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Abstract and Applied Analysis
VolumeΒ 2012Β (2012), Article IDΒ 808514, 26 pages
doi:10.1155/2012/808514
Research Article

Adaptive Finite Element Method for Optimal Control Problem Governed by Linear Quasiparabolic Integrodifferential Equations

Wanfang Shen1,2Β and Hua Su2

1School of Mathematics, Shandong University, Jinan 250100, China
2School of Mathematic and Quantitative Economics, Shandong University of Finance and Economics, Jinan 250014, China

Received 21 June 2012; Accepted 10 July 2012

Academic Editor: XinguangΒ Zhang

Copyright Β© 2012 Wanfang Shen and Hua Su. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

Abstract

The mathematical formulation for a quadratic optimal control problem governed by a linear quasiparabolic integrodifferential equation is studied. The control constrains are given in an integral sense: π‘ˆ π‘Ž 𝑑 ∫ = { 𝑒 ∈ 𝑋 ; Ξ© π‘ˆ 𝑒 β©Ύ 0 , 𝑑 ∈ [ 0 , 𝑇 ] } . Then the a posteriori error estimates in 𝐿 ∞ ( 0 , 𝑇 ; 𝐻 1 ( Ξ© ) ) -norm and 𝐿 2 ( 0 , 𝑇 ; 𝐿 2 ( Ξ© ) ) -norm for both the state and the control approximation are given.

1. Introduction

Integrodifferential equations of quasiparabolic and their control of this nature appear in applications such as biology mechanics, nuclear reaction dynamics, heat conduction in materials with memory, and viscoelasticity. All these models express a conservation of a certain quantity in any moment for any subdomain and the historical accumulation feature in the physical models. This in many applications is the most desirable feature of the approximation method when it comes to numerical solution of the corresponding initial boundary value problem. The existence and uniqueness of the solution of the quasiparabolic Integrodifferential equations has been studied in [1]. Finite element methods for quasiparabolic Integrodifferential equations problems with a smooth kernel have been discussed in Cui [2]. Although there is so much work for the finite element approximation of this problem, to our knowledge, there has been a lack of a posteriori error estimates for finite element approximation of any quasiparabolic Integrodifferential optimal control problem.

The finite element approximation of optimal control problems has been an important topic in engineering design works. There have been extensive theoretical and numerical studies for various optimal control problems, see, for instance, [311], although it is impossible to give even a very brief review here. And research on finite element approximation of parabolic optimal control problems can be found in, for example, [12, 13].

Among many finite element methods, the adaptive finite element method based on a posteriori error estimates has become a central theme in scientific and engineering computations for its high efficiency. In order to obtain a numerical solution of acceptable accuracy, it is essential for the adaptive finite element method to use a posteriori error estimate indicators to guide the mesh refinement procedure. We only need refine the area where the error indicators are larger, so that a higher density of nodes are distributed over the area where the solution is difficult to approximate. In this sense, adaptive finite element approximation relies very much on the error indicators used, which are often based on a posteriori error estimates of the solutions.

The purpose of this paper is to derive the a posteriori error estimates for the semidiscrete finite element approximation of a quadratic optimal control problem governed by a linear quasiparabolic Integrodifferential equation, which paves a way to derive the a posteriori error estimates for the full discrete finite element approximation for this control problem and thus to develop its adaptive finite element schemes. We extend the existing techniques and results in [1416] to the optimal control problem governed by the Integrodifferential equation of quasiparabolic type.

The outline of the paper is as follows. In Section 2, we first briefly introduce the optimal control problem and give the optimality conditions, then construct the finite element approximation schemes for the optimal control problem. In Section 3, we give the a posteriori error bounds in 𝐿 ∞ ( 0 , 𝑇 ; 𝐻 1 ( Ξ© ) ) -norm for the control problem. And the a posteriori error bounds in 𝐿 2 ( 0 , 𝑇 ; 𝐿 2 ( Ξ© ) ) -norm for the control problem are derived in Section 4.

2. Optimal Control Problem and Its Finite Element Approximation

Let Ξ© and Ξ© π‘ˆ be bounded convex polygon domains in 𝑅 𝑑 with Lipschitz boundary πœ• Ξ© and πœ• Ξ© π‘ˆ . In this paper, we adopt the standard notation π‘Š π‘š , π‘ž ( Ξ© ) for Sobolev spaces on Ξ© with norm β€– β‹… β€– π‘š , π‘ž , Ξ© , and seminorm   | β‹… | π‘š , π‘ž , Ξ© . We set π‘Š 0 π‘š , π‘ž ( Ξ© ) = { 𝑀 ∈ π‘Š π‘š , π‘ž ( Ξ© ) ∢ 𝑀 | πœ• Ξ© = 0 } . We denote π‘Š π‘š , 2 ( Ξ© ) ( π‘Š 0 π‘š , 2 ( Ξ© ) ) by 𝐻 π‘š ( Ξ© ) ( 𝐻 π‘š 0 ( Ξ© ) ) , with norm   β€– β‹… β€– π‘š , Ξ© , and seminorm   | β‹… | π‘š , Ξ© .

We denote by 𝐿 𝑠 ( 0 , 𝑇 ; π‘Š π‘š , π‘ž ( Ξ© ) ) the Banach space of all 𝐿 𝑠 integrable functions from ( 0 , 𝑇 ) into π‘Š π‘š , π‘ž ( Ξ© ) with norm β€– 𝑣 β€– 𝐿 𝑠 ( 0 , 𝑇 ; π‘Š π‘š , π‘ž ( Ξ© ) ) ∫ = ( 𝑇 0 β€– 𝑣 β€– 𝑠 π‘Š π‘š , π‘ž ( Ξ© ) 𝑑 𝑑 ) 1 / 𝑠 for 𝑠 ∈ [ 1 , ∞ ) and the standard modification for 𝑠 = ∞ . Similarly, one can define the spaces 𝐻 1 ( 0 , 𝑇 ; π‘Š π‘š , π‘ž ( Ξ© ) ) and 𝐢 π‘˜ ( 0 , 𝑇 ; π‘Š π‘š , π‘ž ( Ξ© ) ) . The details can be found in [17]. In addition, 𝑐 or 𝐢 denotes a general positive constant independent of the mesh size β„Ž .

In the following, we will give semi-discrete finite element approximation schemes for the optimal control problem governed by a linear quasiparabolic Integrodifferential equation.

2.1. Model Problem and Its Weak Formulation

We will take the state space π‘Š = 𝐿 2 ( 0 , 𝑇 ; 𝑉 ) with 𝑉 = 𝐻 1 0 ( Ξ© ) and the control space 𝑋 = 𝐿 2 ( 0 , 𝑇 ; π‘ˆ ) with π‘ˆ = 𝐿 2 ( Ξ© π‘ˆ ) . Let the observation space π‘Œ = 𝐿 2 ( 0 , 𝑇 ; 𝐻 ) with 𝐻 = 𝐿 2 ( Ξ© ) and π‘ˆ π‘Ž 𝑑 βŠ† 𝑋 a convex subset.

We are interested in the following optimal control problem: m i n 𝑒 ∈ π‘ˆ π‘Ž 𝑑 βŠ‚ 𝑋 1 𝐽 ( 𝑒 , 𝑦 ( 𝑒 ) ) = 2 ξ‚» ξ€œ 𝑇 0 β€– β€– 𝑦 βˆ’ 𝑧 𝑑 β€– β€– 2 0 , Ξ© ξ€œ 𝑑 𝑑 + 𝑇 0 β€– 𝑒 β€– 2 0 , Ξ© π‘ˆ ξ‚Ό , 𝑑 𝑑 ( 2 . 1 ) subject to 𝑦 𝑑 ξ‚΅ βˆ’ d i v 𝐴 βˆ‡ 𝑦 𝑑 ξ€œ + 𝐷 βˆ‡ 𝑦 + 𝑑 0 ξ‚Ά ] , [ ] , 𝐢 ( 𝑑 , 𝜏 ) βˆ‡ 𝑦 ( π‘₯ , 𝜏 ) 𝑑 𝜏 = 𝑓 + 𝐡 𝑒 , i n Ξ© Γ— ( 0 , 𝑇 𝑦 = 0 , o n πœ• Ξ© Γ— 0 , 𝑇 𝑦 | 𝑑 = 0 = 𝑦 0 , i n Ξ© , ( 2 . 2 ) where 𝑒 is control, 𝑦 is state, 𝑧 𝑑 is the observation, π‘ˆ π‘Ž 𝑑 is a closed convex subset, 𝑓 ( π‘₯ , 𝑑 ) ∈ 𝐿 2 ( 0 , 𝑇 ; 𝐿 2 ( Ξ© ) ) , and 𝑧 𝑑 and 𝑦 0 ∈ 𝐻 1 ( Ξ© ) are some suitable functions to be specified later. 𝐡 is a linear bounded operator from 𝐿 2 ( Ξ© π‘ˆ ) to 𝐿 2 ( Ξ© ) independent of 𝑑 . And ξ€· π‘Ž 𝐴 = 𝐴 ( π‘₯ ) = 𝑖 , 𝑗 ξ€Έ ( β‹… ) 𝑛 Γ— 𝑛 ∈ ξ‚€ 𝐢 ∞ ξ‚€ Ξ©   𝑛 Γ— 𝑛 ξ€· 𝑑 , 𝐷 = 𝐷 ( π‘₯ ) = 𝑖 , 𝑗 ξ€Έ ( β‹… ) 𝑛 Γ— 𝑛 ∈ ξ‚€ 𝐢 ∞ ξ‚€ Ξ©   𝑛 Γ— 𝑛 , ( 2 . 3 ) such that there is a constant 𝑐 > 0 satisfying that for any vector 𝑋 ∈ 𝑅 𝑛 as follows: 𝑋 𝑑 𝐴 𝑋 β‰₯ 𝑐 β€– 𝑋 β€– 2 𝑅 𝑛 , 𝑋 𝑑 𝐷 𝑋 β‰₯ 𝑐 β€– 𝑋 β€– 2 𝑅 𝑛 , ( 2 . 4 ) 𝐢 = 𝐢 ( π‘₯ , 𝑑 , 𝜏 ) = ( 𝑐 𝑖 , 𝑗 ( π‘₯ , 𝑑 , 𝜏 ) ) 𝑛 Γ— 𝑛 ∈ ( 𝐢 ∞ ( 0 , 𝑇 ; 𝐿 2 ( Ξ© ) ) 𝑛 Γ— 𝑛 ) .

Let ξ€· 𝑓 1 , 𝑓 2 ξ€Έ = ξ€œ Ξ© 𝑓 1 𝑓 2 ξ€· 𝑓 , βˆ€ 1 , 𝑓 2 ξ€Έ ∈ 𝐻 Γ— 𝐻 , ( 𝑒 , 𝑣 ) π‘ˆ = ξ€œ Ξ© π‘ˆ 𝑒 𝑣 , βˆ€ ( 𝑒 , 𝑣 ) ∈ π‘ˆ Γ— π‘ˆ , π‘Ž ( 𝑧 , πœ” ) = ( 𝐴 βˆ‡ 𝑧 , βˆ‡ πœ” ) , 𝑑 ( 𝑧 , πœ” ) = ( 𝐷 βˆ‡ 𝑧 , βˆ‡ πœ” ) , 𝑐 ( 𝑑 , 𝜏 ; 𝑧 , πœ” ) = ( 𝐢 ( 𝑑 , 𝜏 ) βˆ‡ 𝑧 , βˆ‡ πœ” ) , βˆ€ 𝑧 , 𝑀 ∈ 𝑉 Γ— 𝑉 . ( 2 . 5 ) In the case that 𝑓 1 ∈ 𝑉 and 𝑓 2 ∈ 𝑉 βˆ— , the dual pair ( 𝑓 1 , 𝑓 2 ) is understood as ⟨ 𝑓 1 , 𝑓 2 ⟩ 𝑉 Γ— 𝑉 βˆ— .

Assume that there are constants 𝑐 and 𝐢 , such that for all 𝑑 and 𝜏 in [ 0 , 𝑇 ] as follows: ( π‘Ž ) π‘Ž ( 𝑧 , 𝑧 ) β©Ύ 𝑐 β€– 𝑧 β€– 2 1 , Ξ© , | | | | ( b ) π‘Ž ( 𝑧 , 𝑀 ) β©½ 𝐢 β€– 𝑧 β€– 1 , Ξ© β€– 𝑀 β€– 1 , Ξ© , | | | | 𝑑 ( 𝑧 , 𝑀 ) β©½ 𝐢 β€– 𝑧 β€– 1 , Ξ© β€– 𝑀 β€– 1 , Ξ© , ( | | | | c ) 𝑐 ( 𝑑 , 𝜏 ; 𝑧 , 𝑀 ) β©½ 𝐢 β€– 𝑧 β€– 1 , Ξ© β€– 𝑀 β€– 1 , Ξ© . ( 2 . 6 ) for any 𝑧 and 𝑀 in 𝑉 .

Then the weak form of the state equation reads as ξ€· 𝑦 𝑑 ξ€Έ ξ€· 𝑦 , 𝑀 + π‘Ž 𝑑 ξ€Έ ξ€œ , 𝑀 + 𝑑 ( 𝑦 , 𝑀 ) + 𝑑 0 ] , 𝑐 ( 𝑑 , 𝜏 ; 𝑦 ( 𝜏 ) , 𝑀 ) 𝑑 𝜏 = ( 𝑓 + 𝐡 𝑒 , 𝑀 ) βˆ€ 𝑀 ∈ 𝑉 , 𝑑 ∈ ( 0 , 𝑇 𝑦 | 𝑑 = 0 = 𝑦 0 . ( 2 . 7 ) It is well known (see, e.g., [1]) that the above weak formulation has at least one solution in   𝑦 ∈ π‘Š ( 0 , 𝑇 ) = { 𝑀 ∈ 𝐿 ∞ ( 0 , 𝑇 ; 𝐻 1 ( Ξ© ) ) , 𝑀 ξ…ž 𝑑 ∈ 𝐿 2 ( 0 , 𝑇 ; 𝐻 1 ( Ξ© ) ) } .

