,v_h)^{-1}A_{2,h}(t,v_h)w_h,\) then owing to (3.11), \(v_h'\in V_h\) is the unique solution of

$$\begin{aligned} a_1(t;v_h; v'_h, \varphi _h)=a_2(t;v_h;w_h, \varphi _h), \quad \forall \varphi _h\in V_h. \end{aligned}$$

Taking \(\varphi _h=v'_h\) and using the hypotheses \(\mathbf {H_1}\) and \(\mathbf {H_2},\) we find that

$$\begin{aligned} \alpha \Vert v'_h\Vert ^2\le a_2(t;v_h;w_h, v'_h)\le M_2 \Vert w_h\Vert \Vert v'_h\Vert , \end{aligned}$$

which implies (3.14). \(\square \)

Note that problem (3.13) can be equivalently written as an ODE in \(V_h\):

$$\begin{aligned} \left\{ \begin{array}{llc} u_{h,t} =F_h(t,u_h), &{}\text {in }\,\, V_h,&{} 0<t\le T, \\ u_h(0)=P_h(t_0,u_0)u_{0},&{}\text {in }\,\, V_h,&{} \end{array} \right. \end{aligned}$$
(3.15)

where \(F_h(t,u_h)=g_h(t,u_h)-\mathcal {A}_h(t,u_h)u_h.\) Therefore its approximation by an explicit Euler scheme or by a Runge–Kutta scheme of order 2, takes the respective forms

$$\begin{aligned} \left\{ \begin{array}{llc} U_{0,h}=P_h(t_0,u_0)u_0 \\ U_{n+1,h}=U_{n,h}+\Delta t F_h(t_n,U_{n,h}),\;n=0,\ldots ,N-1. \end{array} \right. \end{aligned}$$
(3.16)

or

$$\begin{aligned} \left\{ \begin{array}{llc} U_{0,h}=P_h(t_0,u_0)u_0 \\ U^{*}_{n+1,h}=U_{n,h}+\Delta t F_h(t_n,U_{n,h}), \\ U_{n+1,h}=U_{n,h}+\frac{\Delta t}{2}[F_h(t_n,U_{n,h})+F_h(t_{n+1},U^{*}_{n+1,h})],\;n=0,\ldots ,N-1. \end{array} \right. \end{aligned}$$
(3.17)

Remark 3.10

For any \(u_h\in V_h,\) the hypotheses \(\mathbf {H_1}\) and \(\mathbf {H_2}\) yield

$$\begin{aligned} g_h(t,u_h)=P_h(t,u_h)g(t,u_h), \;\forall t\in [0,T]. \end{aligned}$$
(3.18)

Indeed as \(A_{1,h}(t,u_h)g_{h}(t,u_h)=I_h f(t,u_h),\) we obtain

$$\begin{aligned} a_{1}(t;u_h;g_h(t,u_h),v_h)=\langle f(t,u_{h}),v_h\rangle _{V',V},\;\;\;\forall v_h\in V_h. \end{aligned}$$

On one hand, the definition of \(P_h(t,u_h)\) implies that

$$\begin{aligned} a_1(t;u_h;P_h(t,u_h)g(t,u_h),v_h)=a_1(t;u_h;g(t,u_h),v_h)=a_1(t;u_h;A_{1}^{-1}(t,u_h)f(t,u_h),v_h), \end{aligned}$$

on the other hand, by the definition of the bilinear form \(a_1(t;u_h;\cdot ,\cdot ),\) we find that

$$\begin{aligned} a_{1}(t;u_h;g_h(t,u_h),v_h)=a_1(t;u_h;P_h(t,u_h)g(t,u_h),v_h),\;\;\;\forall v_h\in V_h. \end{aligned}$$

This proves (3.18) by Lax–Milgram’s lemma.

Our error analysis of the fully discrete scheme is based on the following assumptions.

\(\mathbf {H_7}\) :

There exist two Hilbert spaces \(D_s\) and \(\tilde{D}_{s-1}\) (\( s\ge 1\) being a parameter that could take different occurrence or not) such that \( D_s\hookrightarrow V\) and such that \(A_1(t,u)\) is an isomorphism from \(D_s\) into \(\tilde{D}_{s-1}\), while \(A_2(t,u)\) is only supposed to be bounded from \(D_s\) into \(\tilde{D}_{s-1},\) with

$$\begin{aligned} \Vert A_1(t,u)^{-1}\Vert _{\mathcal L(\tilde{D}_{s-1},D_s)}+ \Vert A_2(t,u)\Vert _{\mathcal L(D_s,\tilde{D}_{s-1})} \lesssim 1, \end{aligned}$$

for all \(t\in [0,T]\) and \(u\in V\).

\(\mathbf {H_8}\) :

For each parameter s from assumption \(\mathbf {H_7}\), there exists a positive real number q(s) such that

$$\begin{aligned} \Vert \varphi -Q_h\varphi \Vert \lesssim h^{q(s)}\Vert \varphi \Vert _{D_s}, \;\;\;\forall \varphi \in D_s. \end{aligned}$$
(3.19)

In practice, under the assumption that \(V\hookrightarrow H\), \(D_s\) corresponds to the domain of powers of \(A_1(t,u)\) or a subdomain of it (hence \(\tilde{D}_{s-1}=A_1(t,u)D_s\)), while the estimate (3.19) follows from an interpolation error estimate. In particular for \(s=1\), we can chose \(D_1=D(A_1(t,u))\) and \(\tilde{D}_{0}=H\), if \(D(A_1(t,u))\) is independent of t and u, and if we can check the above assumptions. We refer to Sects. 4 and 5 for some concrete illustrations.

Now, if we denote by

$$\begin{aligned} \Vert \cdot \Vert _{t,v}= \sqrt{a_1(t;v;\cdot ,\cdot )}, \end{aligned}$$

the norm on V associated with the bilinear form \(a_1(t;v;\cdot ,\cdot ),\) by the continuity and the uniform coercivity of \(a_1(t;v;\cdot ,\cdot )\) (hypotheses \(\mathbf {H_1}\) and \(\mathbf {H_2}\)), we notice that

$$\begin{aligned} \sqrt{\alpha }\Vert u\Vert \le \Vert u\Vert _{t,v}\le \sqrt{M_1}\Vert u\Vert ,\quad \forall t\in [0,T], \forall u,v\in V. \end{aligned}$$
(3.20)

Proposition 3.11

Let the hypotheses \(\mathbf {H_1}\)\(\mathbf {H_8}\) be satisfied. If we suppose that \(f\in C([0,T]\times V;\tilde{D}_{s-1})\), then for all \(t\in [0,T]\) and \((v,v_h)\in D_s\times V_h,\) we have

$$\begin{aligned} \Vert F_h(t,v_h)-F(t,v)\Vert \lesssim (1+\Vert v\Vert )\Vert v-v_h\Vert +h^{q(s)}(\Vert v\Vert _{D_s}+\Vert f(t,v)\Vert _{\tilde{D}_{s-1}}). \end{aligned}$$
(3.21)

Proof

Fix \(t\in [0,T]\) and \((v,v_h)\in D_s\times V_h\). By the triangular inequality, we have

$$\begin{aligned} \Vert F_h(t,v_h)-F(t,v)\Vert \le \Vert g_h(t,v_h)-g(t,v)\Vert +\Vert \mathcal {A}(t,v)v-\mathcal {A}_h(t,v_h)v_h\Vert . \end{aligned}$$

We start by the estimating the first term of this right-hand side. The identity (3.18) yields

$$\begin{aligned} \Vert g_h(t,v_h)-g(t,v)\Vert\le & {} \Vert g_h(t,v_h)-P_h(t,v_h)g(t,v)\Vert +\Vert (P_h(t,v_h)-I)g(t,v)\Vert \\= & {} \Vert P_h(t,v_h)(g(t,v_h)-g(t,v))\Vert +\Vert (P_h(t,v_h)-I)g(t,v)\Vert . \end{aligned}$$

On one hand using (3.20), we obtain

$$\begin{aligned} \Vert P_h(t,v_h)(g(t,v_h)-g(t,v))\Vert\le & {} \frac{1}{\sqrt{\alpha }}\Vert P_h(t,v_h)(g(t,v_h)-g(t,v))\Vert _{t,v_h} \\\le & {} \frac{1}{\sqrt{\alpha }}\Vert g(t,v_h)-g(t,v)\Vert _{t,v_h} \\\le & {} \sqrt{\frac{M_1}{\alpha }}\Vert g(t,v_h)-g(t,v)\Vert \\\lesssim & {} \sqrt{\frac{M_1}{\alpha }}\Vert v-v_h\Vert , \end{aligned}$$

where the last estimate is due to Corollary 2.4, 2. On the other hand, using again (3.20) we obtain

$$\begin{aligned} \Vert (P_h(t,v_h)-I)g(t,v)\Vert\le & {} \frac{1}{\sqrt{\alpha }}\Vert (P_h(t,v_h)-I)g(t,v)\Vert _{t,v_h} \\\le & {} \frac{1}{\sqrt{\alpha }}\Vert (Q_h -I)g(t,v)\Vert _{t,v_h} \\\le & {} \sqrt{\frac{M_1}{\alpha }}\Vert (Q_h -I)g(t,v)\Vert . \end{aligned}$$

Owing to the hypothesis (3.19), we find

$$\begin{aligned} \Vert (P_h(t,v_h)-I)g(t,v)\Vert \lesssim h^{q(s)}\Vert g(t,v)\Vert _{D_s}\lesssim h^{q(s)}\Vert f(t,v)\Vert _{\tilde{D}_{s-1}}. \end{aligned}$$

For the second term, we may write

$$\begin{aligned} \quad \Vert \mathcal {A}(t,v)v-\mathcal {A}_h(t,v_h)v_h\Vert\le & {} \Vert \mathcal {A}(t,v)v-\mathcal {A}(t,v_h)v\Vert +\Vert (I-P_h(t,v_h))\mathcal {A}(t,v_h)v\Vert \nonumber \\&+\Vert P_h(t,v_h)\mathcal {A}(t,v_h)v-\mathcal {A}_h(t,v_h)v_h\Vert . \end{aligned}$$
(3.22)

Corollary 2.3 directly furnishes

$$\begin{aligned} \Vert \mathcal {A}(t,v)v-\mathcal {A}(t,v_h)v\Vert \lesssim \Vert v-v_h\Vert \Vert v\Vert . \end{aligned}$$

Further owing to (3.20), we have

$$\begin{aligned} \Vert (I-P_h(t,v_h))\mathcal {A}(t,v_h)v\Vert \le \sqrt{\frac{M_1}{\alpha }}\Vert (I-Q_h)\mathcal {A}(t,v_h)v\Vert . \end{aligned}$$

As \(\mathcal {A}(t,v_h)v\in D_s\) due to the assumption \(v\in D_s,\) we deduce from the estimate (3.19) that

$$\begin{aligned} \Vert (I-P_h(t,v_h))\mathcal {A}(t,v_h)v\Vert \lesssim h^{q(s)}\Vert \mathcal {A}(t,v_h)v\Vert _{D_s}\lesssim h^{q(s)}\Vert v\Vert _{D_s}. \end{aligned}$$

It then remains to estimate the last term of the right-hand side of (3.22). For that purpose, setting \(w=\mathcal {A}(t,v_h)v\) and \(w_h=\mathcal {A}_h(t,v_h)v_h,\) by the definition of \(a_1\) and \(a_2,\) we have

$$\begin{aligned} a_1(t;v_h;w,\psi )= & {} a_2(t;v_h;v,\psi ), \quad \forall \psi \in V,\\ a_1(t;v_h;w_h,\psi _h)= & {} a_2(t;v_h;v_h,\psi _h),\quad \forall \psi _h\in V_h, \end{aligned}$$

and by the definition of \(P_h(t,v_h),\) we also have

$$\begin{aligned} a_1(t;v_h;P_h(t,v_h)w,\psi _h)=a_1(t;v_h;w,\psi _h),\quad \forall \psi _h\in V_h. \end{aligned}$$

