In this paper, a nonlinear high-order difference scheme is pro- posed to solve the Extended-Fisher-Kolmogorov equation

https://doi.org/10.4134/BKMS.b161013 pISSN: 1015-8634 / eISSN: 2234-3016

A FOURTH-ORDER ACCURATE FINITE DIFFERENCE SCHEME FOR THE EXTENDED-FISHER-KOLMOGOROV

EQUATION

Tlili Kadri and Khaled Omrani

Abstract. In this paper, a nonlinear high-order difference scheme is pro- posed to solve the Extended-Fisher-Kolmogorov equation. The existence, uniqueness of difference solution and priori estimates are obtained. Fur- thermore, the convergence of the difference scheme is proved by utilizing the energy method to be of fourth-order in space and second-order in time in the discrete L^∞-norm. Some numerical examples are given in order to validate the theoretical results.

1. Introduction

In this article, we consider the following periodic initial value problem of the Extended Fisher-Kolmogorov (EFK) equation

(1.1) ∂u

∂t + γ∂⁴u

∂x⁴ −∂²u

∂x²+ f (u) = 0, x ∈ Ω, t ∈ (0, T ], subject to the initial condition

(1.2) u(x, 0) = u0(x), x ∈ Ω,

and periodic condition

(1.3) u(x + L, t) = u(x, t), x ∈ Ω, t ∈ (0, T ],

where f (u) = u³− u, Ω = (0, 1), T > 0, γ is a positive constant and u0 is a given L-periodic function. When γ = 0 in (1.1), we obtain the standard Fisher- Kolmogorov (FK) equation. However, by adding a stabilizing fourth-order derivative term to the Fisher-Kolmogorov equation, Coullet et al. [5] proposed (1.1) and called as the EFK equation. Problem (1.1) arises in a variety of applications such as pattern formation in bi-stable systems [6], propagation of domain walls in liquid crystals [27], travelling waves in reaction diffusion system [1, 3] and mezoscopic model of a phase transition in a binary system near Lipschitz point [11]. For computational studies, L. J. Tarcius Doss and A.

Received December 23, 2016; Accepted June 14, 2017.

2010 Mathematics Subject Classification. 65M06, 65M12, 65M15.

Key words and phrases. extended Fisher-Kolmogorov equation, difference scheme, exis- tence, uniqueness, high-order convergence.

c

2018 Korean Mathematical Society 297

P. Nandini has proposed an H¹-Galerkin mixed Finite Element Method for the EFK equation in [21]. Related to fourth and quintic order evolution equations, a second order difference scheme for the Sivashinsky equation is analyzed by Omrani in [16, 17], for Rosenau equation by Omrani [18], for Cahn-Hilliard equation by Khiari et al. [12], for Kuramoto-Sivashinsky equation by Akrivis [2], for Rosenau-RLW equation by Pan et al. [19, 20], for Rosenau-Kawahara equation by D. He et al. [9, 10].

In [13], Khiari and Omrani have proposed a nonlinear finite difference scheme for the EFK equation (1.1)-(1.3). This scheme is second-order accurate in space.

For many application problems, it is desirable to use high-order numerical algorithms to compute accurate solutions.

To obtain satisfactory higher order numerical results with reasonable compu- tational cost, there have been attempts to develop higher order compact (HOC) schemes [7, 8, 14, 15, 22–25]. However, because the discretization of nonlinear term in compact scheme is more complicated than that in second-order one, a priori estimate in the discrete L^∞-norm is hard to be obtained, so the uncon- ditional convergence of any compact difference scheme for nonlinear equation is difficult to be proved.

In this article, we establish a new high-order difference scheme for the EFK equation and prove that the scheme is convergent with the convergence of O(h⁴+ k²) in the discrete L^∞-norm.

The remainder of the article is arranged as follows. In Section 2, a nonlinear difference scheme is derived. In Section 3, existence, a priori estimations and uniqueness for numerical solutions are shown. The L^∞-convergence for the difference scheme is proved in Section 4. In the last section, some numerical experiments are presented to support our theoretical results.

