Energy-preserving mixed finite element methods for the Hodge wave equation
Abstract.
Energy-preserving numerical methods for solving the Hodge wave equation is developed in this paper. Based on the de Rham complex, the Hodge wave equation can be formulated as a first-order system and mixed finite element methods using finite element exterior calculus is used to discretize the space. A continuous time Galerkin method, which can be viewed as a modification of the Crank-Nicolson method, is used to discretize the time which results in a full discrete method preserving the energy exactly when the source term is vanished. A projection based operator is used to establish the optimal order convergence of the proposed methods. Numerical experiments are present to support the theoretical results.
Key words and phrases:
the Hodge wave equation, energy conservation, de Rham complex, optimal error estimates2010 Mathematics Subject Classification:
65M60; 65M12; 65J081. Introduction
We consider energy-preserving numerical methods for solving the Hodge wave equation, the hyperbolic equation in associated to the Hodge Laplacian of differential -forms for . The initial-boundary value problem we study is: Find satisfying
(1) |
with homogeneous boundary conditions
(2) |
and initial conditions
(3) |
Here is a domain homomorphism to a ball with piecewise smooth and Lipschitz boundary. The unknown is a time dependent differential -form on , and denote its partial derivatives with respect to time variable, and , , , and denote exterior derivative, co-derivative, Hodge star, and the trace operator, respectively; see Section 2 for precise definitions. We assume that is a finite positive real number denoting the ending time.
Many physical problems can be described by (1), such as the mathematical models of sound waves ( and ), electromagnetic waves ( and ), structural vibration ( and ) and so on. There are many theoretical analyses of finite element method for (1) in the special case or and or ; see [15, 4, 17, 11, 16, 28, 19, 21, 9, 22, 20] and the references therein. The pioneer work on mixed finite element methods [5] for the general form of the Hodge wave equation (1) can be found in Quenneville-Bélair’s Ph. D. thesis [26]; see also [3]. In this work, he has presented (1) the abstract Hodge wave equation in the mixed form, (2) the semi-discretization in space for solving the Hodge wave equation (3) the existence and uniqueness of the solution for the semi-discretization in space, (4) the error estimates in the norm for the semi-discretization in space based on the elliptic projection operator.
In the present work, we shall give more thorough analysis of the mixed finite element method developed in [26, 3]. Introduce a -form and a -form with standard modification for or , and a -form . The first order formulation of (1) reads as: find , , and such that
(4) | ||||
(5) | ||||
(6) |
with initial conditions
Comparing with [26], the main contributions of this paper are as follows. Firstly, we use the skew-symmetric property of the formulation (4)-(6) to get the following energy estimates
(7) | ||||
(8) |
with
These energy estimates imply the existence and uniqueness of solution for (4)-(6); see Remark 2.4. When (4)-(6) is self-conserve, i.e., , the inequality (7)-(8) become equalities which implies the energies and are preserved exactly; see Remark 2.3. Due to the structure preserving properties of the finite element exterior calculus (FEEC) [1, 2, 3], the semi-discretization in space also inherit the skew-symmetric property of the spatial differential terms, and thus the energy conservation is preserved naturally. We then use the continuous time Galerkin method [16] to give unconditioned energy conservation schemes. Here we follow the approach in [17, 16, 22], where the energy estimates has been derived for scalar wave equations but not for Hodge wave equations. As we know, energy conservation numerical schemes can have a crucial influence on the quality of the numerical simulations. Especially, in long-time simulations, energy-preserving can have a dramatic effect on stability and global error growth.