Hence

$$\begin{aligned} a_1(t;v_h;P_h(t,v_h)w-w_h,\psi _h)=a_2(t;v_h;v-v_h,\psi _h),\quad \forall \psi _h\in V_h. \end{aligned}$$
(3.23)

Choosing in (3.23) \(\psi _h=P_h(t,v_h)w-w_h,\) we obtain owing to the hypotheses \(\mathbf {H_1}\) and \(\mathbf {H_2}\)

$$\begin{aligned} \Vert P_h(t,v_h)w-w_h\Vert \lesssim \Vert v-v_h\Vert . \end{aligned}$$

Consequently

$$\begin{aligned} \Vert P_h(t,v_h)\mathcal {A}(t,v)v-\mathcal {A}_h(t,v_h)v_h\Vert \lesssim \Vert v-v_h\Vert . \end{aligned}$$

Altogether we have shown that (3.21) is valid. \(\square \)

Lemma 3.12

Suppose that \(u_0\in D_s,\) that \(f\in C([0,T]\times V;\tilde{D}_{s-1})\) is \((V,\tilde{D}_{s-1})\)-Lipschitz continuous with respect to the second variable uniformly in t, and that \(\mathbf {H_7}\) hold. Then the sequence \((U_n)_{n=1}^{N}\) defined by (3.10) is (uniformly) bounded in \(D_s,\) i.e.,

$$\begin{aligned} \Vert U_n\Vert _{D_s}\lesssim 1,\quad \forall n=1,\ldots ,N. \end{aligned}$$

Proof

By construction (see (3.10)), we have

$$\begin{aligned} \Vert U_{n\!+\!1}\Vert _{D_s}\le & {} \Vert U_n\Vert _{D_s}\!+\!\frac{\Delta t}{2}\big (\Vert F(t_n,U_n)\Vert _{D_s}\!+\!\Vert F\big (t_{n+1},U_n\!+\! \Delta tF(t_n,U_n)\big )\Vert _{D_s}\big ). \end{aligned}$$
(3.24)

We then estimate each term of this right-hand side separately by using the assumptions that \(A_1(t,v)^{-1}\) is (uniformly) bounded from \(\tilde{D}_{s-1}\) into \(D_s,\) that \(\mathcal A(t,v)\) is (uniformly) bounded in \(D_s\) and taking into account the Lipschitz hypothesis on f.

For the first term, by the triangle inequality, for any \(u\in D_s\) we have

$$\begin{aligned} \Vert F(t_n,u)\Vert _{D_s}\le \Vert F(t_n,u)-F(t_n,0)\Vert _{D_s}+\Vert F(t_n,0)\Vert _{D_s}. \end{aligned}$$
(3.25)

Since \(F(t_n,0)=A_1(t_n,0)^{-1}f(t_n,0)\), we directly get

$$\begin{aligned} \Vert F(t_n,0)\Vert _{D_s}\lesssim \Vert f(t_n,0)\Vert _{\tilde{D}_{s-1}},\quad \forall \;n=0,1,\ldots ,N. \end{aligned}$$
(3.26)

Furthermore for any \(u\in D_s,\) and for any \(t\in [0,T]\), we can write

$$\begin{aligned} \Vert F(t,u)-F(t,0)\Vert _{D_s}\le & {} \Vert \mathcal {A}(t,u)u\Vert _{D_s}+\Vert g(t,u)-g(t,0)\Vert _{D_s}\nonumber \\\le & {} \Vert \mathcal {A}(t,u)u\Vert _{D_s}+\Vert A_1(t,u)^{-1}f(t,u)-A_1(t,0)^{-1}f(t,0)\Vert _{D_s}\nonumber \\\lesssim & {} \Vert u\Vert _{D_s}+\Vert A_1(t,u)^{-1}(f(t,u)-f(t,0))\Vert _{D_s}\nonumber \\&+\Vert A_1(t,u)^{-1}f(t,0)-A_1(t,0)^{-1}f(t,0)\Vert _{D_s}\nonumber \\\lesssim & {} \Vert u\Vert _{D_s}+\Vert f(t,u)-f(t,0)\Vert _{\tilde{D}_{s-1}}+\Vert f(t,0)\Vert _{\tilde{D}_{s-1}} \end{aligned}$$

By the Lipschitz property on f, we then conclude that

$$\begin{aligned} \Vert F(t,u)-F(t,0)\Vert _{D_s} \lesssim \Vert u\Vert _{D_s}+\Vert f(t,0)\Vert _{\tilde{D}_{s-1}}. \end{aligned}$$
(3.27)

These two estimates in (3.25) leads to

$$\begin{aligned} \Vert F(t_n,u)\Vert _{D_s}\lesssim \Vert u\Vert _{D_s}+\Vert f(t_n,0)\Vert _{\tilde{D}_{s-1}}. \end{aligned}$$
(3.28)

To estimate the second term of the right-hand side of (3.24), writting

$$\begin{aligned} F\big (t_{n+1},U_n+ \Delta tF(t_n,U_n)\big )=F\big (t_{n+1},U_n+ \Delta tF(t_n,U_n)\big )-F\big (t_{n+1},0\big )+F\big (t_{n+1},0\big ), \end{aligned}$$

and using (3.26) and (3.27), we obtain

$$\begin{aligned} \Vert F\big (t_{n+1},U_n+ \Delta tF(t_n,U_n)\big )\Vert _{D_s}&\lesssim \Vert U_n+ \Delta tF(t_n,U_n)\Vert _{D_s}+\Vert f(t_{n+1},0)\Vert _{\tilde{D}_{s-1}}\\&\lesssim \Vert U_n\Vert _{D_s}+ \Delta t\Vert F(t_n,U_n)\Vert _{D_s}+\Vert f(t_{n+1},0)\Vert _{\tilde{D}_{s-1}}. \end{aligned}$$

Therefore (3.28) allows to conclude that

$$\begin{aligned} \Vert F\big (t_{n+1},U_n+ \Delta tF(t_n,U_n)\big )\Vert _{D_s} \lesssim (1+\Delta t)\Vert U_n\Vert _{D_s}+\Delta t \Vert f(t_n,0)\Vert _{\tilde{D}_{s-1}}+\Vert f(t_{n+1},0)\Vert _{\tilde{D}_{s-1}}. \end{aligned}$$

Using this estimate and (3.28) in (3.24) leads to

$$\begin{aligned} \Vert U_{n+1}\Vert _{D_s}\lesssim (1+\Delta t)\Vert U_n\Vert _{D_s}+\Delta t\Vert f(t_n,0)\Vert _{\tilde{D}_{s-1}}+\Delta t\Vert f(t_{n+1},0)\Vert _{\tilde{D}_{s-1}}. \end{aligned}$$

By iteration, we find

$$\begin{aligned} \Vert U_n\Vert _{D_s}\lesssim (1+\Delta t)^{n}\Vert u_0\Vert _{D_s}+\Delta t\sum _{k=0}^{n-1} (1+\Delta t)^{n-1-k}\big (\Vert f(t_{k},0)\Vert _{\tilde{D}_{s-1}}+\Vert f(t_{k+1},0)\Vert _{\tilde{D}_{s-1}}\big ). \end{aligned}$$

As for all \(0\le k\le N\)

$$\begin{aligned} (1+\Delta t)^{k}\le (1+\Delta t)^{N}\lesssim e^{T}, \end{aligned}$$

the result follows since f is continuous from \([0,T]\times V\) into \(\tilde{D}_{s-1}.\)\(\square \)

Lemma 3.13

Let the hypotheses \(\mathbf {H_1}\) to \(\mathbf {H_8}\) and the hypotheses of Lemma 3.12 hold. Let \(U_n\) (resp. \(U_{n,h}\)) be the approximated solution given by (3.10) (resp. (3.17)). Then the error \(e_{n,h}=U_n-U_{n,h}\) is bounded as follows

$$\begin{aligned} \Vert e_{n,h}\Vert \lesssim h^{q(s)}. \end{aligned}$$
(3.29)

Proof

By the triangular inequality, we can write

$$\begin{aligned} \Vert e_{n+1,h}\Vert \le \Vert e_{n,h}\Vert+ & {} \frac{\Delta t}{2}\Vert F_h(t_n,U_{n,h})-F(t_n,U_n)\Vert \\+ & {} \frac{\Delta t}{2}\Vert F_h\big (t_{n+1},U_{n,h}+\Delta tF_h(t_n,U_{n,h})\big )-F\big (t_{n+1},U_{n}+\Delta tF(t_n,U_{n})\big )\Vert . \end{aligned}$$

As \(U_n\in D_s,\) for all \(1\le n\le N,\) Proposition 3.11 and Lemma 3.12 lead to

$$\begin{aligned} \Vert F_h(t_n,U_{n,h})-F(t_n,U_n)\Vert \lesssim \Vert e_{n,h}\Vert +h^{q(s)}\big (\Vert U_n\Vert _{D_s}+\Vert f(t_n,U_n)\Vert _{\tilde{D}_{s-1}}\big ). \end{aligned}$$

Using again this proposition and the previous estimate, we find

$$\begin{aligned}&\Vert F_h\big (t_{n+1},U_{n,h}+\Delta tF_h(t_n,U_{n,h})\big )-F\big (t_{n+1},U_{n}+\Delta tF(t_n,U_{n})\big )\Vert \lesssim (1+\Delta t)\Vert e_{n,h}\Vert \\&\quad +h^{q(s)}\big (\Vert U_n\Vert _{D_s} +\Vert f(t_n,U_n)\Vert _{\tilde{D}_{s-1}}+\Vert f\big (t_{n+1},U_n+\Delta tF(t_n,U_n)\big )\Vert _{\tilde{D}_{s-1}}\big ). \end{aligned}$$

Consequently

$$\begin{aligned} \Vert e_{n+1,h}\Vert\lesssim & {} (1+\Delta t)\Vert e_{n,h}\Vert + h^{q(s)}\Delta t \big (\Vert U_n\Vert _{D_s} +\Vert f(t_n,U_n)\Vert _{\tilde{D}_{s-1}} \\&+\Vert f(t_{n+1},U_n+\Delta tF(t_n,U_n))\Vert _{\tilde{D}_{s-1}}\big ). \end{aligned}$$

By iteration we deduce that

$$\begin{aligned} \Vert e_{n,h}\Vert\lesssim & {} (1+\Delta t)^n\Vert e_{0,h}\Vert + h^{q(s)}\Delta t\sum _{k=0}^{n-1}(1+\Delta t)^{n-k-1}\big (\Vert U_{k}\Vert _{D_s}\\&+\Vert f(t_{k},U_{k})\Vert _{\tilde{D}_{s-1}} +\Vert f(t_{k+1},U_{k}+\Delta tF(t_{k},U_{k}))\Vert _{\tilde{D}_{s-1}}\big ).\nonumber \end{aligned}$$
(3.30)

As \(u_0\in D_s,\) our hypothesis (3.19) guarantees that

$$\begin{aligned} \Vert e_{0,h}\Vert =\Vert u_0-P_h(t_0,u_0)u_0\Vert \lesssim h^{q(s)}\Vert u_0\Vert _{D_s}. \end{aligned}$$
(3.31)

By the Lipschitz continuity of f and since \(D_s\) is continously embedded into V,  we obtain

$$\begin{aligned} \Vert f(t_k,U_k)\Vert _{\tilde{D}_{s-1}}\lesssim \Vert U_k\Vert _{D_s}+\Vert f(t_k,0)\Vert _{\tilde{D}_{s-1}}. \end{aligned}$$
(3.32)

Similarly one has

$$\begin{aligned} \Vert f(t_{k+1},U_k+\Delta t F(t_k,U_k)\Vert _{\tilde{D}_{s-1}}\lesssim & {} \Vert U_k\Vert _{D_s}+\Delta t\Vert F(t_k,U_k)\Vert _{D_s}+\Vert f(t_{k+1},0)\Vert _{\tilde{D}_{s-1}} \end{aligned}$$

With the help of the estimate (3.28), we obtain

$$\begin{aligned} \Vert f(t_{k\!+\!1},U_k\!+\!\Delta t F(t_k,U_k)\Vert _{\tilde{D}_{s\!-\!1}}\! \lesssim \! (1+\Delta t)\Vert U_k\Vert _{D_s}\!+\!\Vert f(t_{k\!+\!1},0)\Vert _{\tilde{D}_{s\!-\!1}}\!+\!\Delta t\Vert f(t_{k},0)\Vert _{\tilde{D}_{s\!-\!1}}. \end{aligned}$$

Inserting this estimate, as well as (3.31) and (3.32) into (3.30), we deduce owing to Lemma 3.12 and the continuity of f from \([0,T]\times V\) into \(\tilde{D}_{s-1}\) that (3.29) is valid. \(\square \)

Remark 3.14

Under the same hypotheses of Lemma 3.13, if the Euler scheme (3.16) is used to approximate the solution of problem (1.1), then the error estimate (3.29) remains valid.