Throughout this article, C denotes a generic positive constant which is inde- pendent of the discretisation parameters h and k, but may have different values at different places.

2. High-order conservative difference scheme

In this section, we propose a two-level nonlinear Crank-Nicolson-type finite difference scheme for the problem (1.1)-(1.3). For convenience, the following notations are used. For a positive integer N, let time-step k = _N^T, tⁿ= nk, n = 0, 1, . . . , N. For a positive integer M , let space-step h = _M^L, xi = ih, i = 0, 1, . . . , M, and let

R^Mper = {V = (Vi)_i∈Z| Vi∈ R and Vi+M = Vi, i ∈ Z} . We define the difference operators for Uⁿ∈ R^Mper as

(U_iⁿ)_x= U_i+1ⁿ − U_iⁿ

h , (U_iⁿ)_x¯=U_iⁿ− U_i−1ⁿ

h , (U_iⁿ)_xˆ=U_i+1ⁿ − U_i−1ⁿ

2h ,

Uⁿ⁺

1 2

i =1

2(U_iⁿ⁺¹+ U_iⁿ), ∂tU_iⁿ = 1

k(U_iⁿ⁺¹− U_iⁿ).

We introduce a discrete inner product as (Uⁿ, Vⁿ)_h= h

M

X

i=1

U_iⁿV_iⁿ, Uⁿ, Vⁿ ∈ R^Mper.

The discrete L²-norm k · k_h, H¹seminorm | · |_1,h, H²seminorm | · |_2,h, L^p norm k · k_p,h and the discrete maximum-norm k · k_∞,h are defined, respectively as

kUⁿk_h=p

(Uⁿ, Uⁿ)_h, |Uⁿ|_1,h= v u u th

M

X

i=1

|(U_iⁿ)_x)|²,

|Uⁿ|2,h= h v u u t

M

X

i=1

|(U_iⁿ)x¯x|², kUⁿkp,h=h h

M

X

i=1

|U_iⁿ|^pi¹_p

, p ≥ 1, kUⁿk_∞,h= max

1≤i≤M|U_iⁿ|.

Denote H_per² (Ω) the periodic Sobolev space of order 2.

We discretize problem (1.1)-(1.3) by the following finite difference scheme:

∂tU_iⁿ+ γh

5 3(Uⁿ⁺

1 2

i )xx¯x¯x−²₃(Uⁿ⁺

1 2

i )x¯xˆxˆx

i−h

4 3(Uⁿ⁺

1 2

i )x¯x−¹₃(Uⁿ⁺

1 2

i )xˆˆx

i + f (Uⁿ⁺

1 2

i ) = 0, i = 1, . . . , M, n = 1, . . . , N, (2.1)

(2.2) U_i+Mⁿ = U_iⁿ, i = 1, . . . , M, n = 1, . . . , N, (2.3) U_i⁰= u₀(x_i), i = 1, . . . , M.

In the next, we collect some auxiliary results. Using summation by parts and the discrete boundary condition, we can easily check the following lemma.

Lemma 1. For any grid functions U, V ∈ R^Mper, we have (2.4) (U¯x, V )h= −(U, Vx)h, (2.5) (Uˆx, V )h= −(U, Vxˆ)h, (2.6) (U_x¯x, V )_h= −(U_x, V_x)_h, (2.7) (Uˆxˆx, V )h= (U, Vxˆˆx)h.

Therefore, we may easily seen that the following relations hold, for U ∈ R^Mper: (2.8) (Ux¯x, U )h= −kUxk²_h,

(2.9) (Uxˆˆx, U )h= −kUxˆk²_h, (2.10) (U_xx¯x¯x, U )_h= kU_xxk²_h, (2.11) (Ux¯xˆxˆx, U )h= kUxˆxk²_h.

