Internat. J. Math. Vol. 10 No. 2 (1987) &Math. Sci. 345 345-360 AN H -GALERKIN METHOD FOR A STEFAN PROBLEM WITH A QUASILINEAR PARABOLIC EQUATION IN NON-DIVERGENCE FORM A.K. PANI and P.C. DAS Department of Mathematics I.I.T., KANPUR 208016, India (Received December 10, 1985) ABSTRACT. L Optimal error estimates in 2 H H2_no rms and are established for a single phase Stefan problem with quasilinear parabolic equation in non-divergence form by an HI-Galerkin procedure. H1-Galerkin KEY NDDS AND PHRASES. procedure, finite element approximation, nonlinear Stefan problem, non-divergence form, error analysis. 1980 AMS SUBJECT CLASSIFICATION CODE. 65N15, 65N30. I. INTRDDION. With the help of Galerkin finite element methods, Nitsche in his pioneering works [I]-[3] established error estimates for linear problems, proposed earlier by Magenes [4]. We extended his analysis to nonlinear problems in divergence form [5]-[6]. In the present work, a single phase Stefan problem with quasilinear parabolic equation in form non-divergence is under and considered 2 estimates for Galerkin approximation in L We require more regularity H for assumptions conditions appropriate H2 as well as the one present than [5]-[6], and consequently we improve upon the estimates in discussed in The organization of the paper is as follows: optimal error norms are established for the cases L2-norm. In section 2, the description of the problem and the transformed system with some preliminaries are presented. weak formulation and deals with error optimal HI-Galerkin in estimates are approximations procedure are discussed in section 3. projection and an auxiliary established, L 2 H some and assuming approximation Lemmas. H2-norms for existence of Section 4 In section 5 time Galerkin approximate solution. continuous the The Finally, in section 6 the question of global existence and uniqueness of the Galerkln approximation is discussed. 2. PIOBLEM DESCRIPTION AND D0t4AIN FIXINg. The nonlinear heat conduction with change of phase can be modelled as a single phase nonlinear {y- (0,S(T)) and Stefan S(T) problem in a variable domain (T) x (0,T ), O known to be the free boundary {U,S}, U U (y,T), S S(T) such that R(T) We state this problem as follows: Find a pair where U satisfies 346 A.K. PANI and P.C. DAS a(U) U Uyy --0, for (y,T) e (T) (0, T O (2.1) with initial and boundary conditions g(y), U(y,0) u y (0,.) for y e I (2.2) (0,I) 0 for >0 > for U(S() ,) and (2.3) S, the free boundary satisfies -Uy(S(),), S with 0 0, S(0) I. > for (2.4) 0 The above problems is a special case of the general situation discus- sed in Fasano et. al. [7], where ’a’ =- depends only on U, q 0 -U (S(T),) Y and in their notations. We use the following notiations. Let I (u,v) uv dx () Hm(()) and lull Let 2 be the usual Sobolev space () (u,u). For Wm’P((T)), be a bounded domain for R each for nonnegative integer 2 p > 0. m, let with the norm dE, Further, wm"((1)) In case If X I is defined as usual with the norm (), we shall omi I from be a normed linear space with norm Hm(I) I1.11 X L (I) and and W #: (a,b) denote by <q<(R) and I*l is accordingly defined. m (I) X, and norm then