H-P Version of The Continuous Petrov-Galerkin

SIAM J. NUMER. ANAL.
c 2015 Society for Industrial and Applied Mathematics

Vol. 53, No. 6, pp. 2677–2704
AN h-p VERSION OF THE CONTINUOUS PETROV–GALERKIN

Downloaded 12/13/15 to 139.80.123.50. Redistribution subject to SIAM license or copyright; see http://www.siam.org/journals/ojsa.php
FINITE ELEMENT METHOD FOR VOLTERRA

INTEGRO-DIFFERENTIAL EQUATIONS WITH SMOOTH AND
NONSMOOTH KERNELS∗
LIJUN YI† AND BENQI GUO‡
Abstract. We present an h-p version of the continuous Petrov–Galerkin (CPG) finite element
method for linear Volterra integro-differential equations with smooth and nonsmooth kernels. We
establish a priori error estimates in the L2 -, H 1 -, and L∞ -norms that are completely explicit with
respect to the local discretization and regularity parameters. For singular solutions caused by the
weakly singular kernels, we prove that algebraic convergence rates can be achieved for the h-p version
of the CPG method with quasi-uniform meshes. Moreover, we show that exponential rates of con-
vergence can be achieved for solutions with start-up singularities by using geometric time partitions
and linearly increasing polynomial degrees. Numerical experiments are provided to illustrate the
theoretical results.
Key words. Volterra integro-differential equations, weakly singular kernel, h-p version contin-
uous Petrov–Galerkin method
AMS subject classifications. 65L60, 65L05, 65R20, 65L70
DOI. 10.1137/15M1006489
1. Introduction. In this paper we study the numerical solution for the linear
Volterra integro-differential equation (VIDE) of the form
⎧ t
⎨
u (t) + a(t)u(t) + Kα (t − s)b(s)u(s)ds = f (t), t ∈ [0, T ],
(1.1)
⎩ 0
u(0) = u0 ∈ R,
where the real functions a(t), b(t), and f (t) are continuous on [0, T ]. Moreover, we
assume that there exists a constant μ > 0 such that
(1.2) |a(t)| ≤ μ and |b(t)| ≤ μ, t ∈ [0, T ].
The kernel Kα is given by the function
(1.3) Kα (s) := s−α
with either 0 < α < 1 (that is, the kernel is weakly singular) or α ≤ 0 (particularly,
if α ∈ N−
0 := {0, −1, −2, . . .}, the kernel is smooth).
∗ Received by the editors February 2, 2015; accepted for publication (in revised form) October 13,
2015; published electronically December 10, 2015.

http://www.siam.org/journals/sinum/53-6/M100648.html
† Corresponding author. Department of Mathematics, Shanghai Normal University, Shanghai
200234, China (ylj5152@shnu.edu.cn). This author is supported in part by the National Natural Sci-
ence Foundation of China under grants 11301343 and 11571238, the Research Fund for the Doctoral
Program of Higher Education of China under grant 20113127120002, the Natural Science Foundation
of Shanghai under grant 15ZR1430900, and the Fund for E-institute of Shanghai Universities under
grant E03004.
‡ Department of Mathematics, Shanghai Normal University, Shanghai 200234, China and Depart-
ment of Mathematics, University of Manitoba, Winnipeg, MB R3T 2N2, Canada (guo@cc.umanitoba.

ca). This author is supported in part by the NSERC of Canada under grant OGP0046726.
2677
Copyright © by SIAM. Unauthorized reproduction of this article is prohibited.

2678 LIJUN YI AND BENQI GUO
The numerical solution of Volterra-type integral equations has been studied ex-
tensively over the last few decades. Many numerical methods have been developed
for Volterra integral and integro-differential equations with smooth and nonsmooth
kernels, such as Runge–Kutta and collocation methods [3, 4, 8, 15, 28, 34], continuous
and discontinuous Galerkin methods [19, 20, 21]. We also refer to the monographs
[2, 6] and the references therein.
However, the works mentioned above are mainly concerned with the so-called h-
version method, where convergence is achieved by decreasing the size of time steps
at a fixed, usually low approximation order. This is in contrast to the p and h-p ver-
sion methods, where approximation polynomials of varying high order are employed.
In particular, the h-p version combines the two approaches of mesh refinement and
degree enhancement, and the exponential rates of convergence can be achieved even
if the true solution is nonsmooth due to singularities arising from the geometry of
the domain or from mixed boundary conditions (see, e.g., [13, 25]). Due to its great
flexibility for implementation and high-order accuracy, the study of h-p version meth-
ods for time dependent problems has received considerable attention in recent years.
For instance, the h-p version of the discontinuous Galerkin method was developed for
nonlinear initial value problems in [23] and for parabolic problems in [24], and then it
was applied to VIDEs and parabolic VIDEs in [5, 22]. Besides, an h-p version of the
continuous Galerkin method for nonlinear initial value problems was also presented in
[31]. Recently, we studied the h-p version of the continuous Petrov–Galerkin (CPG)
method for linear and nonlinear VIDEs with smooth solutions in [32, 33]. Further-
more, several spectral Galerkin and collocation methods were also studied for integral
or integro-differential equations of Volterra type (see, e.g., [9, 16, 17, 18, 27, 29, 30]).
The objective of the present work is to analyze an h-p version of the CPG
method for the VIDE (1.1) with smooth and nonsmooth kernels. The Petrov–Galerkin
method, which includes the standard Galerkin method as a special case, allows the
trial and test spaces to be different, and it has become a powerful tool for numerical
solutions of various differential equations (see, e.g., [10, 12, 26]). The CPG method in
this paper produces globally continuous and piecewise polynomial solutions, but the
test spaces are based on discontinuous piecewise polynomials, thus it can be regarded
as a time stepping scheme (see (2.2)). We prove that such a choice of the trial and test
spaces leads the CPG scheme to be well-defined, provided that a certain condition on
the time steps is satisfied (see (2.5)). The main contributions of this work reside in
the following aspects:
• We establish a priori error estimates in the L2 -, H 1 -, and L∞ -norms that
are explicit in the time steps, the approximation orders, and the regularity
properties of the exact solution. These estimates enable us to recover the
optimal convergence rates in the time steps, and they also show that the
p-version CPG method yields high-order algebraic convergence rates (i.e.,
spectral convergence), provided that the exact solution is smooth.
• We derive new h-p version error bounds in the L2 -, H 1 -, and L∞ -norms for
the CPG method with quasi-uniform meshes, provided that the solution of
problem (1.1) has tσ -type singularity induced by the weakly singular kernel.
These estimates show that the p-version gives twice the rate of convergence
as the h-version (on quasi-uniform meshes) for singular solutions. To the
best of our knowledge, this is the first time that the phenomenon of doubling
convergence was proved for the numerical solutions of VIDEs, although it is
well known in the p-version of the finite element method for elliptic problems
with corner singularities (see, e.g., [1, 13, 25]).

AN h-p CPG METHOD FOR VIDEs 2679
• We show that for analytic solutions with certain start-up singularities expo-
nential convergence rates can be achieved for the h-p version CPG method
with geometric time steps and linearly increasing approximation orders.

