Abstract
In this work, the z-transform is presented to analyze time-discrete solutions for Volterra integrodifferential equations (VIDEs) with nonsmooth multi-term kernels in the Hilbert space, and this class of continuous problem was first considered and analyzed by Hannsgen and Wheeler (SIAM J Math Anal 15 (1984) 579-594). This work discusses three cases of kernels included in the integrals for the multi-term VIDEs, from which we use corresponding numerical techniques to approximate the solution of multi-term VIDEs in different cases. Firstly, for the case of , the Crank-Nicolson (CN) method and interpolation quadrature (IQ) rule are applied to time-discrete solutions of the multi-term VIDEs; secondly, for the case of and , second-order backward differentiation formula (BDF2) and second-order convolution quadrature (CQ) are employed to discretize the multi-term problem in the time direction; thirdly, for the case of , we utilize the CN method and trapezoidal CQ (TCQ) rule to approximate temporally the multi-term problem. Then for the discrete solution of three cases, the long-time global stability and convergence are proved based on the z-transform and certain appropriate assumptions. Furthermore, the long-time estimate of the third case is confirmed by the numerical tests.
1 Introduction
In this work, consider the following VIDEs with multi-term nonsmooth kernels
(1) |
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in which we assume that
(2) |
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where is densely positive self-adjoint linear operator, defined in a dense subspace , where indicates the Hilbert space, and is assumed to be real-valued and positive definite on with . The problem (1) can be found in some valuable applications, such as electrodynamics, continuum mechanics, thermodynamics, the population biology and so on, see [16, 20] and references therein for more details.
In fact, for the theoretical and numerical researches of problem (1), many scholars have developed some excellent works regarding long-time behavior of solutions. Hannsgen and Wheeler [4] first considered the asymptotic behavior of the solution of problem (1) with completely monotonic kernels, and established the following weighted estimates
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where is a weight function, is a positive constant independent of , and indicates the norm in . Then, Noren [14, 15] extended the completely monotonic kernels of (2) to the convex kernels, which generalized the results in [4]. Recently, based on the theoretical framework of [4], Xu utilized the backward Euler method and Lubich’s first-order CQ rule to prove the weighted asymptotic stability [21] and weighted asymptotic convergence [22]. Subsequently, by employing the BDF2 method and Lubich’s second-order CQ rule, Xu deduced the weighted asymptotic stability [23] and weighted asymptotic convergence [24] regarding second-order time-discrete schemes.
Without loss of generality, we below consider the problem (1) with two-term nonsmooth kernels, that is
(3) |
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from which, denote as the Gamma function, and the positive-type kernels , are main assumed to satisfy the following three cases, i.e.,
Case I: , ;
Case II: and with ;
Case III: , with .
Hannsgen and Wheeler [4] pointed out that problem (3) arises in a linear model for heat flow in a rectangular, orthotropic
material with memory in which the axes of orthotropy are parallel to the edges of the rectangle, see [2, 10]. Due to the practical applications of (3), some numerical studies were considered to solve this problem with kernels of Case III, for instance, Hu et al. [5] constructed and discussed a backward Euler finite difference scheme, and Qiu et al. [17] further developed and analyzed a BDF2 finite difference scheme. After that, Qiu et al. [18] designed an exponentially convergent Sinc approach for approximating (3). Cao et al. [1] considered a localized meshless method for problem (3). Recently, Qiu [19] utilized the product integration rule to formulate and analyze an accurate second-order scheme for the problem of type (3), based on the temporal graded meshes. Although much work has existed on solving this type of problem, it is still under development. These studies motivate and inspire our following work.
The main purpose of this paper is to use the z-transform to analyze and discuss the long-time behavior of the time-discrete solution of problem (3), where the kernels in the integral terms are real-valued and positive definite instead of completely monotonic kernels, which relaxes the conditions of [21, 22, 23, 24]. At first, we employ the Laplace transform and the Paserval relation to prove the stability of continuous problem (3) in the norm (see Theorem 5). Then, aiming at the kernels of Case I–Case III, we develop three kinds of techniques to solve the problem (3): (i) for the first case, we apply the CN method and IQ rule to time-discrete solutions of (3); (ii) for the first case, we apply the CN method and IQ rule to obtain time-discrete solutions of (3); second, the BDF2 method and mixed IQ-CQ rule are used to approximate temporally (3); third, the CN method and TCQ rule are applied to the temporal discretization of (3), from which, three classes of numerical schemes are analyzed by the z-transform, and we establish their long-time global stability and error estimates. Finally, for the third case, we construct fully discrete schemes by spatial finite difference approximations, and numerical experiments are carried out to verify our theoretical results (see Theorem 21).
The remainder of this work is organized as follows. In Section 2, some helpful notations and some properties of Laplace transform are given, and the stability of continuous problem (3) is constructed. In Section 3, some significant properties regarding the z-transform are given and deduced. Section 4 devotes to the establishment and analysis of the Crank-Nicolson IQ scheme. In Section 5, the BDF2 IQ-CQ scheme is formulated and discussed. Section 6 designs and analyzes a Crank-Nicolson TCQ scheme. Then, numerical examples are provided in Section 7 to validate the theoretical estimates. Lastly, the brief remarks are concluded in Section 8.