we STEFAN PROBLEM WITH A QUASILINEAR PARABOLIC EQUATION (a b) In case (0 T) for m X and H or x use we nience, Throughout this work, K - Wm’(R) xx 2; x x’ m W or 2 t ’ 347 Jl Jl we write simply I*llwk for and (I) ,,,,wk,q(Hm For conve- wTM (l,t), (x,t). if On occasion, we will will always denote a generic constant show that a constant depends on certain parameters, while independent of others a(.), g We shall now state our main assumption on and the solution U,S and call them collectively ’condition B’. CONDITION B. (i) For p E R, a(p) (ii) For p E apl’ lapp[ (iii) > , and there is a common bound [apppl KI" and The initial function condition that is is a positive constant. where c3(R) R, a(p) gy(0) K! > 0 such that lal, is sufficiently smooth and satisfies the compatibility g g(1) 0. The problem (2.1)-(2.4) has a unique solution. (iv) For the existence and uniqueness of the solution of (2.1)-(2.4), see Fasano et.al. [7]. ing regularity condition. Let U e S W For an integer (0,T0; Hr+l (fl(T)) W 2 r of (2.1)-(2.4) satisfies the follow- U,S Further it is assumed that the solution > I, (0,r0; Hr+! ((T))) n W , (0,T0; I’(R)(0,T O ). ’ (())), be the bound for the functions in above mentioned K 2 We fix the free boundary, using Landau type transformation [8] s-l()y, x > (2.5) 0. Further, we introduce an additional transformation in time scale given by I0 S-2(T ’)d’, t(T) t (2.6) in order to decouple the resulting transformed system. that the function u(x,t) u t A routine calculation shows U(y,) satisfies a(U)Uxx -Ux(1)x Ux, u(x,0) g(x), x Ux(0,t) u(l,t) x e I, t (2.7) (2.8) I; 0, t (0,T] > 0 (2.9) 348 A.K. PANI and P.C. DAS and the function S(1) s(t) ds dt with s(0) Here, U,S t satisfies Ux(1)s, > t (2.10) 0 I. T corresponds to T I are carried over to Note that all the regularity assumptions for O u,s with the bound say R assumptions are collectively called and the new regularity K 2 Further, the integral (2.6) can be rewritten I. as dr s d--{ 3. 2 (t), HI-GALKIIN WAK IeORILATION AND (0) with (2.11) 0. PROKDURK. Consider the space: 0 H2(1) H2 (I): {v v (0) x 0} v(1) The weak formulation of (2.7)-(2.9) is given by 0 + (Utx,V x) with u(x,0) HI-Galerkin (a(U)Uxx, Vxx) v e H2(1) and > t 0 (3.1) g(x). Let Procedure. 0 H2(1) Ux(1)(xu x, Vxx), 0 S (0 h < h_< I) be a finite dimensional subspace of 0r,2 belonging to regular S family, for a definition see Oden et. al. [9] and h satisfying the following approximation and inverse properties: (i) For v E 0 H2(1), Hm(1) there is a constant IIv-xIIj inf Xe < K^ independent of h such that for j 0 2 and 2<m<r+l; llVllm ..... K hm-j 0 h 0 Now we call uh: (0,T] 0 S h an (uhtx’ Xx) + (a(uh) HI-Galerkin h Uxx’ Xxx) approximation of h. l)(XUx’h Xxx), u x u, if it satisfies X 0 S h (3.2) and the initial condition uh(x,0) Qhg(x), (3.3) 0 where Qh Further, given by is an appropriate projection of the Galerkin approximations u s h onto S and h h at t of s 0, and to be defined later. respectively are STEFAN PROBLEM WITH A QUASILINEAR PARABOLIC EQUATION dSh uh(1)s h x dt with Sh(0) with h(0) 349 (3.4) and dlh 2 d--{4. Sh’ (3.5) 0. SOME APPROXIILTION LE. Set type inequality for The