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118 \copyrightinfo2021

ERROR ESTIMATES AND BLOW-UP ANALYSIS OF
A FINITE-ELEMENT APPROXIMATION FOR THE
parabolic-elliptic Keller-Segel system

Wenbin Chen Shanghai Key Laboratory for Contemporary Applied Mathematics, School of Mathematical Sciences, Fudan University, Shanghai, 200433, China [email protected]    Qianqian Liu School of Mathematical Sciences, Fudan University, Shanghai, 200433, China [email protected]    Jie Shen Department of Mathematics, Purdue University, West Lafayette, IN 47907, USA [email protected]
Abstract.

The Keller-Segel equations are widely used for describing chemotaxis in biology. Recently, a new fully discrete scheme for this model was proposed in [46], mass conservation, positivity and energy decay were proved for the proposed scheme, which are important properties of the original system. In this paper, we establish the error estimates of this scheme. Then, based on the error estimates, we derive the finite-time blowup of nonradial numerical solutions under some conditions on the mass and the moment of the initial data.

Key words and phrases:
parabolic-elliptic systems, finite element method, error estimates, finite-time blowup.
1991 Mathematics Subject Classification:
65M12, 35K61, 35K55, 92C17

1. Introduction.

Keller and Segel first proposed a nonlinear model in the 1970s to describe the effect of cell aggregation in [27, 28]. A simplified Keller-Segel model in 2-D is given by

ut=\displaystyle\frac{\partial u}{\partial t}= Δuχ(uv),xΩ,t>0,\displaystyle\Delta u-\chi\nabla\cdot(u\nabla v),\quad x\in\Omega,\ t>0, (1.1)
0=\displaystyle 0= Δvv+αu,xΩ,t>0,\displaystyle\Delta v-v+\alpha u,\quad x\in\Omega,\ t>0, (1.2)

where Ω2\Omega\subset\mathbb{R}^{2} is a bounded domain with smooth boundary Ω\partial\Omega. The unknown u=u(x,t)u=u(x,t) and v=v(x,t)v=v(x,t) represent the concentration of the organism and chemoattractant respectively. The parameters χ,α\chi,\alpha are positive constants with χ\chi being the sensitivity of chemotaxis. The model is supplemented with initial conditions

u(x,t=0)=u0(x),v(x,t=0)=v0(x),xΩ,u(x,t=0)=u_{0}(x),\ v(x,t=0)=v_{0}(x),\ x\in\Omega,

and no flux boundary conditions

u𝒏χuv𝒏=0,v𝒏=0,xΩ,t>0,\frac{\partial u}{\partial\bm{n}}-\chi u\frac{\partial v}{\partial\bm{n}}=0,\ \frac{\partial v}{\partial\bm{n}}=0,\quad x\in\partial\Omega,\ t>0,

where 𝒏\bm{n} denotes the unit outward normal vector to the boundary Ω\partial\Omega, /𝒏\partial/\partial\bm{n} represents differentiation along 𝒏\bm{n} on Ω\partial\Omega.

A different version of the Keller-Segel model consists in replacing (1.2) by

vt=Δvv+αu,xΩ,t>0.\frac{\partial v}{\partial t}=\Delta v-v+\alpha u,\quad x\in\Omega,\ t>0. (1.3)

The equation (1.1) describes the motion of the organism uu. The term F=u+χuvF=-\nabla u+\chi u\nabla v is the flux, and the effect of diffusion Δu-\Delta u and that of chemotaxis χ(uv)\chi\nabla\cdot(u\nabla v) are competing for uu to vary. The equation (1.2) describes the change in concentration of the chemoattractant vv, it is influenced by the diffusion and the decay of the chemoattractant as well as the growth of the organism. In general, the chemoattractant particles are much smaller than the organism particles, thus it diffuses faster, which means that the diffusion of the chemoattractant will reach the equilibrium state in a relatively short time. The model (1.1)-(1.2) is called parabolic–elliptic system. On the other hand, (1.1) with (1.3) is a parabolic–parabolic system.

The solution of the Keller-Segel model (1.1)-(1.2) has several well-known properties, particularly, it may blow up in finite time. Various aspects and results for the classical Keller-Segel model since 1970, along with some open questions, are summarized in [25]. Positivity, mass conservation and energy dissipation of Keller-Segel equations can be found in [35],[36],[47],[29] and [6], which plays an important role to study the Keller-Segel system. Blanchet, Dolbeault and Perthame presented in [3] a detail proof of the existence of weak solutions when the initial mass is below the critical mass, above which any solution to the parabolic-elliptic systems blows up in finite time in the whole Euclidean space. In [37], Nagai demonstrated the finite-time blowup of nonradial solutions under some assumptions on the mass and the moment of the initial data. As for the parabolic-parabolic systems, Blanchet proved in [2] the optimal critical mass of the solutions in d\mathbb{R}^{d} with d3d\geq 3. Wei proved that for every nonnegative initial data in L1(R2)L^{1}(R^{2}), the 2-D Keller-Segel equation is globally well-posed if and only if the total mass M8πM\leq 8\pi in [49].

Although the large time behavior of the solution of the Keller-Segel model (1.1)-(1.2) has been well studied, there is still much to explore on the numerical side. Since the Keller-Segel equations possess three important properties: positivity, mass conservation and energy dissipation, it is preferable that numerical schemes can preserve these properties at the discrete level. In [26], the existence of weak solutions and upper bounds for the blow-up time for time-discrete (including the implicit Euler, BDF and Runge-Kutta methods) approximations of the parabolic-elliptic Keller-Segel models in the two-dimensional whole space are established. Liu, Li and Zhou proposed a numerical method in [34] which preserves both positivity and asymptotic limit, the proposed numerical method does not generate negative density if initialized properly under a less strict stability condition. Saito and Suzuki presented a finite difference scheme in [42] which satisfies the conservation of a discrete L1L^{1} norm.

Some finite element methods are proposed in previous works. Saito presented a finite element scheme for parabolic-elliptic systems in [43] that satisfies both positivity and mass conservation properties. Under some assumptions on the regularity of solutions, the error estimates were established. Saito further constructed the finite element methods to the parabolic-parabolic systems in [44] and derived error analysis by using analytical semigroup theory. Gurusamy and Balachandran proposed a finite element method for parabolic-parabolic systems and established the existence of approximate solutions by using Schauder’s fixed point theorem in [23]. Further the error estimates for the approximate solutions in H1H^{1}-norm were derived.

The discontinuous Galerkin methods can be also used to solve the Keller-Segel equations. Epshteyn and Kurganov developed a family of new interior penalty discontinuous Galerkin methods and proved error estimates for the proposed high-order discontinuous Galerkin methods in [15]. Epshteyn and Izmirlioglu further constructed a discontinuous Galerkin method for Keller-Segel model in [16] and obtained fully discrete error estimates for the proposed scheme. In 2017, Li, Shu and Yang applied the local discontinuous Galerkin (LDG) method to 2D Keller–Segel chemotaxis model in [30], they improved the results upon [15] and gave optimal rate of convergence under special finite element spaces before the blow-up occurs. In 2019, Guo, Li and Yang constructed a consistent numerical energy and prove the energy dissipation with the LDG discretization in [22].

Another important numerical methods for Keller-Segel models are finite volume methods since the positivity property can be naturally preserved. Filbet proposed in [18] a finite volume scheme for the parabolic-elliptic system, and by assuming the CFL condition χΔt𝒟𝒯,1<1\chi\Delta t\mathcal{D}_{\mathcal{T},1}<1 and the initial datum n0a0>0n^{0}\geq a^{0}>0, he proved existence and uniqueness of the numerical solution by using the Browder fixed point theorem, and showed that the numerical approximation converges to the exact solution under some assumptions. In 2016, Zhou and Saito proposed a finite volume scheme in [52], and established error estimates in LpL^{p} norm with a suitable p>2p>2 for the two dimensional case under some regularity assumptions of solutions and admissible mesh. By focusing on the radially symmetirc solution, they derived some a prior estimates to study the blow-up phenomenon of numerical solution.

There have been growing interests in positivity-preserving analysis for gradient flows with logarithmic energy potential. Some theoretical analysis of the positivity-preserving property and the energy stability have been explored for these numerical schemes for certain systems, such as Cahn-Hilliard systems in [7, 10, 11, 51, 12], the Poisson-Nernst-Planck-Cahn-Hilliard systems in [41], the Poisson-Nernst-Planck systems in [32], the thin film model without slope selection in [31] and a structure-preserving, operator splitting scheme for reaction-diffusion systems in [33]. The techniques of the higher order consistency analysis combined with rough error estimate and refined one have been presented in [32, 13, 14] which will be utilized in the following to obtain the convergence analysis.

Recently, a new approach for constructing positivity preserving schemes was proposed in [46]. The key for this approach is to write Δu\Delta u as (ulogu)\nabla\cdot(u\nabla\log u) in (1.1), and then use a convex splitting idea to construct mass conservative, bound preserving, and uniquely solvable schemes for (1.1)-(1.2) and for (1.1)-(1.3). The main purposes of this paper are to establish the convergence of the fully discrete scheme proposed in [46], and to show the finite-time blowup of numerical solutions under some conditions on the mass and moments of the initial data. More precisely, let uhku_{h}^{k} be an approximation of u(,kτ)u(\cdot,k\tau), where τ>0\tau>0 is the time step and kk\in\mathbb{N}. Let θ=(u0,1)\theta=(u_{0},1) be the initial mass, and Mk=(uhk,φ)hM^{k}=(u_{h}^{k},\varphi)_{h} be the moment of uhku_{h}^{k}. Our first goal is to establish the error estimates for the fully discrete scheme proposed in [46] (cf. Theorem 6). Another important feature of the Keller-Segel system (1.1)-(1.2) is that the solution may blow up in finite time under certain conditions on the initial data. Our second goal is to show that the numerical solution will also blow up in finite time under similar conditions on the initial data (cf. Theorem 15). Many previous works (see [42, 43, 46]) show that the numerical solution seems to blow up under large initial data by several numerical experiments. However, there is still much to explore on the theoretical proof of blowup phenomenon besides the radial numerical solution in [52] mentioned before.

The rest of the paper is organized as follows. In Section 2, we recall some properties of the classical Keller-Segel equations, including its finite-time blowup behavior. In Section 3, we introduce the fully discrete scheme constructed in [46] and carry out a rigorous error analysis. In Section 4, we show that the numerical solution will blow up in finite time under suitable conditions on the initial data.

2. The Keller-Segel equations

In this section, we recall some properties for the Keller-Segel system (1.1)-(1.2) with no flux boundary conditions. In addition, we assume the initial value u0W2,p(Ω), 1<p<u_{0}\in W^{2,p}(\Omega),\ 1<p<\infty, and satisfies

u00andu00,xΩ.u_{0}\geq 0\quad\text{and}\quad u_{0}\not\equiv 0,\quad\forall x\in\Omega.

It was shown in [35] that there exist some T>0T>0 such that (1.1)-(1.2) is well posed in the time interval [0,T][0,T]. Moreover, it holds that

Theorem 1.

The Keller-Segel system (1.1)-(1.2) satisfies the following properties:

  1. (i)

    Positivity preserving:

    u(x,t)>0,v(x,t)>0onΩ×(0,T].u(x,t)>0,\quad v(x,t)>0\quad\text{on}\quad\Omega\times(0,T].\\

    In fact, it is a consequence of the strong maximum principle [8] .

  2. (ii)

    Mass conservation:

    Ωu(x,t)dx=Ωu0(x)dx,for allt>0.\int_{\Omega}u(x,t)\text{d}x=\int_{\Omega}u_{0}(x)\text{d}x,\quad\text{for all}\quad t>0.\\

    It is immediately follows from

    ddtΩu(x,t)dx=Ω(u𝒏uv𝒏)dS=0.\dfrac{\text{d}}{\text{d}t}\int_{\Omega}u(x,t)\text{d}x=\int_{\partial\Omega}\left(\dfrac{\partial u}{\partial\bm{n}}-u\dfrac{\partial v}{\partial\bm{n}}\right)\text{d}S=0\ .

    As a consequence of (i) and (ii), we obtain the conservation of L1L^{1} norm, namely

    u(t)L1(Ω)=u0L1(Ω).\|u(t)\|_{L^{1}(\Omega)}=\|u_{0}\|_{L^{1}(\Omega)}.
  3. (iii)

    Energy decay:

    dF[u(t),v(t)]dt=Ωu|(loguχv)|2dx0,\dfrac{\text{d}F[u(t),v(t)]}{\text{d}t}=-\int_{\Omega}u|\nabla\cdot(\log u-\chi v)|^{2}\text{d}x\leq 0,

    where the free energy of (1.1)-(1.2) is defined by

    F[u,v]=Ω(u(logu1)χuv+χ2α|v|2+χ2αv2)dx.F[u,v]=\int_{\Omega}\left(u(\log u-1)-\chi uv+\dfrac{\chi}{2\alpha}|\nabla v|^{2}+\dfrac{\chi}{2\alpha}v^{2}\right)\text{d}x\ .

The following result is shown in [37].

Lemma 2.

[37] Let qΩq\in\Omega and 0<r1<r2<dist(q,Ω)0<r_{1}<r_{2}<dist(q,\partial\Omega), where dist(q,Ω)dist(q,\partial\Omega) is the distance between qq and Ω\partial\Omega. Then there exist positive constants C1,C2C_{1},C_{2} depending only on r1,r2r_{1},r_{2} and dist(q,Ω)dist(q,\partial\Omega) such that for t(0,T]t\in(0,T],

ddtΩu(x,t)Φ(x)dx\displaystyle\dfrac{\text{d}}{\text{d}t}\int_{\Omega}u(x,t)\Phi(x)\text{d}x (2.1)
\displaystyle\leq 4Ωu0(x)dxαχ2π(Ωu0(x)dx)2+C1(Ωu0(x)dx)(Ωu(x,t)Φ(x)dx)\displaystyle 4\int_{\Omega}u_{0}(x)\text{d}x-\dfrac{\alpha\chi}{2\pi}\left(\int_{\Omega}u_{0}(x)\text{d}x\right)^{2}+C_{1}\left(\int_{\Omega}u_{0}(x)\text{d}x\right)\left(\int_{\Omega}u(x,t)\Phi(x)\text{d}x\right)
+C2(Ωu0(x)dx)3/2(Ωu(x,t)Φ(x)dx)1/2,\displaystyle+C_{2}\left(\int_{\Omega}u_{0}(x)\text{d}x\right)^{3/2}\left(\int_{\Omega}u(x,t)\Phi(x)\text{d}x\right)^{1/2},

where Φ(x)=ϕ(|xq|)\Phi(x)=\phi(|x-q|) with

ϕ(r)={r2if0rr1,a1r2+a2r+a3ifr1<rr2,r1r2ifr>r2,\displaystyle\phi(r)=\begin{cases}r^{2}&if\quad 0\leq r\leq r_{1},\\ a_{1}r^{2}+a_{2}r+a_{3}&if\quad r_{1}<r\leq r_{2},\\ r_{1}r_{2}&if\quad r>r_{2},\\ \end{cases}

where a1=r1r2r1,a2=2r1r2r2r1,a3=r12r2r2r1a_{1}=-\dfrac{r_{1}}{r_{2}-r_{1}},\quad a_{2}=\dfrac{2r_{1}r_{2}}{r_{2}-r_{1}},\quad a_{3}=-\dfrac{r_{1}^{2}r_{2}}{r_{2}-r_{1}}.

The finite-time blowup behavior is then proved using the above result.

Theorem 3.

[37] Assume that Ωu0(x)dx>8π/(αχ)\int_{\Omega}u_{0}(x)\text{d}x>8\pi/(\alpha\chi), if Ωu0(x)|xq|2dx\int_{\Omega}u_{0}(x)|x-q|^{2}\text{d}x is sufficiently small, then the solution (u,v)(u,v) to (1.1)-(1.2) blows up in finite time.

Moreover, the following pointwise estimates for vv is established in [19]. An application of the Neumann semigroup leads to

v(x,t)\displaystyle v(x,t) (01(4πt)n2e(t+(diamΩ)24t)dt)Ωu(x,t)dx\displaystyle\geq\left(\int_{0}^{\infty}\dfrac{1}{(4\pi t)^{\frac{n}{2}}}e^{-(t+\frac{(\mathrm{diam}\Omega)^{2}}{4t})}\mathrm{d}t\right)\int_{\Omega}u(x,t)\mathrm{d}x
=u0L1(Ω)01(4πt)n2e(t+(diamΩ)24t)dt,\displaystyle=\|u_{0}\|_{L^{1}(\Omega)}\int_{0}^{\infty}\dfrac{1}{(4\pi t)^{\frac{n}{2}}}e^{-(t+\frac{(\mathrm{diam}\Omega)^{2}}{4t})}\mathrm{d}t,

for all xΩ,t(0,T]x\in\Omega,\ t\in(0,T], whenever (u,v)(u,v) solves (1.1)-(1.2) in Ω×(0,T]\Omega\times(0,T] for some T>0T>0.

In this paper, we assume that

u(x,t)ϵ0for some ϵ0>0,(x,t)Ω¯×(0,T].u(x,t)\geq\epsilon_{0}\quad\text{for some }\epsilon_{0}>0,\quad(x,t)\in\overline{\Omega}\times(0,T].

3. The fully discrete scheme and error estimates

In this section, we describe the fully discrete scheme in [46] for (1.1)-(1.2), construct the error equations and establish the error estimates.

We now give a precise description of our finite element space XhX_{h}. Given a triangulation 𝒯\mathcal{T} for Ω\Omega, we let ZhZ_{h} consists of all the vertices excluding those where Dirichlet boundary conditions are prescribed. We define XhX_{h} to be the finite element space spanned by the piecewise linear continuous functions based on 𝒯\mathcal{T}. Let ee be a triangle of the triangulation 𝒯\mathcal{T}, and Pe,i,i=1,2,3P_{e,i},i=1,2,3 be its vertices, we define the quadrature formula

Qe(f)=13area(e)i=13f(Pe,i)efdx.Q_{e}(f)=\dfrac{1}{3}\text{area}(e)\sum_{i=1}^{3}f(P_{e,i})\approx\int_{e}f\mathrm{d}x.

