Spectral-Petrov-Galerkin Method for Parabolic Problems Based on Darcy’s Law-Preserving ()
1. Introduction
Darcy’s law serves as the fundamental mathematical model for the flow of an incompressible fluid through a porous medium. This equation is used to describe subsurface water movement. It was formulated by Henry Darcy in 1856 based on experiments with water flowing through sand beds [1]. In this famous literature, let
be the Volumetric flow rate and
denote the Hydraulic conductivity, respectively.
is denoted by cross-sectional area perpendicular to the flow. Let
be difference in hydraulic head between two points (head represents fluid potential energy) and its distance be denoted by
. Thus, the most common form of the equation is:
(1.1)
where the term
is called the hydraulic gradient. Thus, as in [2] [3], (1.1) is simplified the equation to
.(1.2)
The model combines Darcy’s law, which relates the fluid velocity (or flux) to the pressure gradient with the mass conservation equation [1] [4] [5]. It establishes the scientific foundation for the concept of fluid permeability in geosciences and hydrogeology. Although originally established experimentally as an expression of momentum conservation, Darcy’s law has since been derived from the Navier-Stokes equations through homogenization.
Nowadays, the numerical solution of Darcy’s model has been extensively studied in [6]-[9] and the references therein. Crucially, the appropriate functional setting for porous media flow takes the velocity field in
and the pressure in
. This leads to a saddle-point problem, which is well-posed due to the inf-sup conditions satisfied at the continuous level, and allows one to derive stability estimates for both the pressure and the divergence of the velocity as [10]. Therefore, the research on high-order and stable methods for the problem satisfying Darcy’s flow still poses certain challenges, and the current research results are relatively limited. In this paper, we proposed the spectral-Petrov-Galerkin method for the parabolic equation based on Darcy’s law.
In this paper, we consider the spectral-Petrov-Galerkin method for the following model satisfying Darcy’s law as
(1.3)
where
,
is a Lipschitz continuous boundary, and
is the unit outward normal vector to
. Herein, the scalar-valued coefficient
is denoted by the symmetric positive definite matrix-valued permeability field and
is the given smooth function. Now, we focus on satisfying Darcy’s law (1.2). Thus, an equivalent first order system of (1.3) can be given as
(1.4)
with the same initial value
and the boundary conditions as (1.3).
Recently, spectral and spectral element methods have been widely applied to solve numerical solutions of partial differential equations arising in many scientific research and engineering technology, such as, the electromagnetic scattering [11]-[14], the eigenvalue problems [15]-[18], the multiple solutions problem [19] [20], and the Volterra integral equations [21] [22]. More recently, the integration of spectral concepts with modern machine learning techniques has emerged, as seen in the application of Chebyshev polynomials as activation functions in deep neural networks for solving neuro-cognitive models [23], and the use of the second Chebyshev wavelet method for inverse nodal problems [24].
The Petrov-Galerkin method is an efficient algorithm, which has been widely used in many problems [25]-[27]. The test function processing method of Petrov-Galerkin spectral method is similar to that of tau method, that is, the test function of this method does not have to satisfy the boundary condition. In [28], this method is applied to a class of nonlocal convection-dominated diffusion problems. Discontinuous Petrov-Galerkin method with perfectly matched layers for time-harmonic problems posed on unbounded domains is given in [29]. In [30], the Legendre Petrov-Galerkin and collocation method for the generalized Korteweg-de Vries equation is derived; the results show that the method has good stability.
In this paper, the Legendre-Petrov-Galerkin spectral method is proposed for solving the parabolic problem (1.3) based on the first order system. The fully-discrete scheme is given by using the Crank-Nicolson method in time discretization. By using Darcy’s law that is used for the flow of a viscous fluid in a permeable medium as in [2], the proposed approach solves the solution and its flux simultaneously, which is analogous to the famous mixed finite element method or discontinuous Galerkin method [31]-[34]. It is well-known that the mixed finite element methods or the discontinuous Galerkin method have been widely applied to the numerical solutions of the partial differential equation arising in the field of physical and engineering problems [31]-[33] [35]. As point out in [36] [37], the numerical scheme based on this framework is proved to obey mass conservation and unconditional stability. It is worth emphasizing that preserving Darcy’s law at the discrete level is crucial for physical simulations, as it ensures a physically consistent velocity field and guarantees local mass conservation, which are fundamental for obtaining reliable results in applications such as groundwater flow and reservoir modeling. The stability analysis of the semi-discrete scheme is derived based on Gronwall’s inequality (integral form) and Darcy’s law, the convergence analysis is also obtained. Our numerical examples are given to test the spectral accuracy of our scheme.