Throughout this article, denotes a positive constant that is independent of the spatial and temporal step sizes, and may be not necessarily the same on each occurrence.
3 The z-transform
Here, we first present the z-transform regarding a real sequence or H-value sequence , namely
(10) |
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Then, some significant properties of the z-transform are introduced as follows.
Proposition 6.
[6] (Convolution theorem) Let .
If G(z) and are the z-transform of sequences and , respectively, then
(11) |
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Proposition 7.
[6]
Let G(z) and be the z-transform of the sequences and , respectively. If
(12) |
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then we have .
Proposition 8.
[6] (Inverse z-transform) Assume that is the z-transform of and the contour encloses all poles of , then
(13) |
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Then for , let be the unit pulse function at and denote
(14) |
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By applying the Laplace transform to (14), we can get
(15) |
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from which we use the fact that .
Consequently, the connection between the Laplace transform and z-transform can be established by
(16) |
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Next, for the further analysis, we define and denote
(17) |
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from which, is expressed as a continuous function over , such that for . Then we can obtain the following lemma.
Lemma 9.
Let two sampled functions and be Laplace transforms of and , respectively. Then for , it holds that
(18) |
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in which indicates the complex conjugate of .
Proof.
First, utilizing [6, (1.129)], and assuming contains no impulses and is initially zero, then we have
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with . Then use the inverse Laplace transform, we get
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Using above two formulas and changing the order of integration regarding and , we further obtain
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Note that is only a function of . In above equation, we divide the range of integration into intervals of length , therefore we yield
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Here, altering to and since is only a function of with , we obtain
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Then from [6, (1.141)-(1.142)], above equation can be simplified as
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which completes the proof.
∎
Then from Lemma 9, we replace and by and , respectively, therefore, turns into a function of , i.e., , and becomes the function of , i.e., . Naturally, the following lemma holds.
Lemma 10.
By a mapping , then (18) turns into
(19) |
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In fact, two lemmas above have extended the case of real-valued sequence [6] to that of H-valued sequences, which will be helpful to next analysis. Besides, for our theoretical estimates, a key lemma is introduced as follows.
Lemma 11.
[7] If the sequence is real-valued, satisfying that is analytical in , then for any and for any , it holds that
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if and only if for .
4 Crank-Nicolson IQ method for kernels of Case I
Here, we shall use the Crank-Nicolson method to approximate (3) with non-smooth kernels. First, we consider the kernels of Case I.
In order to approximate the integrals of (3) formally to the second order, we employ the IQ rule
(20) |
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see [11]; from which, the following relations hold
(21) |
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where is the temporal step size and . Especially,
(22) |
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Then, it follows from [11, Lemma 4.8] that
(23) |
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and defining , we obtain
(24) |
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where the convolution . Also, using the assumptions (Case I) regarding the kernels , we have
(25) |
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Thus for and , we have
(26) |
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where and .
Here, the Crank-Nicolson method and (26) are applied to problem (3), then
(27) |
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where and for .
Then applying the z-transform to (27), we yield
(28) |
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and utilizing Propositions 6 and 7, we further get
(29) |
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from which,
(30) |
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Then, the following lemma is established by above analyses.
Lemma 12.
Let the series , , be denoted in (30). Then it holds that .
Proof.
First, the result (23) holds. Then, (25) implies that the positive-term series is convergent, and then Abel theorem leads to is convergent in . Thus, Weierstrass theorem shows that is analytical in . Combining and , the proof is completed by Lemma 11.
∎
Below we shall deduce the long-time stability of scheme (27), i.e., the following theorem.
Theorem 13.
Let denoted by (27) be the approximate solution of problem (3). Assuming that , and , then it holds that
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where the notation .
Proof.
By taking the inner product of (29) with , we get
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Taking the real part of above formula and letting with any , then from
(31) |
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and (cf. Lemma 12) it follows that
(32) |
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in which the positivity of the operators , and
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are utilized. Next, from Lemmas 9 and 10, we obtain
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in which and is a circle of radius . Then, taking to yield
(33) |
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In addition, we employ (21) and (22) to yield that
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and that
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Therefore, taking , then (32) becomes
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Further, it holds that
(34) |
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Using (33) and (34), the proof is finished.
∎
Then we shall consider the convergence of the scheme (27), and the following theorem holds.
Theorem 14.
Let and be the solution of (27) and (3), respectively. Supposing that , and , then for ,
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Proof.
It is obvious that temporal error satisfies
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from which,
(35) |
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By denoting the notation , we further get
(36) |
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Furthermore, it follows from (24) that
(37) |
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Using (37) and the definition of , we yield the following estimate
(38) |
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Then, from Theorem 13, we have
(39) |
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Substituting (36) and (37) into (39), we complete the proof.
∎
5 BDF2 IQ-CQ method for kernels of Case II
Herein, we consider a mixed case with the kernels of Case II, namely, and .
