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Computed hybrid mimetic states and numerical fluxes converge to monotone diffusion

Statement

Under exactly the hypotheses of Energy and computed-state compactness for hybrid mimetic backward Euler, the computed cell states converge, along a subsequence, to a weak evolution solution u of ut−div⁡(a(x,∇u))=f, u(0)=u0, in the sense of Coercive monotone p-growth diffusion fluxes. In addition to the strong state convergences in that lemma, the actual constitutive fields qh(t,x)=a(x,GKUhn)(t∈(tn−1,tn], x∈K) converge weakly in Lp′(Q) to a(x,∇u), and ∫Qqh⋅GhU‾h⟶∫Qa(x,∇u)⋅∇u,∑nτnSh,p(Uhn)p⟶0. The final cell states converge strongly to u(T) in H.

This includes convergence of a physical reconstruction of the actual numerical face fluxes. Let rK,F=xF−xK, sK,Fn=α0,K∣F∣dK,F1−pψp(ρK,F(Uhn)), bKn=bK(GKUhn), and cKn=∣K∣−1∑FsK,FnrK,F. On the physical pyramid PK,F with vertex xK and base F‾ set qhnum=bKn−cKn+sK,Fn∣F∣nK,F. Then −∣F∣qhnum∣PK,F⋅nK,F=QK,Fnl(Uhn) exactly, qhnum−bh→0 strongly in Lp′(Q), with bh∣K=bKn, and qhnum⇀a(x,∇u) in Lp′(Q). No strong convergence of GhU‾h is inferred from mere monotonicity.

Finally the hypotheses of Conditional monotone finite-volume parabolic limit identification can be supplied on this same subsequence by conforming limit recovery: take wh=u and q~h=a(x,∇wh)=a(x,∇u). These are post-limit conforming functions, distinct from the computed companions EhU‾h, constitutive fields qh, and numerical fluxes qhnum. The computed convergence assertion above is established independently of this recovery observation.

Facts & Assumptions

Given: AC and exactly the mesh, stabilization, time, exponent, flux, data and initialization hypotheses in the energy/compactness lemma.

[F1]

Energy and computed-state compactness for hybrid mimetic backward Euler proves step existence, uniform energy and dual-time-derivative bounds, strong cell-state convergence in Lr(H) for every finite r and in Lp(Q), and weak GhU‾h⇀∇u with u∈Lp(V)∩L∞(H).

[F2]

Finite-volume companions, mean tests and weak-gradient closure gives bounded mean tests, GhIhφ→∇φ uniformly and Sh,p(Ihφ)=O(h) for smooth compactly supported spatial tests. Coercive monotone p-growth diffusion fluxes gives growth and pointwise monotonicity.

[F3]

The Banach evolution-space energy identity and H trace gives a continuous H representative and the exact energy identity for a V-valued limit with derivative in Lp′(V∗). Minty identification for a monotone Carathéodory flux identifies a weak constitutive-field limit from the weak gradients and the flux-energy limsup.

[F4]

Conditional monotone finite-volume parabolic limit identification applies to bounded open domains, conforming reconstructions and its explicitly stated residual/limsup hypotheses. Hölder estimates used below are Holder's inequality for integrals, including the endpoint cases.

[F5]

Reflexivity of Lp for one less p less infinity and Reflexivity is equivalent to weak subsequential compactness of bounded sequences supply weak subsequences of bounded Lr fields for 1<r<∞ under AC (coordinatewise for vector fields).

[F6]

Assuming Countable Choice, Cc∞(Rd+1) is dense in Lp(Rd+1). Extending functions on Q by zero and restricting smooth approximants shows that their restrictions are dense in Lp(Q;Rd), coordinatewise (Cc∞(Rn) is dense in Lp(Rn) for 1≤p<∞). AC supplies Countable Choice by restricting its choice-function assertion to countable families (The Axiom of Choice).

Proof

1.1F1F2F4F5F6givenalgebra

Use [F1] to extract the strong cell-state and weak-gradient subsequence. Growth gives ∥qh∥Lp′(Q)≤C(∥g∥Lp′(Q)+∥GhU‾h∥Lp(Q)p−1), so reflexive weak compactness gives qh⇀q along a further subsequence. The cell averages bh have the same weak limit: for a smooth vector test ϕ, ∫(qh−bh)⋅ϕ=∑n,K∫In×Kqh⋅(ϕ−ϕK), whose absolute value is O(h)∥qh∥p′∥∇xϕ∥∞. The averages are bounded by Jensen, and [F6] extends this identification from smooth tests to all dual tests.

2.1F1F2F4step 1.1algebra

Let φ∈Cc∞([0,T)×Ω). In each step test by Ihφ(tn−1) and sum after multiplying by τn. The gradient part equals ∑n∫In×Ωqh⋅GhIhφ(tn−1), and replacing the last factor by ∇φ(t,x) costs O(h+δh)∥qh∥p′, by smoothness and [F2]. Weighted Hölder bounds the entire stabilization part by C∥Sh,p(U‾h)∥Lpp−1∥Sh,p(Ihφ(tn−1))∥Lp=O(h). Since the test cell values are exact means, discrete summation by parts in the mass term is exact. In fact the summed mass term equals −∫QΠhU‾h∂tφ−∫ΩΠhUh0φ(0) exactly, since φ(T)=0 and the increment φ(tn)−φ(tn−1) equals its time-derivative integral on each interval. The load converges to ∫Qfφ: because its cell/time means pair exactly with a cell/time constant test, replacing that test by φ costs O(h+δh)∥f∥p′. Consequently the actual computed fields satisfy −∫QΠhU‾h∂tφ+∫Qqh⋅∇φ−∫Qfφ−∫Ωu0φ(0)⟶0. Passing to the limit gives the corresponding identity with u,q. This proves vanishing smooth-test residuals directly from the scheme.