This paper is organized as follows. In Section 2, we introduce some notations and present the Legendre-Petrov-Galerkin spectral scheme for the parabolic equation based on the first-order reformulation. Section 3 is devoted to the implementation details of the proposed method. The stability and convergence analysis of the semi-discrete scheme are provided in Section 4. Section 5 describes the fully discrete scheme and its implementation aspects. Section 6 presents numerical examples to illustrate the spectral accuracy and conservation properties of our method. Finally, concluding remarks are given in Section 7.
2. Notations and Numerical Schemes
2.1. Notations
In this paper, standard notations are used for Sobolev spaces and corresponding norms. Thus, let
be the classical weighted Sobolev space with a integer
, where its norm and seminorm are denoted by
and
, respectively. We set
if
, where the inner product and the norm are denoted by
and
, respectively. Further, we set
, where
and
. Now, let us introduce the Sobolev space that are tensor products of Sobolev space on
, where
or
. For simplicity, let
stand for the open hypercube
, where
. The generic point in
is denoted by
. For any
, we associate the
-functions
defined
,
. For any nonnegative real numbers
and
, the Sobolev space is defined as
Thus, we derive
Next, we fixed
for the convenience of narration. Thus, for any
, let
and
where
.
2.2. Numerical Scheme
In this subsection, we present our scheme for (1.4). To this end, the weak formula of (1.4) is to find
such that
(2.1)
Now, we turn to consider the discrete schemes of the weak form (2.1). Let
denote the set of all the polynomials of the degree at most
on
with the variable
or
. Thus, we set
For simplicity, we also introduce the LGL or CGL nodes on
, which are well-suited for spectral approximations due to their high-order accuracy. They are defined by:
As in [38] [39], the LGL interpolation operator or CGL interpolation operator on
is defined by
such that
where
. Therefore, the semi-discrete scheme of (2.1) is to find
such that
(2.2)
where the initial value
and
.
To obtain the fully-discrete scheme, we show our method by using the Crank-Nicolson discretization in time for (2.2). Now, let us introduce a general nonuniform in time variable
as
where
. Thus, we set
For simplicity, we denote
by
and define
(2.3)
Thus, the fully-discrete scheme of (2.1) is to find
such that
(2.4)
where the initial value
and
.
3. Implementation
In this subsection, a simple description of the implementation of our scheme (2.4) is presented. Let
be the set of all Legendre polynomials with degree less than
, which satisfy the orthogonality relation as
As in [40], we recommend the following basis functions
(3.1)
for the boundary conditions and
(3.2)
for the interior basis functions of
, where
. Thus, let us introduce the mass and stiffness matrices as
where
Now, we present the algebra system of our schemes (2.4), respectively. For any
in (2.4), by using the tensor-type basis function of (3.1) and (3.2),
are expanded into
(3.3)
(3.4)
where
and
are the expansion coefficient of the approximate solution in the basis function,
By applying the Crank-Nicolson method to transform (2.3) into (2.4), we obtain the following algebraic system as
(3.5)
where
where
,
denotes the tensor product of matrices. Finally, some suitable solvers can be used to (3.5) by depending boundary conditions of (1.3).
4. Preliminaries
Herein, let
be the orthogonal projection operator on
as in [38] [39] [41] [42], where
or
, namely, for any
, we have
(4.1)
Further, we define
and
. Thus, as in ([38], (5.8.13) and (5.8.14)),
is the
-orthogonal projection operator on
, for any
,
(4.2)
For any
and
, the following results are given in ([41], Theorem 7.2 and Theorem 14.2 and [39]),
(4.3)
(4.4)
5. Stability and Convergence for Our Semi-Discrete Scheme
In this section, we give a simple proof of our semi-discrete Scheme (2.2). Here, let
and
be the errors of
and
, respectively. Assume that
is the error of
. Thus, from (2.1) and (2.2) we have the error equation as
such that, for any
,
(5.1)
If taking
and
in (5.1), we have
(5.2)
Therefore, we derive
By the Cauchy–Schwarz and Young inequalities
(5.3)
Integrating in time of (5.4), we obtain
(5.4)
Let
and . Thus, we have
By Gronwall’s inequality (integral form), we obtain
Noting that
is non-decreasing for any
and
for
, we have
Therefore, from above inequality and (5.6), we derive that for any
,
(5.5)
For a fixed time interval
, we take
to get
(5.6)
Next, let
and
. Thus, we set
By utilizing the properties of orthogonal projection (4.1), we have
(5.7)
From (2.2) and (5.7), for any
the error equation is obtained as
(5.8)
Taking
and
for
in (5.8), we have
As in (5.6), we have
Now, we consider the error estimate
with
by using (4.3) and (4.4),
Theorem 5.1. Assume that
and
Then there exists a positive constant
such that
6. Numerical Examples
In this section, some numerical examples are given to verify the effectiveness and high accuracy of our method. Darcy’s law (1.2) with approximate solutions
is also verified via numerical examples. For simplicity, we define
,
. Herein, we apply the Legendre-Petrov-Galerkin method (2.4) with the interpolation on CGL nodes to solve problems (1.3), and compare the results with other spectral methods.