Therefore, the weak form of the control problem (2.1) and (2.2) reads as (OCP) m i n 𝑒 ∈ π‘ˆ π‘Ž 𝑑 ξ€· 𝑦 𝐽 ( 𝑒 , 𝑦 ( 𝑒 ) ) , 𝑑 ξ€Έ ξ€· 𝑦 , 𝑀 + π‘Ž 𝑑 ξ€Έ ξ€œ , 𝑀 + 𝑑 ( 𝑦 , 𝑀 ) + 𝑑 0 ] , 𝑐 ( 𝑑 , 𝜏 ; 𝑦 ( 𝜏 ) , 𝑀 ) 𝑑 𝜏 = ( 𝑓 + 𝐡 𝑒 , 𝑀 ) βˆ€ 𝑀 ∈ 𝑉 , 𝑑 ∈ ( 0 , 𝑇 𝑦 | 𝑑 = 0 = 𝑦 0 . ( 2 . 8 ) In the following, we first give the existence and uniqueness of the solution of the system (2.8).

Theorem 2.1. Assume that the condition (2.6) (a)–(c) holds. There exists the unique solution ( 𝑒 , 𝑦 ) for the minimization problem (2.8) such that 𝑒 ∈ 𝐿 2 ( 0 , 𝑇 ; 𝐿 2 ( Ξ© π‘ˆ ) ) , 𝑦 ∈ 𝐿 ∞ ( 0 , 𝑇 ; 𝐻 1 ( Ξ© ) ) , and 𝑦 𝑑 ∈ 𝐿 2 ( 0 , 𝑇 ; 𝐻 1 ( Ξ© ) ) .

Proof. Let { ( 𝑒 𝑛 , 𝑦 𝑛 ) } ∞ 𝑛 = 1 be a minimization sequence for the system (2.8), then the sequence { 𝑒 𝑛 } ∞ 𝑛 = 1 is bounded in 𝐿 2 ( 0 , 𝑇 ; 𝐿 2 ( Ξ© π‘ˆ ) ) . Thus there is a subsequence of { 𝑒 𝑛 } ∞ 𝑛 = 1 (still denote by { 𝑒 𝑛 } ∞ 𝑛 = 1 ) such that 𝑒 𝑛 converges to 𝑒 βˆ— weakly in 𝐿 2 ( 0 , 𝑇 ; 𝐿 2 ( Ξ© π‘ˆ ) ) . For the subsequence { 𝑒 𝑛 } ∞ 𝑛 = 1 , we have ξ€· 𝑦 𝑛 𝑑 ξ€Έ ξ€· 𝑦 , 𝑀 + π‘Ž 𝑛 𝑑 ξ€Έ , 𝑀 + 𝑑 ( 𝑦 𝑛 ξ€œ , 𝑀 ) + 𝑑 0 𝑐 ( 𝑑 , 𝜏 ; 𝑦 𝑛 ( 𝜏 ) , 𝑀 ( 𝑑 ) ) 𝑑 𝜏 = ( 𝑓 + 𝐡 𝑒 𝑛 ] . , 𝑀 ) βˆ€ 𝑀 ∈ 𝑉 , 𝑑 ∈ ( 0 , 𝑇 ( 2 . 9 ) By setting 𝑀 = 𝑦 𝑛 and integrating from 0 to 𝑑 in (2.9), we give β€– 𝑦 𝑛 ( 𝑑 ) β€– 2 1 , Ξ© + ξ€œ 𝑑 0 β€– 𝑦 𝑛 β€– 2 1 , Ξ© ξ‚» β€– β€– 𝑦 𝑑 𝜏 β©½ 𝐢 0 β€– β€– 1 , Ξ© ξ€œ + 𝐢 𝑑 0 ξ‚€ β€– 𝑓 β€– 2 βˆ’ 1 , Ξ© + β€– 𝑒 𝑛 β€– 2 0 , Ξ© π‘ˆ  ξ€œ 𝑑 𝑑 + 𝑑 0 ξ€œ 𝜏 0 β€– 𝑦 ( 𝑠 ) β€– 2 1 , Ξ© ξ‚Ό . 𝑑 𝑠 𝑑 𝜏 ( 2 . 1 0 ) Applying Gronwall's inequality to (2.10) yields β€– 𝑦 𝑛 β€– 2 𝐿 ∞ ξ€· 0 , 𝑇 ; 𝐻 1 ξ€Έ ( Ξ© ) + β€– 𝑦 𝑛 β€– 2 𝐿 2 ξ€· 0 , 𝑇 ; 𝐻 1 ξ€Έ ( Ξ© ) ξ‚» β€– β€– 𝑦 β©½ 𝐢 0 β€– β€– 2 1 , Ξ© + ξ€œ 𝑇 0 ξ‚€ β€– 𝑓 β€– 2 βˆ’ 1 , Ξ© + β€– 𝑒 𝑛 β€– 2 0 , Ξ© π‘ˆ  ξ‚Ό . ( 2 . 1 1 ) So { 𝑒 𝑛 } ∞ 𝑛 = 1 is a bounded set in 𝐿 2 ( 0 , 𝑇 ; 𝐿 2 ( Ξ© π‘ˆ ) ) and { 𝑦 𝑛 } ∞ 𝑛 = 1 is a bounded set in 𝐿 ∞ ( 0 , 𝑇 ; 𝐻 1 ( Ξ© ) ) . Thus 𝑒 𝑛 ⟢ 𝑒 w e a k l y i n 𝐿 2 ξ€· 0 , 𝑇 ; 𝐿 2 ξ€· Ξ© π‘ˆ , 𝑦 ξ€Έ ξ€Έ 𝑛 ⟢ 𝑦 w e a k l y i n 𝐿 ∞ ξ€· 0 , 𝑇 ; 𝐻 1 ξ€Έ , 𝑦 ( Ξ© ) 𝑛 ( 𝑇 ) ⟢ 𝑦 ( 𝑇 ) w e a k l y i n 𝐻 1 ( Ξ© ) . ( 2 . 1 2 ) Let π‘Š = { 𝑀 ; 𝑀 ∈ 𝐿 ∞ ( 0 , 𝑇 ; 𝐻 1 ( Ξ© ) ) , 𝑀 ξ…ž 𝑑 ∈ 𝐿 2 ( 0 , 𝑇 ; 𝐻 1 ( Ξ© ) ) } .
By integrating time from 0 to 𝑇 in (2.9) and taking limit as 𝑛 β†’ ∞ , we obtain ξ€œ ( 𝑦 ( 𝑇 ) , 𝑀 ( 𝑇 ) ) + π‘Ž ( 𝑦 ( 𝑇 ) , 𝑀 ( 𝑇 ) ) βˆ’ 𝑇 0 ξ€Ί ξ€· 𝑦 , 𝑀 ξ…ž 𝑑 ξ€Έ ξ€· + π‘Ž 𝑦 , 𝑀 ξ…ž 𝑑 ξ€Έ ξ€» + ξ€œ + 𝑑 ( 𝑦 , 𝑀 ) 𝑇 0 ξ€œ 𝑑 0 = ξ€· 𝑦 𝑐 ( 𝑑 , 𝜏 ; 𝑦 ( 𝜏 ) , 𝑀 ( 𝑑 ) ) 𝑑 𝜏 𝑑 𝑑 0 ξ€Έ ξ€· 𝑦 , 𝑀 ( 0 ) + π‘Ž 0 ξ€Έ + ξ€œ , 𝑀 ( 0 ) 𝑇 0 ( 𝑓 + 𝐡 𝑒 , 𝑀 ) , βˆ€ 𝑀 ∈ π‘Š . ( 2 . 1 3 ) Then, ξ€· 𝑦 𝑑 ξ€Έ ξ€· 𝑦 , 𝑀 + π‘Ž 𝑑 ξ€Έ ξ€œ , 𝑀 + 𝑑 ( 𝑦 , 𝑀 ) + 𝑑 0 ] . 𝑐 ( 𝑑 , 𝜏 ; 𝑦 ( 𝜏 ) , 𝑀 ) 𝑑 𝜏 = ( 𝑓 + 𝐡 𝑒 , 𝑀 ) , βˆ€ 𝑀 ∈ 𝑉 , 𝑑 ∈ ( 0 , 𝑇 ( 2 . 1 4 ) Furthermore, we have ξ€œ 𝑇 0 ξ‚Έ ξ€· 𝑦 𝑑 , 𝑦 𝑑 ξ€Έ ξ€· 𝑦 + π‘Ž 𝑑 , 𝑦 𝑑 ξ€Έ ξ€· + 𝑑 𝑦 , 𝑦 𝑑 ξ€Έ + ξ€œ 𝑑 0 𝑐 ξ€· 𝑑 , 𝜏 ; 𝑦 ( 𝜏 ) , 𝑦 𝑑 ξ€Έ ξ‚Ή ξ€œ ( 𝑑 ) 𝑑 𝜏 𝑑 𝑑 = 𝑇 0 ξ€· 𝑓 + 𝐡 𝑒 , 𝑦 𝑑 ξ€Έ . ( 2 . 1 5 ) Then, we get ξ€œ 𝑇 0 β€– β€– 𝑦 𝑑 β€– β€– 2 1 , Ξ© ξ€œ β©½ 𝐢 𝑇 0 ξ‚Έ β€– 𝑓 β€– 2 βˆ’ 1 , Ξ© + β€– 𝑒 β€– 2 0 , Ξ© π‘ˆ + β€– 𝑦 β€– 2 1 , Ξ© + ξ€œ 𝑑 0 β€– 𝑦 β€– 2 1 , Ξ© ξ‚Ή . 𝑑 𝜏 ( 2 . 1 6 ) This means 𝑦 𝑑 ∈ 𝐿 2 ( 0 , 𝑇 ; 𝐻 1 ( Ξ© ) ) . So ( 𝑒 , 𝑦 ) is one solution of (2.8).
Since ∫ 𝑇 0 β€– 𝑦 βˆ’ 𝑧 𝑑 β€– 2 0 , Ξ© is a convex function on space 𝐿 2 ( 0 , 𝑇 ; 𝐿 2 ( Ξ© ) ) and ∫ ( 𝛼 / 2 ) 𝑇 0 β€– 𝑒 β€– 2 0 , Ξ© π‘ˆ is a strictly convex function on π‘ˆ , hence 𝐽 ( 𝑒 , 𝑦 ( 𝑒 ) ) is a strictly convex function on π‘ˆ , so the minimization problem (2.8) has one unique solution.

2.2. Optimality Conditions and Their Finite Element Approximation

By the theory of optimal control problem (see [18]), we can similarly deduce the following optimality conditions of the problem (2.8).

Theorem 2.2. A pair ( 𝑦 , 𝑒 ) ∈ 𝐿 2 ( 0 , 𝑇 ; 𝐻 1 0 ( Ξ© ) ) Γ— 𝐿 2 ( 0 , 𝑇 ; 𝐿 2 ( Ξ© π‘ˆ ) ) is the solution of the optimal control problem (2.8), if and only if there exists a costate 𝑝 ∈ 𝐿 2 ( 0 , 𝑇 ; 𝐻 1 0 ( Ξ© ) ) such that the triple ( 𝑦 , 𝑝 , 𝑒 ) satisfies the following optimality conditions: ξ€· 𝑦 𝑑 ξ€Έ ξ€· 𝑦 , 𝑀 + π‘Ž 𝑑 ξ€Έ ξ€œ , 𝑀 + 𝑑 ( 𝑦 , 𝑀 ) + 𝑑 0 ] , 𝑐 ( 𝑑 , 𝜏 ; 𝑦 ( 𝜏 ) , 𝑀 ( 𝑑 ) ) 𝑑 𝜏 = ( 𝑓 + 𝐡 𝑒 , 𝑀 ) βˆ€ 𝑀 ∈ 𝑉 , 𝑑 ∈ ( 0 , 𝑇 𝑦 | 𝑑 = 0 = 𝑦 0 ; βˆ’ ξ€· ( 2 . 1 7 ) π‘ž , 𝑝 𝑑 ξ€Έ ξ€· βˆ’ π‘Ž π‘ž , 𝑝 𝑑 ξ€Έ ξ€œ + 𝑑 ( π‘ž , 𝑝 ) + 𝑇 𝑑 ξ€· 𝑐 ( 𝜏 , 𝑑 ; π‘ž ( 𝑑 ) , 𝑝 ( 𝜏 ) ) 𝑑 𝜏 = 𝑦 βˆ’ 𝑧 𝑑 ξ€Έ [ , π‘ž βˆ€ π‘ž ∈ 𝑉 , 𝑑 ∈ 0 , 𝑇 ) , 𝑝 | 𝑑 = 𝑇 ξ€œ = 0 ; ( 2 . 1 8 ) 𝑇 0 ξ€· 𝑒 + 𝐡 βˆ— ξ€Έ 𝑝 , 𝑣 βˆ’ 𝑒 π‘ˆ 𝑑 𝑑 β©Ύ 0 , βˆ€ 𝑣 ∈ π‘ˆ π‘Ž 𝑑 , ( 2 . 1 9 ) where 𝐡 βˆ— is the adjoint operator of 𝐡 .

Let us consider the semi-discrete finite element approximation of the control problem (2.8). Here, we only consider triangular and conforming elements.