Lemma 2. For any U ∈ R^Mper, there is

(2.12) kUxˆk²_h≤ kUxk²_h, (2.13) kU_xˆxk²_h≤ kU_xxk²_h. Proof. For U ∈ R^Mper, we have from (2.6) (2.14) kUxk²_h= kU_x¯k²_h.

Using the periodic boundary condition (2.2) condition, we get kUˆxk²_h= h

M

X

j=1

Uj+1− Uj−1

2h

2

= h

M

X

j=1

U_j+1− Uj

2h +U_j− Uj−1

2h

²

≤ 2h

M

X

j=1

Uj+1− Uj

2h

2

+ 2h

M

X

j=1

Uj− Uj−1

2h

2

=1

2kUxk²_h+1 2kUx¯k²_h.

Therefore, (2.12) follows immediately from (2.14).

For U ∈ R^Mper, we have kUxˆxk²_h= h

M

X

j=1

U_j+2− Uj+1− Uj+ U_j−1 2h²

²

= h

M

X

j=1

Uj+2− 2Uj+1+ Uj

2h² +Uj+1− 2Uj+ Uj−1

2h²

2

≤ 2h

M

X

j=1

U_j+2− 2U_j+1+ U_j 2h²

² + 2h

M

X

j=1

U_j+1− 2U_j+ U_j−1 2h²

²

=1

2kU_xxk²_h+1

2kU_x¯xk²_h. Further from (2.6)

(2.15) kUx¯xk²_h= kU_xxk²_h,

and (2.13) follows. 

3. Existence and uniqueness 3.1. Existence

The existence of the approximate solution of the system (2.1)-(2.3) is proved by the use of the Browder theorem [4].

Lemma 3. Let (H, (·, ·)_h) be a finite dimensional inner product space, k · k_h be the associated norm, suppose that g : H −→ H is continuous and there exists λ > 0 such that (g(x), x)h> 0 for all x ∈ H with kxkh= λ. Then, there exists x^∗∈ H such that g(x^∗) = 0 and kx^∗kh≤ λ.

Theorem 1. The numerical solution of discrete scheme (2.1)-(2.3) exists.

Proof. In order to prove the theorem by the mathematical induction, we assume that U⁰, U¹, . . . , Uⁿ exist for n < N . Let g be a function defined by

(3.1) g(V ) = 2V − 2Uⁿ+5kγ

3 V_xx¯x¯x−2kγ

3 V_x¯xˆxˆx−4k

3 V_x¯x+k

3V_xˆˆx+ kf (V ).

Then g is obviously continuous. Taking the inner product of (3.1) by V and using Lemma 1, we have

(g(V ), V )_h= 2kV k²_h− 2(Uⁿ, V )_h+5kγ

3 kV_xxk²_h−2kγ 3 kV_xˆxk²_h +4k

3 kVxk²_h−k

3kVˆxk²_h+ k(f (V ), V )h. Applying Lemma 2, we get

(g(V ), V )h≥ 2kV k²_h− 2kUⁿkhkV kh+ kγkVxxk²_h+ kkVxk²_h+ kkV k⁴_4,h− kkV k²_h. Therefore for γ > 0,

(g(V ), V )h≥ 2h (1 −k

2)kV k²_h− kUⁿkhkV kh

i .

For k < 2 and kV kh = _2−k² kUⁿkh+ 1, obviously (g(V ), V )h > 0 and via Lemma 3 we deduce the existence of V^∗ ∈ R^Mper such that g(V^∗) = 0. If we take Uⁿ⁺¹= 2V^∗− Uⁿ, then Uⁿ⁺¹ satisfies the equation (2.1).  3.2. Priori estimates

Lemma 4 (Discrete Gronwall inequality [26]). Assume {Gⁿ | n ≥ 0} is non- negative sequences and satisfies

G⁰≤ A, Gⁿ≤ A + Bk

n−1

X

i=0

Gⁱ n = 1, 2, . . . , where A and B are non negative constants. Then G satisfies

Gⁿ≤ Ae^Bnk, n = 0, 1, 2, . . . .