We recall that [48]

|Qe(f)efdx|Ch2|α|=2DαfL1(e).\Big{|}Q_{e}(f)-\int_{e}f\mathrm{d}x\Big{|}\leq Ch^{2}\sum_{|\alpha|=2}\|D^{\alpha}f\|_{L^{1}(e)}.

We then define the discrete inner product in XhX_{h} by

(u,v)h=e𝒯Qe(uv),(u,v)_{h}=\sum_{e\in\mathcal{T}}Q_{e}(uv),

the corresponding norm is defined by Lh2\|\cdot\|_{L_{h}^{2}}. We have the following estimates in [48] for the quadrature error.

Lemma 4.

Let ϵh(,)=(,)h(,)\epsilon_{h}(\cdot,\cdot)=(\cdot,\cdot)_{h}-(\cdot,\cdot) denote the quadrature error, then we have

|ϵh(u,v)|Ch2uL2(Ω)vL2(Ω),u,vXh.|\epsilon_{h}(u,v)|\leq Ch^{2}\|\nabla u\|_{L^{2}(\Omega)}\|\nabla v\|_{L^{2}(\Omega)},\ \forall\ u,v\in X_{h}.

Applying Lemma 4, the norm Lh2\|\cdot\|_{L_{h}^{2}} has the following property

uLh2(Ω)=uL2(Ω),uXh.\displaystyle\|\nabla u\|_{L_{h}^{2}(\Omega)}=\|\nabla u\|_{L^{2}(\Omega)},\ \forall\ u\in X_{h}. (3.1)

Let Ih:C(Ω)XhI_{h}:\;C(\Omega)\rightarrow X_{h} be the Lagrange interpolation operator, which has the approximation property [4] that for all gH2(Ω)H01(Ω)g\in H^{2}(\Omega)\cap H_{0}^{1}(\Omega),

IhggL2(Ω)Ch2gH2(Ω)and(Ihgg)L2(Ω)ChgH2(Ω).\|I_{h}g-g\|_{L^{2}(\Omega)}\leq Ch^{2}\|g\|_{H^{2}(\Omega)}\quad\text{and}\quad\|\nabla(I_{h}g-g)\|_{L^{2}(\Omega)}\leq Ch\|g\|_{H^{2}(\Omega)}. (3.2)

The fully discrete scheme proposed in [46] for (1.1)-(1.2) is to find (uhk+1,vhk+1)Xh×Xh(u_{h}^{k+1},v_{h}^{k+1})\in X_{h}\times X_{h} such that for all (φ,ψ)Xh×Xh(\varphi,\psi)\in X_{h}\times X_{h},

(¯uhk,φ)h+(uhk(Ihloguhk+1),φ)hχ(uhkvhk,φ)h=0,\displaystyle\left(\overline{\partial}u_{h}^{k},\varphi\right)_{h}\ +\left(u_{h}^{k}\nabla\left(I_{h}\log u_{h}^{k+1}\right),\nabla\varphi\right)_{h}-\chi\left(u_{h}^{k}\nabla v_{h}^{k},\nabla\varphi\right)_{h}=0, (3.3)
(vhk+1,ψ)+(vhk+1,ψ)α(uhk+1,ψ)h=0,\displaystyle(\nabla v_{h}^{k+1},\nabla\psi)+(v_{h}^{k+1},\psi)-\alpha(u_{h}^{k+1},\psi)_{h}=0, (3.4)

with the initial value uh0:=Ihu0u_{h}^{0}:=I_{h}u_{0}. Here, the (,)(\cdot,\cdot) represents the usual L2L^{2} inner product, the (,)h(\cdot,\cdot)_{h} is the discrete inner product defined above, and ¯uhk\overline{\partial}u_{h}^{k} is the forward Euler difference quotient approximating to tu(tk)\partial_{t}u(t^{k}) defined by

¯uhk=uhk+1uhkτ.\overline{\partial}u_{h}^{k}=\frac{u_{h}^{k+1}-u_{h}^{k}}{\tau}.

In this setting, the authors in [46] proved the following.

Lemma 5.

[46] The numerical scheme (3.3)-(3.4) has the following properties:

  1. (i)

    Unique solvability:
    The scheme (3.3)-(3.4) has a unique solution (uhk+1,vhk+1)Xh×Xh(u_{h}^{k+1},v_{h}^{k+1})\in X_{h}\times X_{h}.

  2. (ii)

    Positivity preserving: If uhk>0u_{h}^{k}>0, then uhk+1>0u_{h}^{k+1}>0.

  3. (iii)

    Mass conservation:

    (uhk+1,1)h=(uhk,1)h=(uh0,1)h,(u_{h}^{k+1},1)_{h}=(u_{h}^{k},1)_{h}=(u_{h}^{0},1)_{h},

    It is immediately derived by taking φ=1\varphi=1 in (3.3).

  4. (iv)

    Energy decay:

    F~k+1F~kτ(uhk(Ih(loguhk+1χvhk)),(Ih(loguhk+1χvhk)))h0,\tilde{F}^{k+1}-\tilde{F}^{k}\leq-\tau\left(u_{h}^{k}\nabla(I_{h}(\log u_{h}^{k+1}-\chi v_{h}^{k})),\nabla(I_{h}(\log u_{h}^{k+1}-\chi v_{h}^{k}))\right)_{h}\leq 0,

    where the discrete energy of (3.3)-(3.4) is defined by

    F~k[u,v]=(uhk(loguhk1),1)hχ(uhk,vhk)h+χ2αvhk2+χ2αvhk2.\tilde{F}^{k}[u,v]=(u_{h}^{k}(\log u_{h}^{k}-1),1)_{h}-\chi(u_{h}^{k},v_{h}^{k})_{h}+\dfrac{\chi}{2\alpha}\|\nabla v_{h}^{k}\|^{2}+\dfrac{\chi}{2\alpha}\|v_{h}^{k}\|^{2}.

We denote by (u,v)(u,v) the exact solution pair to the original equations (1.1)-(1.3), and all the upper bounds for the exact solution are denoted as CC. We set uk=u(tk),vk=v(tk)u^{k}=u(t_{k}),\,v^{k}=v(t_{k}), and denote

euk:=ukuhk,evk:=vkvhk,k.e_{u}^{k}:=u^{k}-u_{h}^{k},\quad e_{v}^{k}:=v^{k}-v_{h}^{k},\quad\forall k\in\mathbb{N}.

The following theorem is the main result of this section.

Theorem 6.

Assume u0W2,p(Ω)(1<p<)u_{0}\in W^{2,p}(\Omega)(1<p<\infty) and the exact solution pair (u,v)(u,v) is smooth enough for a fixed final time T>0T>0. Then, provided τ\tau and hh are sufficiently small and under the mild mesh-sizes requirement τCh\tau\leq Ch, we have the following error estimates

eumLh2(Ω)+evmHh1(Ω)+(τk=0m1euk+1Lh2(Ω)2)1/2C(τ+h),m,\|e_{u}^{m}\|_{L_{h}^{2}(\Omega)}+\|e_{v}^{m}\|_{H_{h}^{1}(\Omega)}+\Big{(}\tau\sum_{k=0}^{m-1}\|\nabla e_{u}^{k+1}\|_{L_{h}^{2}(\Omega)}^{2}\Big{)}^{1/2}\leq C(\tau+h),\quad\forall m\in\mathbb{N},

where tm=mτTt_{m}=m\tau\leq T, C>0C>0 is independent of τ\tau and hh.

The proof for this theorem will be carried out with a sequence of procedures that we describe below.

Remark 7.

The mesh-sizes requirement τCh\tau\leq Ch in Theorem 6 is proposed to obtain a higher order consistency analysis via a perturbation argument, which is needed to get the separation property and the W1,W^{1,\infty} bound for the numerical solution.

3.1. Higher order consistent approximation to (3.3)-(3.4)

In this subsection, we apply the perturbation argument method in [32] to the finite element scheme to construct f1,f2,f3f_{1},f_{2},f_{3} such that

u^:=u+hf1+h2f2+h3f3,\hat{u}:=u+hf_{1}+h^{2}f_{2}+h^{3}f_{3},

is consistent with the given numerical scheme (3.3)-(3.4) at the order O(h4)O(h^{4}). The following lemma is used to construct f1,f2,f3f_{1},f_{2},f_{3} and the proof is given in Appendix.

By applying a perturbation argument, a higher order O(h4)O(h^{4}) consistency is satisfied for u^\hat{u}, which is needed to obtain the separation property and a W1,W^{1,\infty} bound for the numerical solution.

Lemma 8.

Suppose that τCh\tau\leq Ch and uu is smooth enough, then there exist bounded smooth functions f1,f2,f3f_{1},f_{2},f_{3}, such that u^=u+hf1+h2f2+h3f3\hat{u}=u+hf_{1}+h^{2}f_{2}+h^{3}f_{3} satisfies

(¯u^k,φ)h+(u^kIhlogu^k+1,φ)hχ(u^kAhu^k,φ)h=k(u^),φ,\displaystyle\left(\overline{\partial}\hat{u}^{k},\varphi\right)_{h}+\left(\hat{u}^{k}\nabla I_{h}\log\hat{u}^{k+1},\nabla\varphi\right)_{h}-\chi\left(\hat{u}^{k}\nabla A_{h}\hat{u}^{k},\nabla\varphi\right)_{h}=\langle\mathcal{R}^{k}(\hat{u}),\varphi\rangle, (3.5)

for all φXh\varphi\in X_{h}, kk\in\mathbb{N}, where Ah=α(Δh+I)1QhA_{h}=\alpha(-\Delta_{h}+I)^{-1}Q_{h} and ,\langle\cdot,\cdot\rangle denotes the duality product satisfying

|k(u^k),φ|Ch4φH1,\displaystyle|\langle\mathcal{R}^{k}(\hat{u}^{k}),\varphi\rangle|\leq Ch^{4}\|\varphi\|_{H^{1}}, (3.6)

where CC depends on the regularity of the solution uu.

Remark 9.

Under the conditions that the exact solution uϵ0u\geq\epsilon_{0} for some ϵ0>0\epsilon_{0}>0, and hh is sufficiently small, we obtain that

u^ϵ02.\hat{u}\geq\dfrac{\epsilon_{0}}{2}. (3.7)

Since the correction functions fj,j=1,2,3f_{j},j=1,2,3 only depend on the exact solution uu, they are bounded in W1,W^{1,\infty} norm. Then, we can obtain the following W1,W^{1,\infty} bound for u^\hat{u}:

u^kW1,C,k0.\|\hat{u}^{k}\|_{W^{1,\infty}}\leq C,\quad\forall k\geq 0. (3.8)

3.2. A rough error estimate

In this subsection, we derive the strict separation property and a uniform W1,W^{1,\infty} bound for the numerical solution.

We recall the following inverse estimate in [4, p.111, Lemma 4.5.3].

Lemma 10.

Given a quasi-uniform triangulation 𝒯\mathcal{T} on domain Ωn\Omega\subset\mathbb{R}^{n}, and XhX_{h} be a finite-dimensional subspace of Wl,p(K)Wm,q(K)W^{l,p}(K)\cap W^{m,q}(K), where 1p,1q1\leq p\leq\infty,1\leq q\leq\infty and 0ml0\leq m\leq l. Then there exists a positive constant CC such that for all uXhu\in X_{h}, we have

uWl,p(K)Chml+n/pn/quWm,q(K),\|u\|_{W^{l,p}(K)}\leq Ch^{m-l+n/p-n/q}\|u\|_{W^{m,q}(K)},

where CC is independent of uu.

We will also use the following discrete Gronwall inequality in [45, 50].

Lemma 11.

Assume that τ>0,B>0,{ak},{bk},{γk}\tau>0,B>0,\{a_{k}\},\{b_{k}\},\{\gamma_{k}\} are non-negative sequences such that

am+τk=1mbkτk=1m1γkak+B,m1.a_{m}+\tau\sum_{k=1}^{m}b_{k}\leq\tau\sum_{k=1}^{m-1}\gamma_{k}a_{k}+B,\ m\geq 1.

Then

am+τk=1mbkBexp(τk=1m1γk),m1.a_{m}+\tau\sum_{k=1}^{m}b_{k}\leq B\mathrm{exp}\left(\tau\sum_{k=1}^{m-1}\gamma_{k}\right),\ m\geq 1.

Define an alternative error function:

u~k:=Ihu^kuhk,k.\tilde{u}^{k}:=I_{h}\hat{u}^{k}-u_{h}^{k},\quad\forall k\in\mathbb{N}.

Subtracting the numerical scheme (3.3) from the consistency estimate (3.5) implies that

(¯u~k,φ)h=(u~k𝒱uk+uhkμ~uk,φ)h+k,φ,(\overline{\partial}\tilde{u}^{k},\varphi)_{h}=-(\tilde{u}^{k}\nabla\mathcal{V}_{u}^{k}+u_{h}^{k}\nabla\tilde{\mu}_{u}^{k},\nabla\varphi)_{h}+\langle\mathcal{R}^{k},\varphi\rangle, (3.9)

where

𝒱uk:=Ihlogu^k+1χAhu^k,\mathcal{V}_{u}^{k}:=I_{h}\log\hat{u}^{k+1}-\chi A_{h}\hat{u}^{k},
μ~uk:=Ihlogu^k+1Ihloguhk+1χAhu~k.\tilde{\mu}_{u}^{k}:=I_{h}\log\hat{u}^{k+1}-I_{h}\log u_{h}^{k+1}-\chi A_{h}\tilde{u}^{k}.

Since 𝒱uk\mathcal{V}_{u}^{k} only depends on the exact solution, we can assume

𝒱ukW2,C.\|\mathcal{V}_{u}^{k}\|_{W^{2,\infty}}\leq C. (3.10)
Lemma 12.

The numerical solutions of the scheme (3.3)-(3.4) have the strict separation property and a uniform W1,W^{1,\infty} bound:

uhkϵ04,uhkW1,C,\displaystyle u_{h}^{k}\geq\dfrac{\epsilon_{0}}{4},\ \|u_{h}^{k}\|_{W^{1,\infty}}\leq C^{*},

for all 0kT/τ0\leq k\leq T/\tau, where ϵ0\epsilon_{0} and CC^{*} are positive constants.

Proof.

We shall first make the following assumption at the previous time step:

u~kLh2Ch15/4.\|\tilde{u}^{k}\|_{L_{h}^{2}}\leq Ch^{15/4}. (3.11)

Then, we will demonstrate that such an assumption will be recovered at the next time step in Section 3.3.

Using the inverse inequality, we obtain a W1,W^{1,\infty} bound for the numerical error function:

u~kCu~kLh2hCh15/4hCh11/41,\|\tilde{u}^{k}\|_{\infty}\leq\dfrac{C\|\tilde{u}^{k}\|_{L_{h}^{2}}}{h}\leq\dfrac{Ch^{15/4}}{h}\leq Ch^{11/4}\leq 1, (3.12)
u~kCu~khCh11/4hCh7/41.\|\nabla\tilde{u}^{k}\|_{\infty}\leq\dfrac{C\|\tilde{u}^{k}\|_{\infty}}{h}\leq\dfrac{Ch^{11/4}}{h}\leq Ch^{7/4}\leq 1.

A combination of the above with (3.8), we get a W1,W^{1,\infty} bound for uhku_{h}^{k} at the previous time step:

uhku^k+u~kC+1C,\|u_{h}^{k}\|_{\infty}\leq\|\hat{u}^{k}\|_{\infty}+\|\tilde{u}^{k}\|_{\infty}\leq C+1\leq C^{*},
uhku^k+u~kC+1C.\|\nabla u_{h}^{k}\|_{\infty}\leq\|\nabla\hat{u}^{k}\|_{\infty}+\|\nabla\tilde{u}^{k}\|_{\infty}\leq C+1\leq C^{*}.

Because of (3.12), taking hh sufficiently small, we have

u~kCh11/4ϵ04.\|\tilde{u}^{k}\|_{\infty}\leq Ch^{11/4}\leq\dfrac{\epsilon_{0}}{4}.

