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Research article

A Legendre-tau-Galerkin method in time for two-dimensional Sobolev equations

  • Received: 10 January 2023 Revised: 10 April 2023 Accepted: 12 April 2023 Published: 05 May 2023
  • MSC : 65M12, 65M70

  • This work is devoted to present the Legendre space-time spectral method for two-dimensional (2D) Sobolev equations. Considering the asymmetry of the first-order differential operator, the Legendre-tau-Galerkin method is employed in time discretization and its multi-interval form is also investigated. In the theoretical analysis, rigorous proof of the stability and L2(Σ)-error estimates is given for the fully discrete schemes in both single-interval and multi-interval forms. Being different from the general Legendre-Galerkin method, we specifically take the Fourier-like basis functions in space to save the computing time and memory in the algorithm of the proposed method. Numerical experiments were included to confirm that our method attains exponential convergence in both time and space and that the multi-interval form can achieve improved numerical results compared with the single interval form.

    Citation: Siqin Tang, Hong Li. A Legendre-tau-Galerkin method in time for two-dimensional Sobolev equations[J]. AIMS Mathematics, 2023, 8(7): 16073-16093. doi: 10.3934/math.2023820

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  • This work is devoted to present the Legendre space-time spectral method for two-dimensional (2D) Sobolev equations. Considering the asymmetry of the first-order differential operator, the Legendre-tau-Galerkin method is employed in time discretization and its multi-interval form is also investigated. In the theoretical analysis, rigorous proof of the stability and L2(Σ)-error estimates is given for the fully discrete schemes in both single-interval and multi-interval forms. Being different from the general Legendre-Galerkin method, we specifically take the Fourier-like basis functions in space to save the computing time and memory in the algorithm of the proposed method. Numerical experiments were included to confirm that our method attains exponential convergence in both time and space and that the multi-interval form can achieve improved numerical results compared with the single interval form.



    The Sobolev equation plays an important role in partial differential equations (PDEs) because of its significant physical background, such as consolidation of clay [1], thermodynamics [2] and flow of fluids through fissured rock [3].

    In this article, a Legendre-tau-Galerkin method in time and its multi-interval form will be considered for the following 2D Sobolev equations:

    {tu(x,y,t)εtΔu(x,y,t)μΔu(x,y,t)+γu(x,y,t)=f(x,y,t),(x,y,t)Σ:=Ω×I,u(x,y,1)=u0(x,y),(x,y)ˉΩ,u(x,y,t)=0,(x,y,t)Ω×I, (1.1)

    where coefficients μ, ε, γ are known positive parameters. Though the the time interval is normally (0, T] and T>0, we set the interval as I=(1,1] and the spatial domain is Ω=(1,1)×(1,1). We consider the time interval I=(1,1] just to simplify the presentation of the theoretical analysis and the algorithm implementation process.

    Because of the great difficulty in obtaining analytical solutions of PDEs, various numerical methods [4,5,6,7] have been proposed to approximate the exact solutions. For the Sobolev equations, there have been many studies investigating the numerical solutions. In [8,9,10], some finite volume element methods were presented in space to solve the two-dimensional Sobolev equations combined with the finite difference schemes in time. The continuous interior penalty finite element method, space-time continuous Galerkin method and finite difference streamline diffusion method were applied in [11,12,13] for solving Sobolev equations with convection-dominated term, respectively. In [14], discontinuous Galerkin scheme in space and Crank-Nicolson scheme in time were considered for approaching the exact solutions of generalized Sobolev equations. In [15], Shi and Sun studied an H1-Galerkin mixed finite element method for solving Sobolev equations and presented the existence, uniqueness and superconvergence results of the discrete scheme. In [16,17], a block-centered finite difference scheme and a time discontinuous Galerkin space-time finite element scheme for nonlinear Sobolev equations were established respectively, and stability and global convergence of the schemes were strictly proved. In [18], the Legendre spectral element method in space combined with the Crank-Nicolson finite difference technique in time were considered. In [19], the nonlinear periodic Sobolev equations were investigated by the Fourier spectral method.

    As is well known, the spectral method is distinguished from other numerical methods by its exponential convergence, and when the spectral method is applied to time-dependent partial differential equations in both space and time (namely, space-time spectral method [20,21,22,23,24,25]), the mismatched accuracy caused by the spectral discretization in space and the finite difference method in time can be solved successfully. In [26], we constructed a space-time Legendre spectral scheme for the linear multi-dimensional Sobolev equations for the first time and the exponential convergence was obtained in both space and time. The main purpose of this paper is to study the multi-interval form of the Legendre space-time fully discrete scheme of two-dimensional Sobolev equations by dividing the time interval. It is worth noting that compared with the single interval method, the multi-interval spectral method [27,28,29] can adopt parallel computation, reduce the scale of the problem effectively and improve the flexibility of the algorithm. Considering the asymmetry of the first order differential operator, the fully discrete scheme is constructed by applying a Legendre-tau-Galerkin method in time based on the Legendre Galerkin method in space. In addition, we still apply the Fourier-like basis functions [30] in space to diagonalize the stiff matrix and the mass matrix simultaneously, which greatly saves the computing time and memory.

    The organization of this article is as follows. In Section 2, we first provide some related notations, then establish the single interval Legendre space-time spectral fully discrete scheme of Eq (1.1) and give the stability analysis and L2(Σ)-error estimates. In Section 3, we divide the time interval and develop the multi-interval Legendre space-time spectral fully discrete scheme of the equations, and then strictly prove the L2(Σ)-error estimates. In Section 4, by using Fourier-like basis functions in space and selecting appropriate basis functions in time, we present the implementation of the multi-interval fully discrete scheme. In Section 5, numerical tests are included to access the efficiency and accuracy of the method. Finally, some conclusions are made in Section 6.

    Throughout the paper, the Sobolev spaces in spatial directions are the standard notations used, namely,

    v(x,y)r,Ω=(|ϵ|rDϵv(x,y)2Ω)12,v(x,y)Hr(Ω), (2.1)

    where ϵ=(ϵ1,ϵ2)(ϵi0 are integers and |ϵ|=ϵ1+ϵ2), Dϵv(x,y)=|ϵ|vxϵ1yϵ2 and r,Ω is denoted by Ω when r=0.

    The temporal direction involves a weighted Sobolev space L2ωα,β(I) endowed with the norm and product

    v(t)2I,ωα,β=(v(t),v(t))I,ωα,β=Iv2ωα,βdt,v(t)L2ωα,β(I), (2.2)

    where the weight function is ωα,β(t)=(1t)α(1+t)β. If α=β=0, the norm I and inner product (,)I are denoted in the space L2(I).

    Furthermore, the weighted space-time Sobolev space L2ωα,β(I;Hr(Ω)) is endowed with the norm

    v(x,y,t)L2ωα,β(I;Hr(Ω))=(Iv(x,y,t)2r,Ωωα,βdt)12,v(x,y,t)L2ωα,β(I;Hr(Ω)), (2.3)

    if r=0, the norm L2ωα,β(I;Hr(Ω)) is denoted by L2ωα,β(I;L2(Ω)); if α=β=0, the norm L2ωα,β(I;Hr(Ω)) is denoted by L2(I;Hr(Ω)); if r=0 and α=β=0, the norm L2ωα,β(I;Hr(Ω)) is denoted by L2(I;L2(Ω))=Σ.