Secondly, we obtain the optimal convergence order of the error estimates in both -norm and -norm for the semi- and full-discrete mixed finite element methods, where is a skew-symmetric operator defined in Section 2. Such result has been derived for scalar wave equation [17, 16, 22] but generalization to general Hodge wave equation is non-trivial. Technically, the canonical interpolation operators used in [17, 16, 22] cannot be commutated with the discrete co-derivative operator , and the projection operator cannot be commutated with the exterior derivative operators . Using these standard operators in the convergence analysis will lead to the lost of the convergence order. To overcome this difficulty, we choose a projection based interpolation operator briefly mentioned in [8, Proposition 5.44] and redefine it based on the Hodge decomposition. Such projection based operators has been introduced for and spaces in [12, 13, 14, 25], where the authors have proved that these projection based operators made the de Rahm diagram commute and had the quasi-optimal interpolation error bound for finite element spaces. Although this projection-based quasi-interpolation operator is not new, the properties we are going to prove are not fully explored in the literature. Specifically, we shall prove that (1) is commuted with , (2) is stable in both and norms, (3) is the orthogonal projection to the space , (4) is an orthogonal projection operator with respect to the inner-product , (5) has the same approximation properties as the classical interpolation operators; see Lemma 3.3 - 3.5. By using these properties of the projection-based operator , we get the optimal error estimates for both the semi- and full- discretization with respect to both and norms (the detail definition of these norms can be found in Section 3), while recall that [26] only give the error estimates of for the semi-discretization in space and as the line of Quenneville’s proof, it seems difficulty to get the error estimate of the energy norm . But the control of the energy norm is very important, since the -norm is possible small but the energy norm is larger due to the small oscillation in the error. Furthermore our error estimate, comparing with [26] is robust to in the sense that the factor is absent on the error estimates; see Theorem 3.9, 3.13, 4.6 and 4.8. Such error estimates imply that our algorithms are robust for long time problems and the numerical experiment supports this result; see Table 3.
What remains of this paper is organized as follow. In Section 2 we introduce the required background on finite element exterior calculus (FEEC) and the Hodge wave equation. We obtain the mixed formulation of the Hodge wave equation and get the energy conservation estimates. Section 3, we briefly introduce the finite element spaces on -forms, give the semi-discrete form of the Hodge wave equation, introduce a projection-based quasi-interpolation operator and explore properties of this operator, obtain the energy estimates of the semi-discrete form, and get the optimal error estimates of the semi-discrete form. In section 4, the full-discrete form of the Hodge wave equation is obtained, the energy estimates and the optimal error estimates are obtained. Section 5 give some numerical experiments to confirm our theoretical results.
Throughout this paper, , and denote the time level, the mesh size and the time step size, respectively. The capital may be different in different places, denotes a positive constant which is independent on , and . We denote by the norm of the classical Sobolev spaces , and . If , we write simply as and denote by the semi-norm in . In addition, for any Sobolev space , we define the space with norm , and if , the integral is replaced by the essential supremum.
2. Preliminaries
In this section, we follow the convention of [1, 2, 3] to introduce necessary background of finite element exterior calculus. Then, we introduce the Hodge wave equation and its mixed formulation. Finally, we get the energy conservation estimates for this mixed form.
2.1. de Rham complex
Let () be a bounded Lipschitz domain. For a given integer , represents the linear space of all smooth -forms on . For any , can be written as
with and the wedge product. As is a flat domain in , we can identify each tangent space of with . Given an and vectors , we have that the map is a smooth map (infinitely differentiable).
We define the exterior derivative as
where the hat is used to indicate a suppressed argument. By the definition of , it is easy to see that is a sequence of differential operators satisfying that the range of lies in the domain of , i.e., for . For convenience of notation, we shall skip the superscript if there is no confusion.
Let vol be the unique volume form in , define the -inner product of any two differential -forms on as the integral of their pointwise inner product:
The completion of under the corresponding norm defines the Hilbert space . The domain of the exterior derivative can be enlarged to
is a Hilbert space with inner product and associated graph norm . The de Rham complex
(9) |
is then bounded in the sense that is a bounded operator.
For any smooth manifold and any , we use to denote the tangential space of at . For any smooth -form , we define as
for tangential vectors (). This operator can be extended continuous to Lipschitz domain , also denote by and . Define
In the following sections, we will focus on the de Rham complex with homogeneous trace
(10) |
In order to define the dual complex, we start with the Hodge star operator ,
The coderivative operator is defined as
and are related by the Stokes theorem
We define the spaces
Treat as an unbounded and densely defined operator. Then Stokes theorem implies that is the adjoint of as
(11) |
We have a dual sequence of (10)
(12) |
Let be the kernel of in the space , then can be decomposed as , where is the range of , i.e., and is the space of harmonic forms, i.e., , means that the decomposition is orthogonal in the sense of the -inner product. The following Hodge decomposition has been established in [1, page 22]:
Denote as the orthogonal complement of in , i.e., . Then we have the Hodge decomposition of :
(13) |
It should be point out that when , we have and . When , we have .
In the following sections, when spaces of the consecutive differential forms are involved, we use the short sequences
(14) |
or the one with the Hodge decomposition
(15) |
In this paper, we consider the domain with zero Betti numbers, namely, we impose the following assumption on the domain :
- (A):
-
We assume that is simple in the sense that for all .