Example 6.1. Consider (1.3) with
,
, and the initial value condition
. The Dirichlet boundary condition is given as:
. Assume that the exact solution and Darcy’s equation are given by
In this example, we confirm the spectral accuracy of the proposed method (2.4) and Darcy’s law with respect to the corresponding numerical solution.
Figure 1 shows images of the exact solution
and the approximate solution
at the final time
, and its corresponding error function
is also given, where
and
. The maximum errors and
-errors of
and
at
are given in Table 1, where the time steps are taken
and
, the degree of polynomial
is increasing from 28 to 64. Note that our scheme has high order accuracy and is an effective method from the numerical results given in Figure 1 and Table 1. From Figure 2, we can see that all the error ratios in
-norm of
are less than or equal to 10−9. Thus, the discrete form of Darcy’s law (1.2) is satisfied.
(a)
(b)
Figure 1. The plot of solutions and their corresponding error function at
in Example 6.1, where
and
, (a) The image of the exact solution
and the approximate solution
, For the exact solution
and its numerical solution
; (b) The image of the error function
, For the error function
.
Figure 2. The
-error evolution for Darcy’s flow with our scheme taking time step-size as
for Example 6.1, where
. (a) for
, (b) for
, (c) for
.
Table 1. The maximum errors and
-errors of Scheme (2.4) with
and
at
in Example 6.1.
|
|
|
|
|
|
10−3 |
28 |
1.9495e−04 |
6.9862e−02 |
1.4481e−04 |
4.7403e−02 |
32 |
2.7855e−06 |
1.1517e−03 |
2.0081e−06 |
7.8518e−04 |
64 |
2.2190e−09 |
5.1843e−08 |
2.1977e−09 |
2.4567e−08 |
10−4 |
28 |
1.9495e−04 |
6.9862e−02 |
1.4481e−04 |
4.7403e−02 |
32 |
2.7855e−06 |
1.1517e−03 |
2.0100e−06 |
7.8520e−04 |
64 |
2.2230e−11 |
5.2136e−10 |
2.2033e−11 |
2.4843e−10 |
Example 6.2. Consider the parabolic problem (1.3) with some different constant coefficients
and
, where the exact solution and Darcy’s equation are given by
In this example, we consider the effectiveness of our scheme (2.4) for the parabolic equation with different values of
.
For
,
and
, the images of the exact solution
and its approximate solution
at
are presented in Figure 3, and the corresponding error function is also shown. In Table 2, we take
increase from 14 to 22 for
and take the time step decrease from
to
for
, the
-errors for
and
at
for
and
are listed. Here, we also show that Darcy’s law is satisfied from Figure 4.
Table 2. Errors with the
-norm of Scheme (2.4) with
and
in Example 6.2 for
and
.
|
|
|
|
|
|
|
|
10−5 |
14 |
1.8479e−05 |
7.1165e−03 |
1.8481e−05 |
1.1025e−02 |
16 |
7.9116e−07 |
3.5902e−04 |
7.9124e−07 |
5.5621e−04 |
18 |
2.5723e−08 |
1.3639e−05 |
2.5725e−08 |
2.1129e−05 |
20 |
6.6188e−10 |
4.0565e−07 |
6.6192e−10 |
6.2844e−07 |
22 |
1.3873e−11 |
9.7240e−09 |
1.3871e−11 |
1.5063e−08 |
10−1 |
24 |
3.2197e−05 |
5.1087e−04 |
5.8322e−06 |
1.4703e−04 |
10−3 |
3.1639e−09 |
5.0238e−08 |
5.5801e−10 |
1.4190e−08 |
10−5 |
3.2477e−13 |
1.9095e−10 |
2.5707e−13 |
2.9152e−10 |
(a)
(b)
Figure 3. The plot of solutions and the corresponding error function at
in Example 6.2 for
, where
and
, (a) The image of the exact solution
and the approximate solution
, For the exact solution
and its numerical solution
; (b) The image of the error function
, For the error function
.
