Research Article: Discrete-Time Orthogonal Spline Collocation Method For One-Dimensional Sine-Gordon Equation
Research Article: Discrete-Time Orthogonal Spline Collocation Method For One-Dimensional Sine-Gordon Equation
Research Article: Discrete-Time Orthogonal Spline Collocation Method For One-Dimensional Sine-Gordon Equation
Research Article
Discrete-Time Orthogonal Spline Collocation Method for
One-Dimensional Sine-Gordon Equation
Copyright © 2015 Xiaoquan Ding et al. 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.
We present a discrete-time orthogonal spline collocation scheme for the one-dimensional sine-Gordon equation. This scheme uses
Hermite basis functions to approximate the solution throughout the spatial domain on each time level. The convergence rate with
order O(ℎ4 + 𝜏2 ) in 𝐿2 norm and stability of the scheme are proved. Numerical results are presented and compared with analytical
solutions to confirm the accuracy of the presented scheme.
method for solving sine-Gordon equation using compact For 𝑢, V ∈ 𝐶1 (Ω), we define a discrete inner product and its
finite difference and DIRKN methods. Xu and Chang [8] induced norm by
present an implicit scheme and a compact scheme for the
solution of an initial-boundary value problem of the general- 𝑁 2
ized nonlinear sine-Gordon equation with a convergence rate ⟨V, V⟩G = ∑ ℎ𝑗 ∑ 𝜔𝑘 𝑢 (𝜉𝑗,𝑘 ) V (𝜉𝑗,𝑘 ) ,
O(𝜏2 + ℎ2 ), where ℎ and 𝜏 denote the spatial and temporal 𝑗=1 𝑘=1 (9)
mesh sizes, respectively. Cui [9] gives a three-level implicit
‖𝑢‖G = ⟨𝑢, 𝑢⟩1/2
G .
compact difference scheme with a convergence rate O(𝜏2 +ℎ4 )
by using the Padé approximant.
The purpose of this paper is to investigate the use of the We always use the following difference quotient notations:
orthogonal spline collocation (OSC) method with piecewise
𝑢𝑛+1 − 𝑢𝑛
Hermite cubic polynomials for the spatial discretization of 𝑢𝑡𝑛 = ,
(1). The accuracy and stability of solutions with order O(𝜏2 + 𝜏
ℎ4 ) in 𝐿2 norm are verified. This method has evolved as 𝑢𝑛 − 𝑢𝑛−1
a valuable technique for the solution of many types of 𝑢𝑡𝑛 = ,
𝜏 (10)
partial differential equations. See [10] for a comprehensive
survey. The popularity of such a method is due in part to 𝑢𝑡𝑡𝑛 = (𝑢𝑡𝑛 )𝑡 ,
its conceptual simplicity and ease of implementation. One
obvious advantage of the OSC method over the finite element 𝑢𝑛+1 − 𝑢𝑛−1
𝑢𝑡𝑛 = .
method is that the calculation of the coefficient matrices 2𝜏
is very efficient since no integral calculation is required.
Another advantage of this method is that it systematically Let 𝑟 be a nonnegative integer; we have
incorporates boundary conditions and interface conditions.
1/2
The paper is organized as follows. In Section 2, we briefly 𝑗 2
𝑟
𝜕 𝑢
review the OSC method and give the discretization scheme of ‖𝑢‖𝐻𝑟 (Ω) = ( ∑ 𝑗 ) . (11)
the sine-Gordon equation. In Section 3, we demonstrate the 𝑗=0 𝜕𝑥 𝐿2 (Ω)
accuracy and stability of the scheme. Numerical results are
presented in Section 4. We denote by 𝐿𝑠 (0, 𝑇; 𝐻𝑟+3 (Ω)) the Banach space of all 𝐿𝑠
integrable functions from (0, 𝑇) into 𝐻𝑟+3 (Ω) with norm
2. The OSC Method for Sine-Gordon Equation
𝑇 1/𝑠
With a positive integer 𝑁, let Δ be a partition of Ω = [𝐿 0 , 𝐿 1 ]: ‖𝑢‖𝐿𝑠 (0,𝑇;𝐻𝑟+3 (Ω)) = (∫ ‖𝑢‖𝑠𝐻𝑟+3 (Ω) 𝑑𝑡) (12)
0
Δ : 𝐿 0 = 𝑥0 < 𝑥1 < ⋅ ⋅ ⋅ < 𝑥𝑁 = 𝐿 1 . (5)
Let ℎ𝑗 = 𝑥𝑗 − 𝑥𝑗−1 , 𝑗 = 1, 2, . . . , 𝑁, and ℎ = max1≤𝑗≤𝑁 ℎ𝑗 . for 𝑠 ∈ [1, +∞) and the standard modification for 𝑠 = +∞.