Then the strict separation property is valid for uhku_{h}^{k}:

uhkIhu^ku~kϵ04.u_{h}^{k}\geq I_{h}\hat{u}^{k}-\|\tilde{u}^{k}\|_{\infty}\geq\dfrac{\epsilon_{0}}{4}. (3.13)

Taking φ=τμ~uk\varphi=\tau\tilde{\mu}_{u}^{k} in (3.9) leads to

(u~k+1,μ~uk)h+τ(uhkμ~uk,μ~uk)h=(u~k,μ~uk)hτ(u~k𝒱uk,μ~uk)h+τk,μ~uk.(\tilde{u}^{k+1},\tilde{\mu}_{u}^{k})_{h}+\tau(u_{h}^{k}\nabla\tilde{\mu}_{u}^{k},\nabla\tilde{\mu}_{u}^{k})_{h}=(\tilde{u}^{k},\tilde{\mu}_{u}^{k})_{h}-\tau(\tilde{u}^{k}\nabla\mathcal{V}_{u}^{k},\nabla\tilde{\mu}_{u}^{k})_{h}+\tau\langle\mathcal{R}^{k},\tilde{\mu}_{u}^{k}\rangle. (3.14)

Now we deal with the left hand side of (3.14). To proceed the first term on the left hand side of (3.14), notice that ((u~k+1)3,1)h=0((\tilde{u}^{k+1})^{3},1)_{h}=0 since (u~k+1,1)h=(Ihu^0uh0,1)h=0(\tilde{u}^{k+1},1)_{h}=(I_{h}\hat{u}^{0}-u_{h}^{0},1)_{h}=0 stated in Remark 20, using the Hölder inequality, we have

(u~k+1,μ~uk)h=(u~k+1,Ihlogu^k+1Ihloguhk+1)h+(u~k+1,χAhu~k)h\displaystyle(\tilde{u}^{k+1},\tilde{\mu}_{u}^{k})_{h}=(\tilde{u}^{k+1},I_{h}\log\hat{u}^{k+1}-I_{h}\log u_{h}^{k+1})_{h}+(\tilde{u}^{k+1},-\chi A_{h}\tilde{u}^{k})_{h} (3.15)
\displaystyle\geq (u~k+1,1u^k+1u~k+1)h+12ζ2((u~k+1)3,1)hCu~k+1Lh2u~kLh2\displaystyle\Big{(}\tilde{u}^{k+1},\dfrac{1}{\hat{u}^{k+1}}\tilde{u}^{k+1}\Big{)}_{h}+\frac{1}{2\|\zeta\|_{\infty}^{2}}\Big{(}(\tilde{u}^{k+1})^{3},1\Big{)}_{h}-C^{\prime}\|\tilde{u}^{k+1}\|_{L_{h}^{2}}\|\tilde{u}^{k}\|_{L_{h}^{2}}
\displaystyle\geq 1Cu~k+1Lh221Cu~k+1Lh22C′′u~kLh22\displaystyle\dfrac{1}{C}\|\tilde{u}^{k+1}\|_{L_{h}^{2}}^{2}-\dfrac{1}{C}\|\tilde{u}^{k+1}\|_{L_{h}^{2}}^{2}-C^{\prime\prime}\|\tilde{u}^{k}\|_{L_{h}^{2}}^{2}
=\displaystyle= C′′u~kLh22,\displaystyle-C^{\prime\prime}\|\tilde{u}^{k}\|_{L_{h}^{2}}^{2},

where ζ\zeta lies between u^k+1\hat{u}^{k+1} and uhk+1u_{h}^{k+1}, and (3.8) has been utilized in the second inequality. As for the second term on the left hand side of (3.14), using the strict separation property of the numerical solution (3.13), we have

(uhkμ~uk,μ~uk)hϵ04μ~ukLh22.(u_{h}^{k}\nabla\tilde{\mu}_{u}^{k},\nabla\tilde{\mu}_{u}^{k})_{h}\geq\dfrac{\epsilon_{0}}{4}\|\nabla\tilde{\mu}_{u}^{k}\|_{L_{h}^{2}}^{2}. (3.16)

Next, we deal with the right hand side of (3.14). We apply the Hölder inequality and the Young inequality:

|(u~k,μ~uk)h|\displaystyle|(\tilde{u}^{k},\tilde{\mu}_{u}^{k})_{h}| u~k1μ~ukLh2Cu~kLh2μ~ukLh2\displaystyle\leq\|\tilde{u}^{k}\|_{-1}\|\nabla\tilde{\mu}_{u}^{k}\|_{L_{h}^{2}}\leq C\|\tilde{u}^{k}\|_{L_{h}^{2}}\|\nabla\tilde{\mu}_{u}^{k}\|_{L_{h}^{2}} (3.17)
6Cϵ0τu~kLh22+ϵ0τ24μ~ukLh22.\displaystyle\leq\dfrac{6C}{\epsilon_{0}\tau}\|\tilde{u}^{k}\|_{L_{h}^{2}}^{2}+\dfrac{\epsilon_{0}\tau}{24}\|\nabla\tilde{\mu}_{u}^{k}\|_{L_{h}^{2}}^{2}.

An application of the Cauchy-Schwarz inequality and (3.10) leads to

|(u~k𝒱uk,μ~uk)h|\displaystyle|-(\tilde{u}^{k}\nabla\mathcal{V}_{u}^{k},\nabla\tilde{\mu}_{u}^{k})_{h}| u~k𝒱ukLh2μ~ukLh2𝒱uku~kLh2μ~ukLh2\displaystyle\leq\|\tilde{u}^{k}\nabla\mathcal{V}_{u}^{k}\|_{L_{h}^{2}}\|\nabla\tilde{\mu}_{u}^{k}\|_{L_{h}^{2}}\leq\|\nabla\mathcal{V}_{u}^{k}\|_{\infty}\|\tilde{u}^{k}\|_{L_{h}^{2}}\|\nabla\tilde{\mu}_{u}^{k}\|_{L_{h}^{2}}
6Cϵ0u~kLh22+ϵ024μ~ukLh22.\displaystyle\leq\dfrac{6C}{\epsilon_{0}}\|\tilde{u}^{k}\|_{L_{h}^{2}}^{2}+\dfrac{\epsilon_{0}}{24}\|\nabla\tilde{\mu}_{u}^{k}\|_{L_{h}^{2}}^{2}.

Using the inequality (3.6), we have

|k,μ~uk|Ch4μ~uk26Cϵ0h8+ϵ024μ~ukLh22.|\langle\mathcal{R}^{k},\tilde{\mu}_{u}^{k}\rangle|\leq Ch^{4}\|\nabla\tilde{\mu}_{u}^{k}\|_{2}\leq\dfrac{6C}{\epsilon_{0}}h^{8}+\dfrac{\epsilon_{0}}{24}\|\nabla\tilde{\mu}_{u}^{k}\|_{L_{h}^{2}}^{2}. (3.18)

Substitution of (3.15)-(3.18) into (3.14) leads to

ϵ04τμ~ukLh22C′′u~kLh226Cϵ0τu~kLh22+6Cτϵ0u~kLh22+6Cϵ0h8τ+ϵ0τ8μ~ukLh22.\dfrac{\epsilon_{0}}{4}\tau\|\nabla\tilde{\mu}_{u}^{k}\|_{L_{h}^{2}}^{2}-C^{\prime\prime}\|\tilde{u}^{k}\|_{L_{h}^{2}}^{2}\leq\dfrac{6C}{\epsilon_{0}\tau}\|\tilde{u}^{k}\|_{L_{h}^{2}}^{2}+\dfrac{6C\tau}{\epsilon_{0}}\|\tilde{u}^{k}\|_{L_{h}^{2}}^{2}+\dfrac{6C}{\epsilon_{0}}h^{8}\tau+\dfrac{\epsilon_{0}\tau}{8}\|\nabla\tilde{\mu}_{u}^{k}\|_{L_{h}^{2}}^{2}.

Then we have the following estimate by applying τCh\tau\leq Ch

τμ~ukLh2Ch15/4.\tau\|\nabla\tilde{\mu}_{u}^{k}\|_{L_{h}^{2}}\leq Ch^{15/4}. (3.19)

Again, taking φ=u~k+1u~k\varphi=\tilde{u}^{k+1}-\tilde{u}^{k} in the error equation (3.9) leads to

u~k+1u~kLh2τ((u~k𝒱uk)Lh2+(uhkμ~uk)Lh2+1hkH1).\|\tilde{u}^{k+1}-\tilde{u}^{k}\|_{L_{h}^{2}}\leq\tau\left(\|\nabla\cdot(\tilde{u}^{k}\nabla\mathcal{V}_{u}^{k})\|_{L_{h}^{2}}+\|\nabla\cdot(u_{h}^{k}\nabla\tilde{\mu}_{u}^{k})\|_{L_{h}^{2}}+\dfrac{1}{h}\|\mathcal{R}^{k}\|_{H^{-1}}\right). (3.20)

Now we estimate the first term on the right hand side of (3.20). Using the Young inequality, we have

τ(u~k𝒱uk)Lh2\displaystyle\tau\|\nabla\cdot(\tilde{u}^{k}\nabla\mathcal{V}_{u}^{k})\|_{L_{h}^{2}} τ(u~kΔ𝒱ukLh2+u~k𝒱ukLh2)\displaystyle\leq\tau(\|\tilde{u}^{k}\Delta\mathcal{V}_{u}^{k}\|_{L_{h}^{2}}+\|\nabla\tilde{u}^{k}\nabla\mathcal{V}_{u}^{k}\|_{L_{h}^{2}}) (3.21)
τ(Δ𝒱uku~kLh2+𝒱uku~kLh2)\displaystyle\leq\tau(\|\Delta\mathcal{V}_{u}^{k}\|_{\infty}\|\tilde{u}^{k}\|_{L_{h}^{2}}+\|\nabla\mathcal{V}_{u}^{k}\|_{\infty}\|\nabla\tilde{u}^{k}\|_{L_{h}^{2}})
Cτ(u~kLh2+u~kLh2)\displaystyle\leq C\tau(\|\tilde{u}^{k}\|_{L_{h}^{2}}+\|\nabla\tilde{u}^{k}\|_{L_{h}^{2}})
Ch15/4,\displaystyle\leq Ch^{15/4},

where (3.11) and τCh\tau\leq Ch have been used in the last inequality. For the second term on the right hand side of (3.20), we have

τ(uhkμ~uk)Lh2\displaystyle\tau\|\nabla\cdot(u_{h}^{k}\nabla\tilde{\mu}_{u}^{k})\|_{L_{h}^{2}} τ(uhkμ~ukLh2+uhkΔμ~ukLh2)\displaystyle\leq\tau(\|\nabla u_{h}^{k}\nabla\tilde{\mu}_{u}^{k}\|_{L_{h}^{2}}+\|u_{h}^{k}\Delta\tilde{\mu}_{u}^{k}\|_{L_{h}^{2}}) (3.22)
τ(uhkμ~ukLh2+uhkΔμ~ukLh2)\displaystyle\leq\tau(\|\nabla u_{h}^{k}\|_{\infty}\|\nabla\tilde{\mu}_{u}^{k}\|_{L_{h}^{2}}+\|u_{h}^{k}\|_{\infty}\|\Delta\tilde{\mu}_{u}^{k}\|_{L_{h}^{2}})
Cτ(μ~ukLh2+Δμ~ukLh2)\displaystyle\leq C^{*}\tau(\|\nabla\tilde{\mu}_{u}^{k}\|_{L_{h}^{2}}+\|\Delta\tilde{\mu}_{u}^{k}\|_{L_{h}^{2}})
Ch11/4,\displaystyle\leq Ch^{11/4},

where (3.19) and the inverse inequality have been used in the last inequality. Substitution of (3.21)-(3.22) and (3.6) into (3.20) leads to

u~k+1u~kLh2Ch11/4.\|\tilde{u}^{k+1}-\tilde{u}^{k}\|_{L_{h}^{2}}\leq Ch^{11/4}.

Then, we can obtain a rough estimate for u~k+1\tilde{u}^{k+1}:

u~k+1Lh2u~k+1u~kLh2+u~kLh2Ch11/4.\|\tilde{u}^{k+1}\|_{L_{h}^{2}}\leq\|\tilde{u}^{k+1}-\tilde{u}^{k}\|_{L_{h}^{2}}+\|\tilde{u}^{k}\|_{L_{h}^{2}}\leq Ch^{11/4}.

An application of the inverse inequality implies that

u~k+1Cu~k+1Lh2hCh7/41,\displaystyle\|\tilde{u}^{k+1}\|_{\infty}\leq\dfrac{C\|\tilde{u}^{k+1}\|_{L_{h}^{2}}}{h}\leq Ch^{7/4}\leq 1,
u~k+1Cu~k+1hCh3/41.\displaystyle\|\nabla\tilde{u}^{k+1}\|_{\infty}\leq\dfrac{C\|\tilde{u}^{k+1}\|_{\infty}}{h}\leq Ch^{3/4}\leq 1.

We take hh sufficiently small such that

u~k+1Ch7/4ϵ04.\|\tilde{u}^{k+1}\|_{\infty}\leq Ch^{7/4}\leq\dfrac{\epsilon_{0}}{4}.

A combination of above with (3.7) leads to the strict separation property:

uhk+1Ihu^k+1u~k+1ϵ04.u_{h}^{k+1}\geq I_{h}\hat{u}^{k+1}-\|\tilde{u}^{k+1}\|_{\infty}\geq\dfrac{\epsilon_{0}}{4}.

In addition, we can obtain the following W1,W^{1,\infty} bound for the numerical solution at time step tk+1t^{k+1}:

uhk+1u^k+1+u~k+1C+1C,\displaystyle\|u_{h}^{k+1}\|_{\infty}\leq\|\hat{u}^{k+1}\|_{\infty}+\|\tilde{u}^{k+1}\|_{\infty}\leq C+1\leq C^{*},
uhk+1u^k+1+u~k+1C+1C,\displaystyle\|\nabla u_{h}^{k+1}\|_{\infty}\leq\|\nabla\hat{u}^{k+1}\|_{\infty}+\|\nabla\tilde{u}^{k+1}\|_{\infty}\leq C+1\leq C^{*},

which completes the proof. ∎

3.3. Recovery of the assumption (3.11)

In this subsection, the assumption will be recovered at the next time step.

Taking φ=u~k+1\varphi=\tilde{u}^{k+1} in (3.9), we arrive at

12τ(u~k+1Lh22u~kLh22)+(uhkμ~uk,u~k+1)h(u~k𝒱uk,u~k+1)h+Rk,u~k+1.\displaystyle\dfrac{1}{2\tau}\left(\|\tilde{u}^{k+1}\|_{L_{h}^{2}}^{2}-\|\tilde{u}^{k}\|_{L_{h}^{2}}^{2}\right)+(u_{h}^{k}\nabla\tilde{\mu}_{u}^{k},\nabla\tilde{u}^{k+1})_{h}\leq-(\tilde{u}^{k}\nabla\mathcal{V}_{u}^{k},\nabla\tilde{u}^{k+1})_{h}+\left\langle R^{k},\tilde{u}^{k+1}\right\rangle.

The second term on the left hand side of above inequality can be rewritten as

(uhkμ~uk,u~k+1)h=(uhk((Ihlogu^k+1Ihloguhk+1)χAhu~k),u~k+1)h\displaystyle(u_{h}^{k}\nabla\tilde{\mu}_{u}^{k},\nabla\tilde{u}^{k+1})_{h}=(u_{h}^{k}(\nabla(I_{h}\log\hat{u}^{k+1}-I_{h}\log u_{h}^{k+1})-\chi\nabla A_{h}\tilde{u}^{k}),\nabla\tilde{u}^{k+1})_{h}
=\displaystyle= (uhkIh(u^k+1uhk+1ξ),u~k+1)h(χuhkAhu~k,u~k+1)h\displaystyle\Big{(}u_{h}^{k}\nabla I_{h}\Big{(}\dfrac{\hat{u}^{k+1}-u_{h}^{k+1}}{\xi}\Big{)},\nabla\tilde{u}^{k+1}\Big{)}_{h}-(\chi u_{h}^{k}\nabla A_{h}\tilde{u}^{k},\nabla\tilde{u}^{k+1})_{h}
=\displaystyle= (uhkIhξu~k+1,u~k+1)h(uhkIhξ(Ihξ)2u~k+1,u~k+1)h(χuhkAhu~k,u~k+1)h,\displaystyle\Big{(}\dfrac{u_{h}^{k}}{I_{h}\xi}\nabla\tilde{u}^{k+1},\nabla\tilde{u}^{k+1}\Big{)}_{h}-\Big{(}\dfrac{u_{h}^{k}\nabla I_{h}\xi}{(I_{h}\xi)^{2}}\tilde{u}^{k+1},\nabla\tilde{u}^{k+1}\Big{)}_{h}-(\chi u_{h}^{k}\nabla A_{h}\tilde{u}^{k},\nabla\tilde{u}^{k+1})_{h},

where ξ\xi lies between u^k+1\hat{u}^{k+1} and uhk+1u_{h}^{k+1}. Utilizing the strict separation property and the W1,W^{1,\infty} bound for the numerical solution, we obtain the following estimate

(uhkμ~uk,u~k+1)h\displaystyle(u_{h}^{k}\nabla\tilde{\mu}_{u}^{k},\nabla\tilde{u}^{k+1})_{h}
\displaystyle\geq ϵ04Cu~k+12216(C)2ϵ02|(u~k+1,u~k+1)h|(χuhkAhu~k,u~k+1)h\displaystyle\dfrac{\epsilon_{0}}{4C^{*}}\|\nabla\tilde{u}^{k+1}\|_{2}^{2}-\dfrac{16(C^{*})^{2}}{\epsilon_{0}^{2}}|(\tilde{u}^{k+1},\nabla\tilde{u}^{k+1})_{h}|-(\chi u_{h}^{k}\nabla A_{h}\tilde{u}^{k},\nabla\tilde{u}^{k+1})_{h}
\displaystyle\geq ϵ04Cu~k+1Lh22ϵ08Cu~k+1Lh22Cu~k+1Lh22(χuhkAhu~k,u~k+1)h\displaystyle\dfrac{\epsilon_{0}}{4C^{*}}\|\nabla\tilde{u}^{k+1}\|_{L_{h}^{2}}^{2}-\dfrac{\epsilon_{0}}{8C^{*}}\|\nabla\tilde{u}^{k+1}\|_{L_{h}^{2}}^{2}-C\|\tilde{u}^{k+1}\|_{L_{h}^{2}}^{2}-(\chi u_{h}^{k}\nabla A_{h}\tilde{u}^{k},\nabla\tilde{u}^{k+1})_{h}
=\displaystyle= ϵ08Cu~k+1Lh22Cu~k+1Lh22(χuhkAhu~k,u~k+1)h,\displaystyle\dfrac{\epsilon_{0}}{8C^{*}}\|\nabla\tilde{u}^{k+1}\|_{L_{h}^{2}}^{2}-C\|\tilde{u}^{k+1}\|_{L_{h}^{2}}^{2}-(\chi u_{h}^{k}\nabla A_{h}\tilde{u}^{k},\nabla\tilde{u}^{k+1})_{h},

where CC is a positive constant satisfying Cϵ0/8C8(C/ϵ0)2\sqrt{C\epsilon_{0}/8C^{*}}\geq 8(C^{*}/\epsilon_{0})^{2}. Combining above inequalities leads to

12τ(u~k+1Lh22u~kLh22)+ϵ08Cu~k+1Lh22\displaystyle\dfrac{1}{2\tau}\left(\|\tilde{u}^{k+1}\|_{L_{h}^{2}}^{2}-\|\tilde{u}^{k}\|_{L_{h}^{2}}^{2}\right)+\dfrac{\epsilon_{0}}{8C^{*}}\|\nabla\tilde{u}^{k+1}\|_{L_{h}^{2}}^{2} (3.23)
\displaystyle\leq Cu~k+1Lh22+(χuhkAhu~k,u~k+1)h(u~k𝒱uk,u~k+1)h+Rk,u~k+1.\displaystyle\ C\|\tilde{u}^{k+1}\|_{L_{h}^{2}}^{2}+(\chi u_{h}^{k}\nabla A_{h}\tilde{u}^{k},\nabla\tilde{u}^{k+1})_{h}-(\tilde{u}^{k}\nabla\mathcal{V}_{u}^{k},\nabla\tilde{u}^{k+1})_{h}+\left\langle R^{k},\tilde{u}^{k+1}\right\rangle.