2.2. The Hodge wave equation
The Hodge wave equation reads as given , find such that
(16) |
where is called the Hodge Laplacian operator [2], with the initial conditions
(17) |
For easy to preserve the energy exactly, we will use mixed method to discrete (16). Introduce a -form and a -form with standard modification for or , and a -form . The mixed formulation [26] of the Hodge wave equation (16) is: given , find such that
(18) | ||||
(19) | ||||
(20) |
with initial conditions
Denoted by
The existence of solutions for the mixed formulation (18)-(20) can be found in [26] and it can also be obtained by Picard Theorem since the operator
is bounded. To prove the uniqueness of the solution, we need the energy estimates. We introduce a basic inequality.
Lemma 2.1.
We define two energies of the mixed formulation (18)-(20) as
and
We have the following energy estimates.
Theorem 2.2.
Proof.
Remark 2.3.
3. Semi-discretization of the Hodge wave equation
In this section, we will introduce mixed finite element methods developed in [26, 3] for the spatial discretization of the Hodge wave equation (16), and give the energy estimates and optimal error estimates.
3.1. Finite element spaces
Let be a shape regular triangulation of . For each -simplex , we define and . For completeness, we briefly introduce the construction of finite element spaces following [1, 3].
Denote as the space of polynomials in variables of degree at most and as the space of homogeneous polynomial functions of degree . Spaces of polynomial differential forms and can be defined by using the corresponding polynomial as the coefficients. We will suppress from the notation for simplicity. For each integer , we have the polynomial subcomplex of the de Rham complex
Given a point , treat as a vector in the tangential space and define the Koszul operator as
This satisfying the identity [1, Theorem 3.1] on the space and there is a direct sum
Based on the decomposition, the incomplete polynomial differential form can be introduced as
and, for , have the following subcomplex of the de Rham complex
For each simplex , denote or as the spaces of forms obtained by restricting the forms or , respectively, to . We then obtain the finite element spaces
We choose or so that forms a subcomplex of . For the consecutive spaces, we shall use short sequence
The discrete coderivative is defined as the -adjoint of , i.e., for any given , is the unique element in such that
(24) |
The discrete Hodge decomposition of is
(25) |
where and is the orthogonal complement of in . Generally , since is not a conforming discretization of . It should be point out that when , we have and . When , we have .
We have the following discrete Poincaré inequality; cf. [1, Theorem 5.11]
Lemma 3.1 (discrete Poincaré inequality for ).
There is a positive constant , independent of , such that
(26) |
Since is the adjoint operator of , we have the following discrete Poincaré inequality for as well; cf. [7] and [6, Lemma 4].
Lemma 3.2 (discrete Poincaré inequality for ).
Let be the constant in (26). Then we have
3.2. A projection-based quasi-interpolation operator
In this section, we introduce a projection-based quasi-interpolation operator briefly mentioned in [8, Proposition 5.44] which is a generalization of projection based operators introduced for and spaces in [12, 13, 14, 25]. We redefine this operator based on the Hodge decomposition and prove more properties of this operator: it is commuted with , stable in both and norms, a orthogonal projection to the space , an orthogonal projection operator in the inner product on the subspace , and has the same approximation properties as the classical interpolation operators.
For any given , define such that
(27) |
Equation (27) determines uniquely since the Poincaré inequality (26) implies is an inner product on the subspace .
For any , the Hodge decomposition (13) implies that there exist and such that
The projection-based quasi-interpolation operator is defined as:
(28) |
We have the following properties.
Lemma 3.3.
For any , there hold
and
Here we denote .
Proof.
For any , the discrete Hodge decomposition (25) implies that there exists such that , therefore
For any , the discrete Hodge decomposition (25) implies that there exists such that ,
Then, the desired results are obtained. ∎
We have the following stability results of .
Lemma 3.4.
We have the following stability results of :
-
(1)
For any , there holds
-
(2)
For any , it holds
where is the projection operator. Therefore
Proof.
(1) For any , there exist and such that
We have
(2) For any . Using the facts that , and , for any , we have
Using the orthogonality result , we get the desired result. ∎
To get approximation properties of the projection-based quasi-interpolation operator , we need the de Rham complexes for smooth differential forms established in [10] and the following Sobolev embedding result
(29) |
which holds when is convex Lipschitz domain.