Let Ξ© β„Ž be a polygonal approximation to Ξ© with boundary   πœ• Ξ© β„Ž . Let 𝑇 β„Ž be a partitioning of Ξ© β„Ž into disjoint regular 𝑛 -simplices 𝜏 , so that Ξ© β„Ž = ⋃ 𝜏 ∈ 𝑇 β„Ž 𝜏 . Each element has at most one face on πœ• Ξ© β„Ž , and 𝜏 and 𝜏 β€² have either only one common vertex or a whole edge or face if 𝜏 and 𝜏 β€² ∈ 𝑇 β„Ž . We further require that 𝑃 𝑖 ∈ πœ• Ξ© β„Ž β‡’ 𝑃 𝑖 ∈ πœ• Ξ©   where 𝑃 𝑖 ( 𝑖 = 1 , … , 𝐽 ) is the vertex set associated with the triangulation 𝑇 β„Ž . As usual, β„Ž denotes the diameter of the triangulation 𝑇 β„Ž . For simplicity, we assume that Ξ© is a convex polygon so that Ξ© = Ξ© β„Ž .

Associated with 𝑇 β„Ž is a finite-dimensional subspace 𝑆 β„Ž of 𝐢 ( Ξ© β„Ž ) , such that πœ’ | 𝜏 are polynomials of order π‘š ( π‘š β‰₯ 1 ) for all πœ’ ∈ 𝑆 β„Ž and 𝜏 ∈ 𝑇 β„Ž . Let 𝑉 β„Ž = { 𝑣 β„Ž ∈ 𝑆 β„Ž ∢ 𝑣 β„Ž ( 𝑃 𝑖 ) = 0 ( 𝑖 = 1 , … , 𝐽 ) } , π‘Š β„Ž = 𝐿 2 ( 0 , 𝑇 ; 𝑉 β„Ž ) . Note that we do not impose a continuity requirement. It is easy to see that 𝑉 β„Ž βŠ‚ 𝑉 , π‘Š β„Ž βŠ‚ π‘Š .

Let 𝑇 β„Ž π‘ˆ be a partitioning of Ξ© β„Ž π‘ˆ into disjoint regular 𝑛 -simplices 𝜏 π‘ˆ , so that Ξ© β„Ž π‘ˆ = ⋃ 𝜏 π‘ˆ ∈ 𝑇 β„Ž π‘ˆ 𝜏 π‘ˆ . 𝜏 π‘ˆ and 𝜏 ξ…ž π‘ˆ have either only one common vertex or a whole edge or face if 𝜏 π‘ˆ and 𝜏 ξ…ž π‘ˆ ∈ 𝑇 β„Ž π‘ˆ . We further require that 𝑃 𝑖 ∈ πœ• Ξ© β„Ž π‘ˆ β‡’ 𝑃 𝑖 ∈ πœ• Ξ© π‘ˆ , where 𝑃 𝑖 ( 𝑖 = 1 , … , 𝐽 ) is the vertex set associated with the triangulation 𝑇 β„Ž π‘ˆ . For simplicity, we again assume that Ξ© π‘ˆ is a convex polygon so that Ξ© π‘ˆ = Ξ© β„Ž π‘ˆ .

Associated with 𝑇 β„Ž π‘ˆ is another finite-dimensional subspace π‘ˆ β„Ž of 𝐿 2 ( Ξ© β„Ž π‘ˆ ) , such that πœ’ | 𝜏 π‘ˆ are polynomials of order π‘š ( π‘š β©Ύ 0 ) for all πœ’ ∈ π‘ˆ β„Ž and 𝜏 π‘ˆ ∈ 𝑇 β„Ž π‘ˆ . Here there is no requirement for the continuity. Let 𝑋 β„Ž = 𝐿 2 ( 0 , 𝑇 ; π‘ˆ β„Ž ) . It is easy to see that 𝑋 β„Ž βŠ‚ 𝑋 . Let β„Ž 𝜏 ( β„Ž 𝜏 π‘ˆ ) denote the maximum diameter of the element 𝜏 ( 𝜏 π‘ˆ ) in 𝑇 β„Ž ( 𝑇 β„Ž π‘ˆ ) .

Due to the limited regularity of the optimal control 𝑒 in general, there will be no advantage in considering higher-order finite element spaces than the piecewise constant space for the control. We therefore only consider the piecewise constant finite element space for the approximation of the control, though higher-order finite element spaces will be used to approximate the state and the co-state. Let 𝑃 0 ( Ξ© ) denote all the 0-order polynomial over Ξ© . Therefore, we always take 𝑋 β„Ž = { 𝑒 ∈ 𝑋 ∢ 𝑒 ( π‘₯ , 𝑑 ) | π‘₯ ∈ 𝜏 π‘ˆ ∈ 𝑃 0 ( 𝜏 π‘ˆ ) , f o r a l l 𝑑 ∈ [ 0 , 𝑇 ] } . π‘ˆ β„Ž π‘Ž 𝑑 is a closed convex set in 𝑋 β„Ž . For ease of exposition, in this paper, we assume that π‘ˆ β„Ž π‘Ž 𝑑 βŠ‚ π‘ˆ π‘Ž 𝑑 ∩ 𝑋 β„Ž .

Then a possible semi-discrete finite element approximation of ( O C P ) is as follows ( O C P ) β„Ž ∢ m i n 𝑒 β„Ž ∈ π‘ˆ β„Ž π‘Ž 𝑑 𝐽 ξ€· 𝑒 β„Ž , 𝑦 β„Ž ξ€Έ = 1 2 ξ‚» ξ€œ 𝑇 0 β€– β€– 𝑦 β„Ž βˆ’ 𝑧 𝑑 β€– β€– 2 0 , Ξ© + ξ€œ 𝑇 0 β€– β€– 𝑒 β„Ž β€– β€– 2 0 , Ξ© π‘ˆ ξ‚Ό , ( 2 . 2 0 ) such that ξ‚΅ πœ• 𝑦 β„Ž πœ• 𝑑 , 𝑀 β„Ž ξ‚Ά ξ‚΅ + π‘Ž πœ• 𝑦 β„Ž πœ• 𝑑 , 𝑀 β„Ž ξ‚Ά ξ€· 𝑦 + 𝑑 β„Ž , 𝑀 β„Ž ξ€Έ + ξ€œ 𝑑 0 𝑐 ξ€· 𝑑 , 𝜏 ; 𝑦 β„Ž ( 𝜏 ) , 𝑀 β„Ž ( ξ€Έ ξ€· 𝑑 ) 𝑑 𝜏 = 𝑓 + 𝐡 𝑒 β„Ž , 𝑀 β„Ž ξ€Έ , βˆ€ 𝑀 β„Ž ∈ 𝑉 β„Ž ] , 𝑦 , 𝑑 ∈ ( 0 , 𝑇 β„Ž | | 𝑑 = 0 = 𝑦 0 β„Ž , ( 2 . 2 1 ) where 𝑦 β„Ž ∈ π‘Š β„Ž and 𝑦 0 β„Ž ∈ 𝑉 β„Ž is the approximation of 𝑦 0 .

In the same way of proving Theorem 2.1, we can easily prove that the problem (2.20)-(2.21) has a unique solution ( 𝑦 β„Ž , 𝑒 β„Ž ) ∈ π‘Š β„Ž Γ— π‘ˆ β„Ž π‘Ž 𝑑 .

It is well known (see [18]) that a pair ( 𝑦 β„Ž , 𝑒 β„Ž ) ∈ π‘Š β„Ž Γ— π‘ˆ β„Ž π‘Ž 𝑑 is a solution of (2.20)-(2.21), if and only if there exists a co-state 𝑝 β„Ž ∈ π‘Š β„Ž such that the triple ( 𝑦 β„Ž , 𝑝 β„Ž , 𝑒 β„Ž ) satisfies the following optimality conditions: ξ‚΅ πœ• 𝑦 β„Ž πœ• 𝑑 , 𝑀 β„Ž ξ‚Ά ξ‚΅ + π‘Ž πœ• 𝑦 β„Ž πœ• 𝑑 , 𝑀 β„Ž ξ‚Ά ξ€· 𝑦 + 𝑑 β„Ž , 𝑀 β„Ž ξ€Έ + ξ€œ 𝑑 0 𝑐 ξ€· 𝑑 , 𝜏 ; 𝑦 β„Ž ( 𝜏 ) , 𝑀 β„Ž ( ξ€Έ ξ€· 𝑑 ) 𝑑 𝜏 = 𝑓 + 𝐡 𝑒 β„Ž , 𝑀 β„Ž ξ€Έ , βˆ€ 𝑀 β„Ž ∈ 𝑉 β„Ž , 𝑦 β„Ž | 𝑑 = 0 = 𝑦 0 β„Ž , βˆ’ ξ‚΅ π‘ž ( 2 . 2 2 ) β„Ž , πœ• 𝑝 β„Ž ξ‚Ά ξ‚΅ π‘ž πœ• 𝑑 βˆ’ π‘Ž β„Ž , πœ• 𝑝 β„Ž ξ‚Ά ξ€· π‘ž πœ• 𝑑 + 𝑑 β„Ž , 𝑝 β„Ž ξ€Έ + ξ€œ 𝑇 𝑑 𝑐 ξ€· 𝜏 , 𝑑 ; π‘ž β„Ž , 𝑝 β„Ž ξ€Έ ξ€· 𝑦 ( 𝜏 ) 𝑑 𝜏 = β„Ž βˆ’ 𝑧 𝑑 , π‘ž β„Ž ξ€Έ , βˆ€ π‘ž β„Ž ∈ 𝑉 β„Ž , 𝑝 β„Ž | 𝑑 = 𝑇 ξ€œ = 0 , ( 2 . 2 3 ) 𝑇 0 ξ€· 𝑒 β„Ž + 𝐡 βˆ— 𝑝 β„Ž , 𝑣 β„Ž βˆ’ 𝑒 β„Ž ξ€Έ π‘ˆ 𝑑 𝑑 β©Ύ 0 , βˆ€ 𝑣 β„Ž ∈ π‘ˆ β„Ž π‘Ž 𝑑 . ( 2 . 2 4 )

The optimality conditions in (2.22)–(2.24) are the semi-discrete approximation to the problem (2.17)–(2.19).

Introduce the local averaging operator πœ‹ β„Ž given by ξ€· πœ‹ β„Ž 𝑀 ξ€Έ | 𝜏 π‘ˆ ∫ ∢ = 𝜏 π‘ˆ 𝑀 ∫ 𝜏 π‘ˆ 1 , βˆ€ 𝜏 π‘ˆ ∈ 𝑇 β„Ž π‘ˆ . ( 2 . 2 5 ) Then, we have ∫ Ξ© π‘ˆ ∫ 𝑀 = Ξ© π‘ˆ πœ‹ β„Ž 𝑀 for any 𝑀 ∈ 𝐿 2 ( 0 , 𝑇 ; 𝐿 2 ( Ξ© π‘ˆ ) ) , 𝑑 ∈ [ 0 , 𝑇 ] and (2.24) is equivalent to ξ€œ 𝑇 0 ξ€· 𝑒 β„Ž + πœ‹ β„Ž ξ€· 𝐡 βˆ— 𝑝 β„Ž ξ€Έ , 𝑣 β„Ž βˆ’ 𝑒 β„Ž ξ€Έ π‘ˆ 𝑑 𝑑 β©Ύ 0 , βˆ€ 𝑣 β„Ž ∈ π‘ˆ β„Ž π‘Ž 𝑑 . ( 2 . 2 6 ) In the following, we derive the a posteriori error estimates for semi-discrete finite element approximation (2.22)–(2.24), allowing different meshes to be used for the state and the control.

The following lemmas are important in deriving the a posteriori error estimates of residual type.

Lemma 2.3 (see [19]). Let  πœ‹ β„Ž be the standard Lagrange interpolation operator. For π‘š = 0 or 1 , π‘ž > 𝑛 / 2 and 𝑣 ∈ π‘Š 2 , π‘ž ( Ξ© ) as | | 𝑣 βˆ’  πœ‹ β„Ž 𝑣 | | π‘š , π‘ž , Ξ© β©½ 𝐢 β„Ž 2 βˆ’ π‘š | 𝑣 | 2 , π‘ž , Ξ© . ( 2 . 2 7 )

Lemma 2.4 (see [20]). Let πœ‹ β„Ž be the average interpolation operator defined in (2.25). For π‘š = 0 or 1 , 1 β©½ π‘ž β©½ ∞ and f o r a l l 𝑣 ∈ π‘Š 1 , π‘ž ( Ξ© β„Ž ) as | | 𝑣 βˆ’ πœ‹ β„Ž 𝑣 | | π‘š , π‘ž , 𝜏 β©½  β‹‚ 𝜏 ξ…ž 𝜏 β‰  βˆ… 𝐢 β„Ž 𝜏 1 βˆ’ π‘š | 𝑣 | 1 , π‘ž , 𝜏 β€² . ( 2 . 2 8 )

Lemma 2.5 (see [21]). For all 𝑣 ∈ π‘Š 1 , π‘ž ( Ξ© ) , 1 β©½ π‘ž < ∞ as β€– 𝑣 β€– 0 , π‘ž , πœ• 𝜏 ξ‚€ β„Ž β©½ 𝐢 𝜏 βˆ’ 1 / π‘ž β€– 𝑣 β€– 0 , π‘ž , 𝜏 + β„Ž 𝜏 1 βˆ’ 1 / π‘ž | 𝑣 | 1 , π‘ž , 𝜏  . ( 2 . 2 9 )

3. A Posteriori Error Estimates in 𝐿 ∞ ( 0 , 𝑇 ; 𝐻 1 ( Ξ© ) ) -Norm

In this paper, the control constraints are given in an integral sense as follows: π‘ˆ π‘Ž 𝑑 = ξ‚» ξ€œ 𝑣 ∈ 𝑋 ; Ξ© π‘ˆ [ ] ξ‚Ό . 𝑣 β©Ύ 0 , 𝑑 ∈ 0 , 𝑇 ( 3 . 1 ) The following lemma is the first step to derive the a posteriori error estimates of residual type.