For the difference solution of scheme (2.1)-(2.3), we have the following priori bound.

Theorem 2. Let Uⁿ be the solution of the difference scheme (2.1)-(2.3). As- sume that u0∈ L²(Ω). Then, there exists a positive constant C independent of h and k such that

(3.2) kUⁿkh≤ C.

Proof. Taking in (2.1) the inner product with Uⁿ⁺¹² and using Lemma 1, we obtain:

1

2∂tkUⁿk²_h+5γ

3 kUxxⁿ⁺¹²k²_h−2γ

3 kU_xˆⁿ⁺_x ¹²k²_h+4

3kUxⁿ⁺¹²k²_h−1

3kU_ˆxⁿ⁺¹²k²_h

= − kUⁿ⁺¹²k⁴_4,h+ kUⁿ⁺¹²k²_h. By Lemma 2 we get

1

2∂_tkUⁿk²_h+ γkUxxⁿ⁺¹²k²_h+ kUxⁿ⁺¹²k²_h≤ kUⁿ⁺¹²k²_h. Therefore for γ > 0

1

2k(kUⁿ⁺¹k²_h− kUⁿk²_h) ≤1

2(kUⁿ⁺¹k²_h+ kUⁿk²_h).

This yields

(1 − k)kUⁿ⁺¹k²_h≤ (1 + k)kUⁿk²_h, when k ≤ ¹₃, which gives

kUⁿ⁺¹k²_h≤ (1 + 3k)kUⁿk²_h, 0 ≤ n ≤ N − 1.

Summing the above inequality from 0 to n − 1, we have kUⁿk²_h≤ kU⁰k²_h+ 3k

n−1

X

l=0

kU^lk²_h.

It follows from Lemma 4 that

kUⁿk²_h≤ e^3TkU⁰k²_h, 0 ≤ n ≤ N.

This completes the proof. 

Next we use the following lemmas (see [26]).

Lemma 5. For v ∈ R^Mper, we have for p ≥ 2

(3.3) kvkp,h≤ Ch

kvk^1−q_h kvk^q_1,h+ kvkh

i ,

where q = ¹₂−_p¹ and C is a positive constant independent of p and h.

Lemma 6. For any x ≥ 0, y ≥ 0, there is

(3.4) (x + y)⁶≤ 2⁵(x⁶+ y⁶).

Theorem 3. Assume that u₀∈ H_per² (Ω). Then, the solution of the difference scheme (2.1)-(2.3) is estimated as follows:

(3.5) kUⁿk_∞,h≤ C.

Proof. Taking in (2.1) the inner product with 2∂_tUⁿ, and using Schwarz in- equality, we obtain

2k∂tUⁿk²_h+5γ

3 ∂tkU_xxⁿ k²_h−2γ

3 ∂tkU_xˆⁿ_xk²_h+4

3∂tkU_xⁿk²_h−1

3∂tkU_xˆⁿk²_h

= 2(−(Uⁿ⁺¹²)³+ Uⁿ⁺¹², ∂tUⁿ)h

≤ kUⁿ⁺¹²k⁶_6,h+ k∂tUⁿk²_h+ kUⁿ⁺¹²k²_h+ k∂tUⁿk²_h. It follows from Theorem 2 that

(3.6) 5γ

3 ∂tkU_xxⁿk²_h−2γ

3 ∂tkU_xˆⁿ_xk²_h+4

3∂tkU_xⁿk²_h−1

3∂tkU_xⁿ_ˆk²_h≤ kUⁿ⁺¹²k⁶_6,h+ C.

Applying Lemma 5 with p = 6, we obtain

(3.7) kUⁿ⁺¹²k6,h≤ C[kUⁿ⁺¹²k_h²³kUxⁿ⁺¹²k_h¹³+ kUⁿ⁺¹²kh].

From Lemma 6, we have

kUⁿ⁺¹²k⁶_6,h≤ 2⁵C⁶[kUⁿ⁺¹²k⁴_hkUxⁿ⁺¹²k²_h+ kUⁿ⁺¹²k⁶_h].