    Let Pι be a space of polynomials of degree ι on [1,1] and L=(M,N), where M and N are a pair of given positive integers. In order to develop the single interval Legendre spectral method in time, we define

    V0N={vPN:v(±1)=0},V0N=V0NV0N,VM={vPM:v(1)=0}. (2.4)

    Then applying the Green's formula, we obtain the following single interval Legendre space-time fully discrete scheme of (1.1): Find uLV0NPM(I) satisfying

    {(tuL,v)Σ+ε(tuL,v)Σ+μ(uL,v)Σ+γ(uL,v)Σ=(f,v)Σ,vV0NVM,uL(x,y,1)=P1Nu0(x,y), (2.5)

    where P1N denote the spatial projection operator and its definition will be given below.

    Firstly, we introduce the definition of spatial projection operator and the corresponding lemma. Next, we present the existence, uniqueness and stability conclusion for the solution of (2.5).

    Definition 2.1. [31] Denote H10(Ω)={vH1(Ω):v|Ω=0}, then the orthogonal projection in space P1N:H10(Ω)V0N is given by

    ((P1Nuu),v)Ω=0,vV0N. (2.6)

    Lemma 2.1. [31] If vH10(Ω)Hr(Ω) and r1, we have

    NP1NvvΩ+(P1Nvv)ΩCN1rvr,Ω. (2.7)

    Theorem 2.1. Assume that u0(x,y)H10(Ω)Hr(Ω)(r1) and fL2(Σ), then the scheme (2.5) has a unique solution uL satisfying

    tuLΣ,ω1,0+uLΣ+uLΣC(u01,Ω+fΣ). (2.8)

    Proof. Taking v=(1t)tuL(V0NVM) and using the integration by parts, we can get for the left-hand side of (2.5)

    (tuL,(1t)tuL)Σ=tuL2Σ,ω1,0, (2.9)
    ε(tuL,(1t)tuL)Σ=ε(tuL,(1t)tuL)Σ=εtuL2Σ,ω1,0, (2.10)
    γ(uL,(1t)tuL)Σ=2γuL(1)2Ωγ(uL,(1t)tuL)Σ+γ(uL,uL)Σ, (2.11)

    namely,

    γ(uL,(1t)tuL)Σ=γuL(1)2Ω+γ2uL2Σ, (2.12)

    similarly,

    μ(uL,(1t)tuL)Σ=μuL(1)2Ω+μ2uL2Σ. (2.13)

    Additionally, by the Cauchy-Schwarz inequality and Young's inequality, the right-hand side of (2.5) can be estimated as

    (f,(1t)tuL)ΣfΣ(1t)tuLΣ12f2Σ+tuL2Σ,ω1,0. (2.14)

    Collecting (2.9)–(2.14) leads to

    tuL2Σ,ω1,0+εtuL2Σ,ω1,0+μ2uL2Σ+γ2uL2ΣγuL(1)2Ω+μuL(1)2Ω+12f2Σ+tuL2Σ,ω1,0, (2.15)

    namely,

    tuLΣ,ω1,0+uLΣ+uLΣC(uL(1)Ω+uL(1)Ω+fΣ). (2.16)

    For initial conditions uL(1) and uL(1) in (2.16), according to Lemma 2.1, we can easily get the following estimate:

    uL(1)Ω+uL(1)Ω=P1Nu0Ω+P1Nu0ΩP1Nu0u0Ω+u0Ω+(P1Nu0u0)Ω+u0ΩCNru0r,Ω+u0Ω+CN1ru0r,Ω+u0ΩCu0r,Ω. (2.17)

    Thus, combining estimations (2.16) and (2.17), we immediately attain the stability conclusion.

    Remark 2.1. From stability conclusion, there exists a zero solution if f=0 and u0=0. In other words, we can easily obtain the existence and uniqueness of uL.

    The purpose of this section is to show an L2(Σ)-error estimate of the single interval Legendre space-time spectral method by applying the dual technique. Now, we first introduce following definition and lemma of the time projection operator which will be covered later..

    Definition 2.2. [28] The orthogonal projection in time ΠM:H1(I)PM(I) is given by

    (ΠMuu,v)I=0,vVM, (2.18)

    and ΠMu(1)=u(1).

    Lemma 2.2. [28] (a) If uHσ(I) and σ1, then

    ΠMuuI,ωl,1CM14(1l)σσtuI,ωσ1,σ1,l=0,1. (2.19)

    (b) If uHσ(I) and σ2, then

    ΠMuuI,ω0,1CM18σσtuI,ωσ2,σ2. (2.20)

    Let U=P1NΠMu. Now we decompose the error into: uLu=(uLU)+(Uu) and denote ˜u=uLU. So according to (2.5) we have

    (t˜u,v)Σ+ε(t˜u,v)Σ+μ(˜u,v)Σ+γ(˜u,v)Σ=(t(uU),v)Σ+ε(t(uU),v)Σ+μ((uU),v)Σ+γ(uU,v)Σ,vV0NVM. (2.21)

    According to the Definitions 2.1 and 2.2, for the right-hand side terms of (2.21) we get

    ε(t(uU),v)Σ=ε(t(uΠMu),v)Σ+ε(t(ΠMuP1NΠMu),v)Σ=ε(t(uΠMu),v)Σ, (2.22)
    μ((uU),v)Σ=μ((uP1Nu),v)Σ+μ((P1NuP1NΠMu),v)Σ=0, (2.23)
    γ(uU,v)Σ=γ(uP1Nu,v)Σ+γ(P1NuP1NΠMu,v)Σ=γ(uP1Nu,v)Σ. (2.24)

    Then (2.21) can be simplified as follows:

    (t˜u,v)Σ+ε(t˜u,v)Σ+μ(˜u,v)Σ+γ(˜u,v)Σ=(t(uU),v)Σ+ε(t(IΠM)u,v)Σ+γ((IP1N)u,v)Σ. (2.25)

    According to the definition of ˜u and ΠM, we note

    ˜u(x,y,1)=uL(x,y,1)P1NΠMu(x,y,1)=P1Nu0(x,y)P1Nu(x,y,1)=0. (2.26)

    Now, we give the L2(Σ)-error estimates of the single interval Legendre space-time spectral scheme.

    Theorem 2.2. Suppose uL and u are the solutions of the scheme (2.5) and problem (1.1), respectively. If u0Hr(Ω)H10(Ω) and uHσ(I;Hr(Ω)H10(Ω)) for integers r1, then:

    (a) For σ1,

    uuLΣC{Nr(uL2(I;Hr(Ω))+uu0L2ω0,1(I;Hr(Ω)))+M14σ(σtuL2ωσ1,σ1(I;L2(Ω))+NrσtuL2ωσ1,σ1(I;Hr(Ω))+σtuL2ωσ1,σ1(I;L2(Ω)))}. (2.27)

    (b) For σ2,

    uuLΣC{Nr(uL2(I;Hr(Ω))+uu0L2ω0,1(I;Hr(Ω)))+M18σ(σtuL2ωσ2,σ2(I;L2(Ω))+NrσtuL2ωσ2,σ2(I;Hr(Ω))+σtuL2ωσ2,σ2(I;L2(Ω)))}. (2.28)

    Proof. In order to use the dual technique to attain the L2(Σ)-error estimates, denote H(I)={vH1(I):v(1)=0}. Then for Eq (2.25) we can write its dual equation: For a given gV0NPM(I), obtain ugV0NVM such that

    (te,ug)Σ+ε(te,ug)Σ+μ(e,ug)Σ+γ(e,ug)Σ=(g,e)Σ,eV0N(PM(I)H(I)). (2.29)