A family F of partitions is said to be quasi-uniform if there In this paper, we take 𝑟 = 3.
exists a finite positive number 𝜎 such that Let {𝜙𝑗𝑛 }2𝑁
𝑗=1 be basis functions of M(Δ). So one may write
ℎ
max ≤𝜎 (6) 2𝑁
1≤𝑗≤𝑁 ℎ𝑗 𝑢ℎ𝑛 (𝑥) = ∑𝑢̂𝑗𝑛 𝜙𝑗𝑛 (𝑥) , 𝑛 = 0, 1, 2, . . . , 𝐽, (13)
𝑗=1
for every partition Δ in F. We assume that the partition Δ
is a member of a quasi-uniform family F. Let {𝑡𝑛 }𝐽𝑛=0 be a where 𝑢̂𝑗𝑛 (𝑗 = 1, 2, . . . , 2𝑁; 𝑛 = 0, 1, 2, . . . , 𝐽) are unknown
partition of [0, 𝑇], where 𝑡𝑛 = 𝑛𝜏 and 𝜏 = 𝑇/𝐽.
coefficients which should be worked out.
Let M be the space of piecewise Hermite cubics on Ω
We introduce the following lemmas.
defined by
Lemma 1 (Lemma 2.2 in [11], Equation 2.2 in [12]). For 𝑢 ∈
M (Δ) = { V | V ∈ 𝐶1 (Ω) : V[𝑥 ∈ P𝑟 } ,
𝑗−1 ,𝑥𝑗 ] M(Δ), there exist positive constants 𝐶1 and 𝐶2 such that
(7)
𝑗 = 1, 2, . . . , 𝑁, 𝐶1 ‖𝑢‖G ≤ ‖𝑢‖𝐿2 (Ω) ≤ 𝐶2 ‖𝑢‖G . (14)
where P𝑟 denotes the set of all polynomials of degree less
than or equal to 𝑟. Lemma 2 (Lemma 3.1, Lemma 3.2 in [11]). For 𝑢, V ∈ M(Δ),
Let {𝜆 𝑘 }2𝑘=1 denote the roots of the Legendre polynomial one has
of degree 2, where 𝜆 1 ≡ (1/2)(1 − 1/√3) and 𝜆 2 ≡ (1/2)(1 +
(𝑢𝑥 , V)G = − (V𝑥 , 𝑢)G ,
1/√3). To apply the collocation method, we introduce a set of
collocation points G = {𝜉𝑗,𝑘 }𝑁,2
𝑗,𝑘=1 taken as (𝑢𝑥𝑥 , V)G = (𝑢, V𝑥𝑥 )G , (15)
𝜉𝑗,𝑘 = 𝑥𝑗−1 + ℎ𝑗 𝜆 𝑘 , 𝑗 = 1, 2, . . . , 𝑁, 𝑘 = 1, 2. 2
(8) − ⟨𝑢𝑥𝑥 , 𝑢⟩G ≥ 𝑢𝑥 𝐿2 (Ω) .
Discrete Dynamics in Nature and Society 3
Lemma 3 (Theorem 4.1 in [11]). Let 𝑢 ∈ 𝐻6 (Ω) and suppose Proof. We use 𝐶 to denote a generic positive constant that is
that 𝑊 : [0, 𝑇] → M(Δ) satisfies independent of ℎ and 𝜏 in the following proof. Substituting
𝑢𝑛 (𝑥) = 𝑢(𝑥, 𝑛𝜏) into (21) and using Taylor expansion, we
(𝑢𝑥𝑥 − 𝑊𝑥𝑥 ) (𝜉𝑗,𝑘 ) − (𝑢 − 𝑊) (𝜉𝑗,𝑘 ) = 0, have
(16)
1 𝑛+1
𝑗 = 1, 2, . . . , 𝑁, 𝑘 = 1, 2. (𝑢 − 2𝑢𝑛 + 𝑢𝑛−1 ) − (1 − 2𝜃) (𝑢𝑛 )𝑥𝑥
𝜏2
Then one has
− 𝜃 ((𝑢𝑛+1 ) + (𝑢𝑛−1 ) ) + 𝐹 (𝑢𝑛 , (𝑢𝑛 ) )
𝑥𝑥
(23)
𝑥𝑥 ̂𝑡
‖𝑢 − Φ‖𝐿2 (Ω) ≤ 𝐶ℎ4 ‖𝑢‖𝐻6 (Ω) . (17)
= 𝑓 (𝑥, 𝑡𝑛 ) + 𝜎𝑛 ,
Lemma 4 (Lemma 4 in [13]). Suppose that discrete function
𝑤(𝑛) satisfies the recurrence formula where 𝜎𝑛 = O(𝜏2 ). Let 𝑒̂𝑛 = 𝑢𝑛 − 𝑊𝑛 and 𝑒𝑛 = 𝑢ℎ𝑛 − 𝑊𝑛 , then
𝑢𝑛 − 𝑢ℎ𝑛 = 𝑒̂𝑛 − 𝑒𝑛 .