Corollary 3.15

Under the hypotheses \(\mathbf {H_1}\) to \(\mathbf {H_8}\), we suppose that \(u_0\in W\cap D_s,\)\(f\in C([0,T]\times V; \tilde{D}_{s-1}),\) that f is \((V,\tilde{D}_{s-1})\)-Lipschitz continuous with respect to the second variable uniformly in t. Assume that the solution u of problem (1.1) exists and belongs to \(C^{p+1}([0,T'];V)\), \(p=1\) or 2. Let \(U_{n,h}\) be its approximated solution given by (3.16) for \(p=1\) (resp. (3.17) for \(p=2\)). Then we have the global error estimate

$$\begin{aligned} \Vert u(t_n)-U_{n,h}\Vert \lesssim (\Delta t)^{p}+h^{q(s)}, \quad \forall n=1,\ldots , N. \end{aligned}$$
(3.33)

Proof

Direct consequence of Proposition 3.5 and Remark 3.14 for the Euler scheme, and of Proposition 3.7 and Lemma 3.13 for the Runge–Kutta scheme. \(\square \)

4 Applications to particular semi-linear equations

4.1 Elliptic operators of order two: the regular case

Let \(\Omega \) be a bounded domain of \(\mathbb {R}^{d}, d\ge 1\) with a Lipschitz boundary. For \(i=1,2,\) let \(L_i\) be two elliptic operators of order two of the form

$$\begin{aligned} L_i(x,D_x) u=-\sum _{k,\ell =1}^d \partial _k(a^{(i)}_{k,\ell }(x) \partial _\ell u) +\sum _{k=1}^d b^{(i)}_{k}(x) \partial _k u +c^{(i)}(x) u, \end{aligned}$$
(4.1)

where \(a^{(i)}_{k,\ell }=a^{(i)}_{\ell , k}\in C^{0,1}(\bar{\Omega })\), \(b^{(i)}_{k}, c^{(i)}\in L^\infty (\Omega ).\) Moreover we suppose that \(L_1\) is strongly elliptic, namely that there exists \(\alpha _*>0\) such that

$$\begin{aligned} \sum _{k,\ell =1}^d a^{(1)}_{k,\ell }(x) \xi _\ell \xi _k\ge \alpha _* |\xi |^2, \quad \forall \xi \in \mathbb {R}^{d}. \end{aligned}$$

In this case, we may introduce the continuous bilinear forms \(a_i\) on \(H^{1}_0(\Omega )\times H^{1}_0(\Omega )\) by

$$\begin{aligned} a_i(u,v)\!=\!\int _\Omega \left( \sum _{k,\ell \!=\!1}^d a^{(i)}_{k,\ell }(x)\;\partial _\ell u \;\partial _k v \!+\!\sum _{k\!=\!1}^d b^{(i)}_{k}(x) \partial _k u\; v \!+\!c^{(i)}(x) u\;v\right) \, dx, \forall u,v\in H^1_0(\Omega ). \end{aligned}$$

Hence their associated operator \(A_i\)

$$\begin{aligned} \langle A_i u,v\rangle _{V',V} =a_i(u,v), \quad \forall u,v\in H^1_0(\Omega ), \end{aligned}$$

are continuous from \(H^1_0(\Omega )\) into its dual \(H^{-1}(\Omega )\). These operators satisfy the hypotheses from Sect. 2 with \(V=H^1_0(\Omega )\) and \(H=L^2(\Omega )\), if we assume that \(a_1\) is coercive on \(H^1_0(\Omega )\) (that is the case if div \(\mathbf {b}^{(1)}=\sum _{k=1}^d \partial _k b^{(1)}_{k}=0\) and \(c^{(1)}\ge 0\) for example).

Consequently the problem

$$\begin{aligned} \left\{ \begin{array}{llc} L_1 u_t+L_2 u=f(t,u),&{}\text {in }\,\, \Omega \times (0,T),\\ u=0,&{}\text {on}\,\, \partial \Omega \times (0,T),\\ u(0)=u_{0},&{}\text {in }\,\,H_{0}^{1}(\Omega ),&{} \end{array} \right. \end{aligned}$$
(4.2)

is well-posedness for an initial datum \(u_0\in H^1_0(\Omega )\) and f continuously differentiable from \([0,T]\times H^1_0(\Omega )\) into \(H^{-1}(\Omega ).\) This system is a semi-linear Sobolev equation in \(\Omega \) that has been analyzed in [2, 15, 28, 31, 32, 39] in some particular situations with Neumann type boundary conditions. Such boundary conditions also enter into our framework by simply replacing \(H^1_0(\Omega )\) by \(H^1(\Omega )\) (and assuming that \(a_1\) is coercive in \(H^1(\Omega )\)).

In order to check the assumptions \(\mathbf {H_7}\) and \(\mathbf {H_8}\), we will characterize the domains of \(A_1\) (as an unbounded operator in H) and of \(A_1^{\frac{3}{2}}\) in some particular situations. In the first case we make use of Kadlec’s result.

Lemma 4.1

Under the previous hypotheses on the coefficients of \(L_i, i=1,2,\) and if \(\Omega \) is convex or has a boundary of class \(C^{1,1},\) then

$$\begin{aligned} D(A_1)=H^2(\Omega )\cap H^1_0(\Omega )\hookrightarrow D(A_2). \end{aligned}$$
(4.3)

Proof

For \(i=1,\) or 2,  we recall that

$$\begin{aligned} D(A_i)=\{u\in H^1_0(\Omega ): A_i u\in L^2(\Omega )\}. \end{aligned}$$

Hence \(u\in H^1_0(\Omega )\) belongs to \(D(A_1)\) if and only if there exists \(f\in L^2(\Omega )\) such that

$$\begin{aligned} a_1(u,v)=\int _\Omega fv\,dx, \quad \forall v\in H^1_0(\Omega ). \end{aligned}$$

This is equivalent to

$$\begin{aligned} \int _\Omega \sum _{k,\ell =1}^d a^{(1)}_{k,\ell }(x) \partial _\ell u \partial _k v \, dx=\int _\Omega hv\,dx, \quad \forall v\in H^1_0(\Omega ), \end{aligned}$$

where \( h=f-\sum _{k=1}^d b^{(1)}_{k} \partial _k u -c^{(1)} u \) belongs to \(L^2(\Omega )\). Hence owing to Kadlec’s result [22] (see also [18, Thm 3.2.1.3]), we conclude that \(u\in H^2(\Omega )\). This proves the embedding

$$\begin{aligned} D(A_1)\hookrightarrow H^2(\Omega )\cap H^1_0(\Omega ). \end{aligned}$$

The inverse embedding being trivial, we have shown that

$$\begin{aligned} \Vert u\Vert _{D(A_1)}\sim \Vert u\Vert _{H^2(\Omega )}, \quad \forall u\in D(A_1). \end{aligned}$$

Clearly we have \(D(A_1)=H^2(\Omega )\cap H^1_0(\Omega )\subset D(A_2),\) and therefore for \(u\in D(A_1),\)\(L_2 u\) belongs to \(L^2(\Omega )\) with

$$\begin{aligned} \Vert u\Vert _{D(A_2)}=\Vert u\Vert _{H^1_0(\Omega )}+\Vert L_2 u\Vert _{L^2(\Omega )}\lesssim \Vert u\Vert _{H^2(\Omega )}, \end{aligned}$$

which proves the continuous embedding of \(D(A_1)\) into \(D(A_2)\). \(\square \)

With the help of this result, as a first guess we can take \(D_1=D(A_1)\) and \(\tilde{D}_{0}=H\), since \(A_1\) is an isomorphism from \(D(A_1)\) into H and \(A_2\) is bounded from \(D(A_1)\) into H. The characterization of the domain of \(D(A_1^{\frac{3}{2}})\) and additional assumptions on the coefficients of \(A_2\) allow to build a second choice of pairs \(D_s, \tilde{D}_{s-1}\).

Lemma 4.2

Suppose that the boundary of \(\Omega \) is of class \(C^{2,1},\) that \(a^{(i)}_{k,\ell }=a^{(i)}_{\ell , k}\in C^{1,1}(\bar{\Omega })\), and that \(b^{(i)}_{k}, c^{(i)}\in C^{0,1}(\Omega )\). Then

$$\begin{aligned} D(A_1^{3/2})=A_1^{-1} H_0^{1}(\Omega )=\{u\in H^3(\Omega )\cap H^{1}_{0}(\Omega ): A_1u=0\;\;\text {on}\;\; \partial \Omega \}. \end{aligned}$$
(4.4)

If furthermore we have

$$\begin{aligned} a^{(2)}_{k,l}=a^{(1)}_{k,l} \text { and } d^{(2)}\cdot n=d^{(1)} \cdot n \hbox { on } \partial \Omega , \end{aligned}$$
(4.5)

where n is the unit outward normal vector along the boundary and for \(d^{(i)}=(d^{(i)}_l)_{l=1}^d\) is the vector given by

$$\begin{aligned} d^{(i)}_l=-\sum _{k}^{d}\partial _k a^{(i)}_{k,l}+b_l^{(i)}. \end{aligned}$$

Then \(A_2\) is continuous from \(D(A_1^{3/2})\) into \(H_0^{1}(\Omega )\).

Proof

Let \(u\in D(A_1^{3/2})\). Then there exists \(h\in H^{1}_0(\Omega )\) such that

$$\begin{aligned} A_1u=h. \end{aligned}$$

By [18, Theorem 2.5.1.1, p. 128], we deduce that \(u\in H^{3}(\Omega )\), hence the embedding

$$\begin{aligned} D(A^{3/2}_1)\hookrightarrow \{u\in H^3(\Omega )\cap H^{1}_{0}(\Omega ): A_1u=0\;\;\text {sur}\;\; \partial \Omega \}. \end{aligned}$$

The converse embedding being trivial, the first assertion is proved.

Let us go on with the second assertion. Let us then fix \(u\in D(A_1^{3/2})\), then by the regularity of the coefficients of \(L_2\), we directly see that \(A_2 u=L_2u\) belongs to \(H^1(\Omega )\). Hence it remains to show that it is zero on the boundary. For that purpose, we notice that

$$\begin{aligned} L_iu=-\sum _{k,\ell =1}^d a^{(i)}_{k,\ell } \partial _k\partial _\ell u+ d^{(i)}\cdot \nabla u+c^{(i)} u. \end{aligned}$$

Hence on the boundary, splitting the gradient of u into its tangential part and its normal one, and recalling that \(u=0\) on the boundary, we have

$$\begin{aligned} L_iu=-\sum _{k,\ell =1}^d a^{(i)}_{k,\ell } \partial _k\partial _\ell u+ (d^{(i)}\cdot n) \partial _n u \hbox { on } \partial \Omega . \end{aligned}$$

Our assumption (4.5) then implies that

$$\begin{aligned} L_2u=L_1u \hbox { on } \partial \Omega , \end{aligned}$$

which finishes the proof since \(L_1u\) is zero on the boundary. \(\square \)

Let us notice that a similar result may remain valid for less regular boundaries. Indeed it holds for instance for a square and for \(L_1\) reduces to the Laplace operator.