    Firstly, we present the existence and uniqueness of ug. Assuming g=0 and taking e=1t[ω1,0ug]t111sugds in (2.29), then we have

    (te,ug)Σ=(t1t[ω1,0ug],ug)Σ=(ω1,0ug,ug)Σ=ug2Σ,ω1,0, (2.30)
    ε(te,ug)Σ=ε(t1t[ω1,0ug],ug)Σ=ε(t1t[ω1,0ug],ug)Σ=ε(ω1,0ug,ug)Σ=εug2Σ,ω1,0, (2.31)
    μ(e,ug)Σ=μ(1t[ω1,0ug],ug)Σ=μ(φ,(1t)φt)Σ=μΩ((1t)φ2|11Iφt((1t)φ)dt)dxdy=μ(φ,t((1t)φ))Σ=μ(φ,(1t)φt))Σ+μ(φ,φ)Σ, (2.32)

    namely,

    μ(e,ug)Σ=μ21t[ω1,0ug]2Σ, (2.33)

    where φ=1t[ω0,1ug] and similarly

    γ(1t[ω1,0ug],ug)Σ=γ21t[ω1,0ug]2Σ. (2.34)

    Collecting (2.30)–(2.34), we have

    ug2Σ,ω1,0+εug2Σ,ω1,0+μ21t[ω1,0ug]2Σ+γ21t[ω1,0ug]2Σ=0. (2.35)

    Then ug=0.

    Now, in order to derive the estimate of ˜u, we first consider the estimates of ug, tug, tug.

    Taking e=(1+t)tug in (2.29), we can get

    (te,ug)Σ=(t((1+t)tug),ug)Σ=Ω((1+t)ugtug)|11dxdy+((1+t)tug,tug)Σ=tug2Σ,ω0,1, (2.36)
    ε(te,ug)Σ=ε(t((1+t)tug),ug)Σ=εtug2Σ,ω0,1, (2.37)
    γ(e,ug)Σ=γ((1+t)tug,ug)Σ=γ(ug,ug)Σ+γ(ug,(1+t)tug)Σ=γ2ug2Σ, (2.38)
    μ(e,ug)Σ=μ((1+t)tug,ug)Σ=μ2ug2Σ. (2.39)

    Collecting (2.36)–(2.39), we can obtain

    tug2Σ,ω0,1+εtug2Σ,ω0,1+γ2ug2Σ+μ2ug2Σ=(g,e)Σ=(g,(1+t)tug)ΣgΣtugΣ,ω0,22gΣtugΣ,ω0,1. (2.40)

    Then we get

    tugΣ,ω0,12gΣ,tugΣ,ω0,12εgΣ,ugΣ2γgΣ. (2.41)

    Next, based on the above estimates we deduce the estimate of ˜u. When g=˜u,e=˜u in (2.29) and utilizing integration by parts, we can see

    ˜u2Σ=(g,˜u)Σ=(t˜u,ug)Σ+ε(t˜u,ug)Σ+μ(˜u,ug)Σ+γ(˜u,ug)Σ=(t(IP1NΠM)u,ug)Σ+ε(t(IΠM)u,ug)Σ+γ((IP1N)u,ug)Σ=((IP1NΠM)(uu0),tug)Σε((IΠM)u,tug)Σ+γ((IP1N)u,ug)Σ(IP1NΠM)(uu0)Σ,ω0,1tugΣ,ω0,1+ε(IΠM)uΣ,ω0,1tugΣ,ω0,1+γ(IP1N)uΣugΣ. (2.42)

    Then we get

    ˜uΣC((IP1NΠM)(uu0)Σ,ω0,1+(IΠM)uΣ,ω0,1+(IP1N)uΣ)C((IP1N)(uu0)Σ,ω0,1+(IΠM)uΣ,ω0,1+(IP1N)(IΠM)uΣ,ω0,1+(IΠM)uΣ,ω0,1+(IP1N)uΣ). (2.43)

    Finally, according to the triangle inequality, we deduce

    uuLΣuUΣ+˜uΣuP1NΠMuΣ+˜uΣC((IP1N)uΣ+(IΠM)uΣ,ω0,1+(IP1N)(IΠM)uΣ,ω0,1+(IP1N)(uu0)Σ,ω0,1+(IΠM)uΣ,ω0,1). (2.44)

    Then, by Lemmas 2.1 and 2.2, we directly derive the final L2(Σ)-error estimates.

    In order to construct the multi-interval form of the Legendre space-time spectral fully discrete scheme, we take a1=1, aK+1=1, ak<ak+1 and denote Ik=(ak,ak+1], ck=ak+1ak, dk=ck/2, namely, I=Kk=1Ik, where K is a known positive integer.

    Denote

    v(t)2I,ωα,β=Ikvk(t)2Ik,˜ωα,β,v(t)L2ωα,β(I), (3.1)

    where vk(t)=v(t)|Ik,˜ωα,β=(1t)αdαk(21tdk)β(tIk) and the definition of vk(t)2Ik,˜ωα,β is presented in Section 2.

    Moreover, let Σk=Ω×Ik and denote

    v(x,y,t)2L2ωα,β(I;Hr(Ω))=Ikvk(x,y,t)2L2˜ωα,β(Ik;Hr(Ω)),v(x,y,t)L2ωα,β(I;Hr(Ω)), (3.2)

    where vk(t)=v(t)|Σk and the definition of vk(x,y,t)L2˜ωα,β(Ik;Hr(Ω)) is presented in Section 2.

    Let M=(M1,,MK) and L=(N,M). Define the space of trial and test functions in time

    XMK=YMKH1(I),YMK={ν:ν|IkPMk(Ik),1kK},˜XMK={ν:ν=(1t)q(t),q(t)YM1K}, (3.3)

    where PMk(Ik) is a space of polynomials of degree Mk on time span Ik and M1=(M11,,MK1).

    Then applying the Green's formula, we can write the multi-interval Legendre space-time spectral fully discrete scheme of (1.1) as: Find uKLV0NXMK satisfying

    {(tuKL,v)Σ+ε(tuKL,v)Σ+μ(uKL,v)Σ+γ(uKL,v)Σ=(f,v)Σ,vV0N˜XMK,uKL(x,y,1)=P1Nu0(x,y). (3.4)

    The stability analysis of (3.4) is similar to the single interval method, so we only provide the error analysis of the scheme. Firstly, we introduce the following definition and lemma of the multi-interval projection operator in time.

    Definition 3.1. [28] The orthogonal projection in time ΠM:H1(I)XMK is given by

    (t(ΠMuu),v)I=0,v˜XMK, (3.5)

    with ΠMu(1)=u(1).

    Lemma 3.1. [28] If uHσ(I) and σ1,ˉM=min, we have

    \begin{equation} \begin{split} \|\partial_t^l(\boldsymbol{\Pi}_{M}u-u)\|_{I,\omega_{l,l-1}} \leq C\bar{M}^{l-1}\sum\limits_{k = 1}^K(d_k^{-1}M_k)^{1-\sigma}\|\partial_t^\sigma u^k\|_{I_k},\; \; l = 0,1, \end{split} \end{equation} (3.6)

    where u^k = u|_{I_k} .