It follows from (3.2) that

(3.8) kUⁿ⁺¹²k⁶_6.h≤ CkUxⁿ⁺¹²k²_h+ C, where C is a generic constant depending on kU⁰kh and T .

Using (3.6) and (3.8), we have for γ > 0

(3.9)

5γ

3 ∂tkU_xxⁿk²_h−2γ

3 ∂tkU_xˆⁿ_xk²_h+4

3∂tkU_xⁿk²_h−1

3∂tkU_xˆⁿk²_h

≤ CkUxⁿ⁺¹²k²_h+ C

≤ C(kUxⁿ⁺¹²k²_h+ γkUⁿ⁺

1

xx 2k²_h) + C.

Let Bⁿ = ^5γ₃kU_xxⁿ k²_h−^2γ₃kU_xˆⁿ_xk²_h+⁴₃kU_xⁿk²_h−¹₃kU_xˆⁿk²_h and summing up (3.9) from 0 to n − 1, we obtain

(3.10) Bⁿ≤ B⁰+ Ck

n

X

l=0

(kU_x^lk²_h+ γkU_xx^l k²_h) + C(T ).

It follows from Lemma 2 that

(3.11) Bⁿ≥ γkU_xxⁿ k²_h+ kU_xⁿk²_h. Then using (3.10) and (3.11), we have

(3.12) γkU_xxⁿ k²_h+ kU_xⁿk²_h≤ B⁰+ Ck

n

X

l=0

(kU_x^lk²_h+ γkU_xx^l k²_h) + C(T ).

Letting now Gⁿ= γkU_xxⁿk²_h+ kU_xⁿk²_h and using the above inequality we find

(3.13) Gⁿ≤ B⁰+ Ck

n

X

l=0

G^l+ C(T ).

This yields

(3.14) (1 − Ck)Gⁿ≤ C⁰+ Ck

n−1

X

l=0

G^l, where C⁰ is a positive constant depending on U⁰ and T . Applying Lemma 4, we obtain

(3.15) γkU_xxⁿ k²_h+ kU_xⁿk²_h≤ C(U⁰, T ), as γ > 0, it follows that

(3.16) kU_xⁿkh≤ C(U⁰, T ).

Using Lemma 5 with p = ∞ and (3.2) and (3.16), we have kUⁿk_∞,h≤ C,

where C = C(U⁰, T ), which completes the proof.  3.3. Uniqueness

The uniqueness of the solution of difference scheme (2.1)-(2.3) is proved in the next theorem.

Theorem 4. For k small enough, the solution of the difference scheme (2.1)- (2.3) is uniquely solvable.

Proof. Assume that Uⁿ and Vⁿ both satisfy the scheme (2.1)-(2.3), let θⁿ = Uⁿ− Vⁿ, then we obtain

(3.17) ∂tθⁿ+^5γ₃(θⁿ⁺¹²)xx¯x¯x−^2γ₃(θⁿ⁺¹²)x¯xˆxˆx−⁴₃(θⁿ⁺¹²)x¯x+¹₃

(θⁿ⁺¹²)ˆxˆx+ f (Uⁿ⁺¹²) − f (Vⁿ⁺¹²) = 0, i = 1, . . . , M, n = 1, . . . , N, (3.18) θⁿ_i+M= θ_iⁿ, i = 1, . . . , M, n = 1, . . . , N,

(3.19) θ_i⁰= 0, i = 1, . . . , M.

Taking in (3.17) the inner product with θⁿ⁺¹² and using Lemma 1, we have

(3.20) 1

2∂_tkθⁿk²_h+5γ

3 kθⁿ⁺xx¹²k²_h−2γ

3 kθⁿ⁺_xˆx¹²k²_h+4

3kθxⁿ⁺¹²k²_h−1

3kθⁿ⁺_ˆx ¹²k²_h + (f (Uⁿ⁺¹²) − f (Vⁿ⁺¹²), θⁿ⁺¹²)_h= 0.