𝑤𝑛 − 𝑤𝑛−1 ≤ 𝐴𝜏𝑤𝑛 + 𝐵𝜏𝑤𝑛−1 + 𝐶𝑛 𝜏, (18) One may get from (21) and (23) that
where 𝐴, 𝐵, and 𝐶𝑛 (𝑛 = 1, . . . , 𝑁) are nonnegative constants. 1 𝑛+1
Then [ (𝑒 − 2𝑒𝑛 + 𝑒𝑛−1 ) − (1 − 2𝜃) 𝑒𝑥𝑥
𝑛
𝜏2
𝑁
𝑛+1 𝑛−1 1 𝑛+1
max 𝑤𝑛 ≤ (𝑤0 + 𝜏 ∑ 𝐶𝑘 ) 𝑒2(𝐴+𝐵)𝑇 , (19) − 𝜃 (𝑒𝑥𝑥 + 𝑒𝑥𝑥 )] (𝜉𝑗,𝑘 ) = [ (̂ 𝑒𝑛 + 𝑒̂𝑛−1 )
𝑒 − 2̂
1≤𝑛≤𝑁 𝜏2
𝑘=1 (24)
𝑛 𝑛+1 𝑛−1
where 𝜏 is small, such that (𝐴 + 𝐵)𝜏 ≤ (𝑁 − 1)/2𝑁 (𝑁 > 1). − (1 − 2𝜃) (̂
𝑒𝑥𝑥 ) − 𝜃 (̂
𝑒𝑥𝑥 + 𝑒̂𝑥𝑥 )] (𝜉𝑗,𝑘 )
Lemma 5 (Inequality (2.8) in [8]). Let 𝐶1 , 𝐶2 , and 𝐶 be + 𝐹 (𝑢𝑛 , (𝑢𝑛 )̂𝑡) − 𝐹 (𝑢ℎ𝑛 , (𝑢ℎ𝑛 )̂𝑡) − 𝜎𝑛 (𝜉𝑗,𝑘 ) .
constants. Suppose that the following conditions are satisfied:
(i) 𝐹(𝑥, 𝑦) ∈ 𝐶1 (R2 ); Computing the inner product ⟨⋅⟩ of (24) with 𝑒𝑛+1 − 𝑒𝑛−1 as in
Section 2, we have
(ii) |𝐹𝑥 | ≤ 𝐶1 , |𝐹𝑦 | ≤ 𝐶2 .
𝑛 2 𝑛−1 2 𝑛 𝑛+1 𝑛−1
𝑒𝑡 G − 𝑒𝑡 G − (1 − 2𝜃) (𝑒𝑥𝑥 , 𝑒 − 𝑒 )
Then one has
𝑛+1 𝑛+1
, 𝑒 − 𝑒𝑛−1 ) − 𝜃 (𝑒𝑥𝑥
𝑛−1 𝑛+1
, 𝑒 − 𝑒𝑛−1 )
𝐹 (𝑥, 𝑦) ≤ 𝐶 (1 + |𝑥| + 𝑦) . (20) − 𝜃 (𝑒𝑥𝑥 (25)
In this section, we study the accuracy and stability of the 𝐼2 = (𝐹 (𝑢𝑛 , (𝑢𝑛 )̂𝑡) − 𝐹 (𝑢ℎ𝑛 , (𝑢ℎ𝑛 )̂𝑡) , 𝑒𝑛+1 − 𝑒𝑛−1 )
numerical method.
