1. Introduction
In this paper, we discuss the following semi-linear parabolic equations:
where
is a smooth, convex, bounded domain in
with a smooth boundary
,
and
are the outer normal directional derivatives of
u and
v on
, respectively, and
,
,
,
,
,
,
, and
are known functions satisfying some assumptions.
Motivated by [
1,
2,
3,
4], we consider the nonlocal parabolic system with nonlinear boundary conditions in the thermal explosion theory. As noted in [
4], in certain thermal explosion problems that involve prolonged induction times (such as the safe storage of energetic materials or nuclear waste), the conventional Dirichlet boundary condition
is no longer valid. This is because, during this period, the temperature of the reactive material is significantly higher than that of the surrounding environment. Consequently, it is necessary to apply heat loss boundary conditions, as illustrated in Equation (
1), to accurately describe the temperature distribution at the boundary. Our focus here is on the numerical solution of system, where we employ the Galerkin method to approach the problem.
The Galerkin method is a widely used numerical technique for solving partial differential equations. It involves using the weak form of the original equation, followed by subdividing the region into smaller elements using piecewise polynomials in the finite element approximation space. Polynomials are then used to approximate the unknown functions on each element, and, ultimately, solvable linear equations are derived. For example, in [
5], some results on elliptic equations are presented; linear second-order hyperbolic equations with Dirichlet boundary conditions are discussed in [
6], and in [
7], nonlinear hyperbolic equations with non-homogeneous boundary conditions are studied, with their superconvergence being further analyzed in [
8].
The parabolic equation also has a lot of results. In [
9], the authors analyze the following semilinear parabolic equations for homogeneous boundary conditions:
In [
10], the nonlinear parabolic equation is extended to the following form:
In [
11,
12], using a nonlinear elliptic projection, the following linear and nonlinear parabolic equations are treated:
with nonlinear boundary conditions
,
, respectively. In [
13], the author modified the elliptic projection proposed in [
11] and successfully applied it to parabolic integro-differential equations with nonlinear boundary conditions
In recent years, the Galerkin finite element method has also been applied to various types of equations, such as fractional partial differential equations (see [
14,
15]), stochastic differential equations (see [
16,
17]), etc. At the same time, it has also been continuously developed as the discontinuous Galerkin method [
18,
19],
-Galerkin mixed finite element method [
20,
21], and spectral Galerkin method [
22,
23]. In addition, there are some interesting results related to our work that can be found in [
24,
25,
26,
27,
28,
29].
In this paper, we apply the Galerkin method to nonlocal parabolic systems with nonlinear boundary conditions for the first time, thus extending the equation form in [
12] to the case with nonlinear nonlocal heat sources. Three Galerkin approximations were successfully proposed, and the existence, uniqueness and optimal-order error estimates for each of these approximations were obtained.
Before discussing the approximate solution, it is necessary to confirm the existence and uniqueness of the classical solution. However, there is currently no suitable reference, so we provide a detailed demonstration in a separate section. Before discussing the classical solution of System (
1), we provide the following hypothesis:
(A1) satisfy the local Lipschitz condition;
(A2) satisfy the Holder condition , where ;
(A3) are non-negative.
This article is arranged as follows: In
Section 1, we introduce the necessary notation and useful lemmas. In
Section 2, we prove the local existence and uniqueness of the classical solution using the Leray–Schauder fixed-point theorem.
Section 3,
Section 4 and
Section 5 present the continuous-time Galerkin approximation, Crank–Nicolson Galerkin approximation, and extrapolated Crank–Nicolson Galerkin approximation, respectively. The uniqueness and optimal error estimation of the three numerical schemes are also derived.
In the following discussion, we set
Throughout this paper, we use the standard notation
for a Sobolev space on
. If
, we usually write
, and we donate the norms on
and
via
and
, respectively. Let
X be a Banach space and
. We define the following norms:
When
, these are often abbreviated as
and
, respectively.
In the following sections, we have several commonly used results.
Lemma 1 ([
30], p. 258, Trace Theorem)
. Proof of Lemma 2. The conclusion can be obtained by using the definition of the norm and Cauchy–Schwarz inequality. □
2. The Existence and Uniqueness of the Classical Solution
In this section, we establish the existence and uniqueness of the classical solution to System (
1). Although this result is an application of the fixed-point theorem, a comprehensive proof for this specific problem has not been previously provided. Therefore, we present a detailed discussion here, which is a modification of the proof of Theorem 1.1 in reference [
31]. To begin, we introduce several symbols that will be used in this section (see [
32]). For
and
, we define the following norms and seminorms:
where
. Now, we define the following functional spaces:
One can verify that
and
are Banach spaces. The boundary smoothness condition is necessary to guarantee the inclusion
for
, since this is not generally true for an arbitrary domain
(see [
33], p. 53). Moreover,
is compactly embedded in
for any
and
(see [
33], Lemma 6.36).