    Denote U_K = \mathbb{P}^{1}_N\boldsymbol{\Pi}_{M} u . Now, we decompose the error into: u-u_{L}^K = (u-U_K)+(U_K-u_{L}^K) and denote \tilde{u}_K = U_K-u_{L}^K . We note \tilde{u}_K(x, y, -1) = 0 . Then according to the scheme (3.4), \forall v\in \mathbf{V}_N^0\otimes \widetilde{X}_K^{M} , we have

    \begin{equation} \begin{split} &(\partial_{t}\tilde{u}_K,v)_{\Sigma}+\varepsilon(\partial_{t}\nabla \tilde{u}_K,\nabla v)_{\Sigma} +\mu(\nabla \tilde{u}_K,\nabla v)_{\Sigma}+\gamma (\tilde{u}_K,v)_{\Sigma}\\ & = \big(\partial_{t}(U_K-u),v\big)_{\Sigma}+\varepsilon\big(\partial_{t}\nabla (U_K-u),\nabla v\big)_{\Sigma} +\mu\big(\nabla (U_K-u),\nabla v\big)_{\Sigma}+\gamma (U_K-u,v)_{\Sigma}. \end{split} \end{equation} (3.7)

    By using the Definitions 2.1 and 3.1, we can see for some terms of the formula (3.7)

    \begin{equation} \begin{split} \big(\partial_{t}(\mathbb{P}^{1}_N\boldsymbol{\Pi}_{M} u-u),v\big)_{\Sigma} & = \big(\partial_{t}(\mathbb{P}^{1}_N\boldsymbol{\Pi}_{M} u-\mathbb{P}^{1}_Nu),v\big)_{\Sigma}+\big(\partial_{t}(\mathbb{P}^{1}_N-I)u,v\big)_{\Sigma} = \big(\partial_{t}(\mathbb{P}^{1}_N-I)u,v\big)_{\Sigma}, \end{split} \end{equation} (3.8)
    \begin{equation} \begin{split} \varepsilon\big(\partial_{t}\nabla(\mathbb{P}^{1}_N\boldsymbol{\Pi}_{M} u-u),\nabla v\big)_{\Sigma} & = \varepsilon\big(\partial_{t}(\boldsymbol{\Pi}_{M} \nabla \mathbb{P}^{1}_Nu-\nabla \mathbb{P}^{1}_Nu),\nabla v\big)_{\Sigma} +\varepsilon\big(\nabla(\mathbb{P}^{1}_N\partial_{t}u-\partial_{t}u,\nabla v\big)_{\Sigma} = 0, \end{split} \end{equation} (3.9)
    \begin{equation} \begin{split} \mu\big(\nabla(\mathbb{P}^{1}_N\boldsymbol{\Pi}_{M} u-u),\nabla v\big)_{\Sigma} & = \mu\big(\nabla(\boldsymbol{\Pi}_{M}\mathbb{P}^{1}_Nu-\boldsymbol{\Pi}_{M}u),\nabla v\big)_{\Sigma} +\mu\big(\nabla(\boldsymbol{\Pi}_{M}-I)u,\nabla v\big)_{\Sigma}\\ & = \mu\big(\nabla(\boldsymbol{\Pi}_{M}-I)u,\nabla v\big)_{\Sigma}. \end{split} \end{equation} (3.10)

    Then (3.7) can be simplified as follows:

    \begin{equation} \begin{split} &(\partial_{t}\tilde{u}_K,v)_{\Sigma}+\varepsilon(\partial_{t}\nabla \tilde{u}_K,\nabla v)_{\Sigma} +\mu(\nabla \tilde{u}_K,\nabla v)_{\Sigma}+\gamma (\tilde{u}_K,v)_{\Sigma}\\ = &\big(\partial_{t}(\mathbb{P}^{1}_N-I)u,v\big)_{\Sigma}+\mu\big(\nabla(\boldsymbol{\Pi}_{M}-I)u,\nabla v\big)_{\Sigma} +\gamma \big((\mathbb{P}^{1}_N\boldsymbol{\Pi}_{M}-I)u,v\big)_{\Sigma}, \; \; \forall v\in V_N^0\otimes \widetilde{X}_K^{M}. \end{split} \end{equation} (3.11)

    Now, we give the L^2(\Sigma) -error estimate of the multi-interval Legendre space-time spectral scheme.

    Theorem 3.1. Suppose u and u_{L}^K are the solutions of the problem (1.1) and scheme (3.4), respectively. If u\in H^\sigma(I; H^r(\Omega)\cap H_0^1(\Omega)) for integers r, \sigma\geq1 , then

    \begin{equation} \begin{split} \|u-u_{L}^K\|_\Sigma\leq C\bigg\{&N^{-r}\bigg(\|u_t\|_{L^2(I;H^{r}(\Omega))}+\|u\|_{L^2(I;H^{r}(\Omega))} \bigg)\\ &+\bar{M}^{-1}\sum\limits_{k = 1}^K(d_k^{-1}M_k)^{1-\sigma}\bigg(\|\partial_t^\sigma \nabla u^k\|_{L^2(I_k;L^2(\Omega))}\\ &+\|\partial_t^\sigma u^k\|_{L^2(I_k;L^2(\Omega))}+N^{-r}\|\partial_t^\sigma u^k\|_{L^2(I_k;H^r(\Omega))} \bigg)\bigg\}, \end{split} \end{equation} (3.12)

    where u^k = u|_{\Sigma_k} .

    If d_k = d, M_k = M , we have

    \begin{equation} \begin{split} \|u-u_{L}^K\|_\Sigma\leq C\bigg\{&N^{-r}\bigg(\|u_t\|_{L^2(I;H^{r}(\Omega))}+\|u\|_{L^2(I;H^{r}(\Omega))} \bigg)\\ &+dM^{-\sigma}\bigg(\|\partial_t^\sigma \nabla u\|_{L^2(I;L^2(\Omega))} +\|\partial_t^\sigma u\|_{L^2(I;L^2(\Omega))}+N^{-r}\|\partial_t^\sigma u\|_{L^2(I;H^r(\Omega))} \bigg)\bigg\}. \end{split} \end{equation} (3.13)

    Proof. Similar to the analysis of the L^2(\Sigma) -error estimate of the single interval scheme, we also take the dual technique to give the proof. Considering the dual equation of (3.11), for a given g\in\mathbf{V}_N^0 \otimes X_K^{M} , we obtain u_g\in\mathbf{V}_N^0\otimes \widetilde{X}_K^{M} such that

    \begin{equation} \begin{split} &(\partial_{t}w,u_g)_{\Sigma}+\varepsilon(\partial_{t}\nabla w,\nabla u_g)_{\Sigma} +\mu(\nabla w,\nabla u_g)_{\Sigma}+\gamma (w,u_g)_{\Sigma} = (g,w)_\Sigma,\; \; \; \forall w\in\mathbf{V}_N^0 \otimes (Y_K^{M}\cap H'(I)). \end{split} \end{equation} (3.14)

    The existence and uniqueness of u_g can be easily attained, so we focus on using the dual equation ( 3.14 ) to present the L^2(\Sigma) -error estimate.