boundedness and Garding arguments. LEMMA 4.!. For u W for u e W I’ Ux(1)(xv x ,Wxx ); (a(U)Vxx Wxx) A(u;v w) ’ A v and w e H 2 (4.1) can be established by standard 0 and v H2ljt w (4.2) and llVxxll _> where M, a p and M are constants, but and p may depend on u Define A(u;v,w) + A(u;v,w) 0 A(u,.,.) Note that >_ Let u 0 S H is coercive in Ao(u; . L O(Vx,Wx )" 2, that is llVxxll (4.4) be an approximation of h x u-u,X) 0, u Ap: with respect to the form 0 S h, X (4.5) Now, an application of Lax-Milgram theorem shows the existence of a unique solution u of equation (4.5). Consider 0 L* (u) For e L2(1), define L*(u) (a(U)xx) xx e H4 ; 0 2 H by x I XXlx=l xXXlx=0 / Ux( l)(Xxx x Oxx u e H 2 (4.6) (4.7) 0. 350 A.K. PANI and P.C. DAS 0 H2(1) v e Then, for we get %(u;v,). (v, L*(u)) D(L*) Thus, defining as { D(L*) we from have D(L*) the C depends on O u rivatives u 2: (I) e L2 O} xxx(0) A that at least a weak solution exists and the regularity It11, (4.9) and its derivatives, holds. We now need to obtain some estimates of u. for our future use. qt’ xx and boundedness of positivity of (4.7) for each Let 0 H e H4 11’114 < Co where (4.8) our purpose. and its temporal de- The following Lemma proves very convenient for 0 LEIA 4.2. H2(1) Let and satisfy 0 Ao(u;h ,X) F(X), e (4.10) Sh, 0 F: where H2(1) R Let there exist constants M and linear. such that IF(*)I < M1 II*xxtl’ * and M 2 with M > M 2 0 H2 (4.11) and (4.12) Then, for sufficiently small h (4.13) 0 X Sh and It’ ]l <--K3 [(M + inf e where K 3 PROOF. K3(a,O,M,C0;K0) 0 S [1 -XII2)h 2 + M2] (4.14) h is used as generic constant. Note that Ap(u; ,) Ap(u;,-X) By coercive property (4.4) for l xxl _< AO, F(-X) + F(h), 0 e S h. we get I< II* II + inf X 0 S h II -II _ + II x IIl- STEFAN PROBLEM WITH A QUASlLINEAR PARABOLIC EQUATION 351 0 I1,11 _< <>-[ inf I1 0 S and the estimate (4.13) Aubin-Nitsche e For Multiply both the sides of (4.7) by (,) - + 2KM L2-estimate, In order to get an follows. arguments. duality h t1, L2(1), define to obtain for 0 H u we follow here e D(L*) by (4.7). 2, A (u;,) ( ,L* (u)) A (u;,@-X) + F(- @) + F(@) (4.15) From (4.9), (4.13) and (4.15), we obtain the required estimate (4.14). The next Lemma contains the error estimates related to 4.3. For t E [o,T], and t the following estimates (4.16) and I1,,:11. <_. % ’<llull + Ilu,:llm >, and 0,1,2 j 2 <_ m (4.17) r+1, Here K are positive constants depending on parameters expressed and K 4 5 through the following expressions that is hold. K 4 PROOF. K4(K ,K 0 Put 3) and 5(K0 ,K K and K 5 F lu: II ,- "’’ lull W W in the previous Lemma 4.2 to get 0 Xg S ,K 3 ,K 4 h 0 X 0 S h .)- 352 A.K. PANI and P.C. DAS 0 Similarly, we get the estimate (4.16), for j 0, consequently, the estimate for follows from the interpolation inequality, IIBIII I/2 In order to estimate we differentiate (4.5) with respect to t’ ida(u) nxx, Xxx) (- Ap(u;nt,X) + Utx(1) (xn x, ’t’ and obtain (4.18) Xxx). 