The outline of the rest of the paper is as follows. In section 2, we describe the
h-p version of the CPG method and prove existence and uniqueness of the discrete
solutions. In section 3, we carry out a complete h-p version error analysis of the CPG
method for VIDEs with smooth and nonsmooth solutions. In section 4, we present
some numerical examples to validate the theoretical results. Finally, we end the paper
with some concluding remarks in section 5.
Throughout, we will follow the standard notation for Sobolev spaces and their
norms. For an interval I, we denote by Lp (I) the Lebesgue space of p-integrable func-
tions on I, equipped with the norm ·Lp (I) . For an integer k, we denote by ·W k,p (I)
and |·|W k,p (I) the norm and seminorm of the Sobolev space W k,p (I), respectively. The
fractional-order spaces W s,p (I), s ≥ 0, are defined via the K-method of interpolation.
In particular, we set W s,2 (I) = H s (I). Moreover, we denote by C generic positive
constants independent of the discretization parameters of interest (such as time steps
and polynomial degrees) that could change from one occurrence to the other.
2. The h-p version of the continuous Petrov–Galerkin method. In this
section, we introduce the h-p version of the CPG method for the discretization of the
VIDE (1.1) and prove existence and uniqueness of the discrete solutions.
2.1. Formulation of the h-p version of the continuous Petrov–Galerkin
method. Let Th be a partition of the time interval I := (0, T ) into N open subinter-
vals {In = (tn−1 , tn )}N
n=1 , with nodal points
0 = t0 < t1 < t2 < · · · < tN −1 < tN = T.

We set kn = tn − tn−1 for 1 ≤ n ≤ N and define the maximum step size as k =
max1≤n≤N kn . Usually the partition Th is called quasi-uniform if there is a constant
Cq > 0 such that k ≤ Cq kn for all 1 ≤ n ≤ N . We assign to each time interval In an
approximation order rn ≥ 1 and store these element orders in the polynomial degree
vector r = {rn }N
n=1 . Then, the tuple (Th , r) is called an h-p discretization of I.
For a given h-p discretization (Th , r) of I, we introduce the h-p approximation
and test spaces
S r,1 (Th ) = {u ∈ H 1 (I) : u|In ∈ Prn (In ), 1 ≤ n ≤ N }
and
S r−1,0 (Th ) = {u ∈ L2 (I) : u|In ∈ Prn −1 (In ), 1 ≤ n ≤ N },
respectively, where Prn (In ) denotes the space of polynomials of degree at most rn on
In , and the space Prn −1 (In ) is defined analogously.
We consider the following h-p version CPG approximation of the VIDE (1.1): find
U ∈ S r,1 (Th ) such that
(2.1)
N
N
t
U (t) + a(t)U (t) ϕ(t)dt + (t − s)−α b(s)U (s)ds ϕ(t)dt

n=1 In n=1 In 0
N
= f (t)ϕ(t)dt,
n=1 In
U (0) = u0
for all ϕ ∈ S r−1,0 (Th ).

Remark 2.1. Due to the discontinuous character of the test space S r−1,0 (Th ), the
CPG method in (2.1) is a time stepping scheme: if U is given on the time intervals
Im , 1 ≤ m ≤ n − 1, we find U |In ∈ Prn (In ) by solving
t
U (t) + a(t)U (t) ϕ(t)dt + (t − s)−α b(s)U (s)ds ϕ(t)dt

In In 0

(2.2)
= f (t)ϕ(t)dt,
In
U |In (tn−1 ) = U |In−1 (tn−1 )
for all ϕ ∈ Prn −1 (In ). Here, U |I1 (0) = u0 .
2.2. Existence and uniqueness of discrete solutions. To show that the

CPG method in (2.1) defines a unique approximation solution, we make use of the
following Poincaré–Friedrichs inequality.
Lemma 2.1. Let u ∈ H 1 (J), J = (a, b) ⊂ R, −∞ < a < b < ∞. We further
assume that u(a) = 0. Then, there holds the Poincaré–Friedrichs inequality
uL2 (J) ≤ Cp hu L2 (J) ,
where h = b − a, and Cp > 0 is a constant that is independent of h and u.

Proof. This result follows from the standard Poincaré–Friedrichs inequality by
using a scaling argument.
The following technical lemma is needed in our proof of the existence and unique-
ness of discrete solutions. It is a straightforward extension of Lemma 2.3 in [5]. For
convenience, we give the proof here in our situation.
Lemma 2.2. If g ∈ L2 (tn−1 , tn ) and α < 1, then there holds for 1 ≤ n ≤ N ,
2
tn t 2(1−α) tn
−α kn
(2.3) (t − s) g(s)ds dt ≤ g 2 (s)ds,
tn−1 tn−1 (1 − α)2 tn−1
where kn = tn − tn−1 . Moreover, if g ∈ L2 (0, tn ), there holds
tn t
2 2(1−α) tn
−α tn
(2.4) (t − s) g(s)ds dt ≤ g 2 (s)ds.
0 0 (1 − α)2 0
Proof. Applying the Cauchy–Schwarz inequality, we have
2
t t t
−α −α
(t − s) g(s)ds ≤ (t − s) ds (t − s)−α g 2 (s)ds
tn−1 tn−1 tn−1
t
(t − tn−1 )1−α
= (t − s)−α g 2 (s)ds.
1−α tn−1

Hence
tn 2
t tn
(t − tn−1 )1−α t
−α
(t − s) g(s)ds dt ≤ (t − s)−α g 2 (s)dsdt
tn−1 tn−1 tn−1 1−α tn−1
t
kn1−α tn
≤ (t − s)−α g 2 (s)dsdt
1 − α tn−1 tn−1
tn
kn1−α tn 2
= g (s) (t − s)−α dtds
1 − α tn−1 s

kn1−α tn 2 (tn − s)1−α
= g (s) ds
1 − α tn−1 1−α
2(1−α) tn
kn
≤ g 2 (s)ds,
(1 − α)2 tn−1
which completes the proof of (2.3).

Finally, letting tn−1 = 0 and kn = tn in (2.3), we get (2.4) directly.
We next address the existence and uniqueness of the discrete solutions.
Theorem 2.1. Assume that the partition Th satisfies

kn1−α
(2.5) Cp μkn 1 + < 1, 1 ≤ n ≤ N.
1−α
Then, the CPG method in (2.1) admits a unique solution U ∈ S r,1 (Th ).
Proof. We first show the uniqueness of the solution of (2.1). Due to Remark 2.1,
it suffices to show the uniqueness of the solution of (2.2). Let U1 and U2 be two
solutions of (2.2). The difference E = U1 − U2 satisfies
t
(2.6) E (t)ϕ(t)dt+ a(t)E(t)ϕ(t)dt+ (t − s)−α b(s)E(s)ds ϕ(t)dt = 0

In In In 0
for all ϕ ∈ Prn −1 (In ).

Let ϕ = E in (2.6); we can use (1.2) and the Cauchy–Schwarz inequality to
obtain
t

E L2 (In ) ≤ μEL2 (In ) E L2 (In ) + μ (t − s) |E(s)|ds
2 −α
E L2 (In ) ,
0 L2 (In )
which implies
t

(2.7) E L2 (In ) ≤ μEL2 (In ) + μ
(t − s)−α
|E(s)|ds

0 L2 (In )
for 1 ≤ n ≤ N .
We next prove the following proposition by induction:

kn1−α
If Cp μkn 1 + < 1, then E|In = 0 for 1 ≤ n ≤ N.
1−α
Using (2.3) with n = 1, we obtain from (2.7) that

k11−α k11−α
(2.8) E L2 (I1 ) ≤ μEL2 (I1 ) + μ EL2 (I1 ) ≤ μ 1 + EL2 (I1 ) .
1−α 1−α