Lemma 4.3

If \(\Omega \) is the unit square \((0,1)^2\) of the plane and \(L_1=\Delta ,\) then (4.4) remains valid.

Proof

We use an argument from the proof of Lemma 2.4 in [21]. Let \(v\in D(A_1^{3/2})\hookrightarrow D(A_1)=H^2(\Omega )\cap H_0^{1}(\Omega ),\) then \(g=\Delta v \in H^1_0(\Omega ).\) Hence from elliptic regularity, \(v\in H^3(\Omega \setminus V),\) where V is any neighborhood of the corners. It then remains to show the \(H^3\) regularity near the corners. By symmetry, it suffices to show such a regularity near 0. Let us then fix a radial cut-off function \(\eta \) such that \(\eta =1\) near 0 with \(\text {supp}\;\eta \subset B(0,\frac{1}{2}).\) Consequently \(u=\eta v\) (extended by zero outside its support) belongs to \(H^2((0,\infty )^2)\cap H^1_0((0,\infty )^2)\) and satisfies

$$\begin{aligned} \Delta u=\eta g+2\frac{\partial \eta }{\partial r}\frac{\partial v}{\partial r}+v\Delta \eta =\tilde{f}\in H^1_0((0,\infty )^2). \end{aligned}$$

We now set

$$\begin{aligned} U(x,y)=u(|x|,|y|)\;\text {sign}\;xy, \text { and } F(x,y)=\tilde{f}(|x|,|y|)\;\text {sign}\;xy, \end{aligned}$$

and easily check that

$$\begin{aligned} \Delta U=F, \end{aligned}$$

in the distributional sense. But as \(F\in H^1(\mathbb {R}^2)\) by [37, p.85], we conclude that \(U\in H^3(\mathbb {R}^2),\) and consequently \(u\in H^3((0,\infty )^2)\) and finally \(v\in H^3(\Omega ).\)\(\square \)

In conclusion if (4.4) and (4.5) are valid, we can take \(D_{3/2}=D(A_1^{\frac{3}{2}})\) and \(\tilde{D}_{1/2}=D(A_1^{\frac{1}{2}})=H_0^1(\Omega )\).

Now to build a fully discrete scheme, we shall use a finite element method based on a triangulation of \(\Omega \). To this end, we consider a family of meshes \(\left\{ \mathcal T_h\right\} _h\) of \(\Omega \), where each mesh is made of tetrahedral (or triangular) elements K. To simplify the analysis, we assume that the boundary of \(\Omega \) is exactly triangulated, and therefore, we consider curved Lagrange finite elements as described in [5]. Also, for each element K, we denote by \(\mathcal F_K\) the mapping taking the reference element \(\hat{K}\) to K.

With the help of this triangulation \(\mathcal {T}_{h}\), we define the approximation space \(V_h\subset H_{0}^{1}(\Omega )\) by

$$\begin{aligned} V_{h} = \left\{ v_{h} \in H^1_0(\Omega )\; : \; v_{h}|_K \circ \mathcal F_K^{-1} \in \mathbb {P}_p(\hat{K}) \; \forall K \in \mathcal T_h \right\} , \end{aligned}$$
(4.6)

where \(\mathbb {P}_p(\hat{K})\) stands for the set of polynomials of total degree less than or equal to p.

In this setting, owing to Corollary 5.2 of [5] (see also Theorem 3.2.2 of [10]), the assumption (3.19) is satisfied for \(s=1\) (under the assumption (4.3)) or \(s=\frac{3}{2}\) (under the assumptions (4.4) and (4.5)), with \(q(s)=2s-1\) and the choice \(p\ge q(s)\), i.e., for all \(f\in D_s\), one has

$$\begin{aligned} \Vert f-Q_hf\Vert \lesssim h^{q(s)}\Vert f\Vert _{D_s}. \end{aligned}$$

Finally the fully discrete schemes of problem (4.2) can be formulated as follows: The explicit Euler scheme consists in looking for \(U_{n+1,h}\in V_h\) solution of

$$\begin{aligned} a_1\big (U_{n+1,h},\chi _h\big ) =a_1(U_{n,h},\chi _h) -\Delta t a_2(U_{n,h}, \chi _h)+\Delta t (f(t_n,U_{n,h}),\chi _h),\;\;\forall \chi _h\in V_h, \end{aligned}$$
(4.7)

that allows to compute \(U_{n+1,h}\) by the knowledge of \(U_{n,h}\) and of \(f(t_n,U_{n,h}).\)

Similarly, by the Runge–Kutta method, we look for \(U_{n+1,h}^{*}\in V_h\) solution of

$$\begin{aligned} a_1(U_{n+1,h}^{*},\chi _h)=a_1(U_{n,h},\chi _h)+\Delta t(f_h(t_n,U_{n,h}),\chi _h)-\Delta t a_2(U_{n,h},\chi _h),\;\forall \chi _h\in V_h. \end{aligned}$$

and then \(U_{n+1,h}\in V_h\) solution of

$$\begin{aligned}&a_1( U_{n+1,h},\chi _h)=a_1(U_{n,h},\chi _h)\nonumber \\&\; + \frac{\Delta t}{2}\big [\big (f(t_n,U_{n,h})\!+\!f(t_{n+1},U_{n\!+\!1,h}^{*}),\chi _h\big )\!-\!a_2(U_{n,h}+U_{n\!+\!1,h}^{*},\chi _h)\big ],\;\forall \chi _h\in V_h.\nonumber \\ \end{aligned}$$
(4.8)

4.2 Elliptic operators of order two: the singular case

We now extend the previous results to the case where the domain \(\Omega \) is a non-smooth two-dimensional domain and the principal part of \(L_1\) and \(L_2\) are piecewise constant. In that case, Lemma 4.1 is no more valid in general (see [24,25,26, 30] for instance), but the use of weighted Sobolev spaces of Kondratiev’s type [18, 36] will allow to put (4.2) into our abstract framework.

Let us start with the definition of the weighted Sobolev spaces in a polygonal domain D of \(\mathbb {R}^2\) (see [36] or [18, Def. 8.4.1.1]).

Definition 4.4

Let r(x) be the distance from a point x of D to the vertices of D. For \(\alpha \in \mathbb {R}\) and \(k\in \mathbb {N}^*\), we define

$$\begin{aligned} L^2_\alpha (D)= & {} \{u \in L^2_\mathrm{loc}(D): r^{\alpha } u\in L^2(D)\},\\ V^k_\alpha (D)= & {} \{u\in L^2_{\alpha -k}(D): r^{\alpha +|\beta |-k} D^\beta u\in L^2(D), \forall \beta \in \mathbb {N}^2: |\beta |\le k\}. \end{aligned}$$

These spaces are Hilbert spaces equipped with their natural norms:

$$\begin{aligned} \Vert u\Vert _{L^2_\alpha (D)}=\Vert r^{\alpha } u\Vert _{L^2(D)}, \Vert u\Vert _{V^k_\alpha (D)}^2= \sum _{|\beta |\le k} \Vert r^{\alpha +|\beta |-k} D^\beta u\Vert ^2_{L^2(D)}. \end{aligned}$$

For any edge e of D, the trace space of \(V^1_\alpha (D)\) onto e is denoted by \(V^{\frac{1}{2}}_\alpha (e)\) (see [29, Thm 1.31]). Note that \(V^{\frac{1}{2}}_\alpha (e)\) has its own definition, see [29, Def. 1.9], in particular we have

$$\begin{aligned} V^{\frac{1}{2}}_\alpha (e)\hookrightarrow L^2_{\alpha -\frac{1}{2}}(e). \end{aligned}$$
(4.9)

We now suppose that \(\Omega \) is a polygonal domain of \(\mathbb {R}^2\) that is partitioned into sub-domains \(\Omega _j\), \(j=1,\ldots , J\), with a positive integer J so that the \(\Omega _j\)’s are disjoint open polygonal domains and that

$$\begin{aligned} \bar{\Omega }=\cup _{j=1}^J\bar{\Omega }_j. \end{aligned}$$

Let us further denote by \(e_\ell \), \(\ell =1,\ldots , L\), the set of interior edges, namely the set of straight segments that are the intersection of \(\bar{\Omega }_j\cap \bar{\Omega }_{j'}\) with \(j\ne j'\) (hence they are not included into the boundary of \(\Omega \)). Similarly the set \(\mathcal{S}\) of vertices of \(\Omega \) is simply the set of vertices of all \(\Omega _j\)’s.

In the following we need piecewise weighted Sobolev spaces \(\mathcal {V}^k_\alpha (\Omega )\), more precisely, we set

$$\begin{aligned} \mathcal {V}^k_\alpha (\Omega )=\{v\in L^2_{\alpha -k}(\Omega ): v_j\in V^k_\alpha (\Omega _j), \quad \forall j=1,\ldots , J\}, \end{aligned}$$

where \(v_j:=v_{|\Omega _j}\) denotes the restriction of v to \(\Omega _j\). Again these spaces are Hilbert spaces equipped with their natural norms.

Now we suppose that the operators \(L_i\) are elliptic of order 2 in the previous form (4.1) but with coefficients \(a^{(i)}_{k,\ell }=a^{(i)}_{\ell , k}\) piecewise regular, in other words the restriction of \(a^{(i)}_{k,\ell }\) to \(\Omega _j\) are regular (\(C^\infty (\bar{\Omega }_j)\)). As before we assume that the bilinear form \(a_1\) associated with \(A_1\) is coercive so that \(A_1\) is an isomorphism from \(H^1_0(\Omega )\) into \(H^{-1}(\Omega )\).

To facilitate the presentation, for \(i=1\) or 2, let us introduce the symmetric matrix \(M_i=(a^{(i)}_{k,\ell })_{k,\ell =1,2}\) and the gradient jumps of u through an edge \(e_\ell \) as follows

when \(e_\ell =\bar{\Omega }_j\cap \bar{\Omega }_{j'}\) and \(n_\ell \) is the unit normal vector along \(e_\ell \) orientated from \(\Omega _j\) to \(\Omega _{j'}\).

We now recall Corollary 4.4 of [30] that is valid in dimension 2 under the assumption \(\gamma <1\) since there exists \(r>1\) such that

$$\begin{aligned} L^2_\gamma (\Omega ) \hookrightarrow L^r(\Omega ). \end{aligned}$$
(4.10)

Theorem 4.5

Suppose that \(\gamma \in (0,1)\) and the segment \((0,1-\gamma ]\) does not contain singular exponent of \(A_1\) at all corners of \(\Omega \). Then for all \(f\in L^2_\gamma (\Omega )\) and \(h_\ell \in V^{\frac{1}{2}}_\gamma (e_\ell )\), \(\ell =1, \ldots , L\), there exists a unique solution \(u\in H^1_0(\Omega )\cap \mathcal {V}^2_\gamma (\Omega )\) to problem

(4.11)

in the sense that

$$\begin{aligned} a_1(u,v)=F(v), \quad \forall v\in H^1_0(\Omega ), \end{aligned}$$

where the linear form F is given by

$$\begin{aligned} F(v)=\int _\Omega f(x)v(x)\,dx+ \sum _{\ell =1}^L \int _{e_\ell } h_\ell \gamma v(x)\,d\sigma (x), \quad \forall v\in H^1_0(\Omega ). \end{aligned}$$

Note that F is well-defined on \(H^1_0(\Omega )\) since for all \(\gamma \in (0,1)\), there exists \(r\in (1,2]\) such that

$$\begin{aligned} V^{\frac{1}{2}}_\gamma (e_\ell )\hookrightarrow L^r(e_\ell ). \end{aligned}$$
(4.12)

Indeed by (4.9), any \(w\in V^{\frac{1}{2}}_\gamma (e_\ell )\) satisfies

$$\begin{aligned} r^{\gamma -\frac{1}{2}} w\in L^2(e_\ell ). \end{aligned}$$

If \(\gamma \le \frac{1}{2}\), we directly obtain \(w\in L^2(e_\ell )\), on the contrary if \(\gamma \in (0,\frac{1}{2})\), as

$$\begin{aligned} r^{\frac{1}{2}-\gamma }\in L^t(e_\ell ), \end{aligned}$$

for all \(t<(\gamma -\frac{1}{2})^{-1}\), owing to Hölder’s inequality we show that \(w\in L^r(e_\ell )\) for some \(r>1\).