    In order to derive the estimate of \tilde{u} , we take g = \tilde{u}_K and w = \tilde{u}_K in Eq ( 3.14 ),

    \begin{equation} \begin{split} \|\tilde{u}_K\|_{\Sigma}^2 = &(g,\tilde{u}_K)_{\Sigma} = (\partial_{t}\tilde{u}_K,u_g)_{\Sigma} +\varepsilon(\partial_{t}\nabla \tilde{u}_K,\nabla u_g)_{\Sigma} +\mu(\nabla \tilde{u}_K,\nabla u_g)_{\Sigma}+\gamma (\tilde{u}_K,u_g)_{\Sigma}\\ = &\big(\partial_{t}(\mathbb{P}^{1}_N-I)u,u_g\big)_{\Sigma}+\mu\big(\nabla (\boldsymbol{\Pi}_{M}-I)u,\nabla u_g\big)_{\Sigma}+\gamma \big((\mathbb{P}^{1}_N\boldsymbol{\Pi}_{M}-I)u,u_g\big)_{\Sigma}\\ \leq&\|(\mathbb{P}^{1}_N-I)u_t\|_{\Sigma,\omega_{1,0}}\|u_g\|_{\Sigma,\omega_{-1,0}} +\mu\|(\boldsymbol{\Pi}_{M}-I)\nabla u\|_{\Sigma,\omega_{1,0}}\|\nabla u_g\|_{\Sigma,\omega_{-1,0}}\\ &+\gamma\|(\mathbb{P}^{1}_N\boldsymbol{\Pi}_{M}-I)u\|_{\Sigma,\omega_{1,0}}\|u_g\|_{\Sigma,\omega_{-1,0}}. \end{split} \end{equation} (3.15)

    Now, to deduce the estimates of of u_g and \nabla u_g , taking w = \int_{-1}^t\frac{1}{1-s}u_g\mathrm{d}s\doteq\partial_t^{-1}[\omega_{-1, 0}u_g] in Eq ( 3.14 ),

    \begin{equation} \begin{split} &\|u_g\|_{\Sigma,\omega_{-1,0}}^2+\varepsilon\|\nabla u_g\|_{\Sigma,\omega_{-1,0}}^2+\frac{\mu}{2}\|\partial_t^{-1}[\omega_{-1,0}\nabla u_g]\|_{\Sigma}^2 +\frac{\gamma}{2}\|\partial_t^{-1}[\omega_{-1,0}u_g]\|_{\Sigma}^2\\ = &(g,\partial_t^{-1}[\omega_{-1,0}u_g])_{\Sigma}\leq \|g\|_{\Sigma}\|\partial_t^{-1}[\omega_{-1,0}u_g]\|_{\Sigma}, \end{split} \end{equation} (3.16)

    then we get

    \begin{equation} \begin{split} &\|\partial_t^{-1}[\omega_{-1,0}u_g]\|_{\Sigma}\leq\frac{2}{\gamma}\|g\|_\Sigma,\\ &\|u_g\|_{\Sigma,\omega_{-1,0}}\leq\sqrt{\frac{2}{\gamma}}\|g\|_\Sigma,\\ &\|\nabla u_g\|_{\Sigma,\omega_{-1,0}}\leq\sqrt{\frac{2}{\gamma\varepsilon}}\|g\|_\Sigma. \end{split} \end{equation} (3.17)

    Taking estimates (3.17) into inequality (3.15) have

    \begin{equation} \begin{split} \|\tilde{u}_K\|_\Sigma^2\leq C\big(\|(I-\mathbb{P}^{1}_N)u_t\|_{\Sigma,\omega_{1,0}}\|g\|_\Sigma +\|(\boldsymbol{\Pi}_{M}-I)\nabla u\|_{\Sigma,\omega_{1,0}}\|g\|_\Sigma +\|(\boldsymbol{\Pi}_{M}\mathbb{P}^{1}_N-I)u\|_{\Sigma,\omega_{1,0}}\|g\|_\Sigma\big), \end{split} \end{equation} (3.18)

    namely, error estimate of \tilde{u}_K is that

    \begin{equation} \begin{split} \|\tilde{u}_K\|_\Sigma &\leq C\big(\|(I-\mathbb{P}^{1}_N)u_t\|_{\Sigma,\omega_{1,0}} +\|(\boldsymbol{\Pi}_{M}-I)\nabla u\|_{\Sigma,\omega_{1,0}} +\|(\boldsymbol{\Pi}_{M}\mathbb{P}^{1}_N-I)u\|_{\Sigma,\omega_{1,0}}\big)\\ &\leq C\big(\|(I-\mathbb{P}^{1}_N)u_t\|_{\Sigma} +\|(\boldsymbol{\Pi}_{M}-I)\nabla u\|_{\Sigma} +\|(\boldsymbol{\Pi}_{M}\mathbb{P}^{1}_N-I)u\|_{\Sigma}\big). \end{split} \end{equation} (3.19)

    Finally, according to the triangle inequality, we deduce

    \begin{equation} \begin{split} \|u-u_{L}^K\|_\Sigma \leq & \|u-U_K\|_\Sigma+\|\tilde{u}_K\|_\Sigma\\ \leq & C\big(\|(\mathbb{P}^{1}_N-I)u_t\|_{\Sigma}+\|(\boldsymbol{\Pi}_{M}-I)\nabla u\|_{\Sigma,\omega_{0,-1}}+\|(\boldsymbol{\Pi}_{M}\mathbb{P}^{1}_N-I)u\|_{\Sigma}\big)\\ \leq &C\big(\|(\mathbb{P}^{1}_N-I)u_t\|_{\Sigma}+\|(\boldsymbol{\Pi}_{M}-I)\nabla u\|_{\Sigma,\omega_{0,-1}}\\ &+\|(\mathbb{P}^{1}_N-I)u\|_{\Sigma}+\|(\boldsymbol{\Pi}_{M}-I)\nabla u\|_{\Sigma,\omega_{0,-1}}+\|(\mathbb{P}^{1}_N-I)(\boldsymbol{\Pi}_{M}-I)\nabla u\|_{\Sigma,\omega_{0,-1}} \big). \end{split} \end{equation} (3.20)

    In this section, we present the detailed implementation of the multi-interval case by taking Fourier-like basis functions in space and the appropriate basis functions in time. Regarding the single interval case, please see [26] for more information.

    Let

    \begin{equation} \begin{split} &X^{M_k}_k = \{\nu:\nu = (1-t)q(t),q(t)\in P_{M_k-1}(I_k),t\in I_{k}\}\\ &u^{(k)}(x,y,t): = u_{L}^K(x,y,t)|_{\Sigma_k},\; \; \; \; \; f^{(k)}(x,y,t): = f(x,y,t)|_{\Sigma_k},\; \; \; \; \; \; 1\leq k\leq K. \end{split} \end{equation} (4.1)

    Then, according to the scheme (3.4), we can see for each k\; (1\leq k\leq K) , we find u^{(k)}\in \mathbf{V}_N^0\otimes P_{M_k}(I_k) such that

    \begin{equation} \left\{\begin{aligned} &(\partial_{t}u^{(k)},v^{(k)})_{\Sigma_k}+\varepsilon(\partial_{t}\nabla u^{(k)},\nabla v^{(k)})_{\Sigma_k} +\mu(\nabla u^{(k)},\nabla v^{(k)})_{\Sigma_k}+\gamma (u^{(k)},v^{(k)})_{\Sigma_k} = (f^{(k)},v^{(k)})_{\Sigma_k}, \\ &u^{(k)}(x,y,a_k) = u^{(k-1)}(x,y,a_k),\; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \forall v^{(k)}\in \mathbf{V}_N^0\otimes X^{M_k}_k, \end{aligned} \right. \end{equation} (4.2)

    where u^{(0)}(x, y, a_1) = \mathbb{P}_N^1u_0(x, y).