Lemma 3.1. Let ( 𝑦 , 𝑝 , 𝑒 ) and ( 𝑦 β„Ž , 𝑝 β„Ž , 𝑒 β„Ž ) be the solutions of (2.17)–(2.19) and (2.22)–(2.24). Then, we have β€– β€– 𝑒 βˆ’ 𝑒 β„Ž β€– β€– 2 𝐿 2 ξ€· 0 , 𝑇 ; 𝐿 2 ξ€· Ξ© π‘ˆ ξ€Έ ξ€Έ β©½ 𝐢 πœ‚ 2 1 β€– β€– 𝑝 + 𝐢 β„Ž ξ€· 𝑒 βˆ’ 𝑝 β„Ž ξ€Έ β€– β€– 2 𝐿 2 ξ€· 0 , 𝑇 ; 𝐿 2 ξ€Έ ( Ξ© ) , ( 3 . 2 ) where πœ‚ 2 1 = ξ€œ 𝑇 0 ξƒ―  𝜏 π‘ˆ ξ€œ 𝜏 π‘ˆ ξ€· 𝐡 βˆ— 𝑝 β„Ž βˆ’ 𝑃 β„Ž ξ€· 𝐡 βˆ— 𝑝 β„Ž ξ€Έ ξ€Έ 2 ξƒ° 𝑑 𝑑 , ( 3 . 3 ) 𝑃 β„Ž is the 𝐿 2 -projection from 𝐿 2 ( Ξ© ) to π‘ˆ β„Ž , and 𝑝 ( 𝑒 β„Ž ) is defined by the following system: ξ‚€ πœ• 𝑦 ξ€· 𝑒 πœ• 𝑑 β„Ž ξ€Έ  ξ‚€ πœ• , πœ” + π‘Ž 𝑦 ξ€· 𝑒 πœ• 𝑑 β„Ž ξ€Έ  ξ€· 𝑦 ξ€· 𝑒 , πœ” + 𝑑 β„Ž ξ€Έ ξ€Έ + ξ€œ , πœ” 𝑑 0 𝑐 ξ€· ξ€· 𝑒 𝑑 , 𝜏 ; 𝑦 β„Ž ξ€Έ ( ξ€Έ = ξ€· 𝜏 ) , πœ” ( 𝑑 ) 𝑑 𝜏 𝑓 + 𝐡 𝑒 β„Ž ξ€Έ 𝑦 ξ€· 𝑒 , πœ” , βˆ€ πœ” ∈ 𝑉 , β„Ž ξ€Έ ( 0 ) = 𝑦 β„Ž 0 ( βˆ’ ξ‚€ πœ• π‘₯ ) , π‘₯ ∈ Ξ© , ( 3 . 4 ) π‘ž , 𝑝 ξ€· 𝑒 πœ• 𝑑 β„Ž ξ€Έ  ξ‚€ πœ• βˆ’ π‘Ž π‘ž , 𝑝 ξ€· 𝑒 πœ• 𝑑 β„Ž ξ€Έ  ξ€· ξ€· 𝑒 + 𝑑 π‘ž , 𝑝 β„Ž + ξ€œ ξ€Έ ξ€Έ 𝑇 𝑑 𝑐 ξ€· ξ€· 𝑒 𝜏 , 𝑑 ; π‘ž ( 𝑑 ) , 𝑝 β„Ž ξ€Έ ξ€Έ = ξ€· 𝑦 ξ€· 𝑒 ( 𝜏 ) 𝑑 𝜏 β„Ž ξ€Έ βˆ’ 𝑧 𝑑 ξ€Έ , π‘ž , βˆ€ π‘ž ∈ 𝑉 . ( 3 . 5 )