Noting the fact that E(0) = 0, then using the Poincaré–Friedrichs inequality in
Lemma 2.1 yields

k 1−α
(2.9) EL2 (I1 ) ≤ Cp k1 E L2 (I1 ) ≤ Cp μk1 1 + 1 EL2 (I1 ) .
1−α
1 k1−α
Thus, E|I1 = 0 provided Cp μk1 (1 + 1−α ) < 1 is satisfied.
Suppose we have proven that there holds E|Im = 0 for 2 ≤ m ≤ n − 1, under the
1−α
km
condition that Cp μkm (1 + 1−α )< 1. Then, by (2.7) and (2.3) we get

t
−α
E L2 (In ) ≤ μEL2 (In ) + μ (t − s) |E(s)|ds
tn−1 2
(2.10) L (In )
1−α

k
≤μ 1+ n EL2 (In ) ,
1−α
which together with the Poincaré–Friedrichs inequality in Lemma 2.1 leads to

kn1−α
(2.11) EL (In ) ≤ Cp μkn 1 +
2 EL2 (In ) .
1−α
n k1−α
Hence, we assert that E|In = 0 provided Cp μkn (1 + 1−α ) < 1 is satisfied.
Finally, as problem (2.2) is linear and finite dimensional, the existence of solutions
follows from their uniqueness. This completes the proof.
Remark 2.2. The results in Theorem 2.1 shows that the existence of the h-p
version CPG finite element solution is completely independent of the approximation
orders rn , 1 ≤ n ≤ N .
3. Error analysis. In this section, we shall derive h-p version error bounds for
the CPG method in (2.1). Throughout this section, we assume that the partition Th
satisfies (2.5).
3.1. Preliminaries. We first recall the following discrete Gronwall inequality
(cf. [2]).
Lemma 3.1. Let {an }N n=1 and {bn }n=1 be two sequences of nonnegative real
N
numbers with b1 ≤ b2 ≤ · · · ≤ bN . Assume that for C ≥ 0 and weights wi > 0, 1 ≤

i ≤ N − 1, there holds

n−1
a1 ≤ b 1 , an ≤ b n + C wi ai , 2 ≤ n ≤ N.
i=1
Then, we have

n−1
an ≤ bn exp C wi , 2 ≤ n ≤ N.
i=1
We next introduce an interpolant Iu (see (3.6)) and analyze its h-p version ap-
proximation properties for both smooth and singular functions. The interpolant Iu
will play an important role in the error analysis of the CPG method.
Let Λ = (−1, 1) and {Li (ξ)}∞ i=0 be the Legendre polynomials which form an
orthogonal basis of L2 (Λ). For u ∈ H 1 (Λ), we can expand u into a Legendre series
∞

u (ξ) = bi Li (ξ)
i=0

2i+1

with bi = 2 Λ
u Li dξ, i ≥ 0. We define an operator ΠrΛ : H 1 (Λ) −→ Pr (Λ) as
ξ r−1

(3.1) r
ΠΛ u(ξ) = bi Li (η) dη + u(−1), r ≥ 1.
−1 i=0
It can be easy to verify that ΠrΛ u(±1)

= u(±1), and there holds

(u − ΠrΛ u) ϕdt = 0 ∀ ϕ ∈ Pr−1 (Λ).
Λ
Moreover, due to the definition of ΠrΛ there hold

∞

(3.2) (u − ΠrΛ u) = bi Li (ξ)
i=r
and
∞

(3.3) u − ΠrΛ u = bi ϕi (ξ)
i=r
with
ξ
1
(3.4) ϕi (ξ) = Li (t)dt = Li+1 (ξ) − Li−1 (ξ) .
−1 2i + 1
Using (3.3) and (3.4), we further obtain
∞
br br+1 bi bi+2
(3.5) u − ΠrΛ u = − Lr−1 − Lr + − Li+1 .
2r + 1 2r + 3 i=r
2i + 1 2i + 5
For any interval J = (a, b) of length h = b − a we define the operator ΠrJ u =

[ΠrΛ (u ◦ M)] ◦ M−1 , where M : Λ → J is the linear transformation ξ → t = a+b+hξ
2 .
Then, for the exact solution u of (1.1) we define an approximation polynomial Iu ∈
S r,1 (Th ) intervalwise as
(3.6) Iu|In = ΠrInn u, 1 ≤ n ≤ N.
Due to the definition of ΠrΛ , it is easy to verify that Iu(tn ) = u(tn ) for 0 ≤ n ≤ N ,
and there holds

(3.7) (u − Iu) ϕdt = 0 ∀ ϕ ∈ Prn −1 (In ).
In
We recall the following approximation properties of Iu from [25].

Lemma 3.2. Let Th be any mesh in I. Assume that u ∈ H 1 (I) satisfies u|In ∈
H s0,n +1 (In ) for s0,n ≥ 0. Then there hold

2sn +2
kn Γ(rn + 1 − sn )
(3.8) u − Iu2L2 (In ) ≤ u2H sn +1 (In ) ,
2 rn (rn + 1)Γ(rn + 1 + sn )

2sn
2 kn Γ(rn + 1 − sn )
(3.9) |u − Iu|H 1 (In ) ≤ u2H sn+1 (In )
2 Γ(rn + 1 + sn )
for any real sn , 0 ≤ sn ≤ min{rn , s0,n }.

If the polynomial degrees are uniform with rn = r ≥ 1 and the mesh Th is quasi-
uniform, let u ∈ H s+1 (I) for any real s ≥ 0. Then there hold
k min{s,r}+1
(3.10) u − IuL2 (I) ≤ C uH s+1 (I) ,
rs+1
k min{s,r}
(3.11) |u − Iu|H 1 (I) ≤C uH s+1 (I) ,
rs
where the constants C are independent of k and r.
From Lemma 3.2, we can further obtain the following L∞ -estimates.
Corollary 3.1. Let Th be any mesh in I. Assume that u ∈ H 1 (I) satisfies
u|In ∈ W s0,n +1,∞ (In ) for s0,n ≥ 0. Then we have

2sn +2
kn Γ(rn + 1 − sn )
(3.12) u − Iu2L∞ (In ) ≤ C u2W sn +1,∞ (In )
2 Γ(rn + 1 + sn )

If the polynomial degrees are uniform with rn = r ≥ 1 and the mesh Th is quasi-
uniform, let u ∈ W s+1,∞ (I) with s ≥ 0. Then we have
k min{s,r}+1
(3.13) u − IuL∞ (I) ≤ C uW s+1,∞ (I) .
rs
Proof. Using the following inequality (cf. [14])
2
(3.14) v2L∞ (a,b) ≤ v2L2 (a,b) + 2(b − a)v2H 1 (a,b) ∀ v ∈ H 1 (a, b),
b−a
1
together with (3.8), (3.9), and the fact uH sn +1 (In ) ≤ Ckn2 uW sn+1,∞ (In ) , we get
(3.12).
The assertion (3.13) follows from (3.12) and Stirling’s formula.
We also consider the approximation properties of Iu for singular functions of
tσ -type with σ > 12 being a noninteger.
Lemma 3.3. Let rn = r ≥ 1 and Th be a quasi-uniform mesh in I. Assume that
u = tσ with σ > 12 being a noninteger. Then there hold for r > σ − 12
1
k σ+ 2
(3.15) u − IuL2 (I) ≤ C 1 ,
r2σ+ 2
1
k σ− 2
(3.16) |u − Iu|H 1 (I) ≤ C 2σ−1 ,
r
and
kσ
(3.17) u − IuL∞ (I) ≤ C ,
r2σ
where k = max1≤n≤N kn and the constants C are independent of k and r, but depend
on σ.
Proof. Since u has singularity at the endpoint t = 0 of the first element I1 , we
shall first focus on the approximation errors of Iu in I1 . For our purpose, let û = u◦F
with F : Λ̄ → I¯1 = [0, t1 ] be the affine mapping given by ξ → t = k1 (1+ξ) 2 . Then,
û = ( k21 )σ (1 + ξ)σ := ( k21 )σ w.