0 Identifying the right hand side of (4.18) with where K 6 depends on K 0 e D(L*) Further, for F() and u e H 2, @ H2(1) - lu ll W and F(X), we see that for we get on integration by parts (rx ’(at (U)xx)x) -Utx (1)(n (Xqxx)x) (,(a t(u)#xx)xx) + Utx(1)(,(X#xx) x) and where K 7 K 7 ( ,llu xxl L., Iluxxll.L the desired estimate (4.17) interpolation inequality. LK 4.4. PROOF. for j and Ilu ll W 0,2. For j We shall also need later the following estimate for There is a constant Define an auxiliary function L*(u) Cxxx x=O Cxx Ix=l I, as usual we make use of the O, O; 1. x e I (a,K0, # H 4 M; K4) such that for 2 0 2 H as a solution of m Bx(1). r+l. STEFAN PROBLEM WITH A QUASILINEAR PARABOLIC EQUATION n Multiplying by 353 the first equation and integrating by parts, we obtain 0 < AC;n, sh -x), h Hence, the result follows. 5. A PRIORI ERROR ESTDLATES FOR CoIrlhJOUS TINE GALEIIN APPROKINATION. such that a Galerkin approximation [[uhl[. K( H2 where uh(x, 0) uh( x, Let u m > u and e K*, u in (3.2) exists and satisfies, h < 0 for h < h0, (5.1) satisfying X) u Suppose Then, 0 S 0, X (5.2) h- . h h, the Galerkln approx- given as in (5.2). Further, assume that satisfies (4.5) and u- (3.2) with Qh u (, , K*, there is a constant K I, K4, K and K 5 8) such 4 IEXlIL=(L2) PROOF. u Qhg, Qhg, is defined by u (5.1) holds. that for g- 0 e S h u(x, 0). 0) h THORR 5.1. imation of < is defined as Ao(g; Clearly, K* and h0 this section, we assume that there are positive constants Throughout + II;xxl[ L2(L 2) <__ K9 (l[utll L 2 <Hm) From (4.5) and (3.1) with (Utx Xx) + AD(u; v X, I[ull L2(hm) ). (5.3) we get -(ntx, X x) u, X) + + P(uX, Xx), X 0 S h. Subtracting this from (3.2), we obtain (tx’ Xx) + A0(u h u h X) Ap (u; u, X) + p ( (nix, X x) x x) -P(n x, X x) (5.4) A.K. PANI and P.C. DAS 354 But Ap (u h u h Ap X) + ([a(u h) a , X + (x’ xx Ux(l)(x x Xxx) (u)] u x (1)(xuxh, xx From (5.4)-(5.5) with a(uh xx’ Xxx (u; u, ) + h nx(1)(XUx X.xx x )" (5.5) it follows on integrating by parts with respect to the two terms on the right hand side of (5.4), d 2 dt IIxl12 h + (a(u) + ([a(u) a(.) Using > d a (n xx xx (uh)] u , (5.1) and replacing 2 2 XX u xx t xx by + (r xx xx -nx(1)(xu n, u Ux(1)(Xx xx) )+ + X (1)(xu XX ). we obtain (5.6) Since I=x()l i IIxtl ’z II=xxll ’z o = 2 last term and the inequality ab in (5.6), ]III we get using , Itxll d Now With with this appropriate choice of 2 + ’ a --+ llxll L b 2 for IIxxll 2 <-.’:,o choice of , e ., 0 we get Gronwall’s inequality the following E, KI0() applying Young’s inequality for the 0; e a, b > 0 for the remaining terms 0 2 H II,,xll can be made less than or equal to by integrating with respect to ’t’ /2. and using STEFAN PROBLEM WITH A QUASILINEAR PARABOLIC EQUATION From 2(m-2) and (4.19) with (4.|6)-(4.17) 3 m and 2m 355 that is m 4, m we get the desired estimate (5.3). COROLLAR 5.2. finite dimensional KII constant Let all the assumtions 0 S subspace and K depending on the satisfy h the of r + I1=tl From the estimate (5.3) and there is a L (Hm) = I xll < Then 4, m L (Hm) PROOF. theorem hold and the property. inverse such that for 0 previous L 0 , get H m) H m) L 0 By inverse property for we have Sh, 0 L Hence the result (5.7). L From Theorem 5.1, Corollary 5.2, Lemma 4.3 and triangle in- equality we get the following theorem. THKORE 5.3. R condition K* (K* exists > 2K in Let Further, 2) I the (0,T] for 0 KI2 KI2(K4, KII < h (2.7)-(2.9) are and and consequently, KI2 K1 K2). < = positive h u h r+l-j 0 S h regularity and o (5 8) 0 1,2 j Besides, for sufficiently small 2K 2 < and h 0,1,2 j Corollary 5.2 and Lemma 4.3 by triangle inequality. llull L > 3, K*. H 2 + are immediate from the Theorem 5.1, To prove (5.9), we note llell L H 2 <-- K2 + KI2 hr-1 < 2, r (5.9) K* can be choosen independent of < constants > The estimates (5.8) for L( the satisfy of (3.2) satisfying (5.1) h 3, Then, the following estimates hold for r < h0. <_ lu ll L( H2 PROOF. there that such that an approximate solution I1 1 where of u solution suppose for sufficiently small h and r > 3. 356 A.K. PANI and P.C. DAS U We are now looking for approximations of solution of (2.1)-(2.4). S, where the pair {U, S} is the and U The Galerkin approximations uh(y,T) sh(T) h and S h are given by uh(x,t) (5.10) Sh(t (5.11) where, y T =T and Sh, T h h. (3.4), (3.5) respectively. are defined by TRKORKM 5.4. (5.12) sh(t)x the that Suppose B condition and the regularity condition Then the following estimates hold for are satisfied. [[S-Sh[ 0 (h r + r > R 3, I) (5.13) e (0,T0 (5.14) L (0,T 0 and 0 (h r+l-j), j (0,T0; HJ((T))) L (5.15) 0,I,2, is interpreted as where L fl (T) with PROOF. (0,T0; HJ((T))) (0, min (S(T), HJ((T)) 0 aT Sh(T))). From (2.10) and (3.4), we have t t Is- l An application m r + of _<S (l"x<’>l 0 Gronwall’s / / inequality and the S0 estimates Is-s, l (4.19), (5.3), for gives < K(K2’ <_ El3 hr+l ){h2(r-l)lul L(2 Hr+l for r > 3. + llxxll L(2 L 2 (5.16) STEFAN PROBLEM WITH A QUASILINEAR PARABOLIC EQUATION The estimate (5.13) is immediate from L (O,T (5.16), 0) L (0,T) Further, the estimate (5.14) follows from (2.11), (3.5) and (5.16). (0,T0; HJ(())) L 357 if we note that Finally since HJ(1)) L (0,T; we obtain the required estimate (5.15). 6. GLOBAL EXISTENCE AND HNIQHEESS OF THE GALERKIN APPROXIMATION. Now we consider the problem of existence of the Galerkin approximation the domain of existence of Ao(u h h u h in Towards this, let us recall (5.4) and note u. Ap(U; ) u u, X) , Ap(u; ) + ([a (u + nx(1)(xuhx x -P(nx’ Xxx)- h) a(u)] h Uxx, xx x (l)(xuhx, Xxx). From the above, we get (tx’ Xx) + Ap(U; h Uxx, , (tx’ ) h Xxx) x + P(x’ h) Ba (u-e) Replacing u h by u-e U f e + Ap(U; ,r 0 + a (u-e) uu (x( x by E(x, t), where ({tx’ Xx) + Ap(U; ,[ 0 + aa -(n t, {, X) . (6.2) E (r1-{)d{ Xxx + P (n, + p Xxx (Uxx-exx) Xx x) (x’ Xx) -rl x(1) (X(Ux-ex) Xxx) + P(x’ Xx) Ux-ex )’ Xxx )" 0 e e d 0 (6.1) (6.1) with (6.2), we have in ({tx’ Xx) Substitute -a(uh)] h + a + ([a(u) x (1)(xux, xx ). nx(1)(xux Xxx) But, a(u) -a(u x E H {, X) (u-E) 2. Then we get -(n t, Xxx) + p(n, Xxx) (n-)d(Uxx-Exx), Xxx)-nx(1)(X(Ux-Ex), Xxx) x(1)(x(u-E x) Xxx) X (6.3) which is a linear ordinary differential equation in _ (x, 0) The 0 E H 2. (6.4) 0 = (0,T]. in the interval (6.3) equation Since e n-, e n E(x,t) Therefore, for any E of (6.3) with there exists a unique solution E . A.K. PANI and P.C. DAS 358 an defines operator J such that therefore Aj (E), To show the existence of a solution u h (6 5) of (3.2), we need to show that the operator In other words, we are looking for an equation (6.5) has