This Theorem allows to check the assumption \(\mathbf {H_7}\) with \(D_1=\mathcal {V}_{\gamma }^2(\Omega )\cap H^{1}_0(\Omega )\) and \(\tilde{D}_{0}=L_{\gamma }^2(\Omega )\times \prod _{\ell =1}^L V^{\frac{1}{2}}_{\gamma }(e_\ell )\), for all \(\gamma \in (1-\lambda _a,1)\), when \(\lambda _a\) is the smallest positive singular exponent associated with \(A_1\). Indeed, the previous result asserts that \(A_1\) is an isomorphism from \(D_1\) into \(\tilde{D}_{0}\), therefore it remains to check the boundedness property of \(A_2\):

Lemma 4.6

\(A_2\) is bounded from \(D_1\) into \(\tilde{D}_{0}\).

Proof

Fix \(v\in \mathcal {V}_{\gamma }^2(\Omega )\cap H^{1}_0(\Omega )\), then \(A_2v\) belongs to \(H^{-1}(\Omega )\) and is given by

$$\begin{aligned} \langle A_2 v,w\rangle= & {} a_2(v,w)\\= & {} \int _\Omega \left( \sum _{k,\ell =1}^2 a^{(2)}_{k,\ell }(x)\;\partial _\ell v \;\partial _k w +\sum _{k=1}^2 b^{(2)}_{k}(x) \partial _k v\; w +c^{(2)}(x) v\;w\right) \, dx, \end{aligned}$$

for all \(w\in H^{1}_0(\Omega )\). As \(b^{(2)}_{k} \partial _k v\) and \(c^{(2)} v\) are in \(L^2(\Omega )\), it remains to transform the first term of this right-hand side. For that purpose, we first fix \(w\in \mathcal{D}(\Omega )\). By an application of Hölder’s inequality, there exists \(r>1\) such that

$$\begin{aligned} \partial _\ell v_j\in W^{1,r}(\Omega _j), \forall j=1,\cdots , J. \end{aligned}$$

Therefore Green’s formula on each \(\Omega _j\) yields

As \(\partial _k(a^{(2)}_{k,\ell }\;\partial _\ell ) v\) (resp. ) belongs to \(L^2_\gamma (\Omega )\) (resp. \(V^{\frac{1}{2}}_\gamma (e_\ell )\)) and since \(H^{1}_0(\Omega )\) (resp. \(H^{\frac{1}{2}}(e_\ell )\)) is embedded into \(L^s(\Omega )\) (resp. \(L^s(e_\ell )\)) for all \(s>1\) and recalling (4.10), (4.12), the previous identity remains valid for all \(w\in H^{1}_0(\Omega )\), owing to Hölder’s inequality. We then deduce that

This ends the proof in view of the regularity of \(L_2 v_j\) and of . \(\square \)

In conclusion problem (4.2) is well-posed if we take an initial datum \(u_0\) in \(D_1\) and if f(tu) is continuous with value in \(\tilde{D}_{0}\). Nevertheless it is well known that the reduction of regularity diminishes the rate of convergence for a standard FEM based on quasi-uniform meshes, but the use of refined meshes near the singular points allows to restore the optimal order of convergence, namely the estimate (3.19) is valid with \(q(1)=1\) (using [36] or [18, Thm 8.4.1.6] on each subdomain \(\Omega _j\)), \(V_h\) being defined by (4.6) with a triangulation that is conform with the partition of \(\Omega \) (i.e., each triangle T of \(\mathcal T_h\) has to be included into one \(\Omega _j\)).

Remark 4.7

Near an exterior vertex, where \(\Omega \) is convex or if the coefficients \(a^{(1)}_{k,\ell }\) are continuous at an interior vertex, then the shift Theorem is valid in standard Sobolev spaces and therefore it is not necessary to take initial data in weighted Sobolev spaces near such vertices but it suffices to take them in \(H^2\). Consequently near such vertices, quasi-uniform meshes can be used.

Remark 4.8

If \(L_2\) is strongly elliptic, then this operator may have one singularity \(S_\mu \) near a vertex, with \(0<\mu <1\), in other words, \(S_\mu \in H^1_0(\Omega )\) behaves like \(r^\mu \) near this vertex, is piecewise regular elsewhere and satisfies

$$\begin{aligned} L_2 S_\mu =g\in L^2(\Omega ). \end{aligned}$$

Then the function \(u(x,t)=S_\mu (x)\) is clearly a solution of (4.2) with \(f=g\) and initial datum \(S_\mu \):

$$\begin{aligned} \left\{ \begin{array}{llc} L_1 u_t+L_2 u=g,&{}\text {in}\,\, \Omega \times (0,T),\\ u=0,&{}\text {on}\,\, \partial \Omega \times (0,T),\\ u(0)=S_\mu ,&{}\text {in}\,\,H_{0}^{1}(\Omega ).&{} \end{array} \right. \end{aligned}$$

This solution is indeed furnished by our abstract framework if we fix the parameter \(\gamma \) appropriately, namely if \( \gamma >\max \{1-\mu , 1-\lambda _a\}. \)

To avoid to take initial data in weighted Sobolev spaces, we will extend our previous framework in the following way. For each interior vertex \(s\in \mathcal{S}_\mathrm{int}\), we fix a smooth cut-off function \(\eta _s\) equal to 1 near s and equal to zero near the other vertices. We then introduce

$$\begin{aligned} \hat{D}_1=D_1\oplus \hbox { Span } \{\eta _s: s\in \mathcal{S}_\mathrm{int}\}, \end{aligned}$$

in other words \(v\in \hat{D}_1\) if and only if there exists \(v_w\in D_1\) and coefficients \(c_s\in \mathbb {R}\), \(s\in \mathcal{S}_\mathrm{int}\) such that

$$\begin{aligned} v=v_w+\sum _{s\in \mathcal{S}_\mathrm{int}} c_s\eta _s. \end{aligned}$$
(4.13)

This is a Hilbert space with the inner product

$$\begin{aligned} (v,v')=(v_w,v_w')_{D_1}+\sum _{s,s'\in \mathcal{S}_\mathrm{int}} c_s c'_s, \end{aligned}$$

when \(v=v_w+\sum _{s\in \mathcal{S}_\mathrm{int}} c_s\eta _s\) and \(v'=v'_w+\sum _{s\in \mathcal{S}_\mathrm{int}} c'_s\eta _s.\)

The key point is the next result.

Lemma 4.9

The operator \(A_1^{-1} A_2\) is bounded from \(\hat{D}_1\) into itself.

Proof

Take an arbitrary element \(v\in \hat{D}_1\), then it admits the splitting (4.13) and hence

$$\begin{aligned} A_2 v=A_2v_w+\sum _{s\in \mathcal{S}_\mathrm{int}} c_sA_2\eta _s. \end{aligned}$$

As we have seen in Lemma 4.6 that \(A_2v_w\) is in \(\tilde{D}_{0}\), it remains to show that \(A_2\eta _s\) is in \(\tilde{D}_{0}\) as well. If this is the case, then \(A_2v\) belongs to \(\tilde{D}_{0}\) and we conclude owing to Theorem 4.5.

For \(s\in \mathcal{S}_\mathrm{int}\), let us characterize \(A_2 \eta _s\). By definition we have

$$\begin{aligned} \langle A_2 \eta _s,w\rangle= & {} a_2(\eta _s,w) \\= & {} \int _\Omega \left( \sum _{k,\ell =1}^2 a^{(2)}_{k,\ell }(x)\;\partial _\ell \eta _s \;\partial _k w +\sum _{k=1}^2 b^{(2)}_{k}(x) \partial _k \eta _s\; w +c^{(2)}(x) \eta _s\;w\right) \, dx, \end{aligned}$$

for all \(w\in H^{1}_0(\Omega )\). As \(\eta _s\) is regular, we can apply Green’s formula on each \(\Omega _j\) to find

Since \(\eta _s\) is constant near the vertices of \(\Omega \), we deduce that \(L_2 \eta _{s,j}\in L^2_\gamma (\Omega _j)\) and that , which shows that \(A_2\eta _s\in \tilde{D}_{0}\). \(\square \)

Corollary 4.10

If \(f\in C([0,T]; L^2(\Omega ))\) and \(u_0\in \{v\in H^1_0(\Omega ): v_j\in H^2(\Omega _j), \forall j=1,\cdots , J\}\), then problem

$$\begin{aligned} \left\{ \begin{array}{llc} L_1 u_t+L_2 u=f,&{}\text {in}\,\, \Omega \times (0,T),\\ u=0,&{}\text {on}\,\, \partial \Omega \times (0,T),\\ u(0)=u_0,&{}\text {in}\,\,H_{0}^{1}(\Omega ),&{} \end{array} \right. \end{aligned}$$

has a unique solution \(u\in C^1([0,T]; \hat{D}_1)\).

Proof

Owing to Hardy’s inequality [18, p. 28], any function \(u_0\in \{v\in H^1_0(\Omega ): v_j\in H^2(\Omega _j), \forall j=1,\cdots , J\}\) admits the splitting

$$\begin{aligned} u_0=u_w+\sum _{s\in \mathcal{S}_\mathrm{int}} u_0(s) \eta _s, \end{aligned}$$

with \(u_w\in \mathcal {V}^2_\varepsilon (\Omega )\) for all \(\varepsilon >0\). This implies that \(u_0\in \hat{D}_1\). Since \(L^2(\Omega )\hookrightarrow L^2_\gamma (\Omega )\), we will have \(A_1^{-1} f\in C([0,T], D_1)\) and we conclude owing to the continuity of \(A_1^{-1} A_2\) from \(\hat{D}_1\) into itself. \(\square \)

In the framework of this corollary, a solution \(u\in C^1([0,T]; \hat{D}_1)\) is found. Therefore our convergence results will be guaranteed if we show (3.19) with \(q(1)=1\) and refined meshes but for any \(\varphi \in \hat{D}_1\). For that purpose, write \(\varphi \in \hat{D}_1\) into

$$\begin{aligned} \varphi =\varphi _w+\sum _{s\in \mathcal{S}_\mathrm{int}} c_s\eta _s, \end{aligned}$$

with \(\varphi _w\in D_1\) and real coefficients \(c_s\in \mathbb {R}\). For the first term, by [36] or [18, Thm 8.4.1.6] we have

$$\begin{aligned} \Vert \varphi _w-I_h \varphi _w\Vert _{1,\Omega } \lesssim h \Vert \varphi _w\Vert _{D_1}, \end{aligned}$$

where \(I_h\) is the Lagrange interpolation operator. For the second term, as \(\eta _s\) belongs to \(H^2(\Omega )\), a standard interpolation estimate yields

$$\begin{aligned} \Vert \eta _s-I_h \eta _s\Vert _{1,\Omega } \lesssim h \Vert \eta _s\Vert _{H^2(\Omega )}\lesssim h. \end{aligned}$$

In conclusion the function \(I_h\varphi \) satisfies

$$\begin{aligned} \Vert \varphi -I_h \varphi \Vert _{1,\Omega } \lesssim h \Vert \varphi \Vert _{\hat{D}_1}, \end{aligned}$$

which proves (3.19) with \(q(1)=1\).