∞ 2i+1

Let w (ξ) = i=0 ai Li (ξ) with ai = 2 Λ
w Li dξ. It has been shown that
(cf. [1])
a2r 2 a2r+1 2
(3.18) w − ΠrΛ w2L2 (Λ) = 2
+ 2
(2r + 1) 2r − 1 (2r + 3) 2r + 1
∞
2
+ a2i ≤ Cr−(4σ+1) ,
i=r
2i + 3
∞
2
(3.19) |w − ΠrΛ w|2H 1 (Λ) = |ai |2 ≤ Cr−(4σ−2) ,
i=r
2i + 1
which together with a simple scaling argument lead to

12
k1
(3.20) u − IuL2 (I1 ) = û − ΠrΛ ûL2 (Λ)
2

σ+ 12 σ+ 1
k1 k1 2
= w − ΠΛ wL2 (Λ) ≤ C 2σ+ 1 ,
r
2 r 2

− 12
k1
(3.21) |u − Iu|H 1 (I1 ) = |û − ΠrΛ û|H 1 (I1 )
2

σ− 12 σ− 1
k1 k1 2
= |w − ΠΛ w|H 1 (I1 ) ≤ C 2σ−1 .
r
2 r
Noting that u is smooth enough in the interval [t1 , T ], we can use (3.10) and
(3.11) to deduce that
k min{m,r}+1
(3.22) u − IuL2 (t1 ,T ) ≤ C uH m+1 (t1 ,T ) ,
rm+1
k min{m,r}
(3.23) |u − Iu|H 1 (t1 ,T ) ≤ C uH m+1 (t1 ,T )
rm
for any m ≥ 0. Since the mesh is quasi-uniform, a direct computation shows that for
any integer m > σ − 12
σ−m− 12 1
(3.24) uH m+1 (t1 ,T ) ≤ Ct1 ≤ Ck σ−m− 2
with the constant C independent of k.
Combining (3.20), (3.22), and (3.24), we get
σ+ 12
k1 k min{m,r}+1 σ−m− 1
(3.25) u − IuL2 (I) ≤ C 1 +C k 2
r2σ+ 2 rm+1
1 1
k σ+ 2 k min{0,r−m}+σ+ 2
≤C 1 +C .
r2σ+ 2 rm+1
If r > 2σ − 2 , we select an integer m satisfying r ≥ m > 2σ − 12 . If σ − 12 < r ≤ 2σ − 12
1
(i.e., r is bounded), we select an integer m such that r ≥ m > σ − 12 . In both of these

1 1 1
cases r−(m+1) ≤ Cr−(2σ+ 2 ) and k min{0,r−m}+σ+ 2 = k σ+ 2 . Thus, for any r > σ − 12 ,
selecting m as indicated above, we obtain from (3.25) that
1
k σ+ 2
u − IuL2 (I) ≤ C 1 ,
r2σ+ 2
which proves (3.15).

On the other hand, combining (3.21), (3.23), and (3.24),

σ− 1
k1 2 k min{m,r} σ−m− 1
(3.26) |u − Iu|H 1 (I1 ) ≤ C 2σ−1 +C k 2

r rm
1 1
k σ− 2 k min{0,r−m}+σ− 2
≤ C 2σ−1 + C .
r rm
If r > 2σ − 1, we select an integer m satisfying r ≥ m > 2σ − 1. If σ − 12 < r ≤ 2σ − 1
(i.e., r is bounded), we select an integer m such that r ≥ m > σ − 12 . In both of
1 1
these cases r−m ≤ Cr−(2σ−1) and k min{0,r−m}+σ− 2 = k σ− 2 . Thus, for any r > σ − 12 ,
selecting m as indicated above, we obtain from (3.26) that
1
k σ− 2
|u − Iu|H 1 (I) ≤ C 2σ−1 ,
r
which proves (3.16).
In view of the error estimate in the maximum norm of the p-version with a single
element in [11], by a simple scaling argument we have

σ
k1 k1σ
(3.27) u − IuL∞ (I1 ) = û − ΠΛ ûL∞ (Λ) =
r
w − ΠrΛ wL∞ (Λ) ≤ C 2σ .
2 r
According to the Sobolev inequality (cf. [7])
1/2 1/2
(3.28) vL∞ (a,b) ≤ 2 + (b − a)−1 vL2 (a,b) vH 1 (a,b) ∀ v ∈ H 1 (a, b);
using (3.10) and (3.11) we obtain for any m ≥ 0
1
k min{m,r}+ 2
(3.29) u − IuL∞ (t1 ,T ) ≤ C 1 uH m+1 (t1 ,T ) .
rm+ 2
Analogously to the derivation of (3.15) and (3.16), using (3.27), (3.29), and (3.24),
we can select an integer m such that for any r > σ − 12
1

k1σ k min{m,r}+ 2 σ−m− 1 kσ
u − IuL∞ (I) ≤ C max , k 2 ≤ C .
r2σ 1
rm+ 2 r2σ
This completes the proof of (3.17).
3.2. Abstract error bounds. Let u be the exact solution of (1.1) with α < 1
and U be the h-p approximation in (2.1) or (2.2). We split the error
u−U =η+ξ
into η := u − Iu and ξ := Iu − U .
In view of (1.1) and (2.2), we have the local Galerkin orthogonality property

(u − U ) (t) + a(t)(u − U )(t) ϕ(t)dt
In
t
−α
+ (t − s) b(s)(u − U )(s)ds ϕ(t)dt = 0
In 0
for all ϕ ∈ Prn −1 (In ). Then, it follows by (3.7) that

t
−α

(3.30) ξ ϕdt + a(u − U )ϕdt + (t − s) b(s) u(s) − U (s) ds ϕdt = 0
In In In 0
for any ϕ ∈ Prn −1 (In ).

Lemma 3.2 can be used to bound η and the main task now reduces to estimating
the term ξ.
Lemma 3.4. For k sufficiently small, there hold for 1 ≤ n ≤ N
(3.31) ξ2L2 (In ) ≤ Ckn η2L2 (0,tn ) ,

(3.32) |ξ|2H 1 (0,tn ) ≤ Cu − U 2L2 (0,tn ) ,
and
(3.33) |ξ(tn )|2 ≤ Cξ2L2 (0,tn ) + Cη2L2 (0,tn ) ,
where the constant C > 0 solely depends on μ, α, and T .

Proof. For any v ∈ L2 (In ), let Πrn −1 v ∈ Prn −1 (In ) be the L2 projection of v onto
Prn −1 (In ), i.e.,

(3.34) (v − Πrn −1 v)ϕdt = 0 ∀ ϕ ∈ Prn −1 (In ).
In
rn −1
Setting ϕ = Π v and using the Cauchy–Schwarz inequality, we obtain the L2 -
stability of the projection operator Πrn −1 , that is,
Πrn −1 vL2 (In ) ≤ vL2 (In ) ∀ v ∈ L2 (In ).
Then choosing ϕ = Πrn −1 ξ in (3.30) and using (3.34) we observe that

ξ ξdt = − a(u − U )Πrn −1 ξdt
In In

t
− (t − s)−α b(s) u(s) − U (s) ds Πrn −1 ξdt,
In 0
which together with (1.2), the Cauchy–Schwarz inequality, and the L2 -stability of
Πrn −1 leads to
1
(|ξ(tn )|2 − |ξ(tn−1 )|2 )
2 t

≤ μu − U L2 (In ) ξL2 (In ) + μ (t − s) |u − U |ds
−α
ξL2 (In ) .
0 L2 (In )
Hence, we get
|ξ(tn )|2 − |ξ(tn−1 )|2
t

≤ 2μu − U L2 (In ) ξL2 (In ) + 2μ
(t − s)−α
|u − U |ds
ξL2 (In )
0 L2 (In )

≤ μ u − U 2L2 (In ) + ξ2L2 (In )
2
t
+ μ (t − s) |u − U |ds
−α
+ ξ2L2 (In )
0 L2 (In )
t 2