Using Cauchy-Schwarz inequality and the strict separation property of the numerical solution, we have

|(χuhkAhu~k,u~k+1)h|χuhkAhu~kLh2u~k+1Lh2\displaystyle|(\chi u_{h}^{k}\nabla A_{h}\tilde{u}^{k},\nabla\tilde{u}^{k+1})_{h}|\leq\chi\|u_{h}^{k}\|_{\infty}\|\nabla A_{h}\tilde{u}^{k}\|_{L_{h}^{2}}\|\nabla\tilde{u}^{k+1}\|_{L_{h}^{2}}
\displaystyle\leq Cu~kLh2u~k+1Lh2ϵ032Cu~k+1Lh22+Cu~kLh22.\displaystyle C\|\tilde{u}^{k}\|_{L_{h}^{2}}\|\nabla\tilde{u}^{k+1}\|_{L_{h}^{2}}\leq\dfrac{\epsilon_{0}}{32C^{*}}\|\nabla\tilde{u}^{k+1}\|_{L_{h}^{2}}^{2}+C\|\tilde{u}^{k}\|_{L_{h}^{2}}^{2}.

An application of (3.10) shows that

|(u~k𝒱uk,u~k+1)h|Cu~kLh2u~k+1Lh2ϵ032Cu~k+1Lh22+Cu~kLh22.\displaystyle|-(\tilde{u}^{k}\nabla\mathcal{V}_{u}^{k},\nabla\tilde{u}^{k+1})_{h}|\leq C\|\tilde{u}^{k}\|_{L_{h}^{2}}\|\nabla\tilde{u}^{k+1}\|_{L_{h}^{2}}\leq\dfrac{\epsilon_{0}}{32C^{*}}\|\nabla\tilde{u}^{k+1}\|_{L_{h}^{2}}^{2}+C\|\tilde{u}^{k}\|_{L_{h}^{2}}^{2}.

The last term on the right hand side of (3.23) can be estimated as follows

|Rk,u~k+1|Ch4u~k+12Ch8+ϵ032Cu~k+1Lh22.\displaystyle\Big{|}\left\langle R^{k},\tilde{u}^{k+1}\right\rangle\Big{|}\leq Ch^{4}\|\nabla\tilde{u}^{k+1}\|_{2}\leq Ch^{8}+\dfrac{\epsilon_{0}}{32C^{*}}\|\nabla\tilde{u}^{k+1}\|_{L_{h}^{2}}^{2}.

Substitution of above into (3.23) leads to

12τ(u~k+1Lh22u~kLh22)+ϵ032Cu~k+1Lh22Ch8+C(u~kLh22+u~k+1Lh22),\displaystyle\dfrac{1}{2\tau}\left(\|\tilde{u}^{k+1}\|_{L_{h}^{2}}^{2}-\|\tilde{u}^{k}\|_{L_{h}^{2}}^{2}\right)+\dfrac{\epsilon_{0}}{32C^{*}}\|\nabla\tilde{u}^{k+1}\|_{L_{h}^{2}}^{2}\leq Ch^{8}+C(\|\tilde{u}^{k}\|_{L_{h}^{2}}^{2}+\|\tilde{u}^{k+1}\|_{L_{h}^{2}}^{2}),

multiplying 2τ2\tau on both sides and summing this inequality from 0 to kk leads to

u~k+1Lh22+i=0kϵ0τ16Cu~i+1Lh22Ch8+i=0k+14Cτu~iLh22.\displaystyle\|\tilde{u}^{k+1}\|_{L_{h}^{2}}^{2}+\sum_{i=0}^{k}\dfrac{\epsilon_{0}\tau}{16C^{*}}\|\nabla\tilde{u}^{i+1}\|_{L_{h}^{2}}^{2}\leq Ch^{8}+\sum_{i=0}^{k+1}4C\tau\|\tilde{u}^{i}\|_{L_{h}^{2}}^{2}.

Choosing τ\tau sufficiently small such that 14Cτ>1/21-4C\tau>1/2, using the Gronwall inequality (Lemma 11), we derive that

u~k+1Lh22+i=0kϵ0τ8Cu~i+1Lh22Cexp(i=0k8Cτ)h8,\displaystyle\|\tilde{u}^{k+1}\|_{L_{h}^{2}}^{2}+\sum_{i=0}^{k}\dfrac{\epsilon_{0}\tau}{8C^{*}}\|\nabla\tilde{u}^{i+1}\|_{L_{h}^{2}}^{2}\leq C\exp\Big{(}\sum_{i=0}^{k}8C\tau\Big{)}h^{8},

then we obtain u~k+1Lh2Ch4Ch15/4\|\tilde{u}^{k+1}\|_{L_{h}^{2}}\leq Ch^{4}\leq Ch^{15/4}, the assumption (3.11) is recovered at the next time step.

3.4. Proof of Theorem 6

In this subsection, we shall make use of the strict separation property and the uniform W1,W^{1,\infty} bound for the numerical solution derived in the above to prove Theorem 6.

A weak formulation of (1.1)-(1.2) is

(ut,φ)+(u,φ)χ(uv,φ)=0,φH01(Ω),\displaystyle(u_{t},\varphi)+(\nabla u,\nabla\varphi)-\chi(u\nabla v,\nabla\varphi)=0,\ \forall\varphi\in H_{0}^{1}(\Omega), (3.24)
(v,ψ)+(v,ψ)=α(u,ψ),ψH01(Ω).\displaystyle(\nabla v,\nabla\psi)+(v,\psi)=\alpha(u,\psi),\ \forall\psi\in H_{0}^{1}(\Omega). (3.25)

Substituting Ihu(t)I_{h}u(t) into (3.24) at t=tk+1t=t_{k+1}, we have

(¯Ihuk,φ)h+(Ihuk+1,φ)hχ(Ihukvk,φ)h\displaystyle\left(\overline{\partial}I_{h}u^{k},\ \varphi\right)_{h}+\left(\nabla I_{h}u^{k+1},\ \nabla\varphi\right)_{h}-\chi\left(I_{h}u^{k}\nabla v^{k},\ \nabla\varphi\right)_{h} (3.26)
=\displaystyle= (¯ukutk+1,φ)+(¯Ihuk¯uk,φ)+((Ihuk+1uk+1),φ)\displaystyle\left(\overline{\partial}u^{k}-u_{t}^{k+1},\ \varphi\right)+\left(\overline{\partial}I_{h}u^{k}-\overline{\partial}u^{k},\ \varphi\right)+\left(\nabla(I_{h}u^{k+1}-u^{k+1}),\ \varphi\right)
+χ((ukIhuk)vk,φ)+χ(uk+1vk+1ukvk,φ)\displaystyle+\chi\left((u^{k}-I_{h}u^{k})\nabla v^{k},\ \varphi\right)+\chi\left(u^{k+1}\nabla v^{k+1}-u^{k}\nabla v^{k},\ \varphi\right)
+(¯Ihuk,φ)h(¯Ihuk,φ)+(Ihuk+1,φ)h(Ihuk+1,φ)\displaystyle+\left(\overline{\partial}I_{h}u^{k},\varphi\right)_{h}-\left(\overline{\partial}I_{h}u^{k},\varphi\right)+\left(\nabla I_{h}u^{k+1},\nabla\varphi\right)_{h}-\left(\nabla I_{h}u^{k+1},\nabla\varphi\right)
+χ(Ihukvk,φ)χ(Ihukvk,φ)h\displaystyle+\chi\left(I_{h}u^{k}\nabla v^{k},\nabla\varphi\right)-\chi\left(I_{h}u^{k}\nabla v^{k},\nabla\varphi\right)_{h}
:=\displaystyle:= I1+I2+I3+I4+I5+I6+I7+I8:=R1,\displaystyle I_{1}+I_{2}+I_{3}+I_{4}+I_{5}+I_{6}+I_{7}+I_{8}:=R_{1},

where R1R_{1} represents the truncation error. Similarly, substituting Ihu(t),Ihv(t)I_{h}u(t),I_{h}v(t) into (3.25) at t=tkt=t_{k} leads to

(Ihvk,ψ)+(\Ihvk,ψ)=\displaystyle(\nabla I_{h}v^{k},\ \nabla\psi)+(\I_{h}v^{k},\ \psi)= α(Ihuk,ψ)+((Ihv(tk)vk),ψ)\displaystyle\alpha(I_{h}u^{k},\ \psi)+(\nabla(I_{h}v(t_{k})-v^{k}),\ \psi) (3.27)
+(Ihvkvk,ψ)+α(ukIhuk,ψ).\displaystyle+(I_{h}v^{k}-v^{k},\ \psi)+\alpha(u^{k}-I_{h}u^{k},\ \psi).

We rewrite the numerical scheme (3.3) as

(¯uhk,φ)h+(uhk+1,φ)hχ(uhkvhk,φ)h\displaystyle\left(\overline{\partial}u_{h}^{k},\varphi\right)_{h}+\left(\nabla u_{h}^{k+1},\nabla\varphi\right)_{h}-\chi\left(u_{h}^{k}\nabla v_{h}^{k},\nabla\varphi\right)_{h} (3.28)
=\displaystyle= (uhk(IIh)loguhk+1,φ)h+((uhk+1uhk)loguhk+1,φ)h\displaystyle\left(u_{h}^{k}\nabla(I-I_{h})\log u_{h}^{k+1},\nabla\varphi\right)_{h}+\left((u_{h}^{k+1}-u_{h}^{k})\nabla\log u_{h}^{k+1},\nabla\varphi\right)_{h}
:=\displaystyle:= I9+I10:=R2.\displaystyle I_{9}+I_{10}:=R_{2}.

We split the error functions as

euk\displaystyle e_{u}^{k} =ukuhk=(ukIhuk)+(Ihukuhk):=ρuk+σuk,\displaystyle=u^{k}-u_{h}^{k}=(u^{k}-I_{h}u^{k})+(I_{h}u^{k}-u_{h}^{k}):=\rho_{u}^{k}+\sigma_{u}^{k},
evk\displaystyle e_{v}^{k} =vkvhk=(vkIhvk)+(Ihvkvhk):=ρvk+σvk.\displaystyle=v^{k}-v_{h}^{k}=(v^{k}-I_{h}v^{k})+(I_{h}v^{k}-v_{h}^{k}):=\rho_{v}^{k}+\sigma_{v}^{k}.

Then using the property of the interpolation (3.2), we have

ρukL2(Ω)+hρukL2(Ω)Ch2uH2(Ω),\displaystyle\|\rho_{u}^{k}\|_{L^{2}(\Omega)}+h\|\nabla\rho_{u}^{k}\|_{L^{2}(\Omega)}\leq Ch^{2}\|u\|_{H^{2}(\Omega)}, (3.29)
ρvkL2(Ω)+hρvkL2(Ω)Ch2vH2(Ω).\displaystyle\|\rho_{v}^{k}\|_{L^{2}(\Omega)}+h\|\nabla\rho_{v}^{k}\|_{L^{2}(\Omega)}\leq Ch^{2}\|v\|_{H^{2}(\Omega)}.

Subtracting the numerical scheme formulation (3.28) and (3.4) from the weak form (3.26) and (3.27), we obtain the following error equations:

(¯σuk,φ)h+(σuk+1,φ)\displaystyle\left(\overline{\partial}\sigma_{u}^{k},\ \varphi\right)_{h}+\left(\nabla\sigma_{u}^{k+1},\ \nabla\varphi\right) =hI11+R1R2,{}_{h}=I_{11}+R_{1}-R_{2},\ (3.30)
(σvk,ψ)+(σvk,ψ)=α\displaystyle(\nabla\sigma_{v}^{k},\ \nabla\psi)+(\sigma_{v}^{k},\ \psi)=\alpha (σuk,ψ)αϵh(uhk,ψ)+((Ihvv),ψ)\displaystyle(\sigma_{u}^{k},\ \psi)-\alpha\epsilon_{h}(u_{h}^{k},\ \psi)+(\nabla(I_{h}v-v),\ \psi)\ (3.31)
+(Ihvv,ψ)+α(uIhu,ψ),\displaystyle+(I_{h}v-v,\ \psi)+\alpha(u-I_{h}u,\ \psi),

for all φ,ψXh,k1\varphi,\psi\in X_{h},k\geq 1, where R1,R2R_{1},R_{2} are defined before and I11I_{11} is defined as follows

I11=χ(Ihu(tk)vkuhkvhk,φ)h.\displaystyle I_{11}=\chi\left(I_{h}u(t_{k})\nabla v^{k}-u_{h}^{k}\nabla v_{h}^{k},\ \nabla\varphi\right)_{h}.

Taking φ=σuk+1\varphi=\sigma_{u}^{k+1} in (3.30) leads to

12τ(σuk+1Lh22σukLh22+σuk+1σukLh22)+σuk+1Lh22=I11+R1R2.\displaystyle\dfrac{1}{2\tau}\left(\|\sigma_{u}^{k+1}\|_{L_{h}^{2}}^{2}-\|\sigma_{u}^{k}\|_{L_{h}^{2}}^{2}+\|\sigma_{u}^{k+1}-\sigma_{u}^{k}\|_{L_{h}^{2}}^{2}\right)+\|\nabla\sigma_{u}^{k+1}\|_{L_{h}^{2}}^{2}=I_{11}+R_{1}-R_{2}. (3.32)

Now we estimate the terms on the right-hand side of (3.33). For the first term I11I_{11}, applying the Cauchy-Schwarz inequality and the Young inequality yields

|I11|=|χ(σukvk+uhkevk,σuk+1)h|\displaystyle|I_{11}|=|\chi\left(\sigma_{u}^{k}\nabla v^{k}+u_{h}^{k}\nabla e_{v}^{k},\ \nabla\sigma_{u}^{k+1}\right)_{h}| (3.33)
\displaystyle\leq σukvkLh2(Ω)σuk+1Lh2(Ω)+uhkevkLh2(Ω)σuk+1Lh2(Ω)\displaystyle\ \|\sigma_{u}^{k}\nabla v^{k}\|_{L_{h}^{2}(\Omega)}\|\nabla\sigma_{u}^{k+1}\|_{L_{h}^{2}(\Omega)}+\|u_{h}^{k}\nabla e_{v}^{k}\|_{L_{h}^{2}(\Omega)}\|\nabla\sigma_{u}^{k+1}\|_{L_{h}^{2}(\Omega)}
\displaystyle\leq CσukLh2(Ω)2+120σuk+1Lh2(Ω)2+CevkLh2(Ω)2.\displaystyle\ C\|\sigma_{u}^{k}\|_{L_{h}^{2}(\Omega)}^{2}+\dfrac{1}{20}\|\nabla\sigma_{u}^{k+1}\|_{L_{h}^{2}(\Omega)}^{2}+C\|\nabla e_{v}^{k}\|_{L_{h}^{2}(\Omega)}^{2}.

In order to estimate evkLh2(Ω)2\|\nabla e_{v}^{k}\|_{L_{h}^{2}(\Omega)}^{2} above, taking ψ=σvk\psi=\sigma_{v}^{k} in (3.31) and applying Lemma 4 leads to

σvkL2(Ω)2+σvkL2(Ω)2\displaystyle\|\nabla\sigma_{v}^{k}\|_{L^{2}(\Omega)}^{2}+\|\sigma_{v}^{k}\|_{L^{2}(\Omega)}^{2}\leq ασukL2(Ω)σvkL2(Ω)+Ch2uhkL2(Ω)σvkL2(Ω)\displaystyle\ \alpha\|\sigma_{u}^{k}\|_{L^{2}(\Omega)}\|\sigma_{v}^{k}\|_{L^{2}(\Omega)}+Ch^{2}\|\nabla u_{h}^{k}\|_{L^{2}(\Omega)}\|\nabla\sigma_{v}^{k}\|_{L^{2}(\Omega)}
+ChvH2(Ω)σvkL2(Ω)+Ch2uH2(Ω)σvkL2(Ω)\displaystyle+Ch\|v\|_{H^{2}(\Omega)}\|\sigma_{v}^{k}\|_{L^{2}(\Omega)}+Ch^{2}\|u\|_{H^{2}(\Omega)}\|\sigma_{v}^{k}\|_{L^{2}(\Omega)}
\displaystyle\leq CσukL2(Ω)2+σvkL2(Ω)2+12σvkL2(Ω)2+Ch2,\displaystyle\ C\|\sigma_{u}^{k}\|_{L^{2}(\Omega)}^{2}+\|\sigma_{v}^{k}\|_{L^{2}(\Omega)}^{2}+\dfrac{1}{2}\|\nabla\sigma_{v}^{k}\|_{L^{2}(\Omega)}^{2}+Ch^{2},

where the property of the interpolation has been used in the first inequality. Thus we obtain the following estimate for σvkL2(Ω)\|\nabla\sigma_{v}^{k}\|_{L^{2}(\Omega)}:

σvkL2(Ω)2CσukL2(Ω)2+Ch2.\displaystyle\|\nabla\sigma_{v}^{k}\|_{L^{2}(\Omega)}^{2}\leq C\|\sigma_{u}^{k}\|_{L^{2}(\Omega)}^{2}+Ch^{2}. (3.34)

Applying Lemma 4 indicates that

σvkLh2(Ω)2CσukLh2(Ω)2+Ch2σukL2(Ω)2+Ch2.\displaystyle\|\nabla\sigma_{v}^{k}\|_{L_{h}^{2}(\Omega)}^{2}\leq C\|\sigma_{u}^{k}\|_{L_{h}^{2}(\Omega)}^{2}+Ch^{2}\|\nabla\sigma_{u}^{k}\|_{L^{2}(\Omega)}^{2}+Ch^{2}.