4.3 Numerical results

To validate our theoretical results, we propose different test examples. First in (4.2) we take \(L_1=I-\Delta \) and \(L_2=-\Delta \) (\(\Delta \) being the Laplace operator) in convex and non-convex polygons with an explicit solution and compute the different rates of convergence. Then we will consider a semi-linear equation for which the exact solution is unknown, hence we compute experimental convergence rates. In all cases, we compute two rates of convergence of the error (in the \(H^{1}_{0}(\Omega )\) norm): one in space and another one in time. Namely, for the first (resp. second) one, we chose \(\Delta t\) (resp. h) small enough with respect to h (resp. \(\Delta t\) ) so that the error due to the time (resp. space) discretization is neglectible; and then let vary the parameter h (resp. \(\Delta t\)) from a rough value to finer ones.

In the whole subsection, for a sequence of functions \(U_n\in H^1(\Omega ), 0\le n\le N\), we set

$$\begin{aligned} \Vert U_n\Vert _{\infty }=\max \limits _{0\le n\le N}\Vert U_n\Vert _{H^1(\Omega )}. \end{aligned}$$

4.3.1 The smooth case

On the unit square \((0,1)^2\subset \mathbb {R}^2\), we take the exact solution

$$\begin{aligned} u(t,x,y)= x(1-x)y(1-y) \sin t, \quad \forall t\in [0,T],\; x,y\in (0,1), \end{aligned}$$

the right-hand side f being computed accordingly. In such a case, we present the numerical tests for the Euler scheme (4.7), where \(V_h\) is based on \(\mathbb {P}_1\) elements. The approximated solution obtained by this scheme is illustrated in Fig. 1 for different values of t with the choice \(\Delta t=h=0.1.\)

Fig. 1
figure 1

Approximated solution by Euler’s scheme (4.7) of problem (4.2) for \(t=0, t=0.5, t=0.7\) and \(t=T\) with \(\Delta t=0.1\) and \(h=0.1\)

The rate of converge of the error in space (resp. time) is presented in Table 1 (resp. 2) with \(\Delta t=0.001\) (resp. \(h=1/160\)). There we can see a rate of convergence of 1, that is in accordance with (3.33).

Table 1 Evolution of the error by Euler’s scheme at final time \(T=0.1\) for different h
Table 2 Evolution of the error by Euler’s scheme at final time \(T=1\) for different \(\Delta t\)

We now present the numerical results relative to the Runge–Kutta scheme (4.8), where \(V_h\) is based on \(\mathbb {P}_2\) elements. In this case, as exact solution, we take

$$\begin{aligned} u(t,x,y)= \big [x(1-x)y(1-y)\big ]^{3} \sin t, \end{aligned}$$

that then belongs to \(C([0,T];D(A_1^{\frac{3}{2}})\).

Table 3 Evolution of the error at final time \(T=1\) for different h for the Runge–Kutta scheme and \(\mathbb {P}_2\) el
Table 4 Evolution of the error at final time \(T=20\) for different \(\Delta t\) for the Runge–Kutta scheme and \(\mathbb {P}_2\) el

From Tables 3 and 4, we see that the convergence rate is 2 in space and 2 in time, as expected from (3.33).

4.3.2 The nonsmooth case

In order to illustrate the results from Sect. 4.2, we have decided to take the domain \(\Omega =(-1,1)\times (0,1)\subset \mathbb {R}^{2}\), the operator \(L_2=-\Delta \), while the operator \(L_1=-\) div \(a\nabla \), with a piecewise constant, namely

$$\begin{aligned} a=\left\{ \begin{array}{ll} \epsilon &{}\hbox { in } \Omega _2, \\ 1&{}\hbox { in } \Omega _1\cup \Omega _3, \end{array} \right. \end{aligned}$$

where \(\epsilon \) is a positive parameter, we have set

$$\begin{aligned} \Omega _1= & {} \Omega \cap \{(r\cos \theta , r\sin \theta ): r>0 \hbox { and } 0<\theta<\frac{\pi }{4}\},\\ \Omega _2= & {} \Omega \cap \{(r\cos \theta , r\sin \theta ): r>0 \hbox { and } \frac{\pi }{4}<\theta<\frac{3\pi }{4}\},\\ \Omega _3= & {} \Omega \cap \{(r\cos \theta , r\sin \theta ): r>0 \hbox { and } \frac{3\pi }{4}<\theta < \pi \}, \end{aligned}$$

and, as usual, \((r,\theta )\) are the polar coordinates of (xy) centred at the origin.

In that case if \(\epsilon \ne 1\), the operator \(L_1\) with Dirichlet boundary conditions has a singularity at (0, 0) given by (see [30])

$$\begin{aligned} S_\lambda = \left\{ \begin{array}{lll} r^\lambda \sin (\lambda \theta ) &{}\hbox { in } \Omega _1, \\ r^\lambda \left( \frac{2}{\epsilon +1} \sin (\lambda \theta ) +\frac{\epsilon -1}{\sqrt{\epsilon }(\epsilon +1)} \cos (\lambda \theta ) \right) &{}\hbox { in } \Omega _2, \\ r^\lambda \sin (\lambda (\pi - \theta )) &{}\hbox { in } \Omega _3, \end{array} \right. \end{aligned}$$

with \(\lambda =\frac{4}{\pi }\arcsin \left( \sqrt{\frac{1}{\epsilon +1}}\right) \).

Consequently we take

$$\begin{aligned} u(t,x,y)=\sin t S_\lambda (x,y), \forall t\ge 0, x,y\in \Omega , \end{aligned}$$

that is seen as the exact solution of

$$\begin{aligned} A_1u_t+A_2u=(\sin t) h, \end{aligned}$$

where \(h\in \tilde{D}_0\) is the jump of \(\frac{\partial u}{\partial n}\) along the edge \(e_1=\bar{\Omega }_1\cap \bar{\Omega }_2\) and the edge \(e_2=\bar{\Omega }_2\cap \bar{\Omega }_3\). This means that u is solution of

We then have approximated this problem by the Euler scheme (4.7), where \(V_h\) is based on \(\mathbb {P}_1\) elements on either uniform meshes or refined (near 0) ones with the choice \(\epsilon =3\) that yields \(\lambda =2/3\). The rate of converge of the error in space is presented in Table 5 for uniform and refined meshes (see Fig. 2 for \(h=0.2\)) with \(\Delta t=0.0001\) and a final time \(T=0.1\). There we can see a rate of convergence of 2 / 3 (resp. 1) for uniform (refined) meshes, as expected. Here for shortness, we do not present the rate of converge of the error in time since we are interested in the influence of the space singularities.

Table 5 Evolution of the error by Euler’s scheme at final time \(T=0.1\) for different h with uniform/refined meshes for \(\Delta t=0.0001\) and \(\epsilon =3\)
Fig. 2
figure 2

Uniform (left) and refined (right) meshes

4.3.3 A semi-linear equation

Here we consider problem (4.2) on the unit square \(\Omega =(0,1)^2\) and zero initial datum with

$$\begin{aligned} f(t,u)=\sqrt{1+t+u^{2}}, \end{aligned}$$
(4.14)

that is clearly continously differentiable from \([0,T]\times H^1_0(\Omega )\) into \(\mathbb {R}\). In such a case, the exact solution is unknown, hence we shall compute the experimental rates of convergence using succesive solutions: the experimental space convergence rate is computed by

$$\begin{aligned} \log _{2}\bigg (\frac{\Vert U_{n,h}-U_{n,2h}\Vert _{\infty }}{\Vert U_{n,h/2}-U_{n,h}\Vert _{\infty }}\bigg ), \end{aligned}$$

where \(U_{n,2h}\) and \(U_{n,h/2}\) are the fully discrete solutions for the meshes 2h and h / 2 respectively and \(\Delta t\) small enough. Similarly, the experimental time convergence rate is computed by

$$\begin{aligned} \log _{2}\bigg (\frac{\Vert U^{\Delta t}_{n,h}-U^{2\Delta t}_{n,h}\Vert _{\infty }}{\Vert U^{\Delta t/2}_{n,h}-U^{\Delta t}_{n,h}\Vert _{\infty }}\bigg ), \end{aligned}$$
(4.15)

where \(U^{2\Delta t}_{n,h}\) and \(U^{\Delta t/2}_{n,h}\) are the fully discrete solutions for the time steps \(2\Delta t\) and \(\Delta t/2,\) respectively and h small enough.

Fig. 3
figure 3

The fully discrete solution \(U_{n,h}\) obtained by Euler’s scheme with \( \Delta t=0.1\) and \(h=0.1\) and \(\mathbb {P}_1\) el

Figure 3 shows the fully discrete solution \(U_{n,h}\) obtained by Euler’s scheme and \(\mathbb {P}_1\) elements at final time \(T=1\) with \(\Delta t=0.1\) and \(h=0.1.\) In that case, the experimental time (resp. space) convergence rate is presented in Table 6 (resp. 7), where an order one is detected, as theoretically expected. Additionnally, the experimental time (resp. space) convergence rate is presented in Table 8 (resp. 9) using \(\mathbb {P}_2\) elements, where, as theoretically expected, an order one in time and two in space are observed.

Table 6 Experimental time convergence rate for different \(\Delta t\) with \(h=\frac{1}{160}\) and \(\mathbb {P}_1\) el
Table 7 Experimental space convergence rate for different h with \(\Delta t=\frac{1}{4000}\) and \(\mathbb {P}_1\) el
Table 8 Experimental time convergence rate for different \(\Delta t\) with \(h=\frac{1}{320}\) and \(\mathbb {P}_2\) el
Table 9 Experimental space convergence rate for different h with \(\Delta t=\frac{1}{4000}\) and \(\mathbb {P}_2\) el

5 Applications to quasi-linear equations

5.1 Non autonomous equations

Here we concentrate on the non autonomous case, namely we suppose that the operators \(A_1(t,u)\) and \(A_2(t,u)\) depend only on the time variable t,  but still corresponds to second order differential operators. More precisely, in a bounded domain \(\Omega \) of \(\mathbb {R}^{d},d\ge 1\) with a Lipschitz boundary, for \(i=1,2,\)\(L_i\) is a differential operator of order two of the form

$$\begin{aligned} L_i(x,D_x,t) u=-\sum _{k,\ell =1}^d \partial _k(a^{(i)}_{k,\ell }(x,t) \partial _\ell u) +\sum _{k=1}^d b^{(i)}_{k}(x,t) \partial _k u +c^{(i)}(x,t) u, \end{aligned}$$

where \(a^{(i)}_{k,\ell }=a^{(i)}_{\ell , k}\in C([0,T];C^{0,1}(\bar{\Omega }))\cap C^{0,\gamma }([0,T];L^{\infty }(\Omega ))\), \(b^{(i)}_{k}, c^{(i)}\in C^{0,\gamma }([0,T];L^\infty (\Omega ))\), for some \(\gamma \in (0,1]\). Furthermore, \(L_1\) is supposed to be uniformly elliptic, namely there exists \(\alpha _*>0\) such that

$$\begin{aligned} \sum _{k,\ell =1}^d a^{(1)}_{k,\ell }(x,t) \xi _\ell \xi _k\ge \alpha _* |\xi |^2, \quad \forall \xi \in \mathbb {R}^d, t\in [0,T]. \end{aligned}$$

In this case, the bilinear form \(a_i(t;\cdot ,\cdot ), i=1,2,\) is independent of u and is defined by

$$\begin{aligned} a_i(t;v,w)= & {} \int _\Omega \left( \sum _{k,\ell =1}^d a^{(i)}_{k,\ell }(x,t) \partial _\ell v \partial _k w \right. \\&\left. +\sum _{k=1}^d b^{(i)}_{k}(x,t) \partial _k v w +c^{(i)}(x,t) v w\right) \, dx, \quad \forall v,w\in H^1_0(\Omega ), \end{aligned}$$

and for all \(t\in [0,T],\) the operator \(A_i(t)\) defined by

$$\begin{aligned} \langle A_i(t) u,v\rangle _{V',V} =a_i(t,u,v), \quad \forall u,v\in H^1_0(\Omega ), \end{aligned}$$

is continous from \(H^{1}_0(\Omega )\) into \(H^{-1}(\Omega ).\) Finally if we suppose that \(a_1\) is uniformly coercive in \(H^{1}_0(\Omega )\), then the assumptions \(\mathbf {H_1}\)\(\mathbf {H_3}\) will be satisfied. As in Sect. 4.1, one can show that \(D(A_1(t))=H^{2}(\Omega )\cap H^{1}_{0}(\Omega )\), for all \(t\in [0,T]\) if the boundary of \(\Omega \) is \(C^{1,1}\) or if \(\Omega \) is convex. Therefore, under this additional hypothesis, the assumptions \(\mathbf {H_7}\) and \(\mathbf {H_8}\) with \(D_1=H^{2}(\Omega )\cap H^{1}_{0}(\Omega )\) and \(\tilde{D}_{0}=L^2(\Omega )\) will be satisfied if \(V_h\) is defined by (4.6) with \(p=1\).