𝑁 𝑟−1
Theorem 6. Suppose 𝑢(𝑥, 𝑡) ∈ 𝐶2,4 ∩ 𝐿2 (0, 𝑇; 𝐻6 ) is the = 𝜏 ∑ ℎ𝑗 ∑ 𝜔𝑘 (𝐹 (𝑢𝑛 , (𝑢𝑛 )̂𝑡) − 𝐹 (𝑢ℎ𝑛 , (𝑢ℎ𝑛 )̂𝑡))
solution of (21), 𝜕𝑢/𝜕𝑡, 𝜕2 𝑢/𝜕𝑡2 ∈ 𝐿2 (0, 𝑇; 𝐻6 ), and 𝑢ℎ𝑛 ∈ 𝑗=1 𝑘=1
M(Δ) (𝑛 = 0, 1, . . . , 𝐽 − 1) is the solution of (16). If 𝑊 :
[0, 𝑇] → M(Δ) is defined by (16), ‖(𝑢ℎ0 − 𝑊0 )𝑡 ‖𝐿2 (Ω) , ‖𝑢ℎ0 − ⋅ (𝑒𝑡𝑛 + 𝑒𝑡𝑛−1 ) .
𝑊0 ‖𝐻1 (Ω) and ‖𝑢ℎ1 − 𝑊1 ‖𝐻2 (Ω) are O(𝜏2 + ℎ4 ), then for 𝜏 and ℎ Using Lemma 5, we can get
sufficiently small one has
𝑛+1 𝑛−1
𝑢𝑛+1 − 𝑢𝑛−1 𝑛 𝑢ℎ − 𝑢ℎ
max 𝑢𝑛 − 𝑢ℎ𝑛 𝐿2 (Ω) = O (𝜏2 + ℎ4 ) , 𝐹 (𝑢𝑛 ,
) − 𝐹 (𝑢ℎ , )
1≤𝑛≤𝐽 2𝜏 2𝜏
(22) (27)
𝑛
where 𝑢 (𝑥) = 𝑢(𝑥, 𝑛𝜏) is the exact solution of (21) when 𝑡 = 1
≤ 𝐶 [𝑒̂𝑛 − 𝑒𝑛 + (𝑒̂𝑡𝑛 + 𝑒̂𝑡𝑛−1 + 𝑒𝑡𝑛 + 𝑒𝑡𝑛−1 )] .
𝑛𝜏. 2
4 Discrete Dynamics in Nature and Society
Theorem 7. If the conditions of Theorem 6 are satisfied, then Applying Taylor’s theorem, one can get from (2) and (43)
scheme (21) is unconditionally stable.
𝑛
𝑢 (𝑥, 𝜏) = 𝑧 (𝑥) + O (𝜏3 ) ,
Proof. Let 𝜂 (𝑥) be the error of 𝑢ℎ𝑛 (𝑥) and 𝑢̃ℎ𝑛 = 𝑢ℎ𝑛 (𝑥) − 𝜂𝑛 (𝑥).
Then we have 𝑧 (𝑥) = 𝑢0 (𝑡) + 𝜏𝑢1 (𝑡)
1 𝑛+1 𝜏2 𝜕2 𝑢0 𝜕𝑢1
[ (𝜂 − 2𝜂𝑛 + 𝜂𝑛−1 ) − (1 − 2𝜃) 𝜂𝑥𝑥
𝑛
+ [ − − 2 sin (𝑢0 )] (𝑥)
(46)
𝜏2 2 𝜕𝑥2 𝜕𝑡
𝑛+1 𝑛−1
− 𝜃 (𝜂𝑥𝑥 + 𝜂𝑥𝑥 𝑢ℎ𝑛 , (̃
)] (𝜉𝑗,𝑘 ) = [𝐹 (̃ 𝑢ℎ𝑛 )̂𝑡) (40) 𝜏2
− 𝑓 (𝑥, 𝑡) .
2
− 𝐹 (𝑢ℎ𝑛 , (𝑢ℎ𝑛 )̂𝑡)] (𝜉𝑗,𝑘 ) .
Consequently, 𝑢ℎ0 and 𝑢ℎ1 can be prescribed by approximating
𝑢0 (𝑡) and 𝑧(𝑥) using piecewise Hermite cubic interpolations,
Computing the inner product of (40) with (𝜂𝑛+1 − 𝜂𝑛−1 ), we
respectively. In all of the following experiments, we choose
obtain by a similar proof as that of Theorem 6:
𝜃 = 1/4.
max 𝜂𝑛 G ≤ 𝐶𝜔
̃0,
1≤𝑛≤𝐽
(41) Example 1. We consider Dirichlet boundary conditions prob-
lem given in [9]. We consider the problem
where
𝜕2 𝑢 𝜕𝑢 𝜕𝑢2
2 2 2 + − + 2 sin (𝑢)
̃ 0 = 𝜂𝑡0 G + 𝜂1 G + 𝜂0 G − (1 − 2𝜃) (𝜂𝑥𝑥
𝜔 1
, 𝜂0 )G 𝜕𝑡2 𝜕𝑡 𝜕𝑥2
(42) = −𝜋2 (1 + 𝑡 + 𝑡2 ) cos (𝜋𝑥)
1
− 𝜃 (𝜂𝑥𝑥 , 𝜂1 )G − 𝜃 (𝜂𝑥𝑥
0
, 𝜂0 ) G .