Lemma 3.5.
Assume that is smooth enough such that (29) holds, then for any with , we have
(30) | ||||
(31) |
Proof.
Therefore,
Note that is the solution of the problem
(33) |
with . Then is the mixed finite element approximation of in , the standard error estimates of the mixed finite element method [5, 18] implies that
where in the second inequality, we have used (32).
Also note that is the solution of the problem
(34) |
with . The definition of implies that is the mixed finite element approximation of in , then the standard error estimates for the mixed finite element methods [5, 18] imply
Therefore,
We turn to the estimates of (31). Since for any , it holds
where is the classical interpolation operator [1]. Therefore,
where is the orthogonal projection operator. Then, we have
∎
3.3. Semi-discretization and error analysis
The semi-discrete formulation [26, 3] of (18)-(20) is: Given , find such that
(35) | ||||
(36) | ||||
(37) |
with initial values
Introduce
(35) - (37) can be rewritten as
(38) |
Following the same line as the proof of Theorem 2.2, we have the energy estimates.
Theorem 3.6.
Remark 3.7.
The rest of this section will focus on the error estimates of the semi-discretization (35)-(37) (or its simplified form (38)). We denote
Then for any , (23) is equivalent to
(41) |
with
Using the properties of the projection-based quasi-interpolation operator , we obtain
with . Denote
and subtracting the semi-discrete form (38) from (41), we get
(42) |
We have the following estimate of .
Lemma 3.8.
Suppose the exact solution of (23) has time derivatives , and with . Then, for any and , we have the bound
Proof.
The fact that and Theorem 3.6 implies
Using the triangle inequality and the approximation properties of , the desired result follows. ∎
Theorem 3.9.
Remark 3.10.
In this theorem, the convergence order is determined by the polynomial order of the finite element spaces preserved.
Remark 3.11.
It should be point out that in [26], Quenneville has obtained an error estimates for the semi-discretization in the form
where is an elliptic projection operator. Comparing with this result, ours do not have the factor and thus is more robust to the time variable. ∎
We now give to the error estimates in the energy norm , which is equivalent to . Note that it is possible that the -norm is small but the energy norm is larger due to the small oscillation in the error. We shall show the energy norm is still of the same order of convergence. We give the estimate of first. By Lemma 3.5 and 3.6, we have the following estimate.
Lemma 3.12.
Suppose the exact solution of (23) has time derivatives , and with . Then, for any and , we have the bound
Proof.
Theorem 3.13.
Suppose the exact solution of (23) has time derivatives , and with . Then, for any and , we have the bound
4. Full-discretization
In this section, we will consider the full discretization. We will use a second order continuous time Galerkin method [16] to discretize time variable and will obtain the energy estimates and optimal error estimates.
Energy conservation numerical schemes can have a crucial influence on the quality of the numerical simulations. In long-time simulations, energy-preserving can have a dramatic effect on stability and global error growth. The numerical schemes are not automatically inherit from the semi-discretization and a lot of time discretization methods cannot preserve the energies exactly. These led us to pay more attentions on the time discretization.
4.1. Time discretization
Let denote the equispaced partition of the interval with and the number of elements in . For , we denote and with . For any quantity , we denote . Define (abbr. ) as the set of continuous piecewise linear polynomials with respect to the time variable on and (abbr. ) as the set of piecewise constant with respect to the time variable on . For any Sobolev space associates with the spatial variables, we use to denote the set of functions that are continuous piecewise linear polynomials with respect to the time variable and in the Sobolev space with respect to the spatial variables. is defined similarly.
The full discrete formulation of the Hodge wave equation (23) can be written as: Find such that
(43) |
Remark 4.1.
We have the following energy estimates for (43).
Theorem 4.2.
Let be the solutions of (43). Assume that , then there hold the following energy bound
(44) |
When , the inequality becomes equality and we have the energy conservation
Proof.
Remark 4.3.
Theorem 4.4.
Let be the solution of (43). Assume that , then there holds the following energy bound
(45) |
When , the inequality becomes equality and we have the energy conservation
4.2. Error analysis of the full discretization
In this subsection, we turn to the error estimates of the full discrete formulation (43). We bound the error of the full discrete formulation in various norms. Let
Simple caculation shows that for any , satisfies the following equation
(46) |
Then, we have the following estimates of .
Lemma 4.5.
Proof.