A combination of the above estimates for σvkLh2(Ω)\|\nabla\sigma_{v}^{k}\|_{L_{h}^{2}(\Omega)} with (3.29) leads to

evkLh2(Ω)2CσukLh2(Ω)2+Ch2σukL2(Ω)2+Ch2.\displaystyle\|\nabla e_{v}^{k}\|_{L_{h}^{2}(\Omega)}^{2}\leq C\|\sigma_{u}^{k}\|_{L_{h}^{2}(\Omega)}^{2}+Ch^{2}\|\nabla\sigma_{u}^{k}\|_{L^{2}(\Omega)}^{2}+Ch^{2}. (3.35)

Substitution of above into (3.33) leads to

|I11|\displaystyle|I_{11}| CσukLh2(Ω)2+120σuk+1Lh2(Ω)2+Ch2σukL2(Ω)2+Ch2.\displaystyle\leq C\|\sigma_{u}^{k}\|_{L_{h}^{2}(\Omega)}^{2}+\dfrac{1}{20}\|\nabla\sigma_{u}^{k+1}\|_{L_{h}^{2}(\Omega)}^{2}+Ch^{2}\|\nabla\sigma_{u}^{k}\|_{L^{2}(\Omega)}^{2}+Ch^{2}. (3.36)

Next we estimate the second term R1=I1+I2+I3+I4+I5+I6+I7+I8R_{1}=I_{1}+I_{2}+I_{3}+I_{4}+I_{5}+I_{6}+I_{7}+I_{8}. For the first term, we can derive [48]

|I1|\displaystyle|I_{1}| =|(¯ukutk+1,σuk+1)|Cτ1/2(tktk+1uttL2(Ω)2ds)1/2σuk+1L2(Ω)\displaystyle=|\left(\overline{\partial}u^{k}-u_{t}^{k+1},\ \sigma_{u}^{k+1}\right)|\leq C\tau^{1/2}\Big{(}\int_{t_{k}}^{t_{k+1}}\|u_{tt}\|_{L^{2}(\Omega)}^{2}\mathrm{d}s\Big{)}^{1/2}\|\sigma_{u}^{k+1}\|_{L^{2}(\Omega)} (3.37)
Cτtktk+1uttL2(Ω)2ds+120σuk+1L2(Ω)2.\displaystyle\leq C\tau\int_{t_{k}}^{t_{k+1}}\|u_{tt}\|_{L^{2}(\Omega)}^{2}\mathrm{d}s+\dfrac{1}{20}\|\nabla\sigma_{u}^{k+1}\|_{L^{2}(\Omega)}^{2}.

An application of the property of the interpolation and the Young inequality leads to

|I2|=\displaystyle|I_{2}|= |(¯Ihuk¯uk,σuk+1)|\displaystyle|\left(\overline{\partial}I_{h}u^{k}-\overline{\partial}u^{k},\ \sigma_{u}^{k+1}\right)| (3.38)
\displaystyle\leq 1τIh(uk+1uk)(uk+1uk)L2(Ω)σuk+1L2(Ω)\displaystyle\ \dfrac{1}{\tau}\|I_{h}(u^{k+1}-u^{k})-(u^{k+1}-u^{k})\|_{L^{2}(\Omega)}\|\sigma_{u}^{k+1}\|_{L^{2}(\Omega)}
=\displaystyle= 1τ(Ihutut)τL2(Ω)σuk+1L2(Ω)\displaystyle\ \dfrac{1}{\tau}\|(I_{h}u_{t}-u_{t})\tau\|_{L^{2}(\Omega)}\|\sigma_{u}^{k+1}\|_{L^{2}(\Omega)}
\displaystyle\leq Ch2utH2(Ω)σuk+1L2(Ω)\displaystyle\ Ch^{2}\|u_{t}\|_{H^{2}(\Omega)}\|\nabla\sigma_{u}^{k+1}\|_{L^{2}(\Omega)}
\displaystyle\leq Ch4+120σuk+1L2(Ω)2.\displaystyle\ Ch^{4}+\dfrac{1}{20}\|\nabla\sigma_{u}^{k+1}\|_{L^{2}(\Omega)}^{2}.

Using the Cauchy-Schwarz inequality and the property of the interpolation, we have

|I3|=\displaystyle|I_{3}|= |((Ihuk+1uk+1),σuk+1)|\displaystyle|\left(\nabla(I_{h}u^{k+1}-u^{k+1}),\ \nabla\sigma_{u}^{k+1}\right)| (3.39)
\displaystyle\leq (Ihuk+1uk+1)L2(Ω)σuk+1L2(Ω)\displaystyle\|\nabla(I_{h}u^{k+1}-u^{k+1})\|_{L^{2}(\Omega)}\|\nabla\sigma_{u}^{k+1}\|_{L^{2}(\Omega)}
\displaystyle\leq Chuk+1H2(Ω)σuk+1L2(Ω)\displaystyle Ch\|u^{k+1}\|_{H^{2}(\Omega)}\|\nabla\sigma_{u}^{k+1}\|_{L^{2}(\Omega)}
\displaystyle\leq Ch2+120σuk+1L2(Ω)2.\displaystyle Ch^{2}+\dfrac{1}{20}\|\nabla\sigma_{u}^{k+1}\|_{L^{2}(\Omega)}^{2}.

Similarly, we have

|I4|=\displaystyle|I_{4}|= |χ((ukIhuk)vk,σuk+1)|\displaystyle|\chi\left((u^{k}-I_{h}u^{k})\nabla v^{k},\ \nabla\sigma_{u}^{k+1}\right)| (3.40)
\displaystyle\leq χukIhukL2(Ω)vkL(Ω)σuk+1L2(Ω)\displaystyle\ \chi\|u^{k}-I_{h}u^{k}\|_{L^{2}(\Omega)}\|\nabla v^{k}\|_{L^{\infty}(\Omega)}\|\nabla\sigma_{u}^{k+1}\|_{L^{2}(\Omega)}
\displaystyle\leq Ch2ukH2(Ω)σuk+1L2(Ω)\displaystyle\ Ch^{2}\|u^{k}\|_{H^{2}(\Omega)}\|\nabla\sigma_{u}^{k+1}\|_{L^{2}(\Omega)}
\displaystyle\leq Ch4+120σuk+1L2(Ω)2.\displaystyle\ Ch^{4}+\dfrac{1}{20}\|\nabla\sigma_{u}^{k+1}\|_{L^{2}(\Omega)}^{2}.

Now we apply the Cauchy-Schwarz inequality and the Young inequality:

|I5|=\displaystyle|I_{5}|= |χ(τutvk+1+τukvt,σuk+1)|\displaystyle|\chi\left(\tau u_{t}\nabla v^{k+1}+\tau u^{k}\nabla v_{t},\ \nabla\sigma_{u}^{k+1}\right)| (3.41)
\displaystyle\leq C(utL(Ω)vL(Ω)+uL(Ω)vtL(Ω))τσuk+1L2(Ω)\displaystyle\ C\left(\|u_{t}\|_{L^{\infty}(\Omega)}\|\nabla v\|_{L^{\infty}(\Omega)}+\|u\|_{L^{\infty}(\Omega)}\|\nabla v_{t}\|_{L^{\infty}(\Omega)}\right)\tau\|\nabla\sigma_{u}^{k+1}\|_{L^{2}(\Omega)}
\displaystyle\leq Cτ2+120σuk+1L2(Ω)2.\displaystyle\ C\tau^{2}+\dfrac{1}{20}\|\nabla\sigma_{u}^{k+1}\|_{L^{2}(\Omega)}^{2}.

Notice that

I6\displaystyle I_{6} =1τ(Ihuk+1Ihuk,σuk+1)1τ(Ihuk+1Ihuk,σuk+1)h\displaystyle=\dfrac{1}{\tau}\left(I_{h}u^{k+1}-I_{h}u^{k},\ \sigma_{u}^{k+1}\right)-\dfrac{1}{\tau}\left(I_{h}u^{k+1}-I_{h}u^{k},\ \sigma_{u}^{k+1}\right)_{h}
=ϵh(Ihut,σuk+1),\displaystyle=-\epsilon_{h}\left(I_{h}u_{t},\ \sigma_{u}^{k+1}\right),

therefore, using Lemma 4 leads to the following estimate for I6I_{6}:

|I6|=|ϵh(Ihut,σuk+1)|Ch2Ihutσuk+1Ch4+120σuk+1L2(Ω)2.\displaystyle|I_{6}|=|\epsilon_{h}(I_{h}u_{t},\sigma_{u}^{k+1})|\leq Ch^{2}\|\nabla I_{h}u_{t}\|\|\nabla\sigma_{u}^{k+1}\|\leq Ch^{4}+\dfrac{1}{20}\|\nabla\sigma_{u}^{k+1}\|_{L^{2}(\Omega)}^{2}. (3.42)

We recall the quadrature formula defined before and Lemma 4, and arrive at

I7\displaystyle I_{7} =(Ihuk+1,σuk+1)h(Ihuk+1,σuk+1)=0,\displaystyle=\left(I_{h}u^{k+1},\nabla\sigma_{u}^{k+1}\right)_{h}-\left(I_{h}u^{k+1},\nabla\sigma_{u}^{k+1}\right)=0, (3.43)

An application of the Cauchy-Schwarz inequality and the property of the interpolation leads to

|I8|\displaystyle|I_{8}| =|χ(Ihukvk,σuk+1)χ(Ihukvk,σuk+1)h|\displaystyle=|\chi\left(I_{h}u^{k}\nabla v^{k},\nabla\sigma_{u}^{k+1}\right)-\chi\left(I_{h}u^{k}\nabla v^{k},\nabla\sigma_{u}^{k+1}\right)_{h}| (3.44)
=|χ(Ihuk(IIh)vk,σuk+1)χ(Ihuk(IIh)vk,σuk+1)h|\displaystyle=|\chi\left(I_{h}u^{k}\nabla(I-I_{h})v^{k},\nabla\sigma_{u}^{k+1}\right)-\chi\left(I_{h}u^{k}\nabla(I-I_{h})v^{k},\nabla\sigma_{u}^{k+1}\right)_{h}|
ChIhukLukL2(Ω)σuk+1L2(Ω)\displaystyle\leq Ch\|I_{h}u^{k}\|_{L^{\infty}}\|u^{k}\|_{L^{2}(\Omega)}\|\nabla\sigma_{u}^{k+1}\|_{L^{2}(\Omega)}
Ch2+120σuk+1L2(Ω)2.\displaystyle\leq Ch^{2}+\dfrac{1}{20}\|\nabla\sigma_{u}^{k+1}\|_{L^{2}(\Omega)}^{2}.

Substituting estimates (3.37)-(3.44) into R1R_{1} and applying the property (3.1)\eqref{norm}, we obtain

|R1|\displaystyle|R_{1}|\leq Cτtktk+1uttL2(Ω)2ds+720σuk+1L2(Ω)2+Ch2+Cτ2\displaystyle C\tau\int_{t_{k}}^{t_{k+1}}\|u_{tt}\|_{L^{2}(\Omega)}^{2}\mathrm{d}s+\dfrac{7}{20}\|\nabla\sigma_{u}^{k+1}\|_{L^{2}(\Omega)}^{2}+Ch^{2}+C\tau^{2} (3.45)
=\displaystyle= Cτtktk+1uttL2(Ω)2ds+720σuk+1Lh2(Ω)2+Ch2+Cτ2.\displaystyle C\tau\int_{t_{k}}^{t_{k+1}}\|u_{tt}\|_{L^{2}(\Omega)}^{2}\mathrm{d}s+\dfrac{7}{20}\|\nabla\sigma_{u}^{k+1}\|_{L_{h}^{2}(\Omega)}^{2}+Ch^{2}+C\tau^{2}.

It remains to bound each term of R2=I9+I10R_{2}=I_{9}+I_{10}. Now we use the Cauchy-Schwarz inequality and the Young inequality:

|I9|=\displaystyle|I_{9}|= |(uhk(IIh)loguhk+1,σuk+1)h|\displaystyle|\left(u_{h}^{k}\nabla(I-I_{h})\log u_{h}^{k+1},\nabla\sigma_{u}^{k+1}\right)_{h}| (3.46)
\displaystyle\leq uhk(IIh)loguhk+1Lh2(Ω)σuk+1Lh2(Ω)\displaystyle\ \|u_{h}^{k}\nabla(I-I_{h})\log u_{h}^{k+1}\|_{L_{h}^{2}(\Omega)}\|\nabla\sigma_{u}^{k+1}\|_{L_{h}^{2}(\Omega)}
\displaystyle\leq uhkL(Ω)(IIh)loguhk+1Lh2(Ω)σuk+1Lh2(Ω)\displaystyle\ \|u_{h}^{k}\|_{L^{\infty}(\Omega)}\|\nabla(I-I_{h})\log u_{h}^{k+1}\|_{L_{h}^{2}(\Omega)}\|\nabla\sigma_{u}^{k+1}\|_{L_{h}^{2}(\Omega)}
\displaystyle\leq Ch2+120σuk+1Lh2(Ω),\displaystyle\ Ch^{2}+\dfrac{1}{20}\|\nabla\sigma_{u}^{k+1}\|_{L_{h}^{2}(\Omega)},

where we have used the following inequality:

(IIh)loguhk+1Lh2(Ω)\displaystyle\|\nabla(I-I_{h})\log u_{h}^{k+1}\|_{L_{h}^{2}(\Omega)}\leq Che|α|=2(e|Dαloguhk+1|2dx)1/2\displaystyle\ Ch\sum_{e}\sum_{|\alpha|=2}\Big{(}\int_{e}|D^{\alpha}\log u_{h}^{k+1}|^{2}\mathrm{d}x\Big{)}^{1/2}
\displaystyle\leq Che(e1(uhk+1)4|uhk+1|4dx)1/2\displaystyle\ Ch\sum_{e}\Big{(}\int_{e}\dfrac{1}{(u_{h}^{k+1})^{4}}|\nabla u_{h}^{k+1}|^{4}\mathrm{d}x\Big{)}^{1/2}
\displaystyle\leq Ch1(ϵ0/4)4e(e|uhk+1|4dx)1/2\displaystyle\ Ch\dfrac{1}{(\epsilon_{0}/4)^{4}}\sum_{e}\Big{(}\int_{e}|\nabla u_{h}^{k+1}|^{4}\mathrm{d}x\Big{)}^{1/2}
\displaystyle\leq Ch.\displaystyle Ch.

An application of the strict separation property and the W1,W^{1,\infty} bound of the numerical solution leads to

|I10|=\displaystyle|I_{10}|= |((uhk+1uhk)loguhk+1,σuk+1)h|\displaystyle|\left((u_{h}^{k+1}-u_{h}^{k})\nabla\log u_{h}^{k+1},\nabla\sigma_{u}^{k+1}\right)_{h}| (3.47)
\displaystyle\leq uhk+1uhkuhk+1uhk+1Lh2(Ω)σuk+1Lh2(Ω)\displaystyle\ \|\dfrac{u_{h}^{k+1}-u_{h}^{k}}{u_{h}^{k+1}}\nabla u_{h}^{k+1}\|_{L_{h}^{2}(\Omega)}\|\nabla\sigma_{u}^{k+1}\|_{L_{h}^{2}(\Omega)}
\displaystyle\leq uhk+1L(Ω)ϵ0/4(σuk+1σukLh2(Ω)+Cτ)σuk+1Lh2(Ω)\displaystyle\ \dfrac{\|\nabla u_{h}^{k+1}\|_{L^{\infty}(\Omega)}}{\epsilon_{0}/4}\left(\|\sigma_{u}^{k+1}-\sigma_{u}^{k}\|_{L_{h}^{2}(\Omega)}+C\tau\right)\|\nabla\sigma_{u}^{k+1}\|_{L_{h}^{2}(\Omega)}
\displaystyle\leq C(σuk+1σukLh2(Ω)+Cτ)σuk+1Lh2(Ω)\displaystyle\ C(\|\sigma_{u}^{k+1}-\sigma_{u}^{k}\|_{L_{h}^{2}(\Omega)}+C\tau)\|\nabla\sigma_{u}^{k+1}\|_{L_{h}^{2}(\Omega)}
\displaystyle\leq Cσuk+1σukLh2(Ω)2+Cτ2+120σuk+1Lh2(Ω)2.\displaystyle\ C\|\sigma_{u}^{k+1}-\sigma_{u}^{k}\|_{L_{h}^{2}(\Omega)}^{2}+C\tau^{2}+\dfrac{1}{20}\|\nabla\sigma_{u}^{k+1}\|_{L_{h}^{2}(\Omega)}^{2}.