Now, let us recall a useful result for the linear model. We consider the linear second-order parabolic equation of the non-divergence form as follows:
Assume that there exists
,
, such that
where
and
Theorem 1 ([
32], p. 79, Theorem 4.31)
. Let Assumptions (3)–(6) be in force, and . Let and satisfy the first-order compatibility condition:Then, there exists a unique solution to Problem (28) with the Neumann boundary condition , on . Moreover, there exists a constant C independent of and , such thatwhere C is dependent only on and Ω. This estimate, together with the Leray–Schauder fixed-point argument, is the main tool used to prove the following theorem:
Theorem 2. Assume that Ω is an open convex bounded domain in , where with smooth boundary and non-negative functions , are in such thatwhere . Then, there exists such that Problem (1) under the boundary conditionadmits a unique solution in . Proof. From now until the end of this proof, we use
C to represent a general constant, which is different in each formula. First, we will prove the local existence of a classical solution using a fixed-point argument. Let
be such that
in
and
be such that
in
. Then, the functions
and
,
and
satisfy Condition (
7), and we can verify
.
Assume
, and consider the set of functions given by
Now, we define the map
where
is a solution of
We first prove that
A sends bounded sets into relative compact sets of
. Indeed, Inequality (
8) implies that there exists
independent of
T such that
for all
in
. As bounded sets in
are relatively compact in
. We claim that
A is continuous. In fact, let
in
and
in
. Thus, we need to prove
in
. Now, we can see that
satisfies
where
. It is not difficult to verify that
satisfies the assumptions of Theorem 2. We claim that
in
by using (
8). Similarly, we can obtain that
in
.
In order to apply the Leray–Schauder fixed-point theorem, we only need to prove that if
T is sufficiently small, and
, then
. A direct calculation shows that
and
Combined with
, which is a convex set, we can obtain
It follows that
This implies
Using these estimates, we conclude that
Since the two components of the map
are symmetric, by repeating the above calculation, we can similarly obtain
Then,
Since
is independent of
T for all
, we can choose
T that is sufficiently small such that
This further implies that
Thus,
A has a fixed point in
.
Now, if
is a fixed point of
, then
is a solution of (
1).
The uniqueness of classical solutions will now be proved by a contradiction. Suppose that
and
are two classical solutions of (
1). Let
,
. Then,
is a solution of the following system:
where
and the boundary condition
Multiplying the first equation of (
12) by
E, and using Lemma 2 and the trace theorem, we obtain
Take
to be sufficiently small such that
, and then integrate the time variable from 0 to
tUsing a similar discussion, we can also obtain
Note that
. By adding (
16) and (
17), and applying Gronwall’s lemma, we obtain the uniqueness of the classical solution.
□
3. L2 Estimate for Continuous-Time Galerkin Approximation
In this section, we propose the continuous-time Galerkin approximation scheme for Equation (
1) and establish the uniqueness of the approximation solution. Subsequently, we obtain the optimal-order error estimation in
norm by employing the nonlinear projection
and
.
Let be a family of finite-dimensional subspaces of related to parameter h with the following properties:
For some
, and
, there exists a constant
such that
Assumptions (
18) and (
19) are standard ones that are satisfied by the approximation spaces of piecewise polynomials defined over a regular family of triangulations.
To obtain the optimal error estimate for the Galerkin approximate solution of Equation (
1), we further assume that
,
and
. In addition, both
u and
v satisfy the following regularity conditions:
It can be seen that Condition (
20) implies that
have higher-order continuous derivatives.
Our analysis builds upon the nonlinear elliptic
projection introduced in [
12], which provides an effective framework for the boundary norm associated with nonlinear boundary conditions. Let
be the nonlinear
projections of
, respectively, defined by the following formula:
where
is a sufficiently large positive constant that guarantees the existence and uniqueness of
and
. The approximation error between the exact solution of the equation and the nonlinear projection is described by the following result:
Lemma 3 (see [
12])
. Let and be the projections defined by the above formula. We set . Then, there exists a positive constant C such that the following inequality holds: In fact,
and
have exactly the same properties, because the projections
and
are defined in the same way. We also assume that the constant
can be selected to satisfy the following requirements:
In fact, this assumption is valid only in the case of
. For
or
, it can be derived from Equations (
18), (
19) and (
22).