Firstly, in Section 4, we have introduce the IQ rule to approximate the first integral term in (3) with , which means that we only need to consider another method to approximate the second integral term in (3) with . Naturally, a better option is the second-order CQ rule [8, 9].
Denote
(40) |
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from which, when , , which implies that and ; when , is the second-order CQ rule, thus the generating coefficients is obtained by
(41) |
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then in order to approximate the integral formally to the second order, we give the starting quadrature weights , such that
(42) |
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In addition, we utilize the Taylor expansion formula and [8, (2.4) and (3.3)] to obtain
(43) |
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Next, the BDF2 method and (40) are used to approximate (3), then
(44) |
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where defined by (27) and with .
Based on Propositions 6 and 7, using the z-transform for (44) with , i.e., multiplying (44) with and then summing it for from to , we have
(45) |
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from which,
(46) |
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Let with . Thus, we have
(47) |
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(48) |
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and from [9] we have , which implies that
(49) |
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In addition, a key lemma is established as follows.
Lemma 15.
Let the series be given in (46). Then it holds that .
Proof.
Taking with and using (47), we have . Therefore, the desired result is yielded by Lemma 2.
∎
Then, we shall deduce the following stability result.
Theorem 16.
Let denoted by (44) be the numerical solution of (3). Supposing that , and , then it holds that
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Proof.
First, by taking the inner product of (45) with , we have
(50) |
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in which, employing the positivity of the operator , Lemma 12 and Lemma 15, we obtain
(51) |
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Then taking the real part of (50) and using (47) and (51), we further get
(52) |
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Noting that and using (48)-(49), then (52) is simplified to
(53) |
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from which, it follows from (44) that
(54) |
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Then taking , (53) and (54) lead to
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Then combining above formula and (33), we complete the proof.
∎
Then the convergence of the scheme (44) will be deduced as follows.
Theorem 17.
Let and be the solution of (44) and (3), respectively. Assuming that , and , then for , it holds that
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Proof.
At first, the time error satisfies
(55) |
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where the notations , are the truncation errors of first-order time derivative, and the following estimates hold
(56) |
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Furthermore, and are the quadrature errors of two integrals in (3), which are estimated by (24) and (43), respectively. Next, regarding (55), similar to the analysis of Theorem 16, we have
(57) |
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from which, (46) leads to
(58) |
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and using (38), we obtain
(59) |
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Then employing (43), we have
(60) |
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By substituting (58)-(60) into (57), the proof is finished.
∎
6 Crank-Nicolson TCQ method for kernels of Case III
In this section, we consider the kernels of Case III, that is , .
Firstly, we apply the trapezoidal convolution quadrature rule; see [3, 8], i.e.,
(61) |
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from which, the generating coefficients of the power series are given by
(62) |
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and for approximating the integral term formally to order 2, we introduce the starting quadrature weights , satisfying
(63) |
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Then, denoting for , we have
(64) |
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Below, the Crank-Nicolson method and (64) are applied to discretize (3), then
(65) |
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Next, we apply the z-transform to second and third terms of left side of (65), then
(66) |
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where defined by (30), and
(67) |
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Then, by calculation and simplification, we get
(68) |
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in which . This naturally yields
(69) |
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Besides, using the estimate of (see [3, Theorem 3]), we have
(70) |
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Furthermore, we give a key lemma as follows.
Lemma 18.
Let the series be denoted in (67). Then it holds that , .
Proof.
Let and , then it holds that
, which follows from Lemma 2 that .
∎
Based on above analyses, we obtain the following stability result.
Theorem 19.
Let be denoted by (65) be the numerical solution of (3). Supposing , and , it holds that
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Proof.
First, multiplying (65) by , and then summing for from 1 to , we obtain
(71) |
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where Propositions 6-7 and (66)-(68) are utilized, and defined by (30). Further, taking the inner product of (71) with , it holds that
(72) |
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and then taking the real part of (72), we employ (31), (69), (70) and Lemma 18 to yield
(73) |
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Then choosing , we yield
(74) |
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where . Then using (33) and (74), we obtain the desired result.
∎
Then we will consider the convergence of the scheme (65), namely the following theorem.
Theorem 20.
Let and be the solution of (65) and (3), respectively. Assuming that , and , then for ,
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Proof.
First, by (65) we get the error equations as follows
(75) |
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where is given and estimated by (35) and (36), respectively, and
(76) |
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from which, we utilize the quadrature result of [3, Theorem 2] to get
(77) |
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Next, in view of Theorem 19 and (75), we have
(78) |
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By substituting (36), (76) and (77) into (78), the proof is completed.
∎
Note that if the regularity of the solution of (3) can be given, then Theorem 20 will show a more concrete form, rather than an abstract representation. In fact, similar to that of [12, Section 2, (2.1)], when is relatively smooth, we assume that the solution of homogeneous case of (3) satisfies
(79) |
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where , and . Thence, we obtain the following theorem.
Theorem 21.
Let and be the solution of (65) and (3), respectively. Supposing that , , and appropriate , and satisfying the regularity assumption (79), then it holds that
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Proof.
Using the assumption (79), it is easy to yield
(80) |
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and
(81) |
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The proof is finished by Theorem 20 and (80)-(81).
∎