Finally, under the assumptions \(\mathbf {H_4}\) to \(\mathbf {H_6}\) on f, the next problem

$$\begin{aligned} \left\{ \begin{array}{llc} L_1(t)u_t+L_2(t) u=f(t,u),&{}\text {in }\,\, \Omega \times (0,T), \\ u=0,&{}\text {on}\,\, \partial \Omega \times (0,T), \\ u(0)=u_{0},&{}\text {in }\,\,H_{0}^{1}(\Omega ),&{} \end{array} \right. \end{aligned}$$
(5.1)

is well-posed and can be approxiamted by the fully Euler discrete scheme (see (3.16))

$$\begin{aligned} a_1(t_n;U_{n\!+\!1,h},\chi _h)\!=\!a_1(t_n;U_{n,h},\chi _h)\!-\!\Delta t a_2(t_n;U_{n,h},\chi _h)\!+\!\Delta t(f(t_n,U_{n,h}),\chi _h),\; \forall \chi _h\in V_h. \end{aligned}$$

We now illustrate this theory by chosing in (5.1), \(\Omega =(0,1)^2\), \(L_1(t)=I-(1+t)\Delta \) and \(L_2(t)=-(1+t)\Delta .\) Clearly the bilinear forms \((a_i(t;\cdot ,\cdot ))_{t\in [0,T]}\) satisfy the previous assumptions, in particular we directly see that

$$\begin{aligned} |a_i(t;u,v)-a_i(s;u,v)|\lesssim |t-s|\Vert u\Vert \Vert v\Vert ,\;\;\forall u,v\in H^{1}_0(\Omega ),\forall \;t,s\in [0,T]. \end{aligned}$$

We start with a linear problem by taking the exact solution

$$\begin{aligned} u(t,x,y)=\sin t \sin (\pi x)\sin (\pi y), \quad \forall (x,y)\in \Omega , t>0. \end{aligned}$$

As before, we present the time (resp. space) convergence rate in Table 10 with \(h=0.003125\) (resp. Table 11 with \(\Delta t=0.001\)), where again order one is obtained.

Table 10 Evolution of the error at final time \(T=0.1\) for different \(\Delta t\)
Table 11 Evolution of the error at final time \(T=0.1\) for different h

We go on with a semi-linear equation by taking the source term f(tu) defined by (4.14) and a zero initial datum \(u(0)=0.\) In Fig. 4, we can see the fully discrete solution (by Euler’s scheme) \(U_{n,h}\) at final time \(T=1\) with \(\Delta t=h=0.1.\) The experimental time (resp. space) convergence rate is presented in Table 12 with \(h=\frac{1}{160}\) (resp. 13 with \(\Delta t=\frac{1}{4000}\)), where again an order one is detected.

Fig. 4
figure 4

The fully discrete solution \({U}_{n,h}\) at final time \(T=1\) obtained by Euler’s scheme with \(\Delta t=h=0.1\)

Table 12 Experimental time convergence rate for different \(\Delta t\) with \(h=\frac{1}{160}\) and \(\mathbb {P}_1\) el
Table 13 Experimental space convergence rate for different h with \(\Delta t=\frac{1}{4000}\) and \(\mathbb {P}_1\) el

5.2 Quasi-linear cases

5.2.1 An example in dimension 1

Here we consider a quasilinear problem

$$\begin{aligned} \left\{ \begin{array}{llc} \frac{\partial u}{\partial t}-\frac{\partial }{\partial x}\big (\rho _1(x,u)\frac{\partial ^2 u}{\partial x\partial t}+\rho _2(x,u) \frac{\partial u}{\partial x}\big )=f(t,u),&{}\text {in }\,\, (0,1)\times (0,T), \\ u=0,&{}\text {on}\,\, \partial (0,1)\times (0,T), \\ u(0)=u_{0},&{}(0,1),&{} \end{array} \right. \end{aligned}$$
(5.2)

where \(\rho _1, \rho _2:(0,1)\times \mathbb {R}\longmapsto \mathbb {R}\) are two continuous functions satisfying

  • there exist two positive constants \(\beta , M\) such that

    $$\begin{aligned} \beta \le \rho _1(x,u)\le M, \;\;\text { and }\;\;|\rho _2(x,u)|\le M, \forall (x,u)\in \bar{\Omega }\times \mathbb {R}, \end{aligned}$$
    (5.3)
  • the function \(\rho _i, i=1,2\), is globaly Lipschitz, i. e., there exists a constant \(L>0\) such that

    $$\begin{aligned} |\rho _i(x,u)-\rho _i(x,\tilde{u})|\le L|u-\tilde{u}|,\;\;\forall (x, u,\tilde{u})\in \bar{\Omega }\times \mathbb {R}^{2}. \end{aligned}$$
    (5.4)

With these assumptions, the bilinear forms \(a_i(u;\cdot ,\cdot ), i=1,2,\) defined on \(H^{1}_0(\Omega )\times H^{1}_0(\Omega )\) as

$$\begin{aligned} a_i(u;v,w)=\int _{0}^{1}\rho _i(x,u(x))\frac{\partial v}{\partial x}\frac{\partial w}{\partial x}dx, \end{aligned}$$

satisfy the assumptions \(\mathbf {H_1}\)\(\mathbf {H_3}\), this last property following from the Sobolev embedding theorem yielding \(H^1(0,1)\hookrightarrow C([0,1])\).

Here we discretize problem (5.2) by explicit Euler’s scheme using the finite element space

$$\begin{aligned} V_h=\{v_h\in H^{1}_{0}(\Omega ); v_h\mid _{[x_i,x_{i+1}]}\in \mathbb {P}_1, 0\le i\le N, v_h(0)=v_h(1)=0\}, \end{aligned}$$

based on a uniform subdivision \(x_i=ih\), \(0\le i\le N\), with \(h=\frac{1}{N}\) and \(N\in \mathbb {N}^*\). For the numerical illustrations, we take the source term f(tu) defined by (4.14), a zero initial datum \(u(0)=0\) and

$$\begin{aligned} \rho _1(x,u)=\frac{1}{2}+\frac{u^2}{1+u^2}, \quad \rho _2(x,u)=\frac{u^2}{1+u^2}. \end{aligned}$$

As before the experimental time (resp. space) convergence rate is 1, as seen in Table 14 with \(h=\frac{1}{320}\) (resp. 15 with \(\Delta t=\frac{1}{1000}\)).

5.2.2 An example in dimension 2

On the unit square \(\Omega =(0,1)^2\) of \(\mathbb {R}^2,\) we consider the problem

$$\begin{aligned} \left\{ \begin{array}{llc} \Delta \big (\rho _1(x,u)\Delta u_t\big )+\Delta \big (\rho _2(x,u) \Delta u\big )=f(t,u),&{}\text {in }\,\, \Omega \times (0,T), \\ u=\frac{\partial u}{\partial n}=0,&{}\text {on}\,\, \partial \Omega \times (0,T), \\ u(0)=u_{0},&{}\text {in }\,\,H_{0}^{2}(\Omega ),&{} \end{array} \right. \end{aligned}$$
(5.5)

where \(\frac{\partial u}{\partial n}\) denote the outward normal derivative of u on \(\partial \Omega ,\)\(\rho _1\) and \(\rho _2\) are two functions in \(C^2(\bar{\Omega }\times \mathbb {R},\mathbb {R})\) that fulfil the assumptions (5.3)–(5.4) with second order partial derivatives uniformly bounded in x and u.

Table 14 Experimental time convergence rate for different \(\Delta t\) with \(h=0.00625\)
Table 15 Experimental space convergence rate for different h with \(\Delta t=0.001\)

For all \(u\in H^{2}_0(\Omega ),\) and \(i=1\) or 2, we define the bilinear form \(a_i(u;\cdot ,\cdot )\) by

$$\begin{aligned} a_i(u;v,w)=\int _{\Omega }\big (\rho _i(x,u)\Delta v\Delta w\big )dx,\;\;\forall v,w\in H^{2}_{0}(\Omega ), \end{aligned}$$
(5.6)

that immediately satisfy the assumptions \(\mathbf {H_1}\) and \(\mathbf {H_3}\), due to the embedding \(H^2(\Omega )\hookrightarrow C(\bar{\Omega })\) (consequence of the Sobolev embedding theorem). To check that \(\mathbf {H_2}\) holds, due to (5.3) we first notice that

$$\begin{aligned} a_1(u;v,v)\ge \beta \Vert \Delta v\Vert ^2_{L^2(\Omega )}, \quad \forall v\in H^{2}_{0}(\Omega ). \end{aligned}$$

Secondly as the Laplace operator is an isomorphism from \(H^{2}(\Omega )\cap H^{1}_{0}(\Omega )\) into \(L^2(\Omega )\), we have

$$\begin{aligned} \Vert v\Vert _{H^{2}(\Omega )}\lesssim \Vert \Delta v\Vert _{L^2(\Omega )}, \quad \forall v\in H^{2}(\Omega )\cap H^{1}_{0}(\Omega ). \end{aligned}$$

As \(H^{2}_{0}(\Omega )\) is included into \(H^{2}(\Omega )\cap H^{1}_{0}(\Omega )\), these two estimates show that \(\mathbf {H_2}\) holds.

In order to check \(\mathbf {H_7}\) and \(\mathbf {H_8}\), we use the next result.

