International Journal of Mathematics and Mathematical Sciences

VolumeΒ 2009, Article IDΒ 345196, 16 pages

http://dx.doi.org/10.1155/2009/345196

## Strong Superconvergence of Finite Element Methods for Linear Parabolic Problems

^{1}Department of Mathematics and Statistics, University of North Florida, Jacksonville, FL 32224, USA^{2}Derivative Valuation Center, Ernst & Young LLP., New York, NY 10036, USA

Received 30 March 2009; Revised 16 June 2009; Accepted 5 July 2009

Academic Editor: ThomasΒ Witelski

Copyright Β© 2009 Kening Wang and Shuang Li. 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

We study the strong superconvergence of a semidiscrete finite element scheme for linear parabolic problems on , where is a bounded domain in with piecewise smooth boundary. We establish the global two order superconvergence results for the error between the approximate solution and the Ritz projection of the exact solution of our model problem in and with and the almost two order superconvergence in and . Results of the case are also included in two space dimensions ( or 2). By applying the interpolated postprocessing technique, similar results are also obtained on the error between the interpolation of the approximate solution and the exact solution.

#### 1. Introduction

Consider the followinginitial boundary value parabolic problem: where is a bounded domain in with piecewise smooth boundary , and is a second-order symmetric positive definite elliptic operator. Coefficients of and together with their derivatives up to certain order are bounded in order to guarantee our analysis. Note that our assumptions on do not have any restrictions, since it will be shown that approximate solutions considered below are uniformly close to the exact solution and thus only depend on the data of (1.1) in a neighborhood of .

Superconvergence of finite element methods for parabolic problems has been studied in many works. For example, ThomΓ©e [1], Chen and Huang [2] studied superconvergence of the gradient in norm. In 1989, ThomΓ©e et al. [3] studied maximum-norm superconvergence of the gradient in piecewise linear finite element approximations of a parabolic problem. An analogous result was also obtained by Chen [4]. Moreover, Li and Wei [5] investigated global strong superconvergence of finite element schemes for a class of Sobolev equations in , and two order superconvergence results are proved in and for . In particular, Kwak et al. [6] studied superconvergence of a semi-discrete finite element scheme for parabolic problems in , in which superconvergence results in and are established for .

In this paper, we extend superconvergence results obtained in [6]. We derive the two order and the almost two order global superconvergence estimates of in and in , where is the approximate solution, and is the Ritz projection of the exact solution of (1.1). In addition to the results in [6], we establish two order superconvergence estimates in norm for piecewise cubic or higher elements. Moreover, results of the case are also included in two space dimensions or . As an application, by employing the interpolated finite element operators (cf. [7, 8]) to the approximate solution in the rectangular mesh, we obtain the two order global superconvergence of the error between and the interpolation of . For a general domain , we can also apply the optimal partition to most rectangular meshes to derive one and a half- order superconvergence.

The rest of this paper is organized as follows. Section 2 provides some preliminaries. Several useful lemmas are established in Section 3. In Sections 4 and 5, we derive the superconvergence in and respectively. Finally, an application is presented in Section 6.

#### 2. Preliminaries

We denote and , and , the Sobolev spaces on associated with the norms

If is a normed space with the norm and , then we define

Moreover, we denote the inner product in (or ) and (or ), respectively. We also use Sobolev spaces with norm

We use to denote a generic positive constant independent of that can take different values at different occurrences.

Let be a family of quasiuniform triangulation of and let be the th () degree finite element space satisfying the following properties (cf. [9, 10]).

Lemma 2.1. *For all and , we have
*

Lemma 2.2. *For all , we have
*

Given a function , we define its Ritz projection that satisfies Then we get the following well-known estimate:

Moreover, by using the duality argument and (2.9), it is true that for , where and .

We now turn to the finite element scheme of (1.1).

Find a map such that where is defined by and is given by (1.1).

#### 3. Auxiliary Lemmas

To investigate the superconvergence of finite element approaches for parabolic problems, here and throughout the paper, we decompose the error as and estimate in a superconvergent order.

We start with the superconvergence of initial value errors.

Lemma 3.1. *Let and be solutions of (1.1) and (2.11), respectively. Then the following estimates are true:
*

*Proof. *From (2.12) and (2.11), we have for all
and thus (3.1) holds.

By the definition of , (2.11), (2.8), (1.1), and the definition of , we obtain that for all ,
Let , and note that , we obtain
Then by taking , it follows from (2.10) that
which implies (3.2).

Finally we turn to the proof of (3.3). To do so, we construct an auxiliary problem. Let satisfy
and hence by the regularity estimate, it holds that
where .

Therefore, it follows from (3.8), (2.8), (3.6), (2.10), (2.9), and (3.9) that for ,
which implies (3.3).

The following lemma gives superconvergence estimates for and .