    Furthermore, let

    \begin{equation*} u^{(k)}(x,y,t) = w^{(k)}(x,y,t)+u^{(k-1)}(x,y,a_k), \end{equation*}

    then the scheme (4.2) can be converted into: Find w^{(k)}\in \mathbf{V}_N^0\otimes P_{M_k}(I_k) such that

    \begin{equation} \left\{\begin{aligned} &(\partial_{t}w^{(k)},v^{(k)})_{\Sigma_k}+\varepsilon(\partial_{t}\nabla w^{(k)},\nabla v^{(k)})_{\Sigma_k} +\mu(\nabla w^{(k)},\nabla v^{(k)})_{\Sigma_k}+\gamma (w^{(k)},v^{(k)})_{\Sigma_k}\\ = &(f^{(k)},v^{(k)})_{\Sigma_k}-\mu(\nabla u^{(k-1)}(a_k),\nabla v^{(k)})_{\Sigma_k}-\gamma (u^{(k-1)}(a_k),v^{(k)})_{\Sigma_k}, \; \; \; \; \forall v^{(k)}\in \mathbf{V}_N^0\otimes X^{M_k}_k,\\ &w^{(k)}(x,y,a_k) = 0. \end{aligned} \right. \end{equation} (4.3)

    In order to the operability of the scheme (4.3), we try to separate it into two parts: Find w_q^{(k)}\in \mathbf{V}_N^0\otimes P_{M_k}(I_k)\; (q = 1, 2) such that

    \begin{equation} \left\{\begin{aligned} &(\partial_{t}w_1^{(k)},v^{(k)})_{\Sigma_k}+\varepsilon(\partial_{t}\nabla w_1^{(k)},\nabla v^{(k)})_{\Sigma_k} +\mu(\nabla w_1^{(k)},\nabla v^{(k)})_{\Sigma_k}+\gamma (w_1^{(k)},v^{(k)})_{\Sigma_k}\\ = &(f^{(k)},v^{(k)})_{\Sigma_k}-\mu(\nabla \mathbb{P}_N^1u_0,\nabla v^{(k)})_{\Sigma_k}-\gamma (\mathbb{P}_N^1u_0,v^{(k)})_{\Sigma_k}, \; \; \; \; \forall v^{(k)}\in \mathbf{V}_N^0\otimes X^{M_k}_k,\\ &w_1^{(k)}(x,y,a_k) = 0, \end{aligned} \right. \end{equation} (4.4)
    \begin{equation} \left\{\begin{aligned} &(\partial_{t}w_2^{(k)},v^{(k)})_{\Sigma_k}+\varepsilon(\partial_{t}\nabla w_2^{(k)},\nabla v^{(k)})_{\Sigma_k} +\mu(\nabla w_2^{(k)},\nabla v^{(k)})_{\Sigma_k}+\gamma (w_2^{(k)},v^{(k)})_{\Sigma_k}\\ = &\mu(\nabla u^{(k-1)}(a_k),\nabla v^{(k)})_{\Sigma_k}+\gamma (u^{(k-1)}(a_k),v^{(k)})_{\Sigma_k}-\mu(\nabla \mathbb{P}_N^1u_0,\nabla v^{(k)})_{\Sigma_k}-\gamma (\mathbb{P}_N^1u_0,v^{(k)})_{\Sigma_k}, \\ &w_2^{(k)}(x,y,a_k) = 0,\; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \; \forall v^{(k)}\in \mathbf{V}_N^0\otimes X^{M_k}_k, \end{aligned} \right. \end{equation} (4.5)

    The solution of the scheme (4.3) is obtained by

    \begin{equation} w^{(k)}(x,y,t) = w^{(k)}_1(x,y,t)-w^{(k)}_2(x,y,t). \end{equation} (4.6)

    The choice of basis functions \phi_n(x) and \phi_s(y)\; (0\leq n, s\leq N-2) can refer [26]. Regarding the temporal local trail functions \psi^k_m(t) and test functions \tilde{\psi}^k_m(t)\; (0\leq m\leq M_k-1) , please see [28]. Let

    \begin{equation} \begin{split} &w^{(k)}(x,y,t) = \sum\limits_{m = 0}^{M_k-1}\sum\limits_{n,s = 0}^{N-2}w^{(k)}_{m,n,s}\phi_n(x)\phi_s(y)\psi_m^k(t), \; W^{(k)} = (w^{(k)}_{m,n,s})_{M_k\times(N-1)^2},\\ &w_q^{(k)}(x,y,t) = \sum\limits_{m = 0}^{M_k-1}\sum\limits_{n,s = 0}^{N-2}w^{(k)}_{q,m,n,s}\phi_n(x)\phi_s(y)\psi_m^k(t), \; W^{(k)} = (w^{(k)}_{q,m,n,s})_{M_k\times(N-1)^2}, \quad q = 1,2, \end{split} \end{equation} (4.7)

    and v^{(k)}(x, y, t) = \phi_{n'}(x)\phi_{s'}(y)\tilde{\psi}^{(k)}_{m'}(t) , where n', s' = 0, 1, \cdots, N-2 and m' = 0, 1, \cdots, M_k-1 , we can see that W^{(k)} = W_1^{(k)}-W_2^{(k)} .

    Denote the sets of LGL points and weights in spatial directions by \{x_{\tilde{n}}, \varpi_{\tilde{n}}\}_{{\tilde{n}} = 0}^{N+1} and \{y_{\tilde{s}}, \varpi_{\tilde{s}}\}_{{\tilde{s}} = 0}^{N+1} , and denote the set of LGL points in time span I_k by \{t_{\tilde{m}}, \dot{\varpi}_{\tilde{m}}\}_{\tilde{m} = 0}^{M_k+1} . Define

    \begin{equation} \begin{split} &\tilde{\Psi}^{(k)} = (\tilde{\psi}_m^{(k)}(t_{\tilde{m}}))_{M_k\times(M_k+2)}, \quad \mathcal{F}^{(k)} = (\mathfrak{f}_{\tilde{m},\tilde{n},\tilde{s}})_{(M_k+2) \times (N+2)^2},\\ &\mathfrak{f}_{\tilde{m},\tilde{n},\tilde{s}} = \frac{b_k}{2}(f^{(k)}(x_{\tilde{n}},y_{\tilde{s}},t_{\tilde{m}})+\mu\Delta \mathbb{P}_N^1 u_0(x_{\tilde{n}},y_{\tilde{s}})-\gamma \mathbb{P}_N^1 u_0(x_{\tilde{n}},y_{\tilde{s}})). \end{split} \end{equation} (4.8)

    Then, we can get the matrix form of the scheme (4.4) as follows:

    \begin{equation} \begin{split} &(C^{(k)}+\gamma D^{(k)})W_1^{(k)}\big[{\rm Diag}(\lambda_{n})\otimes{\rm Diag}(\lambda_{s})\big] +(\varepsilon C^{(k)}+\mu D^{(k)})W_1^{(k)}\big[I_{N-1}\otimes{\rm Diag}(\lambda_{n}) +{\rm Diag}(\lambda_{s})\otimes I_{N-1}\big]\\ = &\tilde{\Psi}^{(k)} {\rm Diag}(\dot{\varpi}_{\tilde{m}})\mathcal{F}^{(k)}\big[(\Phi_x {\rm Diag}(\varpi_{\tilde{n}}))^T\otimes(\Phi_y {\rm Diag}(\varpi_{\tilde{s}}))^T\big], \end{split} \end{equation} (4.9)

    where matrices {\rm Diag}(\lambda_{n}) , {\rm Diag}(\lambda_{s}) , I_{N-1} , \Phi_x and \Phi_y in spatial directions are given in [26], and matrices C^{(k)} and D^{(k)}\; (1\leq k\leq K) in temporal direction are given in [28]. Then, by the properties of matrix multiplication in [32], Eq (4.9) can be formulated as

    \begin{equation} \begin{split} \mathcal{A}^{(k)}{\rm vec}(W_1^{(k)}) = {\rm vec}\big(\tilde{\Psi}^{(k)} {\rm Diag}(\dot{\varpi}_{\tilde{m}})\mathcal{F}^{(k)}\big[(\Phi_x {\rm Diag}(\varpi_{\tilde{n}}))^T\otimes(\Phi_y {\rm Diag}(\varpi_{\tilde{s}}))^T\big]), \end{split} \end{equation} (4.10)

    where

    \begin{equation} \begin{split} \mathcal{A}^{(k)} = &{\rm Diag}(\lambda_{n})\otimes{\rm Diag}(\lambda_{s})\otimes (C^{(k)}+\gamma D^{(k)})\\ &+\big[I_{N-1}\otimes{\rm Diag}(\lambda_{s})+{\rm Diag}(\lambda_{n})\otimes I_{N-1}\big]\otimes (\varepsilon C^{(k)}+\mu D^{(k)}). \end{split} \end{equation} (4.11)