Taking in (46) as
we obtain
Note that
and
we then have
Summing over from to , we get
Then the desired result follows. ∎
Using triangle inequality, Lemma 4.5 and the properties of , we have the following error estimate.
Theorem 4.6.
Now, we turn to the estimates of the energy norm error. We first estimate .
Lemma 4.7.
Proof.
Taking in (46) as
we obtain
Note that
and
Therefore,
Summing over from to , we get
where in the last inequality, we have used the properties of the one dimensional interpolation operator. Then the desired result follows. ∎
We summarize the error estimate for the full discretization below.
5. Numerical experiments
In this section, we will give some simple numerical examples to illustrate the theoretical results. We consider the Hodge wave equation on the unit square , i.e., and compute the cases , and .
5.1. The case
The Hodge wave equation presents in the standard or language reads as (note that ): Find and or and such that
(47) | ||||
(48) |
or
(49) | ||||
(50) |
We only give the numerical results for (49)-(50). We choose the exact solutions as
The initial conditions are and . We use piecewise continuous second order polynomial to discrete and use element [27] to discrete , the numerical results are listed in Table 1.
1/4 | 3.8253e-03 | 1.3417e-01 | 1.3164e-01 |
1/8 | 5.0314e-04 | 3.5025e-02 | 3.3567e-02 |
1/16 | 6.7850e-05 | 9.5850e-03 | 8.4467e-03 |
order | 2.914 | 1.904 | 1.981 |
From Table 1, we can see that the mixed finite element method is of second order convergence rate for the variables and , and is of third order convergence rate for . All these variables have optimal convergence order.
5.2. The case
The Hodge wave equation is: Find , and such that
This formulation can be viewed as the mixed method for the time-harmonic Maxwell’s equations with divergence free constrain on both and . The formulation can also be viewed as the mixed method for the elastic wave equation. We use continuous piecewise quadratic polynomial to discrete , use element [27] to discrete and use discontinuous piecewise linear polynomial to discrete . Firstly, we choose the exact solutions as
(51) | ||||
(52) | ||||
(53) |
with initial conditions , and . The numerical results are listed in Table 2. We also test the long time robustness of our algorithm, the numerical results are listed in Table 3.
1/4 | 4.8563e-02 | 1.6691e+00 | 2.9085e-02 | 0.1391 | 0.1388 |
1/8 | 6.4968e-03 | 4.4475e-01 | 7.6216e-03 | 0.0364 | 0.0367 |
1/16 | 8.2584e-04 | 1.1298e-01 | 1.9354e-03 | 0.0093 | 0.0093 |
order | 2.949 | 1.942 | 1.950 | 1.950 | 1.9763 |
10 | 5.4138e-04 | 1.5087e-02 | 3.7500e-01 | 1.3603 | 0.2374 |
---|---|---|---|---|---|
30 | 4.8684e-04 | 1.8186e-02 | 3.7502e-01 | 1.3604 | 0.2486 |
50 | 6.1267e-04 | 1.4339e-02 | 3.7502e-01 | 1.3604 | 0.4158 |
Then, we chose and the initial conditions , and with , and defined as in (51) - (53). We compute the energies and on different time levels, the numerical results are showing in Fig. 1.

From this example, we have the following observations.
-
(1)
The mix finite element method is of second order convergence rate for the variables , , and , and is of third order convergence rate for the variable . All of these variables have optimal convergence order.
-
(2)
From Table 3, we can see that the mixed finite element method is robust for long-time problem.
-
(3)
From Fig. 1, we can see that the mixed finite element method conserves the energies and exactly.
5.3. The case
The Hodge wave equation presents in the and language reads as (note that ): Find and such that
(54) | ||||
(55) |
This formulation is the mixed method for acoustic wave equations [22]. We choose the exact solutions as
(56) | ||||
(57) |
and pick initial conditions and . We use element to discrete and use discontinuous piecewise linear polynomials to discrete , the numerical results are listed in Table 4.
1/4 | 5.6058e-02 | 3.8201e-01 | 1.9350e-02 |
1/8 | 1.4002e-02 | 9.6901e-02 | 4.9051e-03 |
1/16 | 3.4958e-03 | 2.4360e-02 | 1.2312e-03 |
order | 2.002 | 1.985 | 1.992 |
From Table 4, we can see that the mixed finite element method is of second order convergence rate for all the variables.
Acknowledgments
We would like to thank Professor Long Chen from University of California at Irvine for valuable discussion and suggestions.
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