Combining the estimates (3.46)-(3.47), we obtain

|R2|Cσuk+1σukLh2(Ω)2+110σuk+1Lh2(Ω)2+Ch2+Cτ2.\displaystyle|R_{2}|\leq C\|\sigma_{u}^{k+1}-\sigma_{u}^{k}\|_{L_{h}^{2}(\Omega)}^{2}+\dfrac{1}{10}\|\nabla\sigma_{u}^{k+1}\|_{L_{h}^{2}(\Omega)}^{2}+Ch^{2}+C\tau^{2}. (3.48)

Finally, combining (3.36),(3.45) and (3.48) in (3.32), we find

12τ\displaystyle\dfrac{1}{2\tau} (σuk+1Lh2(Ω)2σukLh2(Ω)2+σuk+1σukLh2(Ω)2)+σuk+1Lh2(Ω)2\displaystyle\left(\|\sigma_{u}^{k+1}\|_{L_{h}^{2}(\Omega)}^{2}-\|\sigma_{u}^{k}\|_{L_{h}^{2}(\Omega)}^{2}+\|\sigma_{u}^{k+1}-\sigma_{u}^{k}\|_{L_{h}^{2}(\Omega)}^{2}\right)+\|\nabla\sigma_{u}^{k+1}\|_{L_{h}^{2}(\Omega)}^{2} (3.49)
\displaystyle\leq CσukL2(Ω)2+Cσuk+1σukLh2(Ω)2+12σuk+1Lh2(Ω)2+Ch2+Cτ2\displaystyle\ C\|\sigma_{u}^{k}\|_{L^{2}(\Omega)}^{2}+C\|\sigma_{u}^{k+1}-\sigma_{u}^{k}\|_{L_{h}^{2}(\Omega)}^{2}+\dfrac{1}{2}\|\nabla\sigma_{u}^{k+1}\|_{L_{h}^{2}(\Omega)}^{2}+Ch^{2}+C\tau^{2}
+Ch2σukL2(Ω)2+Cτtktk+1uttL2(Ω)2ds.\displaystyle+Ch^{2}\|\nabla\sigma_{u}^{k}\|_{L^{2}(\Omega)}^{2}+C\tau\int_{t_{k}}^{t_{k+1}}\|u_{tt}\|_{L^{2}(\Omega)}^{2}\mathrm{d}s.

Multiplying by 2τ2\tau on both sides of (3.49) and summing up from k=0k=0 to m1m-1, we get

σumLh2(Ω)2σu0Lh2(Ω)2+(12Cτ)σuk+1σukLh2(Ω)2+τk=0m1σuk+1Lh2(Ω)2\displaystyle\|\sigma_{u}^{m}\|_{L_{h}^{2}(\Omega)}^{2}-\|\sigma_{u}^{0}\|_{L_{h}^{2}(\Omega)}^{2}+(1-2C\tau)\|\sigma_{u}^{k+1}-\sigma_{u}^{k}\|_{L_{h}^{2}(\Omega)}^{2}+\tau\sum_{k=0}^{m-1}\|\nabla\sigma_{u}^{k+1}\|_{L_{h}^{2}(\Omega)}^{2}
Cτk=0m1σukLh2(Ω)2+Ch2+Cτ2+Cτh2k=0m1σukL2(Ω)2+Cτ20TuttL22ds.\displaystyle\leq C\tau\sum_{k=0}^{m-1}\|\sigma_{u}^{k}\|_{L_{h}^{2}(\Omega)}^{2}+Ch^{2}+C\tau^{2}+C\tau h^{2}\sum_{k=0}^{m-1}\|\nabla\sigma_{u}^{k}\|_{L^{2}(\Omega)}^{2}+C\tau^{2}\int_{0}^{T}\|u_{tt}\|_{L^{2}}^{2}\mathrm{d}s.

Assuming 12Cτ>01-2C\tau>0, 1Ch2>1/21-Ch^{2}>1/2 since τ\tau and hh is small enough, and applying the discrete Gronwall inequality (Lemma 11) to the above leads to

σumLh2(Ω)+(τk=0m1σuk+1Lh2(Ω)2)1/2C(h+τ),m.\|\sigma_{u}^{m}\|_{L_{h}^{2}(\Omega)}+\Big{(}\tau\sum_{k=0}^{m-1}\|\nabla\sigma_{u}^{k+1}\|_{L_{h}^{2}(\Omega)}^{2}\Big{)}^{1/2}\leq C(h+\tau),\ \forall m\in\mathbb{N}.

A combination of the above estimates for σumLh2(Ω)\|\sigma_{u}^{m}\|_{L_{h}^{2}(\Omega)} and σuk+1Lh2(Ω)\|\nabla\sigma_{u}^{k+1}\|_{L_{h}^{2}(\Omega)} with (3.29) leads to the desired error estimates for uu. Finally, we obtain the error estimates for vv from (3.34) and (3.35).

The proof of Theorem 6 is complete.

4. Finite-time blowup

In this section, we discuss whether the solution of the fully discrete scheme (3.3)-(3.4) will blow up in finite time.

We first prove a discrete analog of Lemma 2. Taking φ=IhΦ\varphi=I_{h}\Phi in (3.3), where Φ\Phi is defined as in Lemma 2, then from (3.2), we have the following error estimate

φΦL2(Ω)+hφΦL2(Ω)Ch2ΦH2(Ω).\|\varphi-\Phi\|_{L^{2}(\Omega)}+h\|\varphi-\Phi\|_{L^{2}(\Omega)}\leq Ch^{2}\|\Phi\|_{H^{2}(\Omega)}. (4.1)
Lemma 13.

Assume that uu is smooth enough for a fix time T>0T>0, let Mk=(uhk,φ)h,θ=(u,1)M^{k}=(u_{h}^{k},\ \varphi)_{h},\ \theta=(u,1). Under the mild mesh-sizes requirement τCh\tau\leq Ch, if (uh0,φ)h<(u_{h}^{0},\varphi)_{h}<\infty, then (uhk,φ)h<(u_{h}^{k},\varphi)_{h}<\infty and the following inequality holds

Mk+1Mkτ4θαχ2πθ2+C1θMk+C2θ3/2(Mk+Ch)1/2+C0h.\frac{M^{k+1}-M^{k}}{\tau}\leq 4\theta-\dfrac{\alpha\chi}{2\pi}\theta^{2}+C_{1}\theta M^{k}+C_{2}\theta^{3/2}(M^{k}+Ch)^{1/2}+C_{0}h.
Proof.

We rewrite (3.3) as

Mk+1Mkτ\displaystyle\frac{M^{k+1}-M^{k}}{\tau} =(uk+1,Φ)+χ(ukvk,Φ)+i=18Ji\displaystyle=-(\nabla u^{k+1},\nabla\Phi)+\chi(u^{k}\nabla v^{k},\nabla\Phi)+\sum_{i=1}^{8}J_{i} (4.2)
4θαχ2πθ2+C1θ(uk,Φ)+C2θ3/2(uk,Φ)1/2+i=18Ji,\displaystyle\leq 4\theta-\dfrac{\alpha\chi}{2\pi}\theta^{2}+C_{1}\theta(u^{k},\Phi)+C_{2}\theta^{3/2}(u^{k},\Phi)^{1/2}+\sum_{i=1}^{8}J_{i},

where Lemma 2 has been used in the last inequality, and Ji(i=1,,8)J_{i}\ (i=1,\cdots,8) are defined as follows

J1=\displaystyle J_{1}= (uk+1,(Φφ)),\displaystyle(\nabla u^{k+1},\ \nabla(\Phi-\varphi)),
J2=\displaystyle J_{2}= ((uk+1uhk+1),φ),\displaystyle(\nabla(u^{k+1}-u_{h}^{k+1}),\ \nabla\varphi),
J3=\displaystyle J_{3}= (uhk+1,φ)(uhk+1,φ)h,\displaystyle\left(\nabla u_{h}^{k+1},\nabla\varphi\right)-\left(\nabla u_{h}^{k+1},\nabla\varphi\right)_{h},
J4=\displaystyle J_{4}= ((uhk+1uhk)loguhk+1,φ)h,\displaystyle\left((u_{h}^{k+1}-u_{h}^{k})\nabla\log u_{h}^{k+1},\nabla\varphi\right)_{h},
J5=\displaystyle J_{5}= χ(ukvk,(φΦ)),\displaystyle\chi\left(u^{k}\nabla v^{k},\nabla(\varphi-\Phi)\right),
J6=\displaystyle J_{6}= χ(uhkvhkukvk,φ),\displaystyle\chi(u_{h}^{k}\nabla v_{h}^{k}-u^{k}\nabla v^{k},\nabla\varphi),
J7=\displaystyle J_{7}= χ(uhkvhk,φ)hχ(uhkvhk,φ),\displaystyle\chi(u_{h}^{k}\nabla v_{h}^{k},\nabla\varphi)_{h}-\chi(u_{h}^{k}\nabla v_{h}^{k},\nabla\varphi),
J8=\displaystyle J_{8}= (uhk((IIh)loguhk+1),φ)h.\displaystyle\left(u_{h}^{k}\nabla((I-I_{h})\log u_{h}^{k+1}),\nabla\varphi\right)_{h}.

Thanks to (4.1), we obtain

(uk,Φ)=(uk,Φφ)+(ukuhk,φ)+(uhk,φ)(uhk,φ)h+(uhk,φ)h\displaystyle(u^{k},\Phi)=(u^{k},\Phi-\varphi)+(u^{k}-u_{h}^{k},\varphi)+(u_{h}^{k},\varphi)-(u_{h}^{k},\varphi)_{h}+(u_{h}^{k},\varphi)_{h}
\displaystyle\leq ukL2(Ω)ΦφL2(Ω)+eukL2(Ω)φL2(Ω)+Ch2uhkL2(Ω)φL2(Ω)+Mk\displaystyle\ \|u^{k}\|_{L^{2}(\Omega)}\|\Phi-\varphi\|_{L^{2}(\Omega)}+\|e_{u}^{k}\|_{L^{2}(\Omega)}\|\varphi\|_{L^{2}(\Omega)}+Ch^{2}\|\nabla u_{h}^{k}\|_{L^{2}(\Omega)}\|\nabla\varphi\|_{L^{2}(\Omega)}+M^{k}
\displaystyle\leq Ch+Mk,\displaystyle\ Ch+M^{k},

where the error estimates and τCh\tau\leq Ch have been used in the last inequality. Substitution of above into (4.2) leads to

Mk+1Mkτ4θαχ2πθ2+C1θMk+C2θ3/2(Mk+Ch)1/2+i=18Ji.\frac{M^{k+1}-M^{k}}{\tau}\leq 4\theta-\dfrac{\alpha\chi}{2\pi}\theta^{2}+C_{1}\theta M^{k}+C_{2}\theta^{3/2}(M^{k}+Ch)^{1/2}+\sum_{i=1}^{8}J_{i}. (4.3)

Next, we estimate Ji(i=1,,8)J_{i}\ (i=1,\cdots,8) respectively. Utilizing the property of the interpolation operator in (4.1), we have

|J1|uk+1L2(Ω)(Φφ)L2(Ω)Ch.|J_{1}|\leq\|\nabla u^{k+1}\|_{L^{2}(\Omega)}\|\nabla(\Phi-\varphi)\|_{L^{2}(\Omega)}\leq Ch. (4.4)

We derive from Theorem 6 that

|J2|\displaystyle|J_{2}| =|((uk+1uhk+1),(φΦ))+((uk+1uhk+1),Φ)|\displaystyle=|(\nabla(u^{k+1}-u_{h}^{k+1}),\ \nabla(\varphi-\Phi))+(\nabla(u^{k+1}-u_{h}^{k+1}),\ \nabla\Phi)| (4.5)
=|((uk+1uhk+1),(φΦ))((uk+1uhk+1),ΔΦ)|\displaystyle=|(\nabla(u^{k+1}-u_{h}^{k+1}),\ \nabla(\varphi-\Phi))-((u^{k+1}-u_{h}^{k+1}),\Delta\Phi)|
CheukL2(Ω)ΦH2(Ω)+eukL2(Ω)ΔΦL2(Ω)\displaystyle\leq Ch\|\nabla e_{u}^{k}\|_{L^{2}(\Omega)}\|\Phi\|_{H^{2}(\Omega)}+\|e_{u}^{k}\|_{L^{2}(\Omega)}\|\Delta\Phi\|_{L^{2}(\Omega)}
Ch,\displaystyle\leq Ch,

where the property of interpolation and τCh\tau\leq Ch have been used. Noticing the definition of (,)h(\cdot,\cdot)_{h}, we have

J3=(uhk+1,φ)(uhk+1,φ)h=0.J_{3}=\left(\nabla u_{h}^{k+1},\nabla\varphi\right)-\left(\nabla u_{h}^{k+1},\nabla\varphi\right)_{h}=0. (4.6)

An application of the strict separation property, the W1,W^{1,\infty} bound for the numerical solution and τCh\tau\leq Ch indicates that

|J4|\displaystyle|J_{4}| =|(uhk+1uhkuhk+1uhk+1,φ)h|\displaystyle=\Big{|}\big{(}\dfrac{u_{h}^{k+1}-u_{h}^{k}}{u_{h}^{k+1}}\nabla u_{h}^{k+1},\nabla\varphi\Big{)}_{h}\Big{|} (4.7)
uhk+1uhkuhk+1uhk+1Lh2(Ω)φLh2(Ω)\displaystyle\leq\Big{\|}\dfrac{u_{h}^{k+1}-u_{h}^{k}}{u_{h}^{k+1}}\nabla u_{h}^{k+1}\Big{\|}_{L_{h}^{2}(\Omega)}\|\nabla\varphi\|_{L_{h}^{2}(\Omega)}
uhk+1L(Ω)ϵ0/4uhk+1uhkLh2(Ω)φLh2(Ω)\displaystyle\leq\dfrac{\|\nabla u_{h}^{k+1}\|_{L^{\infty}(\Omega)}}{\epsilon_{0}/4}\|u_{h}^{k+1}-u_{h}^{k}\|_{L_{h}^{2}(\Omega)}\|\nabla\varphi\|_{L_{h}^{2}(\Omega)}
Cϵ0/4(euk+1eukLh2(Ω)+Cτ)φLh2(Ω)\displaystyle\leq\dfrac{C^{*}}{\epsilon_{0}/4}(\|e_{u}^{k+1}-e_{u}^{k}\|_{L_{h}^{2}(\Omega)}+C\tau)\|\nabla\varphi\|_{L_{h}^{2}(\Omega)}
C(euk+1Lh2(Ω)+eukLh2(Ω)+Cτ)φLh2(Ω)\displaystyle\leq C(\|e_{u}^{k+1}\|_{L_{h}^{2}(\Omega)}+\|e_{u}^{k}\|_{L_{h}^{2}(\Omega)}+C\tau)\|\nabla\varphi\|_{L_{h}^{2}(\Omega)}
Ch.\displaystyle\leq Ch.

Utilizing the property of the interpolation operator in (4.1), we have

|J5|\displaystyle|J_{5}| χukvkL2(Ω)(φΦ)L2(Ω)\displaystyle\leq\chi\|u^{k}\nabla v^{k}\|_{L^{2}(\Omega)}\|\nabla(\varphi-\Phi)\|_{L^{2}(\Omega)} (4.8)
ChukL(Ω)vkL2(Ω)ΦH2(Ω)\displaystyle\leq Ch\|u^{k}\|_{L^{\infty}(\Omega)}\|\nabla v^{k}\|_{L^{2}(\Omega)}\|\Phi\|_{H^{2}(\Omega)}
ChukL(Ω)ukL2(Ω)ΦH2(Ω)\displaystyle\leq Ch\|u^{k}\|_{L^{\infty}(\Omega)}\|u^{k}\|_{L^{2}(\Omega)}\|\Phi\|_{H^{2}(\Omega)}
Ch.\displaystyle\leq Ch.

An application of the Cauchy-Schwarz inequality and the error estimates leads to

|J6|=|χ(uhkevk+eukvk,φ)|\displaystyle|J_{6}|=|-\chi(u_{h}^{k}\nabla e_{v}^{k}+e_{u}^{k}\nabla v^{k},\nabla\varphi)| (4.9)
\displaystyle\leq χ(uhkL(Ω)evkL2(Ω)φL2(Ω)+eukL2(Ω)vkL2(Ω)φL(Ω))\displaystyle\chi(\|u_{h}^{k}\|_{L^{\infty}(\Omega)}\|\nabla e_{v}^{k}\|_{L^{2}(\Omega)}\|\nabla\varphi\|_{L^{2}(\Omega)}+\|e_{u}^{k}\|_{L^{2}(\Omega)}\|\nabla v^{k}\|_{L^{2}(\Omega)}\|\nabla\varphi\|_{L^{\infty}(\Omega)})
\displaystyle\leq Ch,\displaystyle Ch,

where τCh\tau\leq Ch has been used in the last inequality. An application of Lemma 4 to J4J_{4} leads to

|J7|=|χ(uhkvhk,φ)hχ(uhkvhk,φ)|=0.|J_{7}|=|\chi(u_{h}^{k}\nabla v_{h}^{k},\nabla\varphi)_{h}-\chi(u_{h}^{k}\nabla v_{h}^{k},\nabla\varphi)|=0. (4.10)

Using the property of the interpolation operator IhI_{h} as in the proof of the Theorem 6, we have

|J8|=\displaystyle|J_{8}|= |(uhk((IIh)loguhk+1),φ)h|Ch.\displaystyle|\left(u_{h}^{k}\nabla((I-I_{h})\log u_{h}^{k+1}),\nabla\varphi\right)_{h}|\leq Ch. (4.11)

Finally, a substitution of (4.4)-(4.11) into (4.3) implies that

Mk+1Mkτ4θαχ2πθ2+C1θMk+C2θ3/2(Mk+Ch)1/2+C0h.\frac{M^{k+1}-M^{k}}{\tau}\leq 4\theta-\dfrac{\alpha\chi}{2\pi}\theta^{2}+C_{1}\theta M^{k}+C_{2}\theta^{3/2}(M^{k}+Ch)^{1/2}+C_{0}h.

The proof is complete. ∎

Remark 14.

The positive constant C0C_{0} in Lemma 13 depends on the regularity of the exact solutions.

We can then derive the following discrete analog of Theorem 3.

Theorem 15.