    Now, we try to get the matrix form of scheme (4.5). According to the processing means in [28], similarly, we have

    \begin{equation} \begin{split} u^{(k-1)}(x,y,a_k) = \sum\limits_{n,s = 0}^{N-2}\rho_{n,s}^{(k)}\phi_n(x)\phi_s(y)+u^{(0)}(x,y,a_1), \quad \rho_{n,s}^{(k)} = 2\sum\limits_{l = 1}^{k-1}\sum\limits_{m = 0}^{M_l-1}w_{m,n,s}^{(l)}. \end{split} \end{equation} (4.12)

    Then

    \begin{equation} \begin{split} &\mu(\nabla u^{(k-1)}(a_k),\nabla v^{(k)})_{\Sigma_k}+\gamma (u^{(k-1)}(a_k),v^{(k)})_{\Sigma_k}-\mu(\nabla \mathbb{P}_N^1u_0,\nabla v^{(k)})_{\Sigma_k}-\gamma (\mathbb{P}_N^1u_0,v^{(k)})_{\Sigma_k}\\ = &\rho_{n,s}^{(k)}(\mu(\lambda_{n}+\lambda_{s})+\gamma\lambda_{n}\lambda_{s})\sigma_{m}^{(k)}, \end{split} \end{equation} (4.13)

    where \{\lambda_{n}\}_{n = 0}^{N-2} are corresponding eigenvalues of mass matrices and \{\sigma_{m}^{(k)}\}_{m = 0}^{M_k-1} can refer to (4.33) in [28]. Denote \lambda_{n, s} = \mu(\lambda_{n}+\lambda_{s})+\gamma\lambda_{n}\lambda_{s} , then according to the values of \{\sigma_{m}^{(k)}\}_{m = 0}^{M_k-1} we can get the matrix form of scheme (4.5) as follows:

    \begin{equation} \begin{split} &(C^{(k)}+\gamma D^{(k)})W_2^{(k)}\big[{\rm Diag}(\lambda_{n})\otimes{\rm Diag}(\lambda_{s})\big] +(\varepsilon C^{(k)}+\mu D^{(k)})W_2^{(k)}\big[I_{N-1}\otimes{\rm Diag}(\lambda_{s})+{\rm Diag}(\lambda_{n})\otimes I_{N-1}\big]\\ = &F^{(k)}, \end{split} \end{equation} (4.14)

    where

    \begin{equation} \begin{split} F^{(k)} = (\eta_0^{(k)},\eta_1^{(k)},\mathbf{0},\cdots,\mathbf{0})^T, \quad \eta_i^{(k)} = (\sigma_{i}^{(k)}\rho_{n,s}^{(k)}\lambda_{n,s})_{1\times(N-1)^2}, \quad i = 0,1. \end{split} \end{equation} (4.15)

    The Eq (4.14) above can also be converted to a form similar to Eq (4.10).

    In summary, the algorithm can be implemented as follows:

    (1) For each k\geq 1, compute W^{(k)}_1 by (4.9).

    (2) Obviously, W^{(1)} = W_1^{(1)}. For each k\geq 2, assume that W^{(k-1)} have been obtained, then W_2^{(k)} is obtained by (4.14) easily.

    (3) W^{(k)} = W_1^{(k)}-W_2^{(k)} for each k\geq 2.

    We mainly devote this section to demonstrate the accuracy and efficiency of the multi-interval Legendre space-time spectral method by utilizing numerical examples for the 2D Sobolev equations. Regarding the numerical results of the single interval Legendre space-time spectral methods for the multi-dimensional Sobolev equations, one can refer [26].

    Example 5.1. We consider the 2D Sobolev equations (1.1) on the time interval I = (0, 2] with the following exact solution:

    \begin{equation} \begin{split} u(x,y,t) = e^{\frac{1}{t+0.2}}\big(\sin\pi x\sin\pi y+(1-x^2)(1-y^2)\big). \end{split} \end{equation} (5.1)

    In this example, the two-interval Legendre space-time spectral method is applied to attain the numerical solution u_L . We divide the time interval I = (0, 2] into I_1 = (0, 0.3] and I_2 = (0.3, 2] , namely, a_1 = 0, a_2 = 0.3 and a_3 = 2 . Under the premise of setting constants \varepsilon = \mu = \gamma = 1 , we compare the images of numerical solutions u_L and exact solutions u at different times in Figures 1 and 2. From these figures we can deduce that the image of the numerical solutions very well simulate the image of the exact solutions.

    Figure 1.  (Left) The exact solution u at time t = 0.3 . (Right) The numerical solution u_L by two-interval Legendre spectral method at time t = 0.3 for (M_1, M_2) = (40, 40) and N = 50 . Take \varepsilon = \mu = \gamma = 1 .
    Figure 2.  (Left) The exact solution u at time t = 2 . (Right) The numerical solution u_L by two-interval Legendre spectral method at time t = 2 for (M_1,M_2) = (60,60) and N = 70 . Take \varepsilon = \mu = \gamma = 1 .

    To show the spectral accuracy of the proposed method, we plot the maximum point-wise errors and L^2(\Sigma) -errors using semi-log coordinates in Figure 3. The numerical results indicate that the proposed method obtained the exponential convergence in both time and space.

    Figure 3.  Spectral accuracy. (Left) Temporal errors by taking N = 15 . (Right) Spatial errors by taking (M_1, M_2) = (35, 35) . Take \varepsilon = \mu = \gamma = 1 .

    In Tables 1 and 2, we show L^2(\Sigma) -errors in space and time, respectively, mainly to compare the numerical effects of the proposed method applying the Fourier-like basis functions and the traditional basis functions. We can then observe that multi-interval method taking Fourier-like basis functions attain better efficiency.