By differentiability of f and (3.5) we find

(3.21) | (f (Uⁿ⁺¹²) − f (Vⁿ⁺¹²), θⁿ⁺¹²)h|≤ Ckθⁿ⁺¹²k²_h. It follows from (3.20), (3.21) and Lemma 2 that

1

2∂tkθⁿk²_h+ γkθⁿ⁺

1

xx2k²_h+ kθⁿ⁺

1

x 2k²_h≤ Ckθⁿ⁺¹²k²_h.

This yields for γ > 0 1

2k(kθⁿ⁺¹k²_h− kθⁿk²_h) ≤ C(kθⁿ⁺¹k²_h+ kθⁿk²_h).

Consequently,

(1 − 2kC)kθⁿ⁺¹k²_h≤ (1 + 2kC)kθⁿk²_h. For k < _2C¹ , applying Lemma 4 and (3.19), we obtain

kθⁿ⁺¹kh= 0.

This completes the proof of uniqueness. 

4. Convergence

According to Taylor expansion, we obtain the following lemma.

Lemma 7. For any smooth function ψ we have

(4.1) 4

3(ψ_i)_x¯x−1

3(ψ_i)_xˆˆx= d²ψ

dx²(x_i) + O(h⁴),

(4.2) 5

3(ψ_i)_xx¯x¯x−2

3(ψ_i)_x¯xˆxˆx=d⁴ψ

dx⁴(x_i) + O(h⁴).

Define the net function uⁿ_i = u(x_i, tⁿ), 1 ≤ i ≤ M , 0 ≤ n ≤ N . The truncation error of the scheme (2.1)-(2.3) is

(4.3)

∂_tuⁿ_i + γh5

3(uⁿ⁺_i ¹²)_xx¯x¯x−2

3(uⁿ⁺_i ¹²)_x¯xˆxˆxi

−h4

3(uⁿ⁺_i ¹²)_x¯x−1

3(uⁿ⁺_i ¹²)_xˆˆxi + f (uⁿ⁺_i ¹²) = rⁿ_i.

According to Taylor’s expansion and Lemma 7, we obtain:

Lemma 8. Suppose that u(x, t) ∈ C_x,t^8,3([0, L]×[0, T ]), then the truncation error of the difference scheme (2.1)-(2.3) satisfies

(4.4) |rⁿ_i| = O(h⁴+ k²) as k → 0, h → 0.

The convergence of the difference scheme (2.1)-(2.3) will be given in the following theorem.

Theorem 5. Assume that the solution of (1.1)-(1.3) u(x, t) ∈ C_x,t^8,3([0, L] × [0, T ]). Then the solution of the difference scheme (2.1)-(2.3) converges to the solution of the problem (1.1)-(1.3) in the discrete L^∞-norm and the rate of convergence is the order of O(h⁴+ k²), when h and k are sufficiently small.

Proof. Denote

c0= max

0≤x≤L, 0≤t≤T | u(x, t) | .

Let eⁿ_i = uⁿ_i − U_iⁿ, 1 ≤ i ≤ M , 0 ≤ n ≤ N. Subtracting (2.1) from (4.4), we obtain

(4.5)

∂teⁿ_i + γh

5 3(eⁿ⁺

1 2

i )xx¯x¯x−²₃(eⁿ⁺

1 2

i )x¯xˆxˆx

i−h

4 3(eⁿ⁺

1 2

i )x¯x−¹₃(eⁿ⁺

1 2

i )xˆˆx

i + f (uⁿ⁺

1 2

i ) − f (Uⁿ⁺

1 2

i ) = r_iⁿ, i = 1, 2, . . . , M, n = 0, 1, . . . N − 1.

(4.6) eⁿ_i = eⁿ_i+M, i = 1, 2, . . . , M, n = 0, 1, . . . , N, (4.7) e⁰_i = 0 , i = 1, 2, . . . , M.