Assume that θ=(u,1)>8π/(αχ)\theta=(u,1)>8\pi/(\alpha\chi). If (uh0,φ)h(u_{h}^{0},\varphi)_{h} is sufficiently small, hh and τCh\tau\leq Ch are sufficiently small, then the solution (uhk,vhk)(u_{h}^{k},v_{h}^{k}) to the fully discrete scheme (3.3)-(3.4) will blow up in finite time, namely the maximal existence time Tmax=kmaxτT_{\max}=k_{\max}\tau of the discrete solutions is finite.

Proof.

Obviously, we can derive the following inequality from Lemma 13

Mk+1Mkτ4θαχ2πθ2+C1θMk+C2θ3/2(Mk)1/2+C3h1/2.\displaystyle\frac{M^{k+1}-M^{k}}{\tau}\leq 4\theta-\dfrac{\alpha\chi}{2\pi}\theta^{2}+C_{1}\theta M^{k}+C_{2}\theta^{3/2}(M^{k})^{1/2}+C_{3}h^{1/2}.

Denote β=(4θαχ2πθ2+C3h1/2)\beta=-(4\theta-\frac{\alpha\chi}{2\pi}\theta^{2}+C_{3}h^{1/2}), we have the following inequality

Mk+1Mkτβ+C1θMk+C2θ3/2Mk.\displaystyle\frac{M^{k+1}-M^{k}}{\tau}\leq-\beta+C_{1}\theta M^{k}+C_{2}\theta^{3/2}\sqrt{M^{k}}. (4.12)

Under the condition that θ=(u,1)>8π/(αχ)\theta=(u,1)>8\pi/(\alpha\chi), we can choose sufficiently small hh such that β>0\beta>0. Since M0=(uh0,φ)hM^{0}=(u_{h}^{0},\varphi)_{h} is sufficiently small, we have

β0:=βC1θM0C2θ3/2M0>0.\displaystyle\beta_{0}:=\beta-C_{1}\theta M^{0}-C_{2}\theta^{3/2}\sqrt{M^{0}}>0.

We claim that the following inequality holds for all kk\in\mathbb{N}

Mk+1Mkτβ0.\displaystyle M^{k+1}\leq M^{k}-\tau\beta_{0}. (4.13)

We prove the above inequality by induction. Using the inequality (4.12) for k=0k=0, we have

M1M0τ(βC1θM0C2θ3/2M0)=M0τβ0.\displaystyle M^{1}\leq M^{0}-\tau(\beta-C_{1}\theta M^{0}-C_{2}\theta^{3/2}\sqrt{M^{0}})=M^{0}-\tau\beta_{0}.

Now assume that (4.13) holds for k1k-1, we have

MkMk1τβ0.\displaystyle M^{k}\leq M^{k-1}-\tau\beta_{0}.

Notice that MkM^{k} is decreasing about kk, we have

Mk+1\displaystyle M^{k+1} Mkτ(βC1θMkC2θ3/2Mk)\displaystyle\leq M^{k}-\tau(\beta-C_{1}\theta M^{k}-C_{2}\theta^{3/2}\sqrt{M^{k}})
Mkτ(βC1θM0C2θ3/2M0)\displaystyle\leq M^{k}-\tau(\beta-C_{1}\theta M^{0}-C_{2}\theta^{3/2}\sqrt{M^{0}})
=Mkτβ0.\displaystyle=M^{k}-\tau\beta_{0}.

Next summing (4.13) over kk shows that

Mk+1M0(k+1)τβ0.\displaystyle M^{k+1}\leq M^{0}-(k+1)\tau\beta_{0}.

Hence, if the solution (uhk,vhk)(u_{h}^{k},v_{h}^{k}) exists for all k0k\geq 0, then Mk+1M^{k+1} becomes negative provided that T>M0/β0T>M^{0}/\beta_{0}. This is a contradiction to the positivity of MkM^{k}. Thus, the proof is complete. ∎

Remark 16.

Note that in the classical Keller-Segel system, the solution may blow up in finite time. Based on the error estimates, we prove that the numerical solution can also blow up under large initial value. There are several numerical examples in [46] to validate the blowup behavior of the numerical solution to the fully discrete scheme (3.3)-(3.4). The analysis of Theorem 15 depends on the regularity of the solution, it is very interesting whether we can still have similar results under weak regularity, we will continue to conduct on this issue in the future.

5. Conclusion

In this paper, we established error estimates for a fully discrete scheme proposed in [46] for the classical parabolic-elliptic Keller-Segel system, and showed that the numerical solution will blow up in finite time under some assumptions, similar to the situation for the exact solution of the classical parabolic-elliptic Keller-Segel system.

Acknowledgments

W. Chen is supported by the National Natural Science Foundation of China (NSFC) 12071090 and the work of J. Shen is partially supported by NSF Grant DMS-2012585 and AFOSR Grant FA9550-20-1-0309.

Appendix A Appendix

Lemma 17.

Denote A=α(Δ+I)1,Ah=α(Δh+I)1QhA=\alpha(-\Delta+I)^{-1},A_{h}=\alpha(-\Delta_{h}+I)^{-1}Q_{h}, where QhQ_{h} is defined as (Qhu,ψh)=(u,ψh)h(Q_{h}u,\psi_{h})=(u,\psi_{h})_{h}, then the following estimate holds for all uH2(Ω)u\in H^{2}(\Omega),

AhuAuL2(Ω)+hAhuAuH1(Ω)Ch2uH2(Ω).\displaystyle\|A_{h}u-Au\|_{L^{2}(\Omega)}+h\|A_{h}u-Au\|_{H^{1}(\Omega)}\leq Ch^{2}\|u\|_{H^{2}(\Omega)}. (A.1)
Proof.

Let w=Auw=Au and wh=Ahuw_{h}=A_{h}u, we have the following equations:

(w,ψ)+(w,ψ)=α(u,ψ),ψH1,\displaystyle(\nabla w,\nabla\psi)+(w,\psi)=\alpha(u,\psi),\ \forall\psi\in H^{1},
(wh,ψ)+(wh,ψ)=α(u,ψ)h,ψXh.\displaystyle(\nabla w_{h},\nabla\psi)+(w_{h},\psi)=\alpha(u,\psi)_{h},\ \forall\psi\in X_{h}.

Then we have

((whw),ψ)+(whw,ψ)=α((u,ψ)h(u,ψ)).\displaystyle(\nabla(w_{h}-w),\nabla\psi)+(w_{h}-w,\psi)=\alpha((u,\psi)_{h}-(u,\psi)).

Taking ψ=whψh\psi=w_{h}-\psi_{h} and denoting whww_{h}-w by whψh(wψh)w_{h}-\psi_{h}-(w-\psi_{h}) in the above equation leads to

whψhH12wψhH1whψhH1+α((u,whψh)h(u,whψh)).\displaystyle\|w_{h}-\psi_{h}\|_{H^{1}}^{2}\leq\|w-\psi_{h}\|_{H^{1}}\|w_{h}-\psi_{h}\|_{H^{1}}+\alpha((u,w_{h}-\psi_{h})_{h}-(u,w_{h}-\psi_{h})).

From [48] and Lemma 4, we have the following estimate

|(u,whψh)(u,whψh)h|\displaystyle|(u,w_{h}-\psi_{h})-(u,w_{h}-\psi_{h})_{h}|
=\displaystyle= |(uIhu,whψh)(uIh,whψh)h+(Ihu,whψh)(Ihu,whψh)h|\displaystyle|(u-I_{h}u,w_{h}-\psi_{h})-(u-I_{h},w_{h}-\psi_{h})_{h}+(I_{h}u,w_{h}-\psi_{h})-(I_{h}u,w_{h}-\psi_{h})_{h}|
\displaystyle\leq Ch|u|H1whψhL2+Ch2uL2(whψh)L2\displaystyle Ch|u|_{H^{1}}\|w_{h}-\psi_{h}\|_{L^{2}}+Ch^{2}\|\nabla u\|_{L^{2}}\|\nabla(w_{h}-\psi_{h})\|_{L^{2}}
\displaystyle\leq Ch|u|H1whψhH1.\displaystyle Ch|u|_{H^{1}}\|w_{h}-\psi_{h}\|_{H^{1}}.

Combing the above estimates with the elliptic regularity estimate leads to

wwhH1\displaystyle\|w-w_{h}\|_{H^{1}} CinfψhXhwψhH1+Ch|u|H1\displaystyle\leq C\inf_{\forall\psi_{h}\in X_{h}}\|w-\psi_{h}\|_{H^{1}}+Ch|u|_{H^{1}}
Ch|w|H2+Ch|u|H1ChuH1.\displaystyle\leq Ch|w|_{H^{2}}+Ch|u|_{H^{1}}\leq Ch\|u\|_{H^{1}}.

The L2L^{2} error estimate can be obtained by using the duality argument

wwhL2ChwwhH1+Ch2|u|H2Ch2uH2.\displaystyle\|w-w_{h}\|_{L^{2}}\leq Ch\|w-w_{h}\|_{H^{1}}+Ch^{2}|u|_{H^{2}}\leq Ch^{2}\|u\|_{H^{2}}.

Combing above estimates with the definitions of AA and AhA_{h} shows that

AhuAuL2(Ω)+hAhuAuH1(Ω)\displaystyle\|A_{h}u-Au\|_{L^{2}(\Omega)}+h\|A_{h}u-Au\|_{H^{1}(\Omega)}
=\displaystyle= whwL2(Ω)+hwhwH1(Ω)\displaystyle\|w_{h}-w\|_{L^{2}(\Omega)}+h\|w_{h}-w\|_{H^{1}(\Omega)}
\displaystyle\leq Ch2uH2(Ω),\displaystyle Ch^{2}\|u\|_{H^{2}(\Omega)},

which completes the proof. ∎

In order to obtain Lemma 8, we proceed in several steps. Firstly, we deal with u^1:=u+hf1\hat{u}_{1}:=u+hf_{1} and construct f1f_{1} as follows.

Lemma 18.

Assume that τCh\tau\leq Ch and uu is smooth enough, then there exists a bounded smooth function f1f_{1}, such that u^1:=u+hf1\hat{u}_{1}:=u+hf_{1} satisfies

(¯u^1k,φ)h+(u^1kIhlogu^1k+1,φ)hχ(u^1kAhu^1k,φ)h=1k,φ,\displaystyle\left(\overline{\partial}\hat{u}_{1}^{k},\varphi\right)_{h}+\left(\hat{u}_{1}^{k}\nabla I_{h}\log\hat{u}_{1}^{k+1},\nabla\varphi\right)_{h}-\chi\left(\hat{u}_{1}^{k}\nabla A_{h}\hat{u}_{1}^{k},\nabla\varphi\right)_{h}=\langle\mathcal{R}_{1}^{k},\varphi\rangle, (A.2)

for all φXh\varphi\in X_{h}, kk\in\mathbb{N}, where AhA_{h} is defined as in Lemma 17 and

|1k,φ|Ch2φH1.\displaystyle|\langle\mathcal{R}^{k}_{1},\varphi\rangle|\leq Ch^{2}\|\varphi\|_{H^{1}}.
Proof.

From (A.2), we have the following equality:

(u^1t,φ)+(u^1,φ)χ(u^1Au^1,φ)\displaystyle(\dfrac{\partial\hat{u}_{1}}{\partial t},\varphi)+(\nabla\hat{u}_{1},\nabla\varphi)-\chi(\hat{u}_{1}\nabla A\hat{u}_{1},\nabla\varphi) (A.3)
=\displaystyle= (u^1t,φ)+(u^1,φ)χ(u^1Au^1,φ)+1k,φ\displaystyle(\dfrac{\partial\hat{u}_{1}}{\partial t},\varphi)+(\nabla\hat{u}_{1},\nabla\varphi)-\chi(\hat{u}_{1}\nabla A\hat{u}_{1},\nabla\varphi)+\langle\mathcal{R}^{k}_{1},\varphi\rangle
(¯u^1k,φ)h(u^1kIhlogu^1k+1,φ)h+χ(u^1kAhu^1k,φ)h,\displaystyle-\left(\overline{\partial}\hat{u}_{1}^{k},\varphi\right)_{h}-\left(\hat{u}_{1}^{k}\nabla I_{h}\log\hat{u}_{1}^{k+1},\nabla\varphi\right)_{h}+\chi\left(\hat{u}_{1}^{k}\nabla A_{h}\hat{u}_{1}^{k},\nabla\varphi\right)_{h},

where the operators AA and AhA_{h} are defined as in Lemma 17. Moreover, the left hand of (A.3) can be rewritten as

(u^1t,φ)+(u^1,φ)χ(u^1Au^1,φ)\displaystyle(\dfrac{\partial\hat{u}_{1}}{\partial t},\varphi)+(\nabla\hat{u}_{1},\nabla\varphi)-\chi(\hat{u}_{1}A\hat{u}_{1},\nabla\varphi)
=\displaystyle= h((f1t,φ)+(f1,φ)χ(uAf1,φ)χ(f1Au,φ))\displaystyle h((\dfrac{\partial f_{1}}{\partial t},\varphi)+(\nabla f_{1},\nabla\varphi)-\chi(uAf_{1},\nabla\varphi)-\chi(f_{1}Au,\nabla\varphi))
h2(f1Af1,φ),\displaystyle-h^{2}(f_{1}Af_{1},\nabla\varphi),

where equation (3.24) has been used.

Step 1: Construction for f1f_{1}. For any φH1\varphi\in H^{1}, define 0k(u),φ\langle\mathcal{R}^{k}_{0}(u),\varphi\rangle as

0k(u),φ:=\displaystyle\langle\mathcal{R}^{k}_{0}(u),\varphi\rangle:= (ut¯uk,φ)+((uuk+1),φ)(uk(IhI)(loguk+1),φ)h\displaystyle(\dfrac{\partial u}{\partial t}-\overline{\partial}u^{k},\varphi)+(\nabla(u-u^{k+1}),\nabla\varphi)-(u^{k}\nabla(I_{h}-I)(\log u^{k+1}),\nabla\varphi)_{h}
((ukuk+1)loguk+1,φ)h+(uk+1,φ)(uk+1,φ)h\displaystyle-((u^{k}-u^{k+1})\nabla\log u^{k+1},\nabla\varphi)_{h}+(\nabla u^{k+1},\nabla\varphi)-(\nabla u^{k+1},\nabla\varphi)_{h}
+χ(ukAhukuAhu,φ)h+χ(u(AhA)u,φ)\displaystyle+\chi(u^{k}\nabla A_{h}u^{k}-u\nabla A_{h}u,\nabla\varphi)_{h}+\chi(u\nabla(A_{h}-A)u,\nabla\varphi)
:=\displaystyle:= 𝒩(u),φ+χ(ukAhukuAhu,φ)h+χ(u(AhA)u,φ),\displaystyle\langle\mathcal{N}(u),\varphi\rangle+\chi(u^{k}\nabla A_{h}u^{k}-u\nabla A_{h}u,\nabla\varphi)_{h}+\chi(u\nabla(A_{h}-A)u,\nabla\varphi),

we can show that 1h0k(u)H1\frac{1}{h}\mathcal{R}^{k}_{0}(u)\in H^{-1} is well defined. Using the Cauchy-Schwarz inequality and the property of the interpolation, we obtain

|(uk+1,φ)(uk+1,φ)h|=\displaystyle|(\nabla u^{k+1},\nabla\varphi)-(\nabla u^{k+1},\nabla\varphi)_{h}|= ((IIh)uk+1,φ)((IIh)uk+1,φ)h\displaystyle(\nabla(I-I_{h})u^{k+1},\nabla\varphi)-(\nabla(I-I_{h})u^{k+1},\nabla\varphi)_{h}
\displaystyle\leq Chuk+1H2φL2,\displaystyle Ch\|u^{k+1}\|_{H^{2}}\|\nabla\varphi\|_{L^{2}},

then the following estimate holds for 𝒩(u),φ\langle\mathcal{N}(u),\varphi\rangle:

𝒩(u),φC4hφH1,\displaystyle\langle\mathcal{N}(u),\varphi\rangle\leq C_{4}h\|\varphi\|_{H^{1}}, (A.4)

and the positive constant

C4=C4(uW2,(0,T;H2)+uW1,(0,T;L)loguL(0,T;H2)).C_{4}=C_{4}(\|u\|_{W^{2,\infty}(0,T;H^{2})}+\|u\|_{W^{1,\infty}(0,T;L^{\infty})}\|\log u\|_{L^{\infty}(0,T;H^{2})}).

An application of Lemma 17 leads to

|(u(AhA)u,φ)|\displaystyle|(u\nabla(A_{h}-A)u,\nabla\varphi)|\leq uL(AhuAu)L2φL2\displaystyle\|u\|_{L^{\infty}}\|\nabla(A_{h}u-Au)\|_{L^{2}}\|\nabla\varphi\|_{L^{2}}
\displaystyle\leq ChuLuH2φL2.\displaystyle Ch\|u\|_{L^{\infty}}\|u\|_{H^{2}}\|\nabla\varphi\|_{L^{2}}.