+ (3 + 2𝑡) [1 − cos (𝜋𝑥)]
According to [16] and references therein, this theorem
expresses the generalized stability of the numerical scheme. + 2 sin ((1 + 𝑡 + 𝑡2 ) (1 − cos (𝜋𝑥))) ,
(44)
− (1 − 2𝜃) (𝑢ℎ𝑛 )𝑥𝑥 − 𝜃 ((𝑢ℎ𝑛+1 )𝑥𝑥 + (𝑢ℎ𝑛−1 )𝑥𝑥 ) where 𝑒𝑖 = 𝑢(𝑥𝑖 ) − 𝑢ℎ (𝑥𝑖 ) and the corresponding relative
error is ‖𝑒‖G /‖𝑢ℎ (𝑥)‖G . The numerical results for the OSC
+ 2 sin (𝑢ℎ𝑛 ) = 𝑓 (𝑥, 𝑡) , scheme are given in Table 1. In order to discuss the accuracy
of the method at long time level, we give relative errors
for 𝑗 = 1, 2, . . . , 𝑁, 𝑛 = 0, 1, 2, . . . , 𝐽 − 1, and 𝑘 = 1, 2. in the brackets. In [9], Cui approximates the second-order
𝑛 𝑇
Setting 𝜑⃗𝑛 = [𝜑̂1𝑛 , 𝜑̂2𝑛 , . . . , 𝜑̂2𝑁 ] and substituting (13) into derivative in the space variable by compact finite difference.
(44), one can obtain Table 2 gives error comparison of the Cui scheme [9] and the
OSC scheme for ℎ = 0.2 and ℎ = 0.05 with 𝜏 = 0.01.
𝐴 (𝜑⃗𝑛+1 ) = 𝐵 (𝜑⃗𝑛 ) + 𝐶 (𝜑⃗𝑛−1 ) + 𝐷, (45)
The rate of convergence of the proposed method can be
calculated from the formula
where 𝐴, 𝐵, 𝐶, and 𝐷 are matrices with special structures
commonly known as almost block diagonal, so the system log (𝑢 − 𝑢ℎ1 𝐿2 / 𝑢 − 𝑢ℎ2 𝐿2 )
of algebraic equations (45) could be solved by using the 𝑝= , (49)
COLROW algorithm [17]. log (ℎ1 /ℎ2 )
6 Discrete Dynamics in Nature and Society
Table 2: Relative errors comparison of the Cui scheme and the OSC scheme for Example 1 with 𝜏 = 0.01.
where ℎ1 , ℎ2 are space steps and the value of 𝑝 is called the accuracy in space and second-order accuracy in time. From
rate of convergence. In Theorem 6, we prove that our Figure 1, Tables 1 and 2, we can see that the OSC method
proposed scheme is O(𝜏2 + ℎ4 ). In Figure 1, a comparison is more efficient and accurate than the Cui scheme [9]
of the OSC scheme with the Cui scheme [9] has been made; though they have the same fourth order in space and
the slope is 4. When the space grid size ℎ is reduced by second order in time, and the OSC method has conceptual
1/2 and the time grid size 𝜏 is reduced by 1/4, the error simplicity. The space-time graphs of analytical and esti-
between the analytic solution and the numerical solution mated functions are given in Figure 2 with ℎ = 𝜏 =
is reduced by 1/16. Thus the scheme is of fourth-order 0.01.
Discrete Dynamics in Nature and Society 7
Table 3: Errors comparison of the Cui scheme and the OSC scheme for Neumann problem.
16
14
2
12
1.5
10
u(x, t)
−log(‖e‖∞ )
8 1
6 0.5
4
0
2
2 1.5 2
1 1.5
0 Tim 1
e 0.5 0.5 x
0 0
−2
1 1.5 2 2.5 3 3.5 4 4.5 Estimated
−log(h) Analytical
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