Figure 4.
-error evolution for Darcy’s flow with taking time step-size as
in Example 6.2, where
. (a) for
, (b) for
, (c) for
.
Example 6.3. Consider the parabolic problem (1.3) with
and
Assume that the following exact solution and Darcy’s equation are given as
Here, we consider the effectiveness of the proposed scheme for solving the parabolic problem (1.3) with the exact solution including a parameter
.
In Figure 5, we draw the plots of the exact solutions
and the approximate solutions
, and the error function at
, where
,
, and
. In Table 3, for
and
, we show the maximum errors and the
-errors of our scheme (2.4) with
increasing from 6 to 14 at
.
(a)
(b)
Figure 5. The plot of solutions and its corresponding error function at
in Example 6.3, where
,
and
, (a) The image of the exact solution
and the approximate solution
, For the exact solution
and its numerical solution
; (b) The image of the error function
, For the error function
.
Table 3. The maximum errors and
-errors of Scheme (2.4) with
at
in Example 6.3 for
.
|
|
|
|
|
|
6 |
10−4 |
2.1935e−04 |
9.3115e−03 |
3.2534e−04 |
6.0122e−03 |
8 |
2.3022e−06 |
1.3123e−04 |
3.0395e−06 |
8.3223e−05 |
10 |
1.7046e−08 |
1.1689e−06 |
2.2786e−08 |
7.2355e−07 |
12 |
6.4845e−10 |
8.7346e−09 |
8.1825e−10 |
5.5337e−09 |
14 |
6.4608e−10 |
2.4025e−09 |
7.7765e−10 |
1.2105e−09 |
In Table 4, we give the
-errors of Scheme (2.4) for
and
, where
takes values from 10−1 to 10−5 for
and
is increasing from 8 to 20 for
. The numerical results show that our method has high accuracy. Similarly, Figure 6 also shows that our scheme preserves Darcy’s law.
Table 4. The
-errors of Scheme (2.4) with
,
,
and
at
in Example 6.3 for
.
|
|
|
|
|
|
|
|
10−1 |
18 |
1.7927e−07 |
6.5189e−07 |
1.5496e−07 |
5.6902e−07 |
10−3 |
1.7909e−11 |
6.5112e−11 |
1.5496e−11 |
5.6895e−11 |
10−5 |
1.5958e−12 |
6.8045e−12 |
3.4015e−13 |
3.0327e−12 |
10−4 |
8 |
1.2836e−06 |
1.9702e−05 |
1.5709e−06 |
2.3851e−05 |
12 |
5.1595e−11 |
8.8627e−10 |
6.3144e−11 |
1.0721e−09 |
16 |
2.8067e−13 |
1.1194e−12 |
1.0870e−13 |
5.1159e−13 |
18 |
2.7178e−13 |
1.1923e−12 |
3.3849e−13 |
1.4844e−12 |
20 |
2.7511e−13 |
1.2555e−12 |
7.0803e−14 |
2.3958e−13 |
Figure 6.
-error evolution for Darcy’s flow with varying time steps
in Example 6.3, where
. (a) for
, (b) for
, (c) for
.
Example 6.4. Consider the parabolic problem (1.3) with
and
. Assume that the exact solution and Darcy’s equation are given as follows
In this example, we apply our scheme (2.4) to solve the numerical solution of Example 6.4 and compare our scheme with the Legendre Galerkin Chebyshev collocation least squares method (LGCC-LS) proposed in [43].
In this example, we apply our scheme (2.4) to solve the numerical solution of Example 6.4 and compare our scheme with the Legendre Galerkin Chebyshev collocation least squares method (LGCC-LS) proposed in [43]. The images of the exact solution
and its approximation solution
are shown in Figure 7, where
and
, and its corresponding error function at
is also given. Similarly, Figure 8 also shows that our scheme preserves Darcy’s law. The
-errors derived by our scheme (2.4) at
are shown in Table 5, where
is increasing from 8 to 20 for
and
. The
-errors obtained from the LGCC-LS method with
are also listed in Table 5.