Lemma 3.2. *Let and be solutions of (1.1) and (2.11), respectively. Then for ,
*

*Proof. *By differentiating (3.5) in time, we have
Choosing , (3.12) becomes
Integrating both sides of (3.13) with respect to and applying the integration by parts argument, we obtain that from (3.1) and (2.10)
Therefore, the proof is completed by eliminating and applying the Gronwall inequality.

Furthermore, the result below for can then be obtained by replacing (2.10) by (2.9) in the proof of Lemma 3.2.

Lemma 3.3. *It holds that
*

#### 4. Superconvergence in

In this Section, we derive the two order global superconvergence () and the almost two order global superconvergence () estimates on in .

Theorem 4.1. *Under the assumptions that and , we have for and ,
*

*Proof. *We first introduce an auxiliary problem.

For , let be an arbitrary component of , and let be the solution of
The following priori estimate holds:

Let in (4.2), it follows from the integration by parts argument, (2.8) and (3.5) that

From (2.10), the stability of and (4.3), we obtain

On the other hand, for and or , or , and or , Sobolev embedding inequalities (cf. [11]), Lemma 3.2, the stability of and (4.3) imply that

Combining (4.4), (4.5), and (4.6), we have

Therefore, (4.1) follows from summing up all components of .

The following theorem can then be obtained immediately by using Lemma 3.2 and Theorem 4.1.

Theorem 4.2. *Under the assumptions of Lemma 3.2 and Theorem 4.1, we have that for ,
*

We now turn to the case of .

Theorem 4.3. *Assume that and . Then for and ,
**
where is large enough and *

*Proof. *We first define the Green functions associated with the bilinear form .

Let be the pre-Green function, and let be the directional derivative of along some direction with respect to . Let be the finite element approximations of and , respectively. Then we know that (cf. [1, 12])

Now by definitions of Green functions, (3.5), HΓΆlder's inequalities, (2.10), and (3.11), it is true that for all ,
which together with (4.10) yields

Similarly, by the inverse property (2.6) and (4.11), we have
which implies that, for large enough and sufficiently small,

Inequality (4.9) then follows from (4.13) and (4.15).

By the similar arguments used in the proof of Theorems 4.1β4.3 and Lemma 3.3, we obtain the following results.

Theorem 4.4. *Under the assumptions of Theorems 4.1β4.3 with , we have, for ,
**
Moreover, for ,
*

#### 5. Superconvergence in

In this section, we establish the strong superconvergence for in with .

We start with the following two order global superconvergence for .

Theorem 5.1. *Assume that and . Then, for and , it holds that
*

*Proof. *First, we construct an adjoint problem of (1.1).

Let satisfy

By taking , (5.2) and (5.3) can then be reduced to the weak form of (1.1) and thus we have the regularity estimate (cf. [2])

Let in (5.2), it follows from (2.8) and (3.12) that

After integrating in , we have
Here the fact that was used.

Now we estimate the right-hand side of (5.6) term by term.

First of all, by HΓΆlder's inequalities, (3.3), and the Sobolev embedding inequality, we obtain that
where

Secondly, it follows from (2.9), (2.10) and HΓΆlder's inequalities that

Finally, by HΓΆlder's inequalities, Sobolev embedding inequalities and Lemma 3.2, we have

Therefore, (5.1) holds by combining all estimates together with (5.4) and (5.6).

We finally establish the almost two order global superconvergence in . We define a function and its finite element approximation satisfy that where is the discrete Delta function which satisfies Then the following estimate holds (cf. [2]): where is the weight function defined by

Furthermore, we have the following estimate.

Lemma 5.2. *For and its conjugate index , we have
*

*Proof. *Using the HΓΆlder inequality, it is easy to see that
Note that (cf. [2])
the proof is then completed by the norm equivalence in .

The following theorem gives the superconvergence of in .

Theorem 5.3. *Assume that and Then, for ,
**
with and large enough.*

*Proof. *(5.13) and (3.5) yield that

Then by integrating in , it follows from (5.15) and (5.14) that
On the one hand, (2.10) and Lemma 5.2 imply that, for ,
On the other hand, it follows from (2.7), the Sobolev embedding inequality, (3.3), and (5.16) that
Therefore, (5.21) follows from (5.23), (5.24), and (5.25).

#### 6. An Application

In this section, we apply the interpolation postprocessing technique to improve the accuracy of the approximate solution . Let be a quasi-uniform rectangular partition of and let be the space of continuous piecewise polynomial: where

We introduce the higher interpolation operator , which satisfies the following properties (cf. [7, 8]), for , where is the finite element interpolation operator.

In addition, we assume that in (1.1). By replacing the approximate solution by its interpolation , we can then establish the two order and the almost two order global superconvergence of in and for .

Theorem 6.1. *Under the assumptions of Theorems 4.1β4.4, 5.1 and 5.3, we have for with and with ,
**
with and large enough.*

*Proof. *From (6.4), we have
which together with the triangular inequality and (6.5) yields that

Moreover, for , the following estimates hold (cf. [7, 8]):
where

Hence the proof is completed by (6.3) and the estimates for in Theorems 4.1β4.4, 5.1, and 5.3.

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