= μu − U 2L2 (In ) + 2μξ2L2 (In ) + μ (t − s) |u − U |ds
−α
2 .
0 L (In )
In view of the facts that ξ(t0 ) = 0 and ξ|Ii (ti ) = ξ|Ii+1 (ti ), 1 ≤ i ≤ n − 1, iterating

the above estimate, and then using (2.4) we obtain

(3.35)
t 2

|ξ(tn )|2 ≤ μu − U 2L2 (0,tn ) + 2μξ2L2 (0,tn ) + μ

(t − s)−α
|u − U |ds
2
0 L (0,tn )

2 T 2(1−α) 2
≤ 2μξL2 (0,tn ) + μ 1 + u − U L2 (0,tn ) .
(1 − α)2
On the other hand, taking ϕ = Πrn −1 ((tn−1 − t)ξ) in (3.30), we obtain

(tn−1 − t)ξ ξdt = − a(u − U )Πrn −1 (tn−1 − t)ξ dt
In
In t

− (t − s) b(s) u(s) − U (s) ds Πrn −1 (tn−1 − t)ξ dt
−α
In 0
which combined with (1.2) and the L2 -stability of Πrn −1 yields that
1
− kn |ξ(tn )|2 + ξ2L2 (In ) ≤ μu − U L2 (In ) (tn−1 − t)ξL2 (In )
2 t

+μ (t − s) −α
|u − U |ds
2 (tn−1 − t)ξL2 (In ) .
0 L (In )
Thus, we can use (2.4) to get
ξ2L2 (In )
≤ kn |ξ(tn )|2 + 2μkn u − U L2 (In ) ξL2 (In )
t

+ 2μkn (t − s) |u − U |ds
−α
2 ξL2 (In )
0 L (In )
2
≤ kn |ξ(tn )| + μkn u − U 2L2 (In )
+ 2μkn ξ2L2 (In )
t 2

+ μkn −α
(t − s) |u − U |ds
0 L2 (0,tn )

T 2(1−α)
≤ kn |ξ(tn )|2 + 2μkn ξ2L2 (In ) + μkn 1 + u − U 2L2 (0,tn ) ,
(1 − α)2
or equivalently,

T 2(1−α)
(3.36) (1 − 2μkn )ξ2L2 (In ) 2
≤ kn |ξ(tn )| + μkn 1 + u − U 2L2 (0,tn ) .
(1 − α)2
Since
(3.37) u − U 2L2 (0,tn ) ≤ 2η2L2 (0,tn ) + 2ξ2L2 (0,tn ) ,
inserting (3.35) into (3.36) we get
(1 − 2μkn )ξ2L2 (In )

T 2(1−α)
≤ 2μkn ξ2L2 (0,tn )
+ 2μkn 1 + u − U 2L2 (0,tn )
(1 − α)2

T 2(1−α) 2 3 T 2(1−α)
≤ 4μkn 1 + ηL2 (0,tn ) + 4μkn + ξ2L2 (0,tn ) ,
(1 − α)2 2 (1 − α)2

which can be rewritten as

(3.38)

T 2(1−α) T 2(1−α)
2
1 − 8μkn − 4μkn ξL2 (In ) ≤ 4μkn 1 + η2L2 (0,tn )
(1 − α)2 (1 − α)2

3 T 2(1−α)
+ 4μkn + ξ2L2 (0,tn−1 ) .
2 (1 − α)2
Suppose that kn is sufficiently small, then there exists a positive constant γ such that
T 2(1−α)
8μkn + 4μkn ≤ γ < 1, 1 ≤ n ≤ N.
(1 − α)2
Thus, (3.38) implies that
ξ2L2 (I1 ) ≤ Ck1 η2L2 (0,t1 )
and

n−1
ξ2L2 (In ) ≤ Ckn η2L2 (0,tn ) + Ckn ξ2L2 (Ii ) , 2 ≤ n ≤ N,
i=1
or equivalently,
ξ2L2 (In )
n−1
ξ2L2 (Ii )
(3.39) ≤ Cη2L2 (0,tn ) + C ki , 2 ≤ n ≤ N,
kn i=1
ki
where the constant C solely depends on μ, α, T , and γ.

Applying the discrete Gronwall inequality in Lemma 3.1 to (3.39) yields
n−1
ξ2L2 (In )
2
≤ CηL2 (0,tn ) exp C ki ≤ CeCtn−1 η2L2 (0,tn ) ,
kn i=1
which leads to
ξ2L2 (In ) ≤ Ckn η2L2 (0,tn )
for 1 ≤ n ≤ N . This completes the proof of (3.31).
Next, taking ϕ = ξ in (3.30), using (1.2), and the Cauchy–Schwarz inequality,
we obtain
t

2
|ξ|H 1 (In ) = − a(u − U )ξ dt − (t − s) b(s) u(s) − U (s) ds ξ dt
−α
0
In In
t

≤ μu − U L2 (In ) ξ L2 (In ) + μ (t − s) |u − U |ds
−α
ξ L2 (In ) ,
0 L2 (In )
which leads to
t

|ξ|H 1 (In ) ≤ μu − U L2 (In ) + μ (t − s) |u − U |ds
−α
.
0 L2 (In )
Thus,
t 2

|ξ|2H 1 (In ) ≤ 2μ2 u − U 2L2 (In ) + 2μ2
(t − s)−α
|u − U |ds
.
0 L2 (In )

Iterating this estimate and using (2.4) gives

t 2

|ξ|2H 1 (0,tn ) 2
≤ 2μ u − + 2μ (t − s) |u − U |ds
U 2L2 (0,tn ) 2 −α
2
0 L (0,tn )
2(1−α)

2 T 2
≤ 2μ 1 + u − U L2 (0,tn ) ,
(1 − α)2
which implies (3.32).

Finally, (3.33) follows from (3.35) and (3.37) immediately.
We next bound the derivative of ξ as follows.
Lemma 3.5. We have

(3.40) |ξ |2 (t − tn−1 )dt ≤ Ckn ξ2L2 (0,tn ) + Ckn η2L2 (0,tn ) , 1 ≤ n ≤ N,
In
where the constant C > 0 solely depends on μ, α, and T .

Proof. Taking ϕ = Πrn −1 ((t − tn−1 )ξ ) in (3.30), we obtain

|ξ |2 (t − tn−1 )dt
In

=− a(u − U )Πrn −1 (t − tn−1 )ξ dt
In t

− (t − s)−α b(s) u(s) − U (s) ds Πrn −1 (t − tn−1 )ξ dt
In 0
(3.41) rn −1

≤ |aηΠ (t − tn−1 )ξ |dt + |aξΠrn −1 (t − tn−1 )ξ |dt
In
t
In

+ (t − s)−α |b(s)η(s)|ds |Πrn −1 (t − tn−1 )ξ |dt
In 0 t

+ (t − s) |b(s)ξ(s)|ds |Πrn −1 (t − tn−1 )ξ |dt
−α
In 0
:= A1 + A2 + A3 + A4 .
Hence, using (1.2), the Cauchy–Schwarz inequality, and the L2 -stability of Πrn −1
yields that

A1 = |aηΠrn −1 (t − tn−1 )ξ |dt ≤ μηL2 (In ) (t − tn−1 )ξ L2 (In )
In
(3.42) 12
1
2
≤ μkn ηL2 (In )
2
|ξ | (t − tn−1 )dt
In
and

A2 = |aξΠrn −1 (t − tn−1 )ξ |dt ≤ μξL2 (In ) (t − tn−1 )ξ L2 (In )
In
(3.43) 12
1
2
≤ μkn ξ
2
L2 (In ) |ξ | (t − tn−1 )dt .
In
Furthermore, using the Cauchy–Schwarz inequality, the L2 -stability of Πrn −1 , and