Proof. From (2.19), we have ξ€· 𝑒 , 𝑒 βˆ’ 𝑒 β„Ž ξ€Έ π‘ˆ ξ€· 𝐡 β©½ βˆ’ βˆ— 𝑝 , 𝑒 βˆ’ 𝑒 β„Ž ξ€Έ π‘ˆ . ( 3 . 6 ) Then, by (2.24) and (3.6), we have β€– β€– 𝑒 βˆ’ 𝑒 β„Ž β€– β€– 2 𝐿 2 ξ€· 0 , 𝑇 ; 𝐿 2 ξ€· Ξ© π‘ˆ ξ€Έ ξ€Έ = ξ€œ 𝑇 0 ξ€Ί ξ€· 𝑒 , 𝑒 βˆ’ 𝑒 β„Ž ξ€Έ π‘ˆ βˆ’ ξ€· 𝑒 β„Ž , 𝑒 βˆ’ 𝑒 β„Ž ξ€Έ π‘ˆ ξ€» ξ€œ 𝑑 𝑑 = 𝑇 0 βˆ’ ξ€· 𝐡 βˆ— 𝑝 + 𝑒 β„Ž , 𝑒 βˆ’ 𝑒 β„Ž ξ€Έ π‘ˆ ξ€œ 𝑑 𝑑 = βˆ’ 𝑇 0 ξ€· 𝐡 βˆ— 𝑝 β„Ž + 𝑒 β„Ž , 𝑒 βˆ’ 𝑣 β„Ž ξ€Έ π‘ˆ ξ€œ 𝑑 𝑑 βˆ’ 𝑇 0 ξ€· 𝐡 βˆ— 𝑝 β„Ž + 𝑒 β„Ž , 𝑣 β„Ž βˆ’ 𝑒 β„Ž ξ€Έ π‘ˆ + ξ€œ 𝑑 𝑑 𝑇 0 ξ€· 𝐡 βˆ— 𝑝 β„Ž βˆ’ 𝐡 βˆ— 𝑝 ξ€· 𝑒 β„Ž ξ€Έ , 𝑒 βˆ’ 𝑒 β„Ž ξ€Έ π‘ˆ ξ€œ 𝑑 𝑑 + 𝑇 0 ξ€· 𝐡 βˆ— 𝑝 ξ€· 𝑒 β„Ž ξ€Έ βˆ’ 𝐡 βˆ— 𝑝 , 𝑒 βˆ’ 𝑒 β„Ž ξ€Έ π‘ˆ 𝑑 𝑑 β©½ i n f 𝑣 β„Ž ∈ π‘ˆ β„Ž π‘Ž 𝑑 ξ€œ 𝑇 0 ξ€· 𝐡 βˆ— 𝑝 β„Ž + 𝑒 β„Ž , 𝑣 β„Ž ξ€Έ βˆ’ 𝑒 π‘ˆ + ξ€œ 𝑑 𝑑 𝑇 0 ξ€· 𝐡 βˆ— ξ€· 𝑝 β„Ž ξ€· 𝑒 βˆ’ 𝑝 β„Ž ξ€Έ ξ€Έ , 𝑒 βˆ’ 𝑒 β„Ž ξ€Έ π‘ˆ ξ€œ 𝑑 𝑑 + 𝑇 0 ξ€· 𝐡 βˆ— ξ€· 𝑝 ξ€· 𝑒 β„Ž ξ€Έ ξ€Έ βˆ’ 𝑝 , 𝑒 βˆ’ 𝑒 β„Ž ξ€Έ π‘ˆ 𝑑 𝑑 = 𝐼 1 + 𝐼 2 + 𝐼 3 . ( 3 . 7 ) Next, we will estimate 𝐼 1 , 𝐼 2 , a n d 𝐼 3 , respectively.
(1) We first estimate 𝐼 1 . Let 𝑃 β„Ž be the 𝐿 2 -projection from 𝐿 2 ( Ξ© ) to π‘ˆ β„Ž .
We have ξ€œ Ξ© π‘ˆ ξ€· 𝑃 β„Ž ξ€Έ 𝑣 βˆ’ 𝑣 πœ™ = 0 , βˆ€ πœ™ ∈ 𝑋 β„Ž , 𝑣 ∈ π‘ˆ π‘Ž 𝑑 ] . , 𝑑 ∈ ( 0 , 𝑇 ( 3 . 8 ) Since 𝑣 ∈ π‘ˆ π‘Ž 𝑑 , so ∫ Ξ© π‘ˆ 𝑃 β„Ž 𝑣 β©Ύ 0 , then 𝑃 β„Ž 𝑣 ∈ π‘ˆ β„Ž π‘Ž 𝑑 . So that we can take 𝑣 β„Ž = 𝑃 β„Ž 𝑒 in 𝐼 1 .
For given 𝑑 ∈ ( 0 , 𝑇 ] , let 𝑒 β„Ž = 𝑃 β„Ž  βˆ’ 𝐡 βˆ— 𝑝 β„Ž ξƒ― ∫ + m a x 0 , Ξ© π‘ˆ 𝐡 βˆ— 𝑝 β„Ž ∫ Ξ© π‘ˆ 1 ξƒ° ξƒͺ . ( 3 . 9 ) We have 𝑒 β„Ž ∈ 𝑋 β„Ž . We will show that 𝑒 β„Ž is the solution of the variational inequality in (2.24) assuming 𝑝 β„Ž is known.
Since ∫ Ξ© π‘ˆ [ 𝑃 β„Ž ( βˆ’ 𝐡 βˆ— 𝑝 β„Ž ∫ + m a x { 0 , Ξ© π‘ˆ 𝐡 βˆ— 𝑝 β„Ž / ∫ Ξ© π‘ˆ 1 } ) βˆ’ ( βˆ’ 𝐡 βˆ— 𝑝 β„Ž ∫ + m a x { 0 , Ξ© π‘ˆ 𝐡 βˆ— 𝑝 β„Ž / ∫ Ξ© π‘ˆ 1 } ) ] = 0 , we have ξ€œ Ξ© π‘ˆ 𝑒 β„Ž ξ€œ = βˆ’ Ξ© π‘ˆ 𝐡 βˆ— 𝑝 β„Ž + ξ€œ Ξ© π‘ˆ ξƒ― ∫ m a x 0 , Ξ© π‘ˆ 𝐡 βˆ— 𝑝 β„Ž ∫ Ξ© π‘ˆ 1 ξƒ° = ξƒ― βˆ’ ∫ Ξ© π‘ˆ 𝐡 βˆ— 𝑝 β„Ž , ∫ Ξ© π‘ˆ 𝐡 βˆ— 𝑝 β„Ž ∫ < 0 , 0 , Ξ© π‘ˆ 𝐡 βˆ— 𝑝 β„Ž β©Ύ 0 . ( 3 . 1 0 ) Thus, ∫ Ξ© π‘ˆ 𝑒 β„Ž β©Ύ 0 , we have 𝑒 β„Ž ∈ π‘ˆ β„Ž π‘Ž 𝑑 . Note that for all 𝑣 β„Ž ∈ π‘ˆ β„Ž π‘Ž 𝑑 , 𝑑 ∈ ( 0 , 𝑇 ] , we have ξ€· 𝑒 β„Ž + 𝐡 βˆ— 𝑝 β„Ž , 𝑣 β„Ž βˆ’ 𝑒 β„Ž ξ€Έ π‘ˆ = ξ€œ Ξ© π‘ˆ  𝑃 β„Ž  βˆ’ 𝐡 βˆ— 𝑝 β„Ž ξƒ― ∫ + m a x 0 , Ξ© π‘ˆ 𝐡 βˆ— 𝑝 β„Ž ∫ Ξ© π‘ˆ 1 βˆ’  ξƒ° ξƒͺ βˆ’ 𝐡 βˆ— 𝑝 β„Ž ξƒ― ∫ + m a x 0 , Ξ© π‘ˆ 𝐡 βˆ— 𝑝 β„Ž ∫ Ξ© π‘ˆ 1 ξƒ― ∫ ξƒ° ξƒͺ + m a x 0 , Ξ© π‘ˆ 𝐡 βˆ— 𝑝 β„Ž ∫ Ξ© π‘ˆ 1 ξ€· 𝑣 ξƒ° ξƒ­ β„Ž βˆ’ 𝑒 β„Ž ξ€Έ = ξ€œ Ξ© π‘ˆ ξƒ― ∫ m a x 0 , Ξ© π‘ˆ 𝐡 βˆ— 𝑝 β„Ž ∫ Ξ© π‘ˆ 1 ξƒ° ξ€· 𝑣 β„Ž βˆ’ 𝑒 β„Ž ξ€Έ . ( 3 . 1 1 ) If ∫ Ξ© π‘ˆ 𝐡 βˆ— 𝑝 β„Ž < 0 , then ξ€· 𝑒 β„Ž + 𝐡 βˆ— 𝑝 β„Ž , 𝑣 β„Ž βˆ’ 𝑒 β„Ž ξ€Έ π‘ˆ = ξ€œ Ξ© π‘ˆ ξ€· 𝑣 0 β‹… β„Ž βˆ’ 𝑒 β„Ž ξ€Έ = 0 . ( 3 . 1 2 ) If ∫ Ξ© π‘ˆ 𝐡 βˆ— 𝑝 β„Ž β©Ύ 0 , since ξ€œ Ξ© π‘ˆ 𝑒 β„Ž = ξ€œ Ξ© π‘ˆ  βˆ’ 𝐡 βˆ— 𝑝 β„Ž ξƒ― ∫ + m a x 0 , Ξ© π‘ˆ 𝐡 βˆ— 𝑝 β„Ž ∫ Ξ© π‘ˆ 1 ξƒ° ξƒͺ = 0 . ( 3 . 1 3 ) we have ξ€· 𝑒 β„Ž + 𝐡 βˆ— 𝑝 β„Ž , 𝑣 β„Ž βˆ’ 𝑒 β„Ž ξ€Έ π‘ˆ = ∫ Ξ© π‘ˆ 𝐡 βˆ— 𝑝 β„Ž ∫ Ξ© π‘ˆ 1 ξ€œ Ξ© π‘ˆ ξ€· 𝑣 β„Ž βˆ’ 𝑒 β„Ž ξ€Έ = ∫ Ξ© π‘ˆ 𝐡 βˆ— 𝑝 β„Ž ∫ Ξ© π‘ˆ 1 β‹… ξ€œ Ξ© π‘ˆ 𝑣 β„Ž β©Ύ 0 . ( 3 . 1 4 ) From (3.11)–(3.14), we obtain ξ€· 𝑒 β„Ž + 𝐡 βˆ— 𝑝 β„Ž , 𝑣 β„Ž βˆ’ 𝑒 β„Ž ξ€Έ π‘ˆ β©Ύ 0 , βˆ€ 𝑣 β„Ž ∈ π‘ˆ β„Ž π‘Ž 𝑑 . ( 3 . 1 5 ) So 𝑒 β„Ž = 𝑃 β„Ž ( βˆ’ 𝐡 βˆ— 𝑝 β„Ž ∫ + m a x { 0 , Ξ© π‘ˆ 𝐡 βˆ— 𝑝 β„Ž / ∫ Ξ© π‘ˆ 1 } ) is the solution of the variational inequality in (2.24) assuming 𝑝 β„Ž is known.
Then, 𝐼 1 β©½ ξ€œ 𝑇 0 ξ€· 𝐡 βˆ— 𝑝 β„Ž + 𝑒 β„Ž , 𝑃 β„Ž ξ€Έ 𝑒 βˆ’ 𝑒 π‘ˆ = ξ€œ 𝑑 𝑑 𝑇 0 ξƒ―  𝜏 π‘ˆ ξ€œ 𝜏 π‘ˆ  𝑃 β„Ž  βˆ’ 𝐡 βˆ— 𝑝 β„Ž ξƒ― ∫ + m a x 0 , Ξ© π‘ˆ 𝐡 βˆ— 𝑝 β„Ž ∫ Ξ© π‘ˆ 1 ξƒ° ξƒͺ + 𝐡 βˆ— 𝑝 β„Ž ξƒ­ ξ€· 𝑃 β„Ž ξ€Έ ξƒ° 𝑒 βˆ’ 𝑒 𝑑 𝑑 . ( 3 . 1 6 ) Since ∫ 𝜏 π‘ˆ ( 𝑃 β„Ž 𝑒 βˆ’ 𝑒 ) = 0 , we have 𝐼 1 β©½ ξ€œ 𝑇 0 ξƒ―  𝜏 π‘ˆ ξ€œ 𝜏 π‘ˆ ξ€· βˆ’ 𝑃 β„Ž ξ€· 𝐡 βˆ— 𝑝 β„Ž ξ€Έ + 𝐡 βˆ— 𝑝 β„Ž 𝑃 ξ€Έ ξ€· β„Ž ξ€Έ ξƒ° = ξ€œ 𝑒 βˆ’ 𝑒 𝑑 𝑑 𝑇 0 ξƒ―  𝜏 π‘ˆ ξ€œ 𝜏 π‘ˆ ξ€· βˆ’ 𝑃 β„Ž ξ€· 𝐡 βˆ— 𝑝 β„Ž ξ€Έ + 𝐡 βˆ— 𝑝 β„Ž 𝑃 ξ€Έ ξ€· β„Ž ξ€· 𝑒 βˆ’ 𝑒 β„Ž ξ€Έ βˆ’ ξ€· 𝑒 βˆ’ 𝑒 β„Ž ξƒ° ξ€œ ξ€Έ ξ€Έ 𝑑 𝑑 β©½ 𝐢 ( 𝛿 ) 𝑇 0 ξƒ―  𝜏 π‘ˆ ξ€œ 𝜏 π‘ˆ ξ€· βˆ’ 𝑃 β„Ž ξ€· 𝐡 βˆ— 𝑝 β„Ž ξ€Έ + 𝐡 βˆ— 𝑝 β„Ž ξ€Έ 2 ξƒ° β€– β€– 𝑑 𝑑 + 𝛿 𝑒 βˆ’ 𝑒 β„Ž β€– β€– 2 𝐿 2 ξ€· 0 , 𝑇 ; 𝐿 2 ξ€· Ξ© π‘ˆ ξ€Έ ξ€Έ = 𝐢 πœ‚ 2 1 β€– β€– + 𝛿 𝑒 βˆ’ 𝑒 β„Ž β€– β€– 2 𝐿 2 ξ€· 0 , 𝑇 ; 𝐿 2 ξ€· Ξ© π‘ˆ ξ€Έ ξ€Έ . ( 3 . 1 7 ) ( 2 ) Consider 𝐼 2 = ξ€œ 𝑇 0 ξ€· 𝐡 βˆ— ξ€· 𝑝 β„Ž ξ€· 𝑒 βˆ’ 𝑝 β„Ž ξ€Έ ξ€Έ , 𝑒 βˆ’ 𝑒 β„Ž ξ€Έ π‘ˆ β€– β€– 𝑝 𝑑 𝑑 β©½ 𝐢 β„Ž ξ€· 𝑒 βˆ’ 𝑝 β„Ž ξ€Έ β€– β€– 2 𝐿 2 ξ€· 0 , 𝑇 ; 𝐿 2 ξ€Έ ( Ξ© ) β€– β€– + 𝛿 𝑒 βˆ’ 𝑒 β„Ž β€– β€– 2 𝐿 2 ξ€· 0 , 𝑇 ; 𝐿 2 ξ€· Ξ© π‘ˆ ξ€Έ ξ€Έ . ( 3 . 1 8 ) ( 3 ) By (3.4) and (2.17), we have for 𝑑 ∈ ( 0 , 𝑇 ] ξ‚€ πœ• ξ€· ξ€· 𝑒 πœ• 𝑑 𝑦 βˆ’ 𝑦 β„Ž  ξ‚€ πœ• ξ€Έ ξ€Έ , πœ” + π‘Ž ξ€· ξ€· 𝑒 πœ• 𝑑 𝑦 βˆ’ 𝑦 β„Ž  ξ€· ξ€· 𝑒 ξ€Έ ξ€Έ , πœ” + 𝑑 𝑦 βˆ’ 𝑦 β„Ž ξ€Έ ξ€Έ + ξ€œ , 𝑀 𝑑 0 𝑐 ξ€· ξ€· ξ€· 𝑒 𝑑 , 𝜏 ; 𝑦 βˆ’ 𝑦 β„Ž ( ξ€Έ ξ€· 𝐡 ξ€· ξ€Έ ξ€Έ 𝜏 ) , πœ” ( 𝑑 ) 𝑑 𝜏 = 𝑒 βˆ’ 𝑒 β„Ž ξ€Έ ξ€Έ , πœ” , βˆ€ πœ” ∈ 𝑉 , ( 3 . 1 9 ) and from (3.5) and (2.18), we have βˆ’ ξ‚€ πœ• π‘ž , ξ€· ξ€· 𝑒 πœ• 𝑑 𝑝 βˆ’ 𝑝 β„Ž  ξ‚€ πœ• ξ€Έ ξ€Έ βˆ’ π‘Ž π‘ž , ξ€· ξ€· 𝑒 πœ• 𝑑 𝑝 βˆ’ 𝑝 β„Ž  ξ€· ξ€· 𝑒 ξ€Έ ξ€Έ + 𝑑 π‘ž , 𝑝 βˆ’ 𝑝 β„Ž + ξ€œ ξ€Έ ξ€Έ 𝑇 𝑑 𝑐 ξ€· ξ€· ξ€· 𝑒 𝜏 , 𝑑 ; π‘ž ( 𝑑 ) , 𝑝 βˆ’ 𝑝 β„Ž ξ€Έ ξ€· ξ€· 𝑒 ξ€Έ ξ€Έ ( 𝜏 ) 𝑑 𝜏 = 𝑦 βˆ’ 𝑦 β„Ž ξ€Έ ξ€Έ , π‘ž , βˆ€ π‘ž ∈ 𝑉 . ( 3 . 2 0 ) Then, from (3.19), (3.20), and integrating by part we have 𝐼 3 = ξ€œ 𝑇 0 ξ€· 𝐡 βˆ— ξ€· 𝑝 ξ€· 𝑒 β„Ž ξ€Έ ξ€Έ βˆ’ 𝑝 , 𝑒 βˆ’ 𝑒 β„Ž ξ€Έ π‘ˆ ξ€œ 𝑑 𝑑 = 𝑇 0 ξ€· 𝑝 ξ€· 𝑒 β„Ž ξ€Έ ξ€· βˆ’ 𝑝 , 𝐡 𝑒 βˆ’ 𝑒 β„Ž ξ€Έ ξ€Έ π‘ˆ = ξ€œ 𝑑 𝑑 𝑇 0 πœ•  ξ‚€ ξ€· ξ€· 𝑒 πœ• 𝑑 𝑦 βˆ’ 𝑦 β„Ž ξ€· 𝑒 ξ€Έ ξ€Έ , 𝑝 β„Ž ξ€Έ  ξ‚€ πœ• βˆ’ 𝑝 + π‘Ž ξ€· ξ€· 𝑒 πœ• 𝑑 𝑦 βˆ’ 𝑦 β„Ž ξ€· 𝑒 ξ€Έ ξ€Έ , 𝑝 β„Ž ξ€Έ  ξ€· ξ€· 𝑒 βˆ’ 𝑝 + 𝑑 𝑦 βˆ’ 𝑦 β„Ž ξ€Έ ξ€· 𝑒 , 𝑝 β„Ž ξ€Έ ξ€Έ + ξ€œ βˆ’ 𝑝 𝑑 0 𝑐 ξ€· ξ€· ξ€· 𝑒 𝑑 , 𝜏 ; 𝑦 βˆ’ 𝑦 β„Ž ξ€· 𝑝 ξ€· 𝑒 ξ€Έ ξ€Έ ( 𝜏 ) , β„Ž ξ€Έ ξ€Έ ξ€Έ ξ‚Ή = ξ€œ βˆ’ 𝑝 ( 𝑑 ) 𝑑 𝜏 𝑑 𝑑 𝑇 0  βˆ’ ξ‚€ ξ€· 𝑒 𝑦 βˆ’ 𝑦 β„Ž ξ€Έ , πœ• ξ€· 𝑝 ξ€· 𝑒 πœ• 𝑑 β„Ž ξ€Έ ξ€Έ  ξ‚€ ξ€· 𝑒 βˆ’ 𝑝 βˆ’ π‘Ž 𝑦 βˆ’ 𝑦 β„Ž ξ€Έ , πœ• ξ€· 𝑝 ξ€· 𝑒 πœ• 𝑑 β„Ž ξ€Έ ξ€Έ  ξ€· ξ€· 𝑒 βˆ’ 𝑝 + 𝑑 𝑦 βˆ’ 𝑦 β„Ž ξ€Έ ξ€· 𝑒 , 𝑝 β„Ž ξ€Έ ξ€Έ + ξ€œ βˆ’ 𝑝 𝑇 𝑑 𝑐 ξ€· ξ€· ξ€· 𝑒 𝜏 , 𝑑 ; 𝑦 βˆ’ 𝑦 β„Ž ( ξ€· 𝑝 ξ€· 𝑒 ξ€Έ ξ€Έ 𝑑 ) , β„Ž ξ€Έ ξ€Έ ( ξ€Έ ξ‚Ή = ξ€œ βˆ’ 𝑝 𝜏 ) 𝑑 𝜏 𝑑 𝑑 𝑇 0 βˆ’ ξ€· ξ€· 𝑒 𝑦 βˆ’ 𝑦 β„Ž ξ€Έ ξ€· 𝑒 , 𝑦 βˆ’ 𝑦 β„Ž ξ€Έ ξ€Έ 𝑑 𝑑 β©½ 0 . ( 3 . 2 1 ) Following from (3.17)–(3.21), let 𝛿 be small enough as β€– β€– 𝑒 βˆ’ 𝑒 β„Ž β€– β€– 2 𝐿 2 ξ€· 0 , 𝑇 ; 𝐿 2 ξ€· Ξ© π‘ˆ ξ€Έ ξ€Έ β©½ 𝐢 πœ‚ 2 1 β€– β€– 𝑝 + 𝐢 β„Ž ξ€· 𝑒 βˆ’ 𝑝 β„Ž ξ€Έ β€– β€– 2 𝐿 2 ξ€· 0 , 𝑇 ; 𝐿 2 ξ€Έ ( Ξ© ) . ( 3 . 2 2 ) This completes the proof.

