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Nonlinear backward Euler Galerkin existence and energy bounds

Statement

Assume the Axiom of Choice.

Assume the hypotheses in Coercive monotone p-growth diffusion fluxes and an admissible stable conforming FEM sequence (Vk,Πk,Pk) from Conforming FEM families with stable L2 projectors. Let f∈Lp′(0,T;V∗), u0∈H, and on each partition Pk=(Ikn)n=1Nk put fkn=∣Ikn∣−1∫Iknf(t) dt and Uk0=Πku0. Then for each k there exist Ukn∈Vk, 1≤n≤Nk, satisfying (Ukn−Ukn−1τkn,vk)H+⟨A(Ukn),vk⟩=⟨fkn,vk⟩(vk∈Vk). Every such solution obeys a bound, independent of k and the time steps, on max⁡n∥Ukn∥H2+∑n∥Ukn−Ukn−1∥H2+∑nτkn∥Ukn∥Vp+∥Dk∥Lp′(0,T;V∗)p′, where Dk=(Ukn−Ukn−1)/τkn on Ikn. The bound depends only on the flux constants, p, T, the family stability constant CΠ, ∥u0∥H, ∥f∥Lp′(V∗), ∥g∥Lp′(Ω), and ∥h∥L1(Ω).

In particular, the same existence and energy conclusion holds on the fixed-degree uniform interval meshes of (0,1) in d=1 and uniform Kuhn/Freudenthal simplex meshes of (0,1)d for d≥2, paired with any time partitions whose maximum step tends to zero independently of the spatial mesh.

Facts & Assumptions

Given: The Axiom of Choice, the stated flux and FEM hypotheses, f∈Lp′(0,T;V∗), u0∈H, and the time partitions.

[F1]

The flux is Carathéodory with the stated growth and coercivity conditions. Its induced map satisfies ∥A(v)∥V∗≤C1(∥g∥Lp′+∥v∥Vp−1), and obeys ⟨A(v),v⟩≥α∥v∥Vp−∥h∥L1 (Coercive monotone p-growth diffusion fluxes).

[F2]

The projections are H-orthogonal, map V into V, and satisfy sup⁡k∥Πk∥V→V≤CΠ (Conforming FEM families with stable L2 projectors).

[F3]

A continuous finite-dimensional map whose pairing with x is positive on a sphere has a zero inside that sphere (An outward-pointing finite-dimensional map has a zero).

[F4]

In a real Hilbert space, 2(x−y,x)=∥x∥2−∥y∥2+∥x−y∥2 (The Hilbert-space discrete energy identity).

[F5]

Hölder bounds the cell averages of f, and Young's inequality for conjugate p,p′ gives, for a,b≥0, ab≤α2ap+1p′(2α)1/(p−1)bp′. (Holder's inequality for integrals, including the endpoint cases, Young's inequality for conjugate real exponents).

[F6]

The explicit interval and cube projector families satisfy the abstract uniform V-stability and strong approximation clauses, and can be paired with arbitrary independent time partitions tending to zero (L2 projections are uniformly W1p-stable on quasi-uniform conforming meshes).

[F7]

Dominated convergence passes pointwise limits through an integral under a fixed integrable majorant (Dominated convergence).

[A1]

The hypotheses are stated on the Axiom-of-Choice branch inherited from the flux definition; for fixed k the grid is finite, so the proof selects only finitely many roots and does not use Countable Choice (The Axiom of Choice).

Proof

1.1A1F1F5F7givenconstructalgebra

Fix k. If Vk={0}, then Uk0=Πku0=0, and setting Ukn=0 for every n satisfies every equation (the only test vector is zero). Assume Vk≠{0}. For a time cell Ikn, the Bochner average fkn∈V∗ exists. Define Fn:Vk→Vk∗ by ⟨Fn(z),wk⟩=τk−1(z−Ukn−1,wk)H+⟨A(z)−fkn,wk⟩. Choose a fixed H-orthonormal basis ψ1,…,ψN of Vk and identify Vk∗ with RN by its values on that basis. To prove continuity, let zm=∑jcmjψj with cmj→cj, and put z=∑jcjψj. The coefficients are bounded by some M, so ∣∇zm∣≤M∑j∣∇ψj∣=:B∈Lp(Ω) and the gradients converge pointwise outside one null set. For each test basis vector ψi, Carathéodory continuity gives pointwise convergence of a(x,∇zm)⋅∇ψi, while growth bounds its absolute value by C(g+Bp−1)∣∇ψi∣∈L1 by Hölder [F5]. Thus [F7] proves convergence of every flux test coordinate. The mass and load coordinates are continuous and affine, so Fn is a continuous finite-dimensional map, without a global operator-continuity assumption. Finite dimensionality gives constants ck,Ck>0 with ck∥z∥H≤∥z∥V≤Ck∥z∥H on Vk. Coercivity [F1] therefore gives, with r=∥z∥H, ⟨Fn(z),z⟩≥τk−1r2+αckprp−(τk−1∥Ukn−1∥H+Ck∥fkn∥V∗)r−∥h∥L1. Since p>1, the right side is positive for all sufficiently large r.

2.1A1F3step 1.1givenchoose

Apply [F3] on such a sphere in the chosen coordinates to obtain Fn(Ukn)=0. Starting with Uk0=Πku0, repeat this finite step for n=1,…,Nk; this constructs the discrete solution on the partition.

3.1F1F2F4F5step 2.1givenalgebra

Test the equation with vk=Ukn. By [F4], 12(∥Ukn∥H2−∥Ukn−1∥H2+∥Ukn−Ukn−1∥H2)+τknα∥Ukn∥Vp≤τkn∥fkn∥V∗∥Ukn∥V+τkn∥h∥L1. Use [F5] to absorb half the coercive term and sum over n. Hölder on each cell gives ∑nτkn∥fkn∥V∗p′≤∥f∥Lp′(V∗)p′. Consequently 12∥Ukm∥H2+12∑n≤m∥Ukn−Ukn−1∥H2+α2∑n≤mτkn∥Ukn∥Vp≤12∥Uk0∥H2+T∥h∥L1+Cα,p∥f∥Lp′(V∗)p′, for every m. Orthogonality gives ∥Uk0∥H≤∥u0∥H; taking the maximum over m bounds the first three quantities uniformly in k.

4.1F1F2step 3.1givenalgebra

For v∈V, orthogonality and Dk∣Ikn∈Vk give ⟨Dk,v⟩=(Dk,iv)H=(Dk,Πkv)H=⟨fkn−A(Ukn),Πkv⟩. Thus [F2] yields ∥Dk(t)∥V∗≤CΠ(∥fkn∥V∗+∥A(Ukn)∥V∗). The flux growth bound [F1] and the inequality (a+b)p′≤2p′−1(ap′+bp′) give ∥Dk∥Lp′(V∗)p′≤Cp,C1CΠp′(∥f∥Lp′(V∗)p′+T∥g∥Lp′(Ω)p′+∑nτkn∥Ukn∥Vp). Here (p−1)p′=p, and g is constant in time. Step 3.1 bounds the last sum, proving the derivative estimate with precisely the stated family and data dependencies.

5.1F6step 2.1step 3.1step 4.1given∎

For the fixed-degree interval and cube sequences in the Statement, [F6] verifies the abstract FEM projector hypotheses, including the independent time partitions. The preceding construction and energy estimates therefore apply to these concrete nonempty meshes.

Depends on

Used by

Cited to discharge well-definedness by Coercive monotone p-growth diffusion fluxes.

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