(2.4) yields that

t
A3 = (t − s)−α |b(s)η(s)|ds |Πrn −1 (t − tn−1 )ξ |dt

t 0
In

≤ μ (t − s)−α
|η(s)|ds
2 (t − tn−1 )ξ L2 (In )
0 L (0,tn )
(3.44) t 12
1
2 −α 2
≤ μkn (t − s) |η(s)|ds |ξ | (t − tn−1 )dt
0 L2 (0,tn ) In
12
T 1−α1
2
≤ μkn 2
ηL2 (0,tn ) |ξ | (t − tn−1 )dt .
1−α In
Similarly, we get

t
A4 = (t − s)−α |b(s)ξ(s)|ds |Πrn −1 (t − tn−1 )ξ |dt
In 0
(3.45) 12
T 1−α 1
2
≤ μkn ξL2 (0,tn )
2
|ξ | (t − tn−1 )dt .
1−α In
Combining (3.41)–(3.45) leads to

12
2
1 T 1−α
|ξ | (t − tn−1 )dt ≤ μkn 2
1+ (ηL2 (0,tn ) + ξL2 (0,tn ) ),
In 1−α
which implies (3.40).

We also need the following inverse inequality (cf. [23]).
Lemma 3.6. On each interval In there holds

2 2 2
ϕL∞ (In ) ≤ C log(rn + 1) |ϕ (t)| (t − tn−1 )dt + |ϕ(tn )|
In
for any ϕ ∈ Prn (In ), where the constant C > 0 is independent of kn and rn . Further-
more, the estimate cannot be improved asymptotically as rn → ∞.
We now present abstract error bounds of the CPG method for the VIDE (1.1).
Theorem 3.1. Let u be the exact solution of (1.1) with α < 1 and U be the h-p
approximation in (2.1). Then, for k sufficiently small, there hold
(3.46) u − U L2 (I) ≤ Cu − IuL2 (I) ,

(3.47) |u − U |H 1 (I) ≤ Cu − IuH 1 (I) ,
and
1
(3.48) u − U L∞ (I) ≤ C (1 + k log(r + 1)) 2 u − IuL∞ (I)
with r = max1≤n≤N rn , k = max1≤n≤N kn , and the constant C > 0 solely depends on

μ, α, and T .
Proof. By Lemma 3.4 we get

N
N
N
ξ2L2 (I) = ξ2L2 (In ) ≤ C kn η2L2 (0,tn ) ≤ Cη2L2 (I) kn ≤ Cη2L2 (I) ,
n=1 n=1 n=1

which together with the triangle inequality yields

u − U L2 (I) ≤ ηL2 (I) + ξL2 (I) ≤ CηL2 (I) .
This completes the proof of (3.46).

Furthermore, by Lemma 3.4 and (3.46) we obtain
|u − U |2H 1 (I) ≤ 2|η|2H 1 (I) + 2|ξ|2H 1 (I) ≤ 2|η|2H 1 (I) + Cu − U 2L2 (I) ≤ Cu − Iu2H 1 (I) ,
which leads to (3.47).
Finally, we combine Lemmas 3.4, 3.5, and 3.6 to obtain
u − U 2L∞ (I)
≤ 2η2L∞ (I) + 2ξ2L∞ (I)

≤ 2η2L∞ (I) + C max log(rn + 1) |ξ (t)|2 (t − tn−1 )dt + |ξ(tn )|2
1≤n≤N
In

≤ 2ηL∞ (I) + C max kn log(rn + 1) ξ2L2 (0,tn ) + η2L2 (0,tn )
2
1≤n≤N

2 2
+ ξL2 (0,tn ) + ηL2 (0,tn )

≤ 2η2L∞ (I) + Ck log(r + 1) ξ2L2 (I) + η2L2 (I) + C ξ2L2 (I) + η2L2 (I)
≤ 2η2L∞ (I) + Ck log(r + 1)η2L2 (I) + Cη2L2 (I)
≤ 2η2L∞ (I) + Ck log(r + 1)η2L∞ (I) + Cη2L∞ (I)
≤ C (1 + k log(r + 1)) η2L∞ (I) ,

√
which implies (3.48). Here, we have used the fact that ηL2 (I) ≤ T ηL∞ (I) .
3.3. Error bounds for smooth solutions. We now state the following h-p
version error bounds for the CPG method.
Theorem 3.2. Let Th be any mesh in I, u be the exact solution of (1.1) with
α < 1 and U be the h-p approximation in (2.1). Suppose that the exact solution
u ∈ H 1 (I) satisfies u|In ∈ H s0,n +1 (In ) for s0,n ≥ 0. Then, for k sufficiently small,
we have
N
2sn +2
kn Γ(rn + 1 − sn )
(3.49) u − U 2L2 (I) ≤ C u2H sn +1 (In ) ,
n=1
2 r n (rn + 1)Γ(r n + 1 + s n )
N
2sn
2 kn Γ(rn + 1 − sn )
(3.50) |u − U |H 1 (I) ≤ C u2H sn +1 (In )
n=1
2 Γ(r n + 1 + s n )

Moreover, if u ∈ H 1 (I) satisfies u|In ∈ W s0,n +1,∞ (In ) for s0,n ≥ 0, there holds
(3.51) u − U 2L∞ (I)

2sn +2
kn Γ(rn + 1 − sn )
≤ C (1 + k log(r + 1)) max u2W sn+1,∞ (In )
1≤n≤N 2 Γ(rn + 1 + sn )
for any real sn , 0 ≤ sn ≤ min{rn , s0,n }, where r = max1≤n≤N rn and k = max1≤n≤N kn .

In (3.49)–(3.51), the constants C are independent of kn , rn , and sn .

Proof. The assertions (3.49)–(3.51) follow from Theorem 3.1, the approximation
results in Lemma 3.2, and Corollary 3.1.
Remark 3.1. It is shown that the estimates in Theorem 3.2 are explicit in the
time steps kn , the approximation order rn , and the regularity of the exact solution
sn .
From the general error bounds in Theorem 3.2, we can obtain the following h-p
version convergence rates for the CPG method in (2.1).
Corollary 3.2. Let rn = r ≥ 1 and Th be a quasi-uniform mesh in I. If
u ∈ H s+1 (I) for s ≥ 0, we have
k min{s,r}+1
(3.52) u − U L2 (I) ≤ C uH s+1 (I) ,
rs+1
k min{s,r}
(3.53) |u − U |H 1 (I) ≤C uH s+1 (I) .
rs
Moreover, if u ∈ W s+1,∞ (I), there holds
1 k min{s,r}+1
(3.54) u − U L∞ (I) ≤ C (1 + k log(r + 1)) 2 uW s+1,∞ (I) .
rs
Proof. The assertions (3.52)–(3.54) follow from Theorem 3.1, (3.10), (3.11), and
(3.13).
Remark 3.2. It can be seen from Corollary 3.2 that the CPG approach converges
either as the time step k is decreased or as the polynomial degrees r is increased. All
the estimates in Corollary 3.2 are optimal in k. While the L2 - and H 1 -estimates are
optimal in the polynomial degree r, the L∞ -estimate is slightly r-suboptimal (by one
order of r). How to obtain the optimal convergence of the L∞ -estimate in r remains
an open problem.
Remark 3.3. The estimates in Corollary 3.2 show that the p-version can yield
high-order algebraic convergence rates (spectral convergence), provided that the exact
solution u is smooth enough. Indeed, it can be proved that the p-version converges
exponentially if the solution u is analytic on [0, T ] (see [25], for details).
3.4. Error bounds for nonsmooth solutions. Typically, the solution of (1.1)
with weakly singular kernels (i.e., 0 < α < 1) corresponding to smooth data will in
general not be smooth at t = 0+ (cf. [2]). In this section, we shall analyze the rate of
the h-p version of the CPG method for the VIDE (1.1) with weakly singular kernels.
We recall the following regularity results from [2].
Lemma 3.7. Assume that a, b, f ∈ C m (I) ¯ (m ≥ 1), and let α ∈ (0, 1). Then
(i) the regularity of the solution u of the linear VIDE (1.1) with weakly singular
kernel is described by

u ∈ C 1 (I)
¯ C m+1 (0, T ] with |u (t)| ≤ Ct−α for t ∈ (0, T ];
(ii) the solution u can be written in the form