Lemma 3.2. Let ( 𝑦 , 𝑝 , 𝑒 ) and ( 𝑦 β„Ž , 𝑝 β„Ž , 𝑒 β„Ž ) be the solutions of (2.17)–(2.19), and (2.22)–(2.24) respectively. Then, there hold the a posteriori error estimates as β€– β€– 𝑦 β„Ž ξ€· 𝑒 βˆ’ 𝑦 β„Ž ξ€Έ β€– β€– 2 𝐿 ∞ ξ€· 0 , 𝑇 ; 𝐻 1 ξ€Έ ( Ξ© ) + β€– β€– β€– πœ• ξ€· 𝑦 πœ• 𝑑 β„Ž ξ€· 𝑒 βˆ’ 𝑦 β„Ž β€– β€– β€– ξ€Έ ξ€Έ 2 𝐿 2 ξ€· 0 , 𝑇 ; 𝐻 1 ξ€Έ ( Ξ© ) + β€– β€– 𝑝 β„Ž ξ€· 𝑒 βˆ’ 𝑝 β„Ž ξ€Έ β€– β€– 2 𝐿 ∞ ξ€· 0 , 𝑇 ; 𝐻 1 ξ€Έ ( Ξ© ) + β€– β€– β€– πœ• ξ€· 𝑝 πœ• 𝑑 β„Ž ξ€· 𝑒 βˆ’ 𝑝 β„Ž β€– β€– β€– ξ€Έ ξ€Έ 2 𝐿 2 ξ€· 0 , 𝑇 ; 𝐻 1 ξ€Έ ( Ξ© ) β©½ 𝐢 6  𝑖 = 2 πœ‚ 2 𝑖 , ( 3 . 2 3 ) where πœ‚ 2 2 = ξ€œ 𝑇 0 ξƒ―  𝜏 β„Ž 2 𝜏 ξ€œ 𝜏 ξ‚΅ πœ• 𝑝 β„Ž ξ‚΅ 𝐴 πœ• 𝑑 βˆ’ d i v βˆ— βˆ‡ πœ• 𝑝 β„Ž ξ‚Ά ξ€· 𝐷 πœ• 𝑑 + d i v βˆ— βˆ‡ 𝑝 β„Ž ξ€Έ + ξ€œ 𝑇 𝑑 ξ€· 𝐢 d i v βˆ— ( 𝜏 , 𝑑 ) βˆ‡ 𝑝 β„Ž ( ξ€Έ 𝜏 ) 𝑑 𝜏 + 𝑦 β„Ž βˆ’ 𝑧 𝑑 ξ‚Ά 2 ξƒ° πœ‚ 𝑑 𝜏 𝑑 𝑑 , 2 3 = ξ€œ 𝑇 0  𝜏 β„Ž 𝑙 ξ€œ πœ• 𝜏 ξ‚Έ βˆ’ ξ‚΅ 𝐴 βˆ— βˆ‡ πœ• 𝑝 β„Ž ξ‚Ά ξ€· 𝐷 πœ• 𝑑 β‹… 𝑛 + βˆ— βˆ‡ 𝑝 β„Ž ξ€Έ ξ€œ β‹… 𝑛 + 𝑇 𝑑 ξ€· 𝐢 βˆ— ( 𝜏 , 𝑑 ) βˆ‡ 𝑝 β„Ž ξ€Έ ξ‚Ή ( 𝜏 ) β‹… 𝑛 𝑑 𝜏 2 πœ‚ 𝑑 𝑙 𝑑 𝑑 , 2 4 = ξ€œ 𝑇 0 ξƒ―  𝜏 β„Ž 2 𝜏 ξ€œ 𝜏 ξ‚΅ πœ• 𝑦 πœ• 𝑑 β„Ž ξ‚΅ βˆ’ d i v 𝐴 βˆ‡ πœ• 𝑦 β„Ž ξ‚Ά ξ€· πœ• 𝑑 βˆ’ d i v 𝐷 βˆ‡ 𝑦 β„Ž ξ€Έ βˆ’ ξ€œ 𝑑 0 ξ€· d i v 𝐢 ( 𝑑 , 𝜏 ) βˆ‡ 𝑦 β„Ž ξ€Έ ( 𝜏 ) 𝑑 𝜏 βˆ’ 𝑓 βˆ’ 𝐡 𝑒 β„Ž ξ‚Ά 2 ξƒ° πœ‚ 𝑑 𝑑 , 2 5 = ξ€œ 𝑇 0  𝜏 β„Ž 𝑙 ξ€œ πœ• 𝜏 ξ‚Έ ξ‚΅ 𝐴 βˆ‡ πœ• 𝑦 β„Ž ξ‚Ά ξ€· πœ• 𝑑 β‹… 𝑛 + 𝐴 βˆ‡ 𝑦 β„Ž ξ€Έ ξ€œ β‹… 𝑛 + 𝑑 0 ξ€· 𝐢 ( 𝑑 , 𝜏 ) βˆ‡ 𝑦 β„Ž ξ€Έ ξ‚Ή ( 𝜏 ) β‹… 𝑛 𝑑 𝜏 2 πœ‚ 𝑑 𝑙 𝑑 𝑑 , 2 6 = β€– β€– 𝑦 β„Ž 0 βˆ’ 𝑦 0 β€– β€– 2 1 , Ξ© , ( 3 . 2 4 ) where 𝑙 is a face of an element 𝜏 , β„Ž 𝑙 is the maximum diameter of 𝑙 ,  and   [ βˆ‡ 𝑝 β„Ž β‹… 𝑛 ] and [ βˆ‡ 𝑦 β„Ž β‹… 𝑛 ] are the normal derivative jumps over the interior face 𝑙 defined by ξ€Ί βˆ‡ 𝑝 β„Ž ξ€» β‹… 𝑛 𝑙 = ξ‚€ βˆ‡ 𝑝 β„Ž β„Ž | 𝜏 1 𝑙 βˆ’ βˆ‡ 𝑝 β„Ž | 𝜏 2 𝑙  ξ€Ί β‹… 𝑛 , βˆ‡ 𝑦 β„Ž ξ€» β‹… 𝑛 𝑙 = ξ‚€ βˆ‡ 𝑦 β„Ž | 𝜏 1 𝑙 βˆ’ βˆ‡ 𝑦 β„Ž | 𝜏 2 𝑙  β‹… 𝑛 , ( 3 . 2 5 ) where 𝑛 is the unit normal vector on 𝑙 = 𝜏 1 𝑙 ∩ 𝜏 2 𝑙 outwards 𝜏 1 𝑙 . For later convenience, one can define [ βˆ‡ 𝑝 β„Ž β‹… 𝑛 ] 𝑙 = 0 and [ βˆ‡ 𝑦 β„Ž β‹… 𝑛 ] 𝑙 = 0 when 𝑙 βŠ‚ πœ• Ξ© .