Example 6.5. Consider the two-dimensional parabolic Equation (1.3) with
and
. Assume that the exact solution
and Darcy’s equation are given as
Table 5. The
-errors of Scheme (2.4) and the LGCC-LS method with
and
at
in Example 6.4.
|
|
Scheme (2.4) |
LGCC-LS [43] |
|
|
|
|
10−3 |
8 |
2.6520e−09 |
1.2201e−02 |
2.7450e−09 |
3.9857e−03 |
12 |
2.5863e−09 |
7.2884e−06 |
3.0428e−09 |
3.2813e−06 |
16 |
2.6220e−09 |
1.8153e−08 |
3.5135e−09 |
1.4404e−08 |
20 |
2.6443e−09 |
1.7952e−08 |
3.9282e−09 |
1.6058e−08 |
10−5 |
8 |
1.3944e−10 |
1.2201e−02 |
2.7219e−10 |
3.9857e−03 |
12 |
2.5926e−13 |
7.2785e−06 |
3.0719e−13 |
3.2842e−06 |
16 |
2.6213e−13 |
1.1010e−09 |
3.5132e−13 |
6.2322e−10 |
20 |
2.6434e−13 |
1.9048e−12 |
3.9270e−13 |
1.0826e−11 |
(a)
(b)
Figure 7. The plot of solutions and the corresponding error function with
in Example 6.4, where
and
, (a) The image of the exact solution
and the approximate solution
, For the exact solution
and its numerical solution
; (b) The image of the error function
, For the error function
.
Figure 8.
-error evolution for Darcy’s flow with varying time steps
in Example 6.4, where
. (a) for
, (b) for
, (c) for
.
Here,
and
are obtained from above exact solution, respectively. In this example, we test the effectiveness of our scheme (2.4) for solving the two-dimensional parabolic Equation (1.3).
Figure 9 shows the images of the approximate solution
and the error between the exact solution
and its numerical solution
, where
and
. Table 6 lists errors in the
-norm of our scheme with increasing
from 8 to 14, where
. These numerical results verify that our scheme is effective for solving two-dimensional parabolic equation.
(a)
(b)
Figure 9. The images of the exact solution
and its numerical solution
, and the corresponding error function
for Example 6.5, where
,
, and
. (a) For the exact solution
and it approximate solution
, (b) For the error function
.
Table 6. Errors in the
-norm at
of our scheme with
for Example 6.5.
|
|
|
|
|
8 |
10−5 |
1.6656e−04 |
0.0020 |
0.0020 |
10 |
4.4773e−06 |
4.4773e−05 |
4.4773e−05 |
12 |
4.4801e−06 |
6.0700e−05 |
6.0700e−05 |
14 |
4.6018e−06 |
6.2208e−05 |
6.2208e−05 |
In order to verify Darcy’s flow equation, we consider the error graphs of each component of
when
and
respectively. Among them, Figure 10 corresponds to the time step
, Figure 11 corresponds to
, and Figure 12 corresponds to
. These numerical results show our scheme preserves Darcy’s equation.
Figure 10. Images of error functions for each component of Darcy’s law, where
,
, and
. (a) For the image of the error function
, (b) For the image of the error function
.
Figure 11. Graphs of error functions for each component of Darcy’s law equation, where
,
, and
. (a) For the image of the error function
, (b) For the image of the error function
.
Figure 12. Images of error functions for each component of Darcy’s law, where
,
, and
. (a) For the image of the error function
, (b) For the image of the error function
.
7. Conclusion
In this paper, the Legendre-Petrov-Galerkin method has been developed for solving the parabolic equation satisfying Darcy’s law. Consequently, the proposed scheme can derive the approximate solutions of the original solution
and its flux variable
simultaneously. The stability analysis of the semi-discrete scheme has been given by using Gronwall’s inequality (integral form) and Darcy’s equation and the corresponding error estimate has been derived. Some numerical results of one-dimensional and two-dimensional problems are presented to test the high order precision and the effectiveness of our scheme. In future work, we shall give an extension of our scheme for solving the nonlinear model that satisfies Darcy’s equation and its optimal error estimate.
Acknowledgements
This work was supported by the National Natural Science Foundation of China (No.12561067), the Science and Technology Project of Guangxi (No. GuikeAD25069086), Innovation Project of GUET Graduate Education (No. 2025YCXS127), and the Guangxi Key Laboratory of Automatic Detecting Technology and Instruments (YQ22106).