(3.55) u(t) = γj,k (α)tj+k(2−α) + Ym+1 (t; α), t ∈ [0, T ],
(j,k)α
where (j, k)α := {(j, k) : j, k ∈ N0 , j + k(2 − α) < m + 1}. Moreover,

Ym+1 (· ; α) ∈ C m+1 (I),
¯ and the coefficients γj,k (α) depend on j, k, and α.
The following theorem establishes the h-p version convergence rates of the CPG
method (with quasi-uniform meshes) for the VIDE (1.1) with weakly singular kernels.

Theorem 3.3. Let rn = r and Th be a quasi-uniform mesh in I. Suppose that u

is the exact solution of (1.1) with 0 < α < 1 and U is the h-p approximation in (2.1).
We assume that the data functions a, b, f ∈ C m (I) ¯ with m ≥ 1 are chosen such that
the asymptotic expansion (3.55) holds. Then, there hold for r > 32 − α
5
k 2 −α k min{m,r}+1
(3.56) u − U L2 (I) ≤ C 9 + ,
r 2 −2α rm+1
3
k 2 −α k min{m,r}
(3.57) |u − U |H 1 (I) ≤ C + ,
r3−2α rm
and

1 k 2−α k min{m,r}+1
(3.58) u − U L∞ (I) ≤ C (1 + k log(r + 1)) 2 4−2α
+ .
r rm
The constants C are independent of k and r.
Proof. It can be seen from (3.55) that the solution u has tσ -type singularity near
t = 0 for noninteger σ. Note that the most singular term in (3.55) is γ0,1 (α)t2−α ,
which governs the convergence rate. Hence, without loss of generality, we may assume
that u can be written as
u = Cα t2−α + Ym+1 (t) := u1 + u2 ,
where Ym+1 ∈ C m+1 (I)
¯ and the constant Cα depends on α. We will approximate the
functions u1 and u2 separately.
Applying Lemma 3.3 to u1 , we obtain for r > 32 − α
5
k 2 −α
(3.59) u1 − Iu1 L2 (I) ≤ C 9 ,
r 2 −2α
3
k 2 −α
(3.60) |u1 − Iu1 |H 1 (I) ≤ C 3−2α ,
r
and
k 2−α
(3.61) u1 − Iu1 L∞ (I) ≤ C .
r4−2α
Since u2 ∈ C m+1 (I),
¯ using (3.10) and (3.11), we have
k min{m,r}+1
(3.62) u2 − Iu2 L2 (I) ≤ C u2 H m+1 (I)
rm+1
and
k min{m,r}
(3.63) |u2 − Iu2 |H 1 (I) ≤ C u2 H m+1 (I) .
rm
Due to (3.13), there holds
k min{m,r}+1
(3.64) u2 − Iu2 L∞ (I) ≤ C u2 W m+1,∞ (I) .
rm
Combining (3.46), (3.59), and (3.62) results in
5
k 2 −α k min{m,r}+1
u − U L2 (I) ≤ u1 − Iu1 L2 (I) + u2 − Iu2 L2 (I) ≤ C 9 + .
r 2 −2α rm+1
3
This proves (3.56) for r > 2 − α.

Analogously, we use (3.47), (3.60), and (3.63) to obtain (3.57), and use (3.48),
(3.61), and (3.64) to obtain (3.58).
Remark 3.4. The estimates (3.57) and (3.58) show that the p-version of the CPG
method gives twice the rate of convergence as the h-version (on quasi-uniform meshes)
for the singular part of the solution. This doubling convergence is well known in the
p-version finite element methods for second-order elliptic boundary value problems
with corner singularities (see [1, 13, 25], for details).
3.5. Exponential convergence for analytic data. In this section, we show
that the h-p version of the CPG method with geometrically graded time steps near
t = 0 yields exponential rates of convergence for (1.1) with weakly singular kernels.
We assume that the data a and b are analytic functions, and f has the form
(3.65) f (t) = f1 (t) + tβ f2 (t), β > 0, β ∈ N,
where f1 and f2 are analytic functions. Recalling that an analytic function g can be
characterized by analyticity constants Cg , dg > 0 and the growth conditions
|g (s) (t)| ≤ Cg dsg Γ(s + 1), t ∈ [0, T ], s ≥ 0.
(See [25, pp. 78–79] for details.)

The following result describes the analyticity properties of the exact solution u.
Lemma 3.8. Assume that the data a, b are analytic functions and f has the form
(3.65). Let θ = min{2 − α, 1 + β} with 0 < α < 1. Then there exist constants C, d > 0
depending only on the analyticity constants of a, b, f1 , and f2 such that the solution u
of (1.1) satisfies
|u(s) (t)| ≤ Cds Γ(s + 1)tθ−s , t ∈ (0, T ], s ∈ N0 .
Proof. This regularity result can be found in [5, Theorem 4.1].

We recall the following definitions from [5, 23].
Definition 3.1. The basic geometric partition TM,σ = {Im }M+1 ˆ
m=1 of I = (0, 1)
with grading factor σ ∈ (0, 1) and M levels of refinement is given by
t0 = 0, tm = σ M−m+1 , 1 ≤ m ≤ M + 1.
For 2 ≤ m ≤ M + 1 the time steps km = tm − tm−1 satisfy km = λtm−1 with

λ := 1−σσ .
Definition 3.2. A geometric partition TM,σ of (0, T ) with grading factor σ ∈
(0, 1) and M levels of refinement is obtained by first quasi-uniformly partitioning (0, T )
into intervals {J }L
=1 , and then the first interval J1 = (0, T1 ) near t = 0 is further
subdivided into M + 1 subintervals {Im }M+1
m=1 by linearly mapping to basic geometric
mesh TM,σ in Definition 3.1 onto J1 .
We will keep the coarse intervals {J }L=2 fixed and achieve convergence by in-
creasing the polynomial degrees.
Definition 3.3. Let TM,σ be a geometric mesh of (0, T ) as defined in Defini-
tion 3.2. An approximation degree vector r on TM,σ is called linear with slope ν > 0 if
r1 = 1, rm = max{1, νm}, 2 ≤ m ≤ M + 1, on the geometrically refined elements
{Im }M+1
m=1 and if r = max{1, ν(M + 1)} on the coarse element J , 2 ≤ ≤ L.
Lemma 3.9. Assume that the data a, b are analytic functions and f has the form
(3.65). Let θ = min{2 − α, 1 + β} with 0 < α < 1. Let TM,σ be a geometric mesh

of (0, T ) with {J }L

=1 denoting the underlying quasi-uniform partition of (0, T ) and
{Im }M+1
m=1 the geometric refinement of J1 . Then the solution u of (1.1) satisfies
u2W 1,∞ (I1 ) ≤ C
and
u2W s+1,∞ (Im ) ≤ Cd2s Γ(2s + 1)σ 2(M−m+2)(θ−s−1) , 2 ≤ m ≤ M + 1,
u2W s+1,∞ (J ) ≤ Cd2s Γ(2s + 1), 2≤≤L
for s ≥ 0. The constants C, d > 0 are independent of m, M , and s.