Computing the inner product of (4.5) with eⁿ⁺¹² and using Lemma 1, we have

(4.8) 1

2∂_tkeⁿ⁺¹²k²_h+5γ

3 keⁿ⁺xx¹²k²_h−2γ

3 keⁿ⁺_xˆx¹²k²_h+4

3keⁿ⁺x ¹²k²_h−1

3keⁿ⁺_xˆ ¹²k²_h

= (f (Uⁿ⁺¹²) − f (uⁿ⁺¹²), eⁿ⁺¹²)_h+ (rⁿ, eⁿ⁺¹²)_h. It follows from Lemma 2 that

(4.9)

1

2∂tkeⁿ⁺¹²k²_h+ γkeⁿ⁺

1

xx2k²_h+ keⁿ⁺

1

x 2k²_h

≤ [kf (Uⁿ⁺¹²) − f (uⁿ⁺¹²)kh+ krⁿkh]keⁿ⁺¹²kh.

For the nonlinear term kf (Uⁿ⁺¹²) − f (uⁿ⁺¹²)kh, we use the boundedness of kUⁿk_∞,h and c0 to find that

(4.10) kf (Uⁿ⁺¹²) − f (uⁿ⁺¹²)k_h≤ Ckeⁿ⁺¹²k_h.

Substituting (4.10) in (4.9) and using Lemma 9, we obtain for γ > 0 1

2k(keⁿ⁺¹k²_h− keⁿk²_h) ≤ C(keⁿ⁺¹k²_h+ keⁿk²_h) + (h⁴+ k²)². This implies that

(1 − 2kC))keⁿ⁺¹k²_h≤ (1 + 2kC)keⁿk²_h+ 2k(h⁴+ k²)².

For k sufficiently small, using (4.7) and an application of Lemma 4 yields the following inequality

(4.11) keⁿkh≤ C(h⁴+ k²).

Taking in (4.5) the inner product with 2∂teⁿ, and using Schwarz inequality, we have

(4.12)

2k∂teⁿk²_h+5γ

3 ∂tkeⁿ_xxk²_h−2γ

3 ∂tkeⁿ_xˆxk²_h+4

3∂tkeⁿ_xk²_h−1

3∂tkeⁿ_xˆk²_h

= 2(f (Uⁿ⁺¹²) − f (uⁿ⁺¹²), ∂teⁿ)h+ 2(rⁿ, ∂teⁿ)h

≤ kf (Uⁿ⁺¹²) − f (uⁿ⁺¹²)k²_h+ k∂teⁿk²_h+ krⁿk²_h+ k∂teⁿk²_h. It follows from Lemma 8, (4.10) and (4.11) that

(4.13) 5γ

3 ∂tkeⁿ_xxk²_h−2γ

3 ∂tkeⁿ_xˆxk²_h+4

3∂tkeⁿ_xk²_h−1

3∂tkeⁿ_xˆk²_h≤ C(h⁴+ k²)².

Letting Aⁿ =^5γ₃keⁿ_xxk²_h−^2γ₃keⁿ_xˆxk²_h+⁴₃keⁿ_xk²_h−¹₃keⁿ_ˆxk²_h, and summing up (4.13) from 0 to n − 1, we obtain

(4.14) Aⁿ≤ A⁰+ Cnk(h⁴+ k²)². From (4.7), it follows that

(4.15) Aⁿ ≤ CT (h⁴+ k²)². Again using Lemma 2, we obtain

(4.16) γkeⁿ_xxk²_h+ keⁿ_xk²_h≤ Aⁿ≤ C(T )(h⁴+ k²)², and hence,

(4.17) keⁿ_xk²_h≤ C(T )(h⁴+ k²)².

An application of Lemma 5 with p = ∞ and (4.11) and (4.17) yields (4.18) keⁿk_∞,h≤ C(h⁴+ k²),

where C = C(T ). This completes the proof. 