3.1F1F3F4step 2.1algebra

The limiting identity gives u′=f+div⁡q∈Lp′(0,T;V∗), since ∣∫fz−q⋅∇z∣≤(CP∥f∥p′+∥q∥p′)∥z∥V. Density of smooth compactly supported functions in V extends the derivative identity to all V tests. Together with [F1], [F3] gives u∈C([0,T];H). Scalar integration by parts in the limiting identity with tests θ(t)z(x) identifies (u(0),z)H=(u0,z)H for every smooth compactly supported z, hence u(0)=u0. Its energy identity before flux identification is 12∥u(T)∥H2−12∥u0∥H2=∫Qfu−∫Qq⋅∇u.

4.1F1F3step 3.1algebra

The affine interpolated scalar pairings (ΠhUh^(t),z)H for z∈V have uniformly bounded Lp′ derivatives and uniform H bounds by [F1]. They are equicontinuous with modulus Cz∣t−s∣1/p, and their distance from the piecewise constant pairings is at most Czδh1/p. Strong time-integrated state convergence identifies their uniform limit as (u(t),z)H; finite-grid compactness followed by uniqueness of this limit justifies taking the uniform limit. At T their values are (ΠhUhNh,z)H. Density of V in H and the uniform terminal bound give ΠhUhNh⇀u(T) in H. In particular ∥u(T)∥H2≤lim inf⁡h∥ΠhUhNh∥H2.

5.1F1F2F3step 1.1step 3.1step 4.1algebra

Testing each step by its own state and summing gives the exact identity 12∥ΠhUhNh∥H2+12∑n∥Πh(Uhn−Uhn−1)∥H2+∫Qqh⋅GhU‾h+∑n,K,Fτnα0,K∣F∣dK,F1−p∣ρK,F(Uhn)∣p=12∥ΠhUh0∥H2+∫QfΠhU‾h. The load equality uses that the state is constant on each space-time cell. Its limit is ∫fu by strong Lp(Q) convergence. The initial norms converge strongly, and all the jump and stabilization terms are nonnegative. Step 4.1 and the energy identity in step 3.1 therefore give lim sup⁡h∫Qqh⋅GhU‾h≤∫Qq⋅∇u. Thus [F3] applies to the actual computed GhU‾h and qh=a(x,GhU‾h), yielding q=a(x,∇u) almost everywhere. Steps 2.1–3.1 now give exactly the claimed weak evolution solution.

6.1F2F3step 4.1step 5.1algebra

Pointwise monotonicity compared with the fixed field ∇u gives 0≤∫Q(qh−a(x,∇u))⋅(GhU‾h−∇u). Expanding and passing through the three weakly linear terms gives lim inf⁡h∫qh⋅GhU‾h≥∫q⋅∇u, because q=a(x,∇u). Together with step 5.1 this proves energy convergence. In the exact discrete identity of step 5.1 the right side converges, the flux term now converges, and the terminal norm has the stated lower bound. Hence the sum of the nonnegative jump and stabilization terms tends to zero, and the terminal norms converge to ∥u(T)∥H. Weak terminal convergence plus convergence of norms in the real Hilbert space gives strong terminal convergence. The lower bound α0,K≥α‾ proves ∑nτnSh,p(Uhn)p→0.

7.1F1F2step 1.1step 6.1algebra

For a local face basis, GKϕK,F=∣F∣nK,F/∣K∣ and ρK,E(ϕK,F)=1E=F−(∣F∣/∣K∣)nK,F⋅rK,E. Substitution into the defined spatial form gives QK,Fnl=−∣F∣(bK−cK)⋅nK,F−sK,F, exactly the stated normal trace of qhnum. Pyramid volumes are ∣F∣dist⁡(xK,aff⁡F)/d≍∣F∣h, by the shape-regular fan geometry. Since dK,F≍h, weighted finite-sum Hölder and the bounded face count give ∫Q∣qhnum−bh∣p′≤C∑n,K,Fτn∣F∣h1−p∣ρK,F(Uhn)∣p≤C∑nτnSh,p(Uhn)p. Indeed the sK,F/∣F∣ term contributes ∣F∣h(h1−p∣ρ∣p−1)p′=∣F∣h1−p∣ρ∣p, and cK=∣K∣−1∑FsK,FrK,F has the same bound after summing its cell volume. Step 6.1 proves strong vanishing of this difference. Step 1.1 gives bh⇀q, so the full numerical reconstruction converges weakly to the asserted physical flux. It need not be continuous across internal pyramid interfaces; the result asserts exactly its physical face normal values and its Lp′ weak convergence.

8.1F1F4step 2.1step 5.1step 6.1step 7.1constructalgebra∎

The weak evolution solution already established above belongs to Lp(V)∩L∞(H). Set wh=u on the extracted sequence and q~h=a(x,∇u). Strong computed-state convergence in [F1] gives ∥ΠhU‾h−wh∥Lp(H)→0. The conforming gradients and recovery fluxes are constant sequences, so their weak convergence and flux-energy limsup are equalities. Define the old lemma's residual using these recovery fluxes. Subtracting the exact weak equation for u leaves just −∫Q(ΠhU‾h−u)∂tφ, which tends to zero. Thus every old conditional hypothesis is fulfilled on the bounded open domain. This is an existential limit recovery, not a claim that the computed companion gradients converge strongly or that its nonlinear flux equals the numerical flux; steps 1.1–7.1 supplied the actual scheme closure first.

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