Combining (A.4) with few direct calculations shows that the following estimate holds for 0k(u),φ\langle\mathcal{R}^{k}_{0}(u),\varphi\rangle:

|0k(u),φ|C5hφH1,\displaystyle|\langle\mathcal{R}^{k}_{0}(u),\varphi\rangle|\leq C_{5}h\|\varphi\|_{H^{1}},

where

C5=C5(uW2,(0,T;H2)+uW1,(0,T;L)loguL(0,T;H2)+uW1,(0,T;L)2),C_{5}=C_{5}(\|u\|_{W^{2,\infty}(0,T;H^{2})}+\|u\|_{W^{1,\infty}(0,T;L^{\infty})}\|\log u\|_{L^{\infty}(0,T;H^{2})}+\|u\|_{W^{1,\infty}(0,T;L^{\infty})}^{2}),

then 1h0k(u),φ\frac{1}{h}\langle\mathcal{R}^{k}_{0}(u),\varphi\rangle is well-defined. Combining 0k(u),φ\langle\mathcal{R}^{k}_{0}(u),\varphi\rangle with (A.3) leads to the following linear partial differential equation for f1f_{1}:

(f1t,φ)+(f1,φ)χ(uAf1,φ)χ(f1Au,φ)=1h0k(u),φ,\displaystyle(\dfrac{\partial f_{1}}{\partial t},\varphi)+(\nabla f_{1},\nabla\varphi)-\chi(u\nabla Af_{1},\nabla\varphi)-\chi(f_{1}\nabla Au,\nabla\varphi)=\dfrac{1}{h}\langle\mathcal{R}^{k}_{0}(u),\varphi\rangle, (A.5)

for all t(tk,tk+1]t\in(t_{k},t_{k+1}]. From [17, Chapter7.1, Theorem 3], there exists a weak solution f1f_{1} of (A.5). In addition, from [17, Chapter7.1, Theorem 7], suppose that uu is smooth enough such that 0k(u)\mathcal{R}_{0}^{k}(u) is smooth enough in Ω¯×[tk,tk+1]\overline{\Omega}\times[t_{k},t_{k+1}], and the mthm^{th}-order compatibility conditions hold for m=0,1,m=0,1,\cdots, then the problem (A.5) has a smooth enough solution f1f_{1} in Ω¯×[tk,tk+1]\overline{\Omega}\times[t_{k},t_{k+1}].

Step 2: Construction for 1k(u^1),φ\langle\mathcal{R}^{k}_{1}(\hat{u}_{1}),\varphi\rangle. Let 1k(u^1),φ\langle\mathcal{R}^{k}_{1}(\hat{u}_{1}),\varphi\rangle be

1k(u^1),φ:=\displaystyle\langle\mathcal{R}^{k}_{1}(\hat{u}_{1}),\varphi\rangle:= h𝒩(f1),φ+χh((u(AhA)f1+f1(AhA)u,φ))\displaystyle h\langle\mathcal{N}(f_{1}),\varphi\rangle+\chi h((u\nabla(A_{h}-A)f_{1}+f_{1}\nabla(A_{h}-A)u,\nabla\varphi))
+\displaystyle+ χh((ukAhf1kuAhf1,φ)h+(f1kAhukf1Ahu,φ)h)\displaystyle\chi h((u^{k}\nabla A_{h}f_{1}^{k}-u\nabla A_{h}f_{1},\nabla\varphi)_{h}+(f_{1}^{k}\nabla A_{h}u^{k}-f_{1}\nabla A_{h}u,\nabla\varphi)_{h})
\displaystyle- (ukIh(log(uk+1+hf1k+1)loguk+1hf1k+1uk+1),φ)h\displaystyle(u^{k}\nabla I_{h}(\log(u^{k+1}+hf_{1}^{k+1})-\log u^{k+1}-\dfrac{hf_{1}^{k+1}}{u^{k+1}}),\nabla\varphi)_{h}
\displaystyle- h(uk(IhI)f1k+1uk+1,φ)hh((ukuk+1)f1k+1uk+1,φ)h\displaystyle h(u^{k}\nabla(I_{h}-I)\dfrac{f_{1}^{k+1}}{u^{k+1}},\nabla\varphi)_{h}-h((u^{k}-u^{k+1})\nabla\dfrac{f_{1}^{k+1}}{u^{k+1}},\nabla\varphi)_{h}
+\displaystyle+ (¯uk,φ)(¯uk,φ)h+h2(f1kf1k+1uk+1,φ)+χh2(f1Af1,φ)\displaystyle\left(\overline{\partial}u^{k},\varphi\right)-\left(\overline{\partial}u^{k},\varphi\right)_{h}+h^{2}(f_{1}^{k}\nabla\dfrac{f_{1}^{k+1}}{u^{k+1}},\nabla\varphi)+\chi h^{2}(f_{1}\nabla Af_{1},\nabla\varphi)
+\displaystyle+ χ((uAhu,φ)h(uAhu,φ)).\displaystyle\chi((u\nabla A_{h}u,\nabla\varphi)_{h}-(u\nabla A_{h}u,\nabla\varphi)).

Similarly, the following estimate holds for 𝒩(f1),φ\langle\mathcal{N}(f_{1}),\varphi\rangle as discussed in (A.4):

𝒩(f1),φC6hφH1,\displaystyle\langle\mathcal{N}(f_{1}),\varphi\rangle\leq C_{6}h\|\varphi\|_{H^{1}}, (A.6)

where the positive constant

C6=C6(f1W2,(0,T;H2)+f1W1,(0,T;L)loguL(0,T;H2)).C_{6}=C_{6}(\|f_{1}\|_{W^{2,\infty}(0,T;H^{2})}+\|f_{1}\|_{W^{1,\infty}(0,T;L^{\infty})}\|\log u\|_{L^{\infty}(0,T;H^{2})}).

Combining (A.6) with few calculations yields the following estimate for 1k(u^1),φ\langle\mathcal{R}^{k}_{1}(\hat{u}_{1}),\varphi\rangle:

|1k(u^1),φ|C7h2φH1,\displaystyle|\langle\mathcal{R}^{k}_{1}(\hat{u}_{1}),\varphi\rangle|\leq C_{7}h^{2}\|\varphi\|_{H^{1}},

where the positive constant

C7=C7(uW1,(0,T;H2)+(uW1,(0,T;L)+f1L(0,T;L))f1uL(0,T;H2)\displaystyle C_{7}=C_{7}(\|u\|_{W^{1,\infty}(0,T;H^{2})}+(\|u\|_{W^{1,\infty}(0,T;L^{\infty})}+\|f_{1}\|_{L^{\infty}(0,T;L^{\infty})})\|\frac{f_{1}}{u}\|_{L^{\infty}(0,T;H^{2})}
+uW1,(0,T;L)f1W1,(0,T;L)+uL(0,T;H2)2+f1L(0,T;L)2)+C6,\displaystyle+\|u\|_{W^{1,\infty}(0,T;L^{\infty})}\|f_{1}\|_{W^{1,\infty}(0,T;L^{\infty})}+\|u\|_{L^{\infty}(0,T;H^{2})}^{2}+\|f_{1}\|_{L^{\infty}(0,T;L^{\infty})}^{2})+C_{6},

then the O(h2)O(h^{2}) consistency for u^1=u+hf1\hat{u}_{1}=u+hf_{1} is obtained, which leads to Lemma 18. ∎

Remark 19.

Taking φ=1\varphi=1 in (A.2) leads to (u^1k,1)h=(u^10,1)h(\hat{u}_{1}^{k},1)_{h}=(\hat{u}_{1}^{0},1)_{h} for kk\in\mathbb{N}, i.e., u^1\hat{u}_{1} preserves mass conservation property. Choosing suitable initial condition f1(x,0)=0f_{1}(x,0)=0 such that (f1(x,0),1)h=0(f_{1}(x,0),1)_{h}=0, we obtain (u^1k,1)h=(u0,1)h(\hat{u}_{1}^{k},1)_{h}=(u^{0},1)_{h}.

After repeated application of the perturbation argument as illustrated in Lemma 18, Lemma 8 can be proved.

Proof of Lemma 8.

The duality product 1h21k(u^1),φ\frac{1}{h^{2}}\langle\mathcal{R}^{k}_{1}(\hat{u}_{1}),\varphi\rangle is well-defined since the fact that 1h21k(u^1),φ\frac{1}{h^{2}}\langle\mathcal{R}^{k}_{1}(\hat{u}_{1}),\varphi\rangle is uniformly bounded as h0,τ0h\rightarrow 0,\tau\rightarrow 0 and τCh\tau\leq Ch. We can construct f2f_{2} by solving the following linear partial differential equation:

(f2t,φ)+(f2,φ)χ(uAf2,φ)χ(f2Au,φ)=1h21k(u^1),φ,\displaystyle(\dfrac{\partial f_{2}}{\partial t},\varphi)+(\nabla f_{2},\nabla\varphi)-\chi(u\nabla Af_{2},\nabla\varphi)-\chi(f_{2}\nabla Au,\nabla\varphi)=\dfrac{1}{h^{2}}\langle\mathcal{R}^{k}_{1}(\hat{u}_{1}),\varphi\rangle, (A.7)

for all t(tk,tk+1]t\in(t_{k},t_{k+1}]. As discussed in Step 1 above, the problem (A.7) has a smooth enough solution f2f_{2} in Ω¯×[tk,tk+1]\overline{\Omega}\times[t_{k},t_{k+1}].

By repeated application of the methods in Step 2 above, we can construct 2k(u^2),φ\langle\mathcal{R}^{k}_{2}(\hat{u}_{2}),\varphi\rangle by u^2:=u^1+h2f2\hat{u}_{2}:=\hat{u}_{1}+h^{2}f_{2} such that the O(h3)O(h^{3}) consistency for u^2\hat{u}_{2} is arrived:

(¯u^2k,φ)h+(u^2kIhlogu^2k+1,φ)hχ(u^2kAhu^2k,φ)h=2k(u^2),φ,\displaystyle\left(\overline{\partial}\hat{u}_{2}^{k},\varphi\right)_{h}+\left(\hat{u}_{2}^{k}\nabla I_{h}\log\hat{u}_{2}^{k+1},\nabla\varphi\right)_{h}-\chi\left(\hat{u}_{2}^{k}\nabla A_{h}\hat{u}_{2}^{k},\nabla\varphi\right)_{h}=\langle\mathcal{R}^{k}_{2}(\hat{u}_{2}),\varphi\rangle, (A.8)

for all φXh\varphi\in X_{h}, kk\in\mathbb{N}, where

|2k(u^2),φ|Ch3φH1,\displaystyle|\langle\mathcal{R}^{k}_{2}(\hat{u}_{2}),\varphi\rangle|\leq Ch^{3}\|\varphi\|_{H^{1}},

where CC is a positive constant depending on the derivatives of u^2\hat{u}_{2}, such that 1h32k(u^2),φ\frac{1}{h^{3}}\langle\mathcal{R}^{k}_{2}(\hat{u}_{2}),\varphi\rangle is well-defined.

Again, by using Step 1 in Lemma 18, the correction function f3f_{3} can be constructed by the following linear partial differential equation:

(f3t,φ)+(f3,φ)χ(uAf3,φ)χ(f3Au,φ)=1h32k(u^2),φ,\displaystyle(\dfrac{\partial f_{3}}{\partial t},\varphi)+(\nabla f_{3},\nabla\varphi)-\chi(u\nabla Af_{3},\nabla\varphi)-\chi(f_{3}\nabla Au,\nabla\varphi)=\dfrac{1}{h^{3}}\langle\mathcal{R}^{k}_{2}(\hat{u}_{2}),\varphi\rangle, (A.9)

for all t(tk,tk+1]t\in(t_{k},t_{k+1}], and the problem (A.9) has a smooth enough solution f3f_{3} in Ω¯×[tk,tk+1]\overline{\Omega}\times[t_{k},t_{k+1}].

Combing equations (A.5),(A.7) and (A.9) leads to

(u^t,φ)+(u^,φ)χ(u^Au^,φ)\displaystyle(\dfrac{\partial\hat{u}}{\partial t},\varphi)+(\nabla\hat{u},\nabla\varphi)-\chi(\hat{u}A\hat{u},\nabla\varphi) (A.10)
=\displaystyle= 0k(u),φ+1k(u^1),φ+2k(u^2),φh4χ((f2Af2,φ)\displaystyle\langle\mathcal{R}_{0}^{k}(u),\varphi\rangle+\langle\mathcal{R}_{1}^{k}(\hat{u}_{1}),\varphi\rangle+\langle\mathcal{R}_{2}^{k}(\hat{u}_{2}),\varphi\rangle-h^{4}\chi((f_{2}\nabla Af_{2},\nabla\varphi)
+(f1Af3+f3Af1,φ))h5χ(f2Af3+f3Af2,φ)\displaystyle+(f_{1}\nabla Af_{3}+f_{3}\nabla Af_{1},\nabla\varphi))-h^{5}\chi(f_{2}\nabla Af_{3}+f_{3}\nabla Af_{2},\nabla\varphi)
h6χ(f3Af3,φ).\displaystyle-h^{6}\chi(f_{3}\nabla Af_{3},\nabla\varphi).

Denote k(u^),φ\langle\mathcal{R}^{k}(\hat{u}),\varphi\rangle as follows

k(u^),φ\displaystyle\langle\mathcal{R}^{k}(\hat{u}),\varphi\rangle :=h3((¯f3kf3t,φ)+(¯f3k,φ)h(¯f3k,φ)\displaystyle:=h^{3}((\overline{\partial}f_{3}^{k}-\dfrac{\partial f_{3}}{\partial t},\varphi)+(\overline{\partial}f_{3}^{k},\varphi)_{h}-(\overline{\partial}f_{3}^{k},\varphi)
+(f3k(IhI)logu^2k+1,φ)h((uk+1uk)f3k+1u^2k+1,φ)h\displaystyle+(f_{3}^{k}\nabla(I_{h}-I)\log\hat{u}_{2}^{k+1},\varphi)_{h}-((u^{k+1}-u^{k})\nabla\dfrac{f_{3}^{k+1}}{\hat{u}_{2}^{k+1}},\nabla\varphi)_{h}
+(f3k+1,φ)h(f3k+1,φ)+((f3kf3k+1)logu^2k+1,φ)h)\displaystyle+(\nabla f_{3}^{k+1},\nabla\varphi)_{h}-(\nabla f_{3}^{k+1},\nabla\varphi)+((f_{3}^{k}-f_{3}^{k+1})\nabla\log\hat{u}_{2}^{k+1},\nabla\varphi)_{h})
+h6(f3kf3k+1u^2k+1,φ)h+(u^k(logu^k+1logu^2k+1h3f3k+1u^2k+1),φ)h\displaystyle+h^{6}(f_{3}^{k}\nabla\dfrac{f_{3}^{k+1}}{\hat{u}_{2}^{k+1}},\nabla\varphi)_{h}+(\hat{u}^{k}\nabla(\log\hat{u}^{k+1}-\log\hat{u}_{2}^{k+1}-\dfrac{h^{3}f_{3}^{k+1}}{\hat{u}_{2}^{k+1}}),\nabla\varphi)_{h}
+(u^2k(logu^k+1logu^1k+1h2f2k+1u^1k+1),φ)h+h4(f2kf2k+1u^1k+1,φ)h\displaystyle+(\hat{u}_{2}^{k}\nabla(\log\hat{u}^{k+1}-\log\hat{u}_{1}^{k+1}-\dfrac{h^{2}f_{2}^{k+1}}{\hat{u}_{1}^{k+1}}),\nabla\varphi)_{h}+h^{4}(f_{2}^{k}\nabla\dfrac{f_{2}^{k+1}}{\hat{u}_{1}^{k+1}},\nabla\varphi)_{h}
+h2((¯f2k,φ)h(¯f2k,φ))+h3χ((f3kAhu^2k+u^2kAhf3k,φ)h\displaystyle+h^{2}((\overline{\partial}f_{2}^{k},\varphi)_{h}-(\overline{\partial}f_{2}^{k},\varphi))+h^{3}\chi((f_{3}^{k}\nabla A_{h}\hat{u}_{2}^{k}+\hat{u}_{2}^{k}\nabla A_{h}f_{3}^{k},\nabla\varphi)_{h}
(f3Ahu^2+u^2Ahf3,φ))+h6χ((f3kAhf3k,φ)h\displaystyle-(f_{3}\nabla A_{h}\hat{u}_{2}+\hat{u}_{2}\nabla A_{h}f_{3},\nabla\varphi))+h^{6}\chi((f_{3}^{k}\nabla A_{h}f_{3}^{k},\nabla\varphi)_{h}
(f3Ahf3,φ))+h4χ((f2kAhf2k,φ)h(f2Ahf2,φ))\displaystyle-(f_{3}\nabla A_{h}f_{3},\nabla\varphi))+h^{4}\chi((f_{2}^{k}\nabla A_{h}f_{2}^{k},\nabla\varphi)_{h}-(f_{2}\nabla A_{h}f_{2},\nabla\varphi))
+h2χ((f2Ahu^1+u^1Ahf2,φ)h(f2Ahu^1+u^1Ahf2,φ)).\displaystyle+h^{2}\chi((f_{2}\nabla A_{h}\hat{u}_{1}+\hat{u}_{1}\nabla A_{h}f_{2},\nabla\varphi)_{h}-(f_{2}\nabla A_{h}\hat{u}_{1}+\hat{u}_{1}\nabla A_{h}f_{2},\nabla\varphi)).

Combining above with few direct calculations shows the following estimate for k(u^),φ\langle\mathcal{R}^{k}(\hat{u}),\varphi\rangle

|k(u^),φ|Ch4φH1,\displaystyle|\langle\mathcal{R}^{k}(\hat{u}),\varphi\rangle|\leq Ch^{4}\|\varphi\|_{H^{1}},

where CC depending on the derivatives of uu, then the 1h4k(u^),φ\frac{1}{h^{4}}\langle\mathcal{R}^{k}(\hat{u}),\varphi\rangle is well defined and the O(h4)O(h^{4}) consistency holds for u^=u+hf1+h2f2+h3f3\hat{u}=u+hf_{1}+h^{2}f_{2}+h^{3}f_{3}, which leads to Lemma 8. ∎

Remark 20.

Similarly, taking φ=1\varphi=1 in (3.5) leads to (u^k,1)h=(u^0,1)h(\hat{u}^{k},1)_{h}=(\hat{u}^{0},1)_{h} for kk\in\mathbb{N}. Choosing the initial condition fi(x,0)=0f_{i}(x,0)=0 such that (fi(x,0),1)h=0(f_{i}(x,0),1)_{h}=0 (i=1i=1, 22, 33), we obtain (u^k,1)h=(u0,1)h(\hat{u}^{k},1)_{h}=(u^{0},1)_{h}.

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