Proof. Let  𝑅 ξ€· 𝑒 β„Ž ξ€Έ  ξ‚€ πœ• , 𝑣 = βˆ’ 𝑣 , ξ€· 𝑝 πœ• 𝑑 β„Ž ξ€· 𝑒 βˆ’ 𝑝 β„Ž  ξ‚€ πœ• ξ€Έ ξ€Έ βˆ’ π‘Ž 𝑣 , ξ€· 𝑝 πœ• 𝑑 β„Ž ξ€· 𝑒 βˆ’ 𝑝 β„Ž  ξ€· ξ€Έ ξ€Έ + 𝑑 𝑣 , 𝑝 β„Ž ξ€· 𝑒 βˆ’ 𝑝 β„Ž + ξ€œ ξ€Έ ξ€Έ 𝑇 𝑑 𝑐 ξ€· ξ€· 𝑝 𝜏 , 𝑑 ; 𝑣 ( 𝑑 ) , β„Ž ξ€· 𝑒 βˆ’ 𝑝 β„Ž ξ€Έ ξ€Έ ξ€Έ ( 𝜏 ) 𝑑 𝜏 , ( 3 . 2 6 ) and πœ‹ β„Ž the average interpolation operator defined as in (2.25) and 𝑒 = 𝑝 β„Ž βˆ’ 𝑝 ( 𝑒 β„Ž ) . Then, it follows from (2.23) and (3.5) that βˆ’ ξ‚€ π‘ž β„Ž , πœ• ξ€· 𝑝 πœ• 𝑑 β„Ž ξ€· 𝑒 βˆ’ 𝑝 β„Ž  ξ‚€ π‘ž ξ€Έ ξ€Έ βˆ’ π‘Ž β„Ž , πœ• ξ€· 𝑝 πœ• 𝑑 β„Ž ξ€· 𝑒 βˆ’ 𝑝 β„Ž  ξ€· π‘ž ξ€Έ ξ€Έ + 𝑑 β„Ž , 𝑝 β„Ž ξ€· 𝑒 βˆ’ 𝑝 β„Ž + ξ€œ ξ€Έ ξ€Έ 𝑇 𝑑 𝑐 ξ€· 𝜏 , 𝑑 ; π‘ž β„Ž ξ€· 𝑝 ( 𝑑 ) , β„Ž ξ€· 𝑒 βˆ’ 𝑝 β„Ž ξ€Έ ξ€· 𝑦 ξ€Έ ξ€Έ ( 𝜏 ) 𝑑 𝜏 = β„Ž ξ€· 𝑒 βˆ’ 𝑦 β„Ž ξ€Έ , π‘ž β„Ž ξ€Έ , βˆ€ π‘ž β„Ž ∈ 𝑉 β„Ž . ( 3 . 2 7 ) We have  𝑅 ξ€· 𝑒 β„Ž ξ€Έ  ξ‚€ , 𝑣 = βˆ’ 𝑣 βˆ’ πœ‹ β„Ž πœ• 𝑣 , ξ€· 𝑝 πœ• 𝑑 β„Ž ξ€· 𝑒 βˆ’ 𝑝 β„Ž  ξ‚€ ξ€Έ ξ€Έ βˆ’ π‘Ž 𝑣 βˆ’ πœ‹ β„Ž πœ• 𝑣 , ξ€· 𝑝 πœ• 𝑑 β„Ž ξ€· 𝑒 βˆ’ 𝑝 β„Ž  ξ€· ξ€Έ ξ€Έ + 𝑑 𝑣 βˆ’ πœ‹ β„Ž 𝑣 , 𝑝 β„Ž ξ€· 𝑒 βˆ’ 𝑝 β„Ž + ξ€œ ξ€Έ ξ€Έ 𝑇 𝑑 𝑐 ξ€· ξ€· 𝜏 , 𝑑 ; 𝑣 βˆ’ πœ‹ β„Ž 𝑣 ξ€Έ ξ€· 𝑝 ( 𝑑 ) , β„Ž ξ€· 𝑒 βˆ’ 𝑝 β„Ž ξ€Έ ξ‚€ πœ‹ ξ€Έ ξ€Έ ( 𝜏 ) 𝑑 𝜏 βˆ’ β„Ž πœ• 𝑣 , ξ€· 𝑝 πœ• 𝑑 β„Ž ξ€· 𝑒 βˆ’ 𝑝 β„Ž  ξ‚€ πœ‹ ξ€Έ ξ€Έ βˆ’ π‘Ž β„Ž πœ• 𝑣 , ξ€· 𝑝 πœ• 𝑑 β„Ž ξ€· 𝑒 βˆ’ 𝑝 β„Ž  ξ€· πœ‹ ξ€Έ ξ€Έ + 𝑑 β„Ž 𝑣 , 𝑝 β„Ž ξ€· 𝑒 βˆ’ 𝑝 β„Ž + ξ€œ ξ€Έ ξ€Έ 𝑇 𝑑 𝑐 ξ€· 𝜏 , 𝑑 ; πœ‹ β„Ž ξ€· 𝑝 𝑣 ( 𝑑 ) , β„Ž ξ€· 𝑒 βˆ’ 𝑝 β„Ž ξ€Έ ξ‚΅ ξ€Έ ξ€Έ ( 𝜏 ) 𝑑 𝜏 = βˆ’ 𝑣 βˆ’ πœ‹ β„Ž 𝑣 , πœ• 𝑝 β„Ž ξ‚Ά ξ‚΅ πœ• 𝑑 βˆ’ π‘Ž 𝑣 βˆ’ πœ‹ β„Ž 𝑣 , πœ• 𝑝 β„Ž ξ‚Ά ξ€· πœ• 𝑑 + 𝑑 𝑣 βˆ’ πœ‹ β„Ž 𝑣 , 𝑝 β„Ž ξ€Έ + ξ€œ 𝑇 𝑑 𝑐 ξ€· ξ€· 𝜏 , 𝑑 ; 𝑣 βˆ’ πœ‹ β„Ž 𝑣 ξ€Έ ( 𝑑 ) , 𝑝 β„Ž ξ€Έ βˆ’ ξ€· 𝑦 ξ€· 𝑒 ( 𝜏 ) 𝑑 𝜏 β„Ž ξ€Έ βˆ’ 𝑧 𝑑 , 𝑣 βˆ’ πœ‹ β„Ž 𝑣 ξ€Έ + ξ€· 𝑦 β„Ž ξ€· 𝑒 βˆ’ 𝑦 β„Ž ξ€Έ , πœ‹ β„Ž 𝑣 ξ€Έ =  𝜏 ξ€œ 𝜏 ξ‚΅ βˆ’ πœ• 𝑝 β„Ž ξ‚΅ 𝐴 πœ• 𝑑 + d i v βˆ— βˆ‡ πœ• 𝑝 β„Ž ξ‚Ά ξ€· 𝐷 πœ• 𝑑 βˆ’ d i v βˆ— βˆ‡ 𝑝 β„Ž ξ€Έ βˆ’ ξ€œ 𝑇 𝑑 ξ€· 𝐢 d i v βˆ— ( 𝜏 , 𝑑 ) βˆ‡ 𝑝 β„Ž ξ€Έ ( 𝜏 ) 𝑑 𝜏 βˆ’ 𝑦 β„Ž + 𝑧 𝑑 ξ‚Ά Γ— ξ€· 𝑣 βˆ’ πœ‹ β„Ž 𝑣 ξ€Έ +  𝜏 ξ€œ πœ• 𝜏 ξ‚Έ βˆ’ ξ‚΅ 𝐴 βˆ— βˆ‡ πœ• 𝑝 β„Ž ξ‚Ά ξ€· 𝐷 πœ• 𝑑 β‹… 𝑛 + βˆ— βˆ‡ 𝑝 β„Ž ξ€Έ ξ€œ β‹… 𝑛 + 𝑇 𝑑 ξ€· 𝐢 βˆ— ( 𝜏 , 𝑑 ) βˆ‡ 𝑝 β„Ž ξ€Έ ξ‚Ή Γ— ξ€· ( 𝜏 ) β‹… 𝑛 𝑑 𝜏 𝑣 βˆ’ πœ‹ β„Ž 𝑣 ξ€Έ + ξ€· 𝑦 β„Ž ξ€· 𝑒 βˆ’ 𝑦 β„Ž ξ€Έ ξ€Έ β©½ ξƒ―  , 𝑣 𝜏 ξ€œ 𝜏 β„Ž 2 𝜏 ξ‚΅ βˆ’ πœ• 𝑝 β„Ž ξ‚΅ 𝐴 πœ• 𝑑 + d i v βˆ— βˆ‡ πœ• 𝑝 β„Ž ξ‚Ά ξ€· 𝐷 πœ• 𝑑 βˆ’ d i v βˆ— βˆ‡ 𝑝 β„Ž ξ€Έ βˆ’ ξ€œ 𝑇 𝑑 ξ€· 𝐢 d i v βˆ— ( 𝜏 , 𝑑 ) βˆ‡ 𝑝 β„Ž ( ξ€Έ 𝜏 ) 𝑑 𝜏 βˆ’ 𝑦 β„Ž + 𝑧 𝑑 ξ‚Ά 2 +  𝜏 ξ€œ πœ• 𝜏 β„Ž 𝑙 ξ‚Έ βˆ’ ξ‚΅ 𝐴 βˆ— βˆ‡ πœ• 𝑝 β„Ž ξ‚Ά ξ€· 𝐷 πœ• 𝑑 β‹… 𝑛 + βˆ— βˆ‡ 𝑝 β„Ž ξ€Έ ξ€œ β‹… 𝑛 + 𝑇 𝑑 ξ€· 𝐢 βˆ— ( 𝜏 , 𝑑 ) βˆ‡ 𝑝 β„Ž ξ€Έ ξ‚Ή ( 𝜏 ) β‹… 𝑛 𝑑 𝜏 2 ξƒ° 1 / 2 Γ— β€– 𝑣 β€– 1 , Ξ© + ξ€· 𝑦 β„Ž ξ€· 𝑒 βˆ’ 𝑦 β„Ž ξ€Έ ξ€Έ . , 𝑣 ( 3 . 2 8 ) Taking 𝑣 = 𝑝 β„Ž βˆ’ 𝑝 ( 𝑒 β„Ž ) in (3.28) and from (2.6), we have βˆ’ 1 2 𝑑 β€– β€– 𝑝 𝑑 𝑑 β„Ž βˆ’ 𝑝 ( 𝑒 β„Ž ) β€– β€– 2 0 , Ξ© βˆ’ 1 2 𝑑 π‘Ž ξ€· 𝑝 𝑑 𝑑 β„Ž ξ€· 𝑒 βˆ’ 𝑝 β„Ž ξ€Έ , 𝑝 β„Ž ξ€· 𝑒 βˆ’ 𝑝 β„Ž β€– β€– 𝑝 ξ€Έ ξ€Έ + 𝑐 β„Ž ξ€· 𝑒 βˆ’ 𝑝 β„Ž ξ€Έ β€– β€– 2 1 , Ξ© β©½ ξƒ―  𝜏 ξ€œ 𝜏 β„Ž 2 𝜏 ξ‚΅ βˆ’ πœ• 𝑝 β„Ž ξ‚΅ 𝐴 πœ• 𝑑 + d i v βˆ— βˆ‡ πœ• 𝑝 β„Ž ξ‚Ά ξ€· 𝐷 πœ• 𝑑 βˆ’ d i v βˆ— βˆ‡ 𝑝 β„Ž ξ€Έ βˆ’ ξ€œ 𝑇 𝑑 ξ€· 𝐢 d i v βˆ— ( 𝜏 , 𝑑 ) βˆ‡ 𝑝 β„Ž ( ξ€Έ 𝜏 ) 𝑑 𝜏 βˆ’ 𝑦 β„Ž + 𝑧 𝑑 ξ‚Ά 2 +  𝜏 ξ€œ πœ• 𝜏 β„Ž 𝑙 ξ‚Έ βˆ’ ξ‚΅ 𝐴 βˆ— βˆ‡ πœ• 𝑝 β„Ž ξ‚Ά ξ€· 𝐷 πœ• 𝑑 β‹… 𝑛 + βˆ— βˆ‡ 𝑝 β„Ž ξ€Έ ξ‚Ή β‹… 𝑛 2 ξƒ° 1 / 2 Γ— β€– β€– 𝑝 β„Ž ξ€· 𝑒 βˆ’ 𝑝 β„Ž ξ€Έ β€– β€– 1 , Ξ© + ξ€· 𝑦 β„Ž ξ€· 𝑒 βˆ’ 𝑦 β„Ž ξ€Έ , 𝑝 β„Ž ξ€· 𝑒 βˆ’ 𝑝 β„Ž βˆ’ ξ€œ ξ€Έ ξ€Έ 𝑇 𝑑 𝑐 ξ€· ξ€· 𝑝 𝜏 , 𝑑 ; β„Ž ξ€· 𝑒 βˆ’ 𝑝 β„Ž ξ€· 𝑝 ξ€Έ ξ€Έ ( 𝑑 ) , β„Ž ξ€· 𝑒 βˆ’ 𝑝 β„Ž ξ€Έ ξ€Έ ξ€Έ ( 𝜏 ) 𝑑 𝜏 . ( 3 . 2 9 ) Integrating time from 𝑑 to 𝑇 in (3.29) and by Schwartz inequality, Lemmas 2.4 and 2.5, we have 1 2 β€– β€– 𝑝 β„Ž ξ€· 𝑒 βˆ’ 𝑝 β„Ž ξ€Έ β€– β€– 2 0 , Ξ© β€– β€– 𝑝 + 𝑐 β„Ž ξ€· 𝑒 βˆ’ 𝑝 β„Ž ξ€Έ β€– β€– 2 1 , Ξ© ξ€œ + 𝑐 𝑇 𝑑 β€– β€– 𝑝 β„Ž ξ€· 𝑒 βˆ’ 𝑝 β„Ž ξ€Έ β€– β€– 2 1 , Ξ© β©½ ξ€œ 𝑑 𝜏 𝑇 𝑑  𝜏 β„Ž 2 𝜏 Γ— ξ€œ 𝜏 ξ‚΅ πœ• 𝑝 β„Ž ξ‚΅ 𝐴 πœ• 𝑑 βˆ’ d i v βˆ— βˆ‡ πœ• 𝑝 β„Ž ξ‚Ά ξ€· 𝐷 πœ• 𝑑 + d i v βˆ— βˆ‡ 𝑝 β„Ž ξ€Έ + ξ€œ 𝑇 𝜏 ξ€· 𝐢 d i v βˆ— ( 𝑠 , 𝜏 ) βˆ‡ 𝑝 β„Ž ξ€Έ ( 𝑠 ) 𝑑 𝑠 + 𝑦 β„Ž βˆ’ 𝑧 𝑑 ξ‚Ά 2 + ξ€œ 𝑑 𝜏 𝑇 𝑑  𝜏 β„Ž 𝑙 ξ€œ πœ• 𝜏 ξ‚Έ βˆ’ ξ‚΅ 𝐴 βˆ— βˆ‡ πœ• 𝑝 β„Ž ξ‚Ά ξ€· 𝐷 πœ• 𝑑 β‹… 𝑛 + βˆ— βˆ‡ 𝑝 β„Ž ξ€Έ ξ€œ β‹… 𝑛 + 𝑇 𝜏 ξ€· 𝐢 βˆ— ( 𝑠 , 𝜏 ) βˆ‡ 𝑝 β„Ž ( ξ€Έ ξ‚Ή 𝑠 ) β‹… 𝑛 𝑑 𝑠 2 ξ€œ 𝑑 𝜏 + 𝛿 𝑇 𝑑 β€– β€– 𝑝 β„Ž ξ€· 𝑒 βˆ’ 𝑝 β„Ž ξ€Έ β€– β€– 2 1 , Ξ© ξ€œ 𝑑 𝜏 + 𝐢 𝑇 𝑑 β€– β€– 𝑦 β„Ž ξ€· 𝑒 βˆ’ 𝑦 β„Ž ξ€Έ β€– β€– 2 0 , Ξ© ξ€œ 𝑑 𝜏 + 𝐢 𝑇 𝑑 ξ€œ 𝑇 𝜏 β€– β€– ξ€· 𝑝 β„Ž ξ€· 𝑒 βˆ’ 𝑝 β„Ž ( β€– β€– ξ€Έ ξ€Έ 𝑠 ) 2 1 , Ξ© 𝑑 𝑠 𝑑 𝜏 . ( 3 . 