    Table 1.  Spatial errors. Take (M_1, M_2) = (40, 40) and \varepsilon = \mu = \gamma = 1 .
    N Fourier-like basis Standard basis Order
    \|u_L-u\| CPU(s) \|u_L-u\| CPU(s)
    12 1.4243E-05 0.3309 1.4243E-05 9.7683
    14 1.7056E-07 0.3463 1.7056E-07 26.4171 N^{-28.71}
    16 1.5700E-09 0.3552 1.5700E-09 55.0611 N^{-35.11}
    18 1.1462E-11 0.3734 1.1462E-11 122.2270 N^{-41.77}
    20 3.0801E-13 0.3892 3.0801E-13 237.8722 N^{-34.32}

     | Show Table
    DownLoad: CSV
    Table 2.  Temporal errors. Take N = 20 and \varepsilon = \mu = \gamma = 1 .
    M=(M_1, M_2) Fourier-like basis Standard basis Order
    \|u_L-u\| CPU(s) \|u_L-u\| CPU(s)
    (10, 10) 8.3000E-03 0.3431 8.3000E-03 4.6588
    (15, 15) 6.2018E-05 0.3495 6.2018E-05 13.9264 M^{-12.08}
    (20, 20) 7.0981E-07 0.3579 7.0981E-07 30.4591 M^{-15.54}
    (25, 25) 8.9560E-09 0.3621 8.9560E-09 61.2795 M^{-19.59}
    (30, 30) 1.0813E-10 0.3785 1.0813E-10 94.7840 M^{-24.22}
    (35, 35) 1.2687E-12 0.3862 1.2687E-12 150.8296 M^{-28.84}

     | Show Table
    DownLoad: CSV

    In Table 3, we compare the temporal L^2(\Sigma) -errors obtained by using the single-interval Legendre spectral method and the two-interval Legendre spectral method for the same N and \varepsilon = \mu = \gamma = 1 . One can find that the two-interval method show a great improvement in accuracy compared with the single-interval method.

    Table 3.  Temporal errors. Take \varepsilon = \mu = \gamma = 1 .
    N Single interval method Two-interval method
    M \|u_L-u\| Order M=(M_1, M_2) \|u_L-u\| Order
    20 20 2.3710E-01 (10, 10) 8.3000E-03
    20 30 3.4000E-03 M^{-10.47} (15, 15) 6.2018E-05 M^{-12.08}
    20 40 3.9093E-05 M^{-15.52} (20, 20) 7.0981E-07 M^{-15.54}
    20 50 3.8171E-07 M^{-20.74} (25, 25) 8.9560E-09 M^{-19.59}
    20 60 3.2869E-09 M^{-26.08} (30, 30) 1.0813E-10 M^{-24.23}
    20 70 2.5627E-11 M^{-31.49} (35, 35) 1.2687E-12 M^{-28.84}

     | Show Table
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    Example 5.2. In this example we consider the 2D Sobolev equations (1.1) on time interval I = (0, 2] with the unknown exact solution. The source term is f = 0 and the initial condition is taken as

    \begin{equation} \begin{split} u_0(x,y) = \left\{\begin{aligned} &(1-x^2)\sin (\pi y), &(x,y)\in [-1,0]\times [-1,1],\\ &(1-y^2)\sin (\pi x), &(x,y)\in (0,1]\times [-1,1]. \end{aligned} \right. \end{split} \end{equation} (5.2)

    We also consider the two-interval Legendre space-time spectral method in time. We divide the time interval I = (0, 2] into I_1 = (0, 1.3] and I_2 = (1.3, 2] , namely, a_1 = 0, a_2 = 1.3 and a_3 = 2 . In Figure 4, we depict the numerical solutions u_L(x, y, t) at t = 1.3 and t = 2 with (M_1, M_2) = (30, 30), \; N = 60 and \varepsilon = \mu = \gamma = 1 .

    Figure 4.  The numerical solutions u_L by two-interval Legendre space-time spectral method at (Left) t = 1.3 and (Right) t = 2 for (M_1, M_2) = (30, 30) and N = 60 . Take \varepsilon = \mu = \gamma = 1 .

    For the unknown of the exact solution, there is no uniform standard to compare the efficiency of the single interval Legendre space-time spectral method with the two-interval method. Thus in Figure 5 by taking the numerical solutions obtained under (M_1, M_2) = (30, 30) and N = 60 as a reference, we plot the temporal and spatial errors of the proposed method with \varepsilon = \mu = \gamma = 1 . One can clearly observe that two-interval Legendre space-time spectral method possess the spectral accuracy both in time and space.

    Figure 5.  Spectral accuracy. (Left) Temporal errors by taking N = 60 . (Right) Spatial errors by taking (M_1, M_2) = (30, 30) . Take \varepsilon = \mu = \gamma = 1 .

    Example 5.3. This example is devoted to exploring the 2D Sobolev equations (1.1) on time interval I = (0, 1] with the exact solution, which is not regular enough and unknown in advance. The source term is f = 0 and the initial condition is taken as, see Figure 6,

    \begin{equation} \begin{split} u_0(x,y) & = \left\{\begin{aligned} &\max[0,0.3-0.5(|x+0.1|+|y+0.1|)]+0.5,&\sqrt{(x-0.5)^2+(y-0.5)^2} < 0.2,\\ &\max[0,0.3-0.5(|x+0.1|+|y+0.1|)],&\mbox{otherwise}. \end{aligned} \right. \end{split} \end{equation} (5.3)
    Figure 6.  Initial function u_0(x, y) .

    We divide the time interval I = (0, 1] into I_1 = (0, 0.7] and I_2 = (0.7, 1] to consider the two-interval Legendre space-time spectral method. In Figure 7, we depict the numerical solutions u_L(x, y, t) derived by the proposed method at t = 0.7 and t = 1 with (M_1, M_2) = (30, 30), \; N = 60 and \varepsilon = \mu = \gamma = 1 .

    Figure 7.  The numerical solutions u_L by two-interval Legendre space-time spectral method at (Left) t = 0.7 and (Right) t = 1 for (M_1, M_2) = (30, 30) and N = 60 . Take \varepsilon = \mu = \gamma = 1 .

    In Figure 8, by taking the numerical solutions obtained under (M_1, M_2) = (30, 30) and N = 60 as a reference, we present the temporal and spatial errors with \varepsilon = \mu = \gamma = 1 . One can clearly observe that our method possess spectral accuracy both in time and space.

    Figure 8.  Spectral accuracy. (Left) Temporal errors by taking N = 60 . (Right) Spatial errors by taking (M_1, M_2) = (30, 30) . Take \varepsilon = \mu = \gamma = 1 .

    As previously seen, the spectral method is commonly used to formulate the numerical scheme in space combined with the finite difference method in time, but in most cases, the infinite accuracy in space and finite accuracy in time leads to a unbalanced scheme. In order to avoid this problem, in this paper we use the Legendre-Galerkin method in space and the Legendre-tau-Galerkin method in time to study two-dimensional Sobolev equations. We have succeeded in obtaining spectral convergence in both time and space. In particular, the multi-interval form of the proposed method is also considered. In the theoretical analysis, we not only prove the stability of the single and multi-interval numerical scheme, but also give strict proof of the L^2(\Sigma) -error estimates by using the dual technique, where a better error estimate is obtained for the single interval form and the optimal error estimate is obtained for multi-interval form. Compared with the single interval method, the multi-interval spectral method succeeds in reducing the scale of problems, adopting the parallel computers and improving the flexibility of algorithm. Another highlight of this paper is that the Fourier-like basis functions, different from the traditional basis functions, are adopted for the Legendre spectral method in space. Since the mass matrix obtained by Fourier-like basis functions is a diagonal matrix, the computing time and memory can be effectively reduced in the implementation of the algorithm. Numerical experiments show that our method can attain the spectral accuracy both in time and space, and the multi-interval method in time is more efficient than the single one.

    In a future study, we will extend our method to the numerical solutions of the nonlinear Sobolev equation by using appropriate technique to deal with the nonlinear terms effectively.

    This work was supported by the National Natural Science Foundation of China (12161063), Natural Science Foundation of Inner Mongolia Autonomous Regions (2021MS01018), Program for Innovative Research Team in Universities of Inner Mongolia Autonomous Region (NMGIRT2207).

    We declare no conflicts of interest in this paper.



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