a fixed point. for each 0 2 H E for each (E), e(E) such that e(E) E Suppose that the finite dimensional space TH.ORM 6.I. is the unique solution of property and u conditions R be satisfied. of (3.2) satisfying PROOF. in 2 dt Ix(1)l Using and ab a2 <-+ satisfies inverse Further, let the regularity there exists a solution u h 0 S h flex iI + ; ll.xll 2 b 0, h (6.3) to get a,b > O; < K14 () Choosing < H2(1))- t=xll / I=xll /=, < . > Then for some lu-uhll e (O,To; Set (2.7)-(2.9). 0 S > for the remaining terms, we get 0 Ixl appropriately so that applying Young’s inequality for the last term z 2 / c, 2, ; K14(), there after applying Gronwall’s inequality, we get )tll’l 12 / z- I’11 L integrating with respect to ’t’ and STEFAN PROBLEM WITH A QUASILINEAR PARABOLIC EQUATION 359 t )If 0 L (H {ll +ll 2) From the estimates (4.16), (4.17) and (4.19), it follows that (6.6) L( where )-- KI5 KI5 L L L L (6.7) L (H) L I II.L H 2 +o <+ and from (4.16), (6.6), (6.7), we get lell L’( H2 < K 6 Therefore, for sufficiently small h r-I KI6 El6 (K where K 5’ 4 K0; 6 ). h II II L( Now, an application of Schauder’s fixed point theorem guarantees the existence of an The e such that E E, which is a solution of the operator equation (6.5). uniqueness of the approximate solution u h is easy to prove. So we formalize the above in the form of a Theorem. TEOREM 6.2. K > 0. Then there {llu-uhll L (H2)-< K}, of the Theorem 6.1 be satisfied and let all the hypotheses exists one and only one solution Let for sufficiently small h and u r > h E 3. 0 S h of (3.2) in the ball A.K. PANI and P.C. DAS 360 I. NITSCHE, J.A. 2. NITSCHE, J.A. 3. NITSCHE, J.A. 4. Boston, London and Melbourne (1983). MAGENES, E. Topics in Parabolic Equations: Some Typical Free Boundary Problems, Finite Element Approximations to the One Dimensional Stefan Problem Proc. on Recent Advances in Numerical Analysis, C. de Boor and G. Golub eds., Academic Press, NY (1978), 119-142. A Finite Element Method for Parabolic Free Boundary Problems, Inst. Naz. di Alta Matematica, Vol. I (M. Magenes ed.) (1980), 277-318. Finite Element Approximation to One Phase Stefan Problem Free Boundary Problems: Theory and Appl. an Interdisciplinary Symp., Motecantini, (Italy) Vol. II (Research Notes in Math. 79), Pitman Adv. Publ. Program. Boundary Value Problems for Linear Partial Differential Equations, Proc. NATO Adv. Stud. Inst. Liege, Belgium, Sept. 1976, H.G. Garnier ed., D. Reidel Publ. Co., Dortrecht (1976), 239-312. 5. DAS, P.C. and PANI, A.K. 6. DAS, P.C. and PANI, A.K. 7. FASANO, A. 8. (1979), 247-273. LANDAU, H.A. Heat Conduction H2-norms for Galerkin A Priori Error Estimates in H and Approximations to a Single Phase Nonlinear Stefan Problem, (Submitted). A Galerkin Method For a Single Phase Nonlinear Stefan Problem with Dirichlet Boundary Conditions, (Submitted). and PRIMICERIO, M. Free-Boundary Problems For Nonlinear Parabolic Equations With Nonlinear Free Boundary Conditions, J. Math. Anal. Appl. 72 in Melting Solid, Quart. J. Appl. Math. 8_. (1950), 81-94 9. ODEN, J.T. and REDDY, J.N. An Introduction To the Mathematical Theory of Finite Elements, Wiley Interscience, NY (1976).