3 0 ) Letting 𝛿 be small enough, we have ξ€œ 𝑇 𝑑 β€– β€– 𝑝 β„Ž βˆ’ 𝑝 ( 𝑒 β„Ž ) β€– β€– 2 1 , Ξ© ξ€œ 𝑑 𝜏 β©½ 𝐢 𝑇 𝑑  𝜏 β„Ž 2 𝜏 ξ€œ 𝜏 ξ‚΅ πœ• 𝑝 β„Ž ξ‚΅ 𝐴 πœ• 𝑑 βˆ’ d i v βˆ— βˆ‡ πœ• 𝑝 β„Ž ξ‚Ά ξ€· 𝐷 πœ• 𝑑 + d i v βˆ— βˆ‡ 𝑝 β„Ž ξ€Έ + ξ€œ 𝑇 𝜏 ξ€· 𝐢 d i v βˆ— ( 𝑠 , 𝜏 ) βˆ‡ 𝑝 β„Ž ξ€Έ ( 𝑠 ) 𝑑 𝑠 + 𝑦 β„Ž βˆ’ 𝑧 𝑑 ξ‚Ά 2 ξ€œ 𝑑 𝜏 + 𝐢 𝑇 𝑑  𝜏 β„Ž 𝑙 ξ€œ πœ• 𝜏 ξ‚Έ βˆ’ ξ‚΅ 𝐴 βˆ— βˆ‡ πœ• 𝑝 β„Ž ξ‚Ά ξ€· 𝐷 πœ• 𝑑 β‹… 𝑛 + βˆ— βˆ‡ 𝑝 β„Ž ξ€Έ + ξ€œ β‹… 𝑛 𝑇 𝜏 ξ€· 𝐢 βˆ— ( 𝑠 , 𝜏 ) βˆ‡ 𝑝 β„Ž ( ξ€Έ ξ‚Ή 𝑠 ) β‹… 𝑛 𝑑 𝑠 2 ξ€œ 𝑑 𝜏 + 𝐢 𝑇 𝑑 β€– β€– 𝑦 β„Ž βˆ’ 𝑦 ( 𝑒 β„Ž ) β€– β€– 2 0 , Ξ© ξ€œ 𝑑 𝜏 + 𝐢 𝑇 𝑑 ξ€œ 𝑇 𝜏 β€– β€– ξ€· 𝑝 β„Ž ξ€· 𝑒 βˆ’ 𝑝 β„Ž β€– β€– ξ€Έ ξ€Έ ( 𝑠 ) 2 1 , Ξ© 𝑑 𝑠 𝑑 𝜏 . ( 3 . 3 1 ) Then, from Gronwall inequality and (3.28)–(3.31) we have β€– β€– 𝑝 β„Ž βˆ’ 𝑝 ( 𝑒 β„Ž ) β€– β€– 2 𝐿 2 ξ€· 0 , 𝑇 ; 𝐻 1 ξ€Έ ( Ξ© ) β©½ 𝐢 πœ‚ 2 2 + 𝐢 πœ‚ 2 3 β€– β€– 𝑦 + 𝐢 β„Ž ξ€· 𝑒 βˆ’ 𝑦 β„Ž ξ€Έ β€– β€– 2 𝐿 2 ξ€· 0 , 𝑇 ; 𝐿 2 ξ€Έ ( Ξ© ) . ( 3 . 3 2 ) Similarly, β€– β€– 𝑝 β„Ž ξ€· 𝑒 βˆ’ 𝑝 β„Ž ξ€Έ β€– β€– 2 𝐿 ∞ ( 0 , 𝑇 ; 𝐻 1 ( Ξ© ) ) ξ‚€ πœ‚ β©½ 𝐢 2 2 + πœ‚ 2 3 + β€– β€– 𝑦 β„Ž ξ€· 𝑒 βˆ’ 𝑦 β„Ž ξ€Έ β€– β€– 2 𝐿 2 ξ€· 0 , 𝑇 ; 𝐿 2 ξ€Έ ( Ξ© )  ξ€œ + 𝐢 𝑇 0 ξ€œ 𝑇 𝑑 β€– β€– ξ€· 𝑝 β„Ž ξ€· 𝑒 βˆ’ 𝑝 β„Ž β€– β€– ξ€Έ ξ€Έ ( 𝜏 ) 2 1 , Ξ© 𝑑 𝜏 𝑑 𝑑 β©½ 𝐢 πœ‚ 2 2 + 𝐢 πœ‚ 2 3 β€– β€– 𝑦 + 𝐢 β„Ž ξ€· 𝑒 βˆ’ 𝑦 β„Ž ξ€Έ β€– β€– 2 𝐿 2 ξ€· 0 , 𝑇 ; 𝐿 2 ξ€Έ ( Ξ© ) . ( 3 . 3 3 ) In the same way of getting (3.32),by setting 𝑣 = ( πœ• / πœ• 𝑑 ) ( 𝑝 β„Ž βˆ’ 𝑝 ( 𝑒 β„Ž ) ) in (3.28), we have β€– β€– β€– πœ• ξ€· 𝑝 πœ• 𝑑 β„Ž ξ€· 𝑒 βˆ’ 𝑝 β„Ž β€– β€– β€– ξ€Έ ξ€Έ 2 𝐿 2 ξ€· 0 , 𝑇 ; 𝐻 1 ξ€Έ ( Ξ© ) β©½ 𝐢 πœ‚ 2 2 + 𝐢 πœ‚ 2 3 β€– β€– 𝑦 + 𝐢 β„Ž ξ€· 𝑒 βˆ’ 𝑦 β„Ž ξ€Έ β€– β€– 2 𝐿 2 ξ€· 0 , 𝑇 ; 𝐿 2 ξ€Έ ( Ξ© ) . ( 3 . 3 4 ) Similarly analysis for β€– 𝑦 β„Ž βˆ’ 𝑦 ( 𝑒 β„Ž ) β€– 𝐿 ∞ ( 0 , 𝑇 ; 𝐻 1 ( Ξ© ) ) , we let  𝑄 ξ€· 𝑒 β„Ž ξ€Έ  = ξ‚΅ πœ• , 𝑣 πœ• 𝑑 ξ€· 𝑦 β„Ž ξ€· 𝑒 βˆ’ 𝑦 β„Ž ξ‚Ά ξ‚΅ πœ• ξ€Έ ξ€Έ , 𝑣 + π‘Ž πœ• 𝑑 ξ€· 𝑦 β„Ž ξ€· 𝑒 βˆ’ 𝑦 β„Ž ξ‚Ά ξ€· 𝑦 ξ€Έ ξ€Έ , 𝑣 + 𝑑 β„Ž ξ€· 𝑒 βˆ’ 𝑦 β„Ž ξ€Έ ξ€Έ + ξ€œ , 𝑣 𝑑 0 𝑐 ξ€· ξ€· 𝑦 𝑑 , 𝜏 ; β„Ž ξ€· 𝑒 βˆ’ 𝑦 β„Ž ξ€Έ ξ€Έ ξ€Έ ( 𝜏 ) , 𝑣 ( 𝑑 ) 𝑑 𝜏 . ( 3 . 3 5 ) From (2.22) and (3.4), we obtain ξ‚€ πœ” β„Ž , πœ• ξ€· 𝑦 πœ• 𝑑 β„Ž ξ€· 𝑒 βˆ’ 𝑦 β„Ž  ξ‚€ πœ• ξ€Έ ξ€Έ + π‘Ž ξ€· 𝑦 πœ• 𝑑 β„Ž ξ€· 𝑒 βˆ’ 𝑦 β„Ž ξ€Έ ξ€Έ , πœ” β„Ž  ξ€· 𝑦 + 𝑑 β„Ž ξ€· 𝑒 βˆ’ 𝑦 β„Ž ξ€Έ , πœ” β„Ž ξ€Έ + ξ€œ 𝑑 0 𝑐 ξ€· ξ€· 𝑦 𝑑 , 𝜏 ; β„Ž ξ€· 𝑒 βˆ’ 𝑦 β„Ž ( ξ€Έ ξ€Έ 𝜏 ) , πœ” β„Ž ( ξ€Έ 𝑑 ) 𝑑 𝜏 = 0 , βˆ€ πœ” β„Ž ∈ 𝑉 β„Ž . ( 3 . 3 6 ) We have  𝑄 ξ€· 𝑒 β„Ž ξ€Έ  = ξ‚€ πœ• , 𝑣 ξ€· 𝑦 πœ• 𝑑 β„Ž ξ€· 𝑒 βˆ’ 𝑦 β„Ž ξ€Έ ξ€Έ , 𝑣 βˆ’ πœ‹ β„Ž 𝑣  ξ‚€ πœ• + π‘Ž ξ€· 𝑦 πœ• 𝑑 β„Ž ξ€· 𝑒 βˆ’ 𝑦 β„Ž ξ€Έ ξ€Έ , 𝑣 βˆ’ πœ‹ β„Ž 𝑣  ξ€· 𝑦 + 𝑑 β„Ž ξ€· 𝑒 βˆ’ 𝑦 β„Ž ξ€Έ , 𝑣 βˆ’ πœ‹ β„Ž 𝑣 ξ€Έ + ξ€œ 𝑑 0 𝑐 ξ€· ξ€· 𝑦 𝑑 , 𝜏 ; β„Ž ξ€· 𝑒 βˆ’ 𝑦 β„Ž ξ€· ξ€Έ ξ€Έ ( 𝜏 ) , 𝑣 βˆ’ πœ‹ β„Ž 𝑣 ξ€Έ ξ€Έ = ξ‚΅ ( 𝑑 ) 𝑑 𝜏 πœ• 𝑦 β„Ž πœ• 𝑑 , 𝑣 βˆ’ πœ‹ β„Ž 𝑣 ξ‚Ά ξ‚΅ + π‘Ž πœ• 𝑦 β„Ž πœ• 𝑑 , 𝑣 βˆ’ πœ‹ β„Ž 𝑣 ξ‚Ά ξ€· 𝑦 + 𝑑 β„Ž , 𝑣 βˆ’ πœ‹ β„Ž 𝑣 ξ€Έ + ξ€œ 𝑑 0 𝑐 ξ€· 𝑑 , 𝜏 ; 𝑦 β„Ž ξ€· ( 𝜏 ) , 𝑣 βˆ’ πœ‹ β„Ž 𝑣 ξ€Έ ξ€Έ ξ€· ( 𝑑 ) 𝑑 𝜏 βˆ’ 𝑓 + 𝐡 𝑒 β„Ž , 𝑣 βˆ’ πœ‹ β„Ž 𝑣 ξ€Έ =  𝜏 ξ€œ 𝜏 ξ‚΅ πœ• 𝑦 β„Ž ξ‚΅ πœ• 𝑑 βˆ’ d i v 𝐴 βˆ‡ πœ• 𝑦 β„Ž ξ‚Ά ξ€· πœ• 𝑑 βˆ’ d i v 𝐷 βˆ‡ 𝑦 β„Ž ξ€Έ βˆ’ ξ€œ 𝑑 0 ξ€· d i v 𝐢 ( 𝑑 , 𝜏 ) βˆ‡ 𝑦 β„Ž ξ€Έ 𝑑 𝜏 βˆ’ 𝑓 βˆ’ 𝐡 𝑒 β„Ž ξ‚Ά ξ€· 𝑣 βˆ’ πœ‹ β„Ž 𝑣 ξ€Έ +  𝜏 ξ€œ πœ• 𝜏 ξ‚Έ ξ‚΅ 𝐴 βˆ‡ πœ• 𝑦 β„Ž ξ‚Ά ξ€· πœ• 𝑑 β‹… 𝑛 + 𝐷 βˆ‡ 𝑦 β„Ž ξ€Έ ξ€œ β‹… 𝑛 + 𝑑 0 ξ€· 𝐢 ( 𝑑 , 𝜏 ) βˆ‡ 𝑦 β„Ž ξ€Έ ξ‚Ή ξ€· β‹… 𝑛 𝑑 𝜏 𝑣 βˆ’ πœ‹ β„Ž 𝑣 ξ€Έ β©½ ξƒ―  𝜏 ξ€œ 𝜏 β„Ž 2 𝜏 ξ‚΅ πœ• 𝑦 πœ• 𝑑 β„Ž ξ‚΅ βˆ’ d i v 𝐴 βˆ‡ πœ• 𝑦 β„Ž ξ‚Ά ξ€· πœ• 𝑑 βˆ’ d i v 𝐷 βˆ‡ 𝑦 β„Ž ξ€Έ βˆ’ ξ€œ 𝑑 0 ξ€· d i v 𝐢 ( 𝑑 , 𝜏 ) βˆ‡ 𝑦 β„Ž ξ€Έ 𝑑 𝜏 βˆ’ 𝑓 βˆ’ 𝐡 𝑒 β„Ž ξ‚Ά 2 +  𝜏 ξ€œ πœ• 𝜏 β„Ž 𝑙 ξ‚Έ ξ‚΅ 𝐴 βˆ‡ πœ• 𝑦 β„Ž ξ‚Ά ξ€· πœ• 𝑑 β‹… 𝑛 + 𝐷 βˆ‡ 𝑦 β„Ž ξ€Έ ξ€œ β‹… 𝑛 + 𝑑 0 ξ€· 𝐢 ( 𝑑 , 𝜏 ) βˆ‡ 𝑦 β„Ž ξ€Έ ξ‚Ή β‹… 𝑛 𝑑 𝜏 2 ξƒ° 1 / 2 β€– 𝑣 β€– 1 , Ξ© . ( 3 . 3 7 ) By setting 𝑣 = 𝑦 β„Ž βˆ’ 𝑦 ( 𝑒 β„Ž ) and Swartz inequality, we have 1 2 𝑑 β€– β€– 𝑦 𝑑 𝑑 β„Ž ξ€· 𝑒 βˆ’ 𝑦 β„Ž ξ€Έ β€– β€– 2 0 , Ξ© + 1 2 𝑑 π‘Ž ξ€· 𝑦 𝑑 𝑑 β„Ž ξ€· 𝑒 βˆ’ 𝑦 β„Ž ξ€Έ , 𝑦 β„Ž ξ€· 𝑒 βˆ’ 𝑦 β„Ž β€– β€– 𝑦 ξ€Έ ξ€Έ + 𝑐 β„Ž βˆ’ 𝑦 ( 𝑒 β„Ž ) β€– β€– 2 1 , Ξ© β©½  𝜏 ξ€œ 𝜏 β„Ž 2 𝜏 ξ‚΅ πœ• 𝑦 β„Ž ξ‚΅ πœ• 𝑑 βˆ’ d i v 𝐴 βˆ‡ πœ• 𝑦 β„Ž ξ‚Ά ξ€· πœ• 𝑑 βˆ’ d i v 𝐷 βˆ‡ 𝑦 β„Ž ξ€Έ βˆ’ ξ€œ 𝑑 0 ξ€· d i v 𝐢 ( 𝑑 , 𝜏 ) βˆ‡ 𝑦 β„Ž ξ€Έ 𝑑 𝜏 βˆ’ 𝑓 βˆ’ 𝐡 𝑒 β„Ž ξ‚Ά 2 +  𝜏 ξ€œ πœ• 𝜏 β„Ž 𝑙 ξ‚Έ ξ‚΅ 𝐴 βˆ‡ πœ• 𝑦 β„Ž ξ‚Ά ξ€· πœ• 𝑑 β‹… 𝑛 + 𝐷 βˆ‡ 𝑦 β„Ž ξ€Έ ξ€œ β‹… 𝑛 + 𝑑 0 ξ€· 𝐢 ( 𝑑 , 𝜏 ) βˆ‡ 𝑦 β„Ž ξ€Έ ξ‚Ή β‹… 𝑛 𝑑 𝜏 2 β€– β€– 𝑦 + 𝛿 β„Ž ξ€· 𝑒 βˆ’ 𝑦 β„Ž ξ€Έ β€– β€– 2 1 , Ξ© βˆ’ ξ€œ 𝑑 0 𝑐 ξ€· ξ€· 𝑦 𝑑 , 𝜏 ; β„Ž ξ€· 𝑒 βˆ’ 𝑦 β„Ž ξ€· 𝑦 ξ€Έ ξ€Έ ( 𝜏 ) , β„Ž ξ€· 𝑒 βˆ’ 𝑦 β„Ž ξ€Έ ξ€Έ ξ€Έ ( 𝑑 ) 𝑑 𝜏 . ( 3 . 3 8 ) Integrating time from 0 to 𝑑 in (3.38), we obtain β€– β€– 𝑦 β„Ž ξ€· 𝑒 βˆ’ 𝑦 β„Ž ξ€Έ β€– β€– 2 1 , Ξ© ξ€œ + 𝑐 𝑑 0 β€– β€– 𝑦 β„Ž ξ€· 𝑒 βˆ’ 𝑦 β„Ž ξ€Έ β€– β€– 2 1 , Ξ© ξƒ― ξ€œ 𝑑 𝜏 β©½ 𝐢 𝑑 0  𝜏 β„Ž 2 𝜏 ξ€œ 𝜏 ξ‚΅ πœ• 𝑦 β„Ž ξ‚΅ πœ• 𝑑 βˆ’ d i v 𝐴 βˆ‡ πœ• 𝑦 β„Ž ξ‚Ά ξ€· πœ• 𝑑 βˆ’ d i v 𝐷 βˆ‡ 𝑦 β„Ž ξ€Έ βˆ’ ξ€œ 𝜏 0 ξ€· d i v 𝐢 ( 𝜏 , 𝑠 ) βˆ‡ 𝑦 β„Ž ξ€Έ 𝑑 𝑠 βˆ’ 𝑓 βˆ’ 𝐡 𝑒 β„Ž ξ‚Ά 2 + ξ€œ 𝑑 𝜏 𝑑 0  𝜏 β„Ž 𝑙 ξ€œ πœ• 𝜏 ξ‚Έ ξ‚΅ 𝐴 βˆ‡ πœ• 𝑦 β„Ž ξ‚Ά ξ€· πœ• 𝑑 β‹… 𝑛 + 𝐷 βˆ‡ 𝑦 β„Ž ξ€Έ ξ€œ β‹… 𝑛 + 𝜏 0 ξ€· 𝐢 ( 𝜏 , 𝑠 ) βˆ‡ 𝑦 β„Ž ξ€Έ