The continuous-time Galerkin approximation of System (
1) is to find
, such that
First, we consider the uniqueness of approximation .
Theorem 3. The approximations defined by Equation (24) are unique. Proof. The theorem can be derived by using the proof method of the uniqueness of the classical solution in
Section 2. □
For the error between the true solution and the approximate solution, we have
Theorem 4. Let and be continuous Galerkin approximation solutions satisfying . Thus, we have Proof. First, we decompose the error as follows:
Combining Equations (
1) and (
24), we can obtain
Subtracting Equation (
25) with (
24), we obtain
Taking
in (
26), we obtain
By using Lemma 2 and the trace theorem, we have
According to Hypothesis (
22), there is
The following result can be obtained by integrating both sides of the above inequality from 0 to
t:
Taking
in (
27), and similar to the above discussion, we can also obtain
Notice that
Then, by (
28), Gronwall’s lemma, and the triangle inequality, the conclusion holds. □
5. L2 and H1 Estimates for Extrapolated Crank–Nicolson Galerkin Approximation
In this section, we present a modified version of the Crank–Nicolson Galerkin method from
Section 4. The uniqueness of the approximation solution and the optimal-order error estimate, both in
and
norms, are obtained.
In the previous section, we obtain the
optimal error estimates for Crank–Nicolson Galerkin approximations. To achieve more precise error estimates in the
norm, we modify the numerical scheme accordingly. In the following discussion, we still use the notation in
Section 4, and we define the generalized difference operator as
.
We obtain the extrapolated Crank–Nicolson Galerkin approximation of Problem (
1) by replacing
with the extrapolated values from two previous time steps,
and
, in the terms
, and the integral terms.
Since the above formula holds for
, to obtain the optimal error estimates in both
and
norms, it is necessary to select
to meet certain requirements.
We note that other extrapolation approaches, such as
, exist. However, as shown by the Taylor expansions below, this alternative method results in a larger truncation error. Another drawback is that it involves three time node values rather than two, which increases the complexity.
Theorem 7. The sequences defined by Equation (43) exist and are unique. Proof. Firstly, we prove the existence of fully discrete solutions.
We use induction to prove the result. Assume that
are given. For
, we define a mapping
such that
for all
, where
,
, and
.
Taking
in the above formula, since
is a continuous embedding, we obtain
Taking
to be sufficiently small such that
, and choosing
, we obtain
By applying Brouwer’s fixed-point theorem, we derive that there exists
such that
. Let
, and it is easy to verify that
is a solution satisfying (
29). Then, we generalize the assumptions to ensure the existence of the sequence of solutions.
We proceed with induction. First, we select , such that , and then we only need to prove under the condition of .
Using the notation from Theorem 5, and following a similar method, we have
Let
in (
46). Using a similar method as in
Section 4, we have
Multiplying (
48) by
and summing from
to
, we obtain
Taking
in (
47) and using a similar discussion, we obtain
Therefore, it is easy to obtain
Using a similar approach as in
Section 4, and choosing sufficiently small
values, we ensure that the following inequality holds:
Finally, the conclusion is established according to the inductive hypothesis. □
Theorem 8. Let be the approximate solution defined by (43). Assume that satisfyThen, for a sufficiently small h and , the following error estimates hold:where C is a positive constant independent of h and . Proof. The conclusion of the theorem can be derived using a method similar to that in [
12], with some differences in the details. Here, we outline the key steps rather than presenting the entire proof. First, from (
1), (
21) and (
43), we can obtain
where
Taking
in (
50) and (
51), respectively, and summing from
to
n, we then use (
52), (
53), and (
22) to obtain the following inequality:
Since the estimates of
can be derived from [
12], we only need to estimate
.
Now, we estimate
, respectively. By using Taylor’s formula of
at
, and eliminating the constant term and the linear term about
, we obtain
Using the Cauchy–Schwarz inequality and
inequality, we can easily obtain
Then, by using (
54)–(
58), we have
Similarly, the estimation of
can also be obtained. The remaining proof of the theorem is completely similar to the discussion in [
12]. Therefore, it is omitted. □