Lemma 5.1

For all \(u\in H^{2}_0(\Omega ),\) we have

$$\begin{aligned} D(A_1(u))=H^4(\Omega )\cap H^{2}_0(\Omega )\hookrightarrow D(A_2(u)). \end{aligned}$$
(5.7)

Proof

For a fixed \(u\in H^{2}_0(\Omega ),\) we recall that

$$\begin{aligned} D(A_1(u))=\{v\in H^{2}_0(\Omega ): A_1(u)v\in L^{2}(\Omega )\}. \end{aligned}$$

Hence we see that \(v\in H^{2}_0(\Omega )\) belongs to \(D(A_1(u))\) if and only if there exists \(f\in L^2(\Omega )\) such that

$$\begin{aligned} \Delta (\rho (x,u)\Delta v)=f, \end{aligned}$$

in the distributional sense (here and below, for shortness we write \(\rho (x,u)\) for \(\rho _1(x,u)\)). By Leibniz’s product rule, we get equivalently

$$\begin{aligned} \rho (x,u)\Delta ^2 v=\tilde{f}:= f-\Delta [\rho (x,u(x))]\Delta v-2\nabla [\rho (x,u(x))]\cdot \nabla \Delta v. \end{aligned}$$
(5.8)

The difficulty is that this right-hand side is not automatically in \(L^2(\Omega )\), hence we will use a bootstrap argument. First by the chain rule, we notice that

$$\begin{aligned} \partial _i [\rho (x,u(x))]= & {} \partial _i \rho (x,u(x))+\partial _u \rho (x,u(x)) \partial _i u(x), \end{aligned}$$
(5.9)
$$\begin{aligned} \partial ^2_{ij} [\rho (x,u(x))]= & {} \partial ^2_{ij} \rho (x,u(x))+\partial ^2_u \rho (x,u(x)) \partial _i u(x)\partial _j u(x)\nonumber \\&+\partial _u \rho (x,u(x)) \partial ^2_{ij} u(x), \end{aligned}$$
(5.10)

for any \(i,j\in \{1,2\}\). Note that these identities directly imply that

$$\begin{aligned} \rho (\cdot ,u(\cdot )), \frac{1}{\rho (\cdot ,u(\cdot ))} \in H^2(\Omega ). \end{aligned}$$
(5.11)

With such identities, for \(i=1\) or 2, we also see that

$$\begin{aligned} \partial _i [\rho (x,u(x))]\partial _i \Delta v=\partial _i \rho (x,u)\partial _i \Delta v+\partial _u \rho (x,u) \partial _i u \partial _i \Delta v, \end{aligned}$$
(5.12)

and that

$$\begin{aligned} \Delta [\rho (x,u(x))]\Delta v=\sum _{j=1}^3 T_j(x,u) \Delta v, \end{aligned}$$
(5.13)

where we have set

$$\begin{aligned} T_1(x,u)= & {} (\Delta \rho )(x,u),\\ T_2(x,u)= & {} \partial ^2_u \rho (x,u) \{ (\partial _1 u)^2+ (\partial _2 u)^2\},\\ T_3(x,u)= & {} \partial _u \rho (x,u) \Delta u. \end{aligned}$$

In a first step, for \(i=1\) or 2, we show that

$$\begin{aligned} \partial _i [\rho (x,u(x))]\partial _i \Delta v\in H^{-s}(\Omega ), \quad \forall s\in (1,2). \end{aligned}$$
(5.14)

According to the identity (5.12), it suffices to show that each term of its right-hand side belongs to \(H^{-s}(\Omega ),\) for all \(s\in (1,2).\) For that purpose, we notice that \( \partial _i \Delta v\in H^{-1}(\Omega )\), and \(\partial _i u\in H^1(\Omega )\). By the regularity assumptions on \(\rho \), we see that

$$\begin{aligned} \partial _i \rho (x,u), \partial _u \rho (x,u) \partial _i u\in H^1(\Omega ). \end{aligned}$$
(5.15)

As Theorem 1.4.4.2 of [18] implies that the product

$$\begin{aligned} u v\in H^{-s}(\Omega ), \quad \forall s\in (1,2), \end{aligned}$$
(5.16)

If \(u\in H^1(\Omega )\) and \(v\in H^{-1}(\Omega )\), we conclude that (5.14) holds. Similarly for \(j=1,2\) or 3, we show that

$$\begin{aligned} T_j(x,u) \Delta v\in H^{-s}(\Omega ), \quad \forall s\in (1,2). \end{aligned}$$
(5.17)

By the boundedness of \(\Delta \rho \) and the regularity \(v\in H^2(\Omega )\), we directly get \(T_1(x,u) \Delta v\in L^2(\Omega )\), hence (5.17) for \(j=1\). Now by the Sobolev embedding Theorem, \(H^1(\Omega )\hookrightarrow L^p(\Omega )\), for all \(p\ge 1\), hence by Hölder’s inequality, we get

$$\begin{aligned} (\partial _i u)^2 \Delta v\in L^1(\Omega ), \quad \forall i=1,2, \end{aligned}$$

since the condition \(1=\frac{2}{p}+\frac{1}{2}\) holds if \(p=4\). As \(\partial ^2_u \rho (x,u)\) is bounded, we deduce that \(T_2(x,u) \Delta v\in L^1(\Omega )\), which implies (5.17) for \(j=2\), because \(H^s_0(\Omega )\hookrightarrow C (\bar{\Omega })\), owing to the Sobolev embedding theorem. Finally, the regularities \(u,v\in H^2(\Omega )\) simply guarantee that \(\Delta u \Delta v\in L^1(\Omega )\) and hence \(T_3(x,u) \Delta v\in L^1(\Omega )\), and we conclude as for \(j=2\).

At this stage, by (5.14) and (5.17), we deduce that \(\tilde{f}\) (defined in (5.8)) belongs to \(H^{-s}(\Omega ),\) for all \(s\in (1,2).\) With the regularity property (5.11) and Theorem 1.4.4.2 of [18], we conclude that

$$\begin{aligned} \Delta ^2 v=\frac{\tilde{f}}{\rho (\cdot ,u)}\in H^{-s}(\Omega ), \quad \forall s\in (1,2). \end{aligned}$$

Owing to Theorem 2 of [6] and Corollary 5.12 of [13], we deduce that

$$\begin{aligned} v\in H^{4-s}(\Omega ), \quad \forall s\in (1,2), \end{aligned}$$

or equivalently

$$\begin{aligned} v\in H^{3-\varepsilon }(\Omega ), \quad \forall \varepsilon \in (0,1). \end{aligned}$$

This extra regularity allows to show that

$$\begin{aligned} \partial _i [\rho (x,u(x))]\partial _i \Delta v\in H^{-\varepsilon ' }(\Omega ), \quad \forall \varepsilon ' \in (0,1), \end{aligned}$$
(5.18)

for \(i=1\) or 2 and

$$\begin{aligned} T_j(x,u) \Delta v\in H^{-\varepsilon ' }(\Omega ), \quad \forall \varepsilon ' \in (0,1), \end{aligned}$$
(5.19)

for \(j=1,2\) or 3. For the first assertion, by the regularity \( \partial _i \Delta v\in H^{-\varepsilon }(\Omega )\), the properties (5.15) and Theorem 1.4.4.2 of [18], we conclude that (5.18) holds for \(\varepsilon '>\varepsilon \). For the second assertion, by the boundedness of second derivatives of \(\rho _1\), we first notice that

$$\begin{aligned} T_1(x,u) \Delta v \in L^2(\Omega ), \end{aligned}$$

hence (5.19) for \(j=1\). For \(j=2\) we remark that \((\partial _1 u)^2+(\partial _2 u)^2\) belongs to \(L^2(\Omega )\) due to the embedding \(H^1(\Omega )\hookrightarrow L^p(\Omega )\), for all \(p\ge 1\), and Hölder’s inequality. Since we directly get that \(\Delta u\in L^2(\Omega )\), we conclude that

$$\begin{aligned} T_j(x,u)\in L^2(\Omega ), \hbox { for } j=2,3. \end{aligned}$$

Again Theorem 1.4.4.2 of [18] leads to (5.19) for \(\varepsilon '>\varepsilon \), and \(j=2,3\).

By its definition, we deduce that \(\tilde{f}\) belongs to \(H^{-\varepsilon ' }(\Omega ),\) for all \(\varepsilon ' \in (0,1),\) and by (5.11) and Theorem 1.4.4.2 of [18] we get

$$\begin{aligned} \Delta ^2 v\in H^{-\varepsilon }(\Omega ), \quad \forall \varepsilon \in (0,1). \end{aligned}$$

By Theorem 2 of [6] and Corollary 5.12 of [13], we deduce that

$$\begin{aligned} v\in H^{4-\varepsilon }(\Omega ), \quad \forall \varepsilon \in (0,1). \end{aligned}$$

This regularity implies that \(\partial _i \Delta v\in H^{1-\varepsilon }(\Omega ),\) for all \(\varepsilon \in (0,1)\) hence \(\partial _i \Delta v\in L^{p}(\Omega ),\) for all \(p>1\), which allows to show that

$$\begin{aligned} \partial _i [\rho (x,u(x))]\partial _i \Delta v \in L^2(\Omega ). \end{aligned}$$

More simply as \( \Delta v\) belongs to \(H^{2-\varepsilon }(\Omega ),\) for all \(\varepsilon \in (0,1)\), it is bounded in \(\Omega \) and consequently

$$\begin{aligned} T_j(x,u) \Delta v\in L^2(\Omega ). \end{aligned}$$

This leads to the final property

$$\begin{aligned} \Delta ^2 v\in L^2(\Omega ), \end{aligned}$$

and by Theorem 2 of [6], we conclude that

$$\begin{aligned} v\in H^{4}(\Omega ). \end{aligned}$$

We have thus shown that \( D(A_1(u))\hookrightarrow H^4(\Omega )\cap H^{2}_0(\Omega )\). As the converse embedding is direct the proof is complete. \(\square \)

With the help of this Lemma, the assumption \(\mathbf {H_7}\) holds with the choice \(D_1=H^4(\Omega )\cap H^{2}_0(\Omega )\) and \(\tilde{D}_{0}=L^2(\Omega ).\)

Since the variational space is included into \(H^2(\Omega ),\) the use of continuous FEM is not appropriate, hence we shall use HCT elements (Hsieh-Cough-Tocher) described in [10] for instance. Such elements are macro-elements (see Fig. 5) since each triangle K is subdivided into three sub-triangles \(K_i, i=1,2,3\), namely we define

$$\begin{aligned} P_K=\{v\in C^1(K):v\mid _{K_i}\in \mathcal {P}_3(K_i), 1 \le i \le 3\}, \end{aligned}$$

and then

$$\begin{aligned} V_h=\left\{ v\in C^1(\bar{\Omega }):v\mid _{K}\in P_K, \forall K\in \mathcal {T}_{h}, v=\frac{\partial v}{\partial n}=0\;\;\text {on}\;\;\partial \Omega \right\} \subset H^{2}_{0}(\Omega ). \end{aligned}$$

For more details, we refer to [10, p. 341].

Fig. 5
figure 5

The HCT element

As Theorem 6.1.6 of [10] implies that

$$\begin{aligned} \Vert \varphi -P_h \varphi \Vert _{H^2(\Omega )}\lesssim h^2\Vert \varphi \Vert _{H^4(\Omega )},\quad \forall \varphi \in H^4(\Omega )\cap H^{2}_0(\Omega ), \end{aligned}$$

the assumption \(\mathbf {H_8}\) holds with \(q(1)=2\).

The fully discrete explicit Euler’s scheme of problem (5.5) is therefore given by: find \(U_{n+1,h}\in V_h\) solution of

$$\begin{aligned}&\int _{\Omega }\{\rho _1(x,U_{n,h})\Delta \big (\frac{U_{n+1,h}-U_{n,h}}{\Delta t}\big )\Delta v_h +\rho _2(x,U_{n,h})\Delta U_{n,h} \Delta v_h\} dx\\&\qquad =\int _{\Omega }f(t_n,U_{n,h})v_h\;dx, \forall v_h\in V_h. \end{aligned}$$
Fig. 6
figure 6

The fully discrete solution: Left u, middle \(\partial _1 u\), right \(\partial _2 u\), with \(\Delta t=h=0.1\) at final time \(T=1\)

Table 16 Experimental time convergence rate for different \(\Delta t\) with \(h=0.00625\)
Table 17 Experimental space convergence rate for different h with \(\Delta t=0.001\)

We finally illustrate this case by chosing \(\rho _1(x,u)=\frac{1}{2}+\frac{u^2}{1+u^2},\)\(\rho _2(x,u)=\frac{u^2}{1+u^2}\), the source term f(tu) defined by (4.14) and a zero initial datum \(u(0)=0.\) In Fig. 6, we can see the fully discrete solution \(U_{n,h}\) and its gradient at final time \(T=1\) with \(\Delta t=h=0.1.\) The experimental time (resp. space) convergence rate is presented in Table 16 with \(h=0.00625\) (resp. 17 with \(\Delta t=\frac{1}{1000}\)), where an order one in time and two in space is obtained, as expected from (3.33).

Note that all our numerical tests are performed with the help of the software freefem++ [1].