5. Numerical results

We give the numerical experiment that the exact solution of problem is known. Consider the following inhomogeneous periodic initial value problem of the EFK equation

(5.1) ∂u

∂t + γ∂⁴u

∂x⁴ −∂²u

∂x² + u³− u = g(x, t), x ∈ (0, 1), t ∈ (0, T ], subject to the initial condition

(5.2) u(x, 0) = sin(2πx), x ∈ (0, 1), where

g(x, y, t) = e^−tsin(2πx)h

− 2 + 4π²+ 16γπ⁴+ sin²(2πx)e^−2ti . The analytic solution for Equations (5.1) and (5.2) is u(x, t) = e^−tsin(2πx).

We compute the numerical solutions to this problem by the difference scheme (2.1)-(2.3) when γ = 0.01 and T = 1. Take h = _M¹, t = _N^T. Denote {U_iⁿ(h, k), 1 ≤ i ≤ M, 0 ≤ n ≤ N } the approximate solution. Suppose

0≤n≤Nmax max

1≤i≤M|u(xi, tⁿ) − U_iⁿ(h, k)| = O(h^q) + O(k^p).

If O(k^p) is sufficiently small, we have max

1≤i≤M|u(x_i, t^N) − U_2i^N(h

2, k)| = O(h^q).

Let E(h) = max

1≤i≤M|u(x_i, t^N) − U_2i^N(h

2, k)|, then log₂E(h)

E(^h₂)

≈ q.

Table 1. The maximum norm errors and spatial convergence order with fixed time step k = 1/10000.

h E(h) q

1/20 1.42525 × 10⁻⁴ 3.988

1/40 8.98425 × 10⁻⁶ 3.999

1/80 5.61664 × 10⁻⁷ 4.0437

1/160 3.40578 × 10⁻⁸ ∗

Table 2. The maximum norm errors and temporal conver- gence order with fixed space step h = 1/500.

k F (k) p

1/20 3.5411 × 10⁻⁴ 2.28

1/40 7.29336 × 10⁻⁵ 2.013

1/80 1.80720 × 10⁻⁵ 2.008

1/160 4.49395 × 10⁻⁶ ∗

If O(h^q) is sufficiently small, we obtain max

1≤i≤M|u(xi, t^N) − U_2i^N(h,k

2)| = O(k^p).

Denote F (k) = max

1≤i≤M|u(x_i, t^N) − U_2i^N(h,k 2)|, thus

log₂F (k) F (^k₂)

≈ p.

In Table 1, the computation results are given for different space steps and when the time grid is fixed to be k = 1/10000. From this table, we conclude that the convergence order q in space is about 4, which is in accordance with the theoretical analysis.

Next, we test the time convergence order of the scheme (2.1)-(2.3). Fix spatial step h = 1/500. Table 2 shows that the convergence order is about 2 with respect to the temporal direction, which agrees with the prediction.

Therefore, we conclude that the difference scheme (2.1)-(2.3) is convergent with the convergence order of O(h⁴+ k²) in maximum norm, which is in accordance Theorem 5.

6. Conclusion

In this article, we proposed a nonlinear finite difference scheme for solving the extended Fisher-Kolmogorov equation. Based on the extrapolation tech- nique on the finite difference schemes, one can obtain higher-order accuracy by using certain combinations of difference solutions with various grid parameters.

The existence and uniqueness were showed by the discrete energy method. Fur- thermore, the difference scheme is without any restrictions on the grid ratios, and the convergent order in maximum norm is two in temporal direction and four in spatial direction. Numerical results have been presented and verified the theoretical results. Future works are planned to study the maximum norm- convergence of hight-order accurate difference scheme for solving the extended Fisher-Kolmogorov equation in two-dimensions.

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Tlili Kadri

Facult´e des Sciences de Tunis Campus Universitaire

1060 Tunis, Tunisia

Email address: tlili.kadri@yahoo.fr

Khaled Omrani

Institut Sup´erieur des Sciences Appliqu´ees et de Technologie de Sousse 4003 Sousse Ibn Khaldoun, Tunisia

Email address: Khaled.Omrani@issatso.rnu.tn