Proof. The assertions follow from Lemma 3.8, Definitions 3.1, 3.2, and properties
of the gamma function.
The following results establish the exponential convergence rates of the CPG
method for the VIDE (1.1).
Theorem 3.4. Assume that the data a, b are analytic functions and f has the
form (3.65). Let TM,σ be a geometric mesh of (0, T ) satisfying (2.5). Then there exists
a slope ν0 > 0 solely depending on σ, α, β, and the constants C and d in Lemma 3.9
such that for all linear polynomial degree vectors r with slope ν ≥ ν0 the CPG approx-
imation U of (1.1) obtained by (2.1) satisfies the a priori error estimates
√
(3.66) u − U H 1 (I) ≤ Ce−b D
and
√
(3.67) u − U L∞ (I) ≤ Ce−b D
,
where the constants C, b > 0 are independent of D = dim(S r−1,0 (TM,σ )).
The error bounds (3.66) and (3.67) can be proved using similar techniques to
[5, 23, 24]. For completeness, we give the proof in the appendix.
4. Numerical experiments. In this section, we shall present some numerical
experiments to illustrate performance of the CPG method for the VIDE (1.1) and
verify our theoretical results.
Throughout, we consider the VIDE (1.1) with T = 1, the initial data u0 = 0, and
b(t) = et .
4.1. Example 1. We choose the coefficient a(t) = 1 and the right-hand side f
such that the solution of the VIDE (1.1) is given by (cf. [5])
(4.1) u(t) = t2−α e−t .
4.1.1. Smooth solution. We consider the case α = −1 such that u is analytic

on [0, T ].
In Figure 1, we present the L∞ -errors of the h-version of the CPG method. The
uniform time partitions are refined by bisection of each time step at a fixed uniform
approximation order r = 1, 2, 3, 4. The convergence rates of order r + 1 for the L∞ -
errors are clearly visible, which are algebraic and in accordance with the h-version
results as predicted by Corollary 3.2. In Table 1, we also list the L2 -, H 1 -(seminorm),
and L∞ -errors of the h-version, the convergence rates again confirm the prediction in
Corollary 3.2.

Fig. 1. L∞ -errors of the h-version: α = −1.
Table 1
h-version: α = −1.
Degree r Step size k L2 -errors Order H 1 -errors Order L∞ -errors Order

1/64 1.68 E-05 1.99 3.49 E-03 0.99 3.07 E-05 1.99
1 1/128 4.20 E-06 1.99 1.75 E-03 1.00 7.67 E-06 2.00
1/256 1.05 E-06 2.00 8.74 E-04 1.00 1.92 E-06 2.00
1/64 4.65 E-08 3.00 1.93 E-05 2.00 1.57 E-07 2.96
2 1/128 5.81 E-09 3.00 4.82 E-06 2.00 1.99 E-08 2.98
1/256 7.26 E-10 3.00 1.21 E-06 2.00 2.51 E-09 2.99
1/64 2.01 E-10 3.99 1.22 E-07 3.00 7.31 E-10 3.97
3 1/128 1.25 E-11 4.00 1.52 E-08 3.00 4.61 E-11 3.99
1/256 7.83 E-13 4.00 1.90 E-09 3.00 2.90 E-12 4.00
Fig. 2. L∞ -errors of the p-version: α = −1.
In Figure 2, we show the L∞ -errors of the p-version of the CPG method, the
approximation order r is increased on fixed partitions consisting of 1, 2, 4, and 8 uni-
form time steps, respectively. The results show that exponential rates of convergence
are achieved, which are in agreement with the comments in Remark 3.3. We also
note that the global L∞ -errors of 10−14 can be achieved with less than 13 degrees of
freedom for the p-version. However, this is not the case for the h-version as shown in
Figure 1.
4.1.2. Nonsmooth solution. We consider the case α = 0.5 such that the solu-
tion u in (4.1) has a singularity at t = 0. Obviously, u ∈ W 1.5,∞ (0, 1) and the second
derivative of u is unbounded near t = 0.

Fig. 3. L∞ -errors of the h-version: α = 0.5.
Table 2
h-version: α = 0.5.
Degree r Step size k L2 -errors Order H 1 -errors Order L∞ -errors Order

1/64 3.27 E-05 1.85 6.78 E-03 0.86 2.78 E-04 1.44
1 1/128 8.88 E-06 1.88 3.68 E-03 0.88 1.00 E-04 1.47
1/256 2.37 E-06 1.90 1.97 E-03 0.90 3.58 E-05 1.49
1/64 2.48 E-06 2.03 1.14 E-03 1.03 3.03 E-05 1.53
2 1/128 6.15 E-07 2.01 5.63 E-04 1.02 1.06 E-05 1.51
1/256 1.62 E-07 1.93 2.80 E-04 1.00 3.74 E-06 1.50
Fig. 4. L∞ -errors of the p-version: α = 0.5.
We first test the h-version of the CPG method on the uniform partitions as
adopted in section 4.1.1. In Figure 3, we present the L∞ -errors of the h-version with
fixed uniform approximation order r = 1, 2, 3, 4, respectively. It can be observed that
the same convergence rate of the order 1.5 is achieved for all polynomial degrees r ≥ 1.
In Table 2, we compute the convergence rates of the errors in L2 -, H 1 -(semi), and
L∞ -norms, they are of the order of 2, 1, and 1.5, respectively. These results illustrate
the expected convergence rates in Theorem 3.3.
We next test the p-version of the CPG method, the approximation order r is in-
creased on fixed partitions consisting of 1, 2, 4, and 8 uniform time steps, respectively.
In Figure 4, the same algebraic convergence rate can be observed for the L∞ -errors.
This convergence rate is the order of 3, which is twice as fast as the h-version results,
thereby confirming the doubling convergence rates for the p-version in Theorem 3.3.

Table 3
p-version: α = 0.5.
Step size k Degree r L2 -errors Order H 1 -errors Order L∞ -errors Order

21 4.11 E-06 3.44 5.97 E-04 2.01 1.26 E-05 3.01
22 3.50 E-06 3.45 5.44 E-04 2.01 1.10 E-05 3.01
1 23 3.01 E-06 3.45 4.98 E-04 2.01 9.60 E-06 3.01
24 2.60 E-06 3.45 4.57 E-04 2.01 8.44 E-06 3.01
25 2.26 E-06 3.46 4.21 E-04 2.00 7.47 E-06 3.00
21 2.54 E-07 3.42 1.48 E-04 2.00 1.57 E-06 3.00
22 2.17 E-07 3.43 1.35 E-04 2.00 1.37 E-06 3.00
1/4 23 1.86 E-07 3.43 1.24 E-04 2.00 1.19 E-06 3.00
24 1.61 E-07 3.43 1.14 E-04 2.00 1.05 E-06 3.00
25 1.39 E-07 3.44 1.05 E-04 2.00 9.32 E-07 3.00
Fig. 5. L∞ -errors of the h-p version: α = 0.5. Fig. 6. L∞ -errors of the h-p version: α = 0.5.
In Table 3, we compute the numerical convergence rates of the p-version by using the
following formula,

log error(r − 1)/error(r)
,
log r/(r − 1)
where error(r) denotes the numerical error that is obtained for approximation order
r. We observe that the convergence rates of the errors in L2 -, H 1 -(semi), and L∞ -
norms are almost of the order of 3.5, 2, and 3, respectively. These results indicate the
sharpness of the error bounds in Theorem 3.3.
Finally, we test the h-p version of the CPG method on the basic geometric par-
titions TM,σ of (0, 1) introduced in Definition 3.1 with linearly increasing polynomial
degrees as described in Definition 3.3. In Figure 5, we plot the L∞ -errors against
the square root of the number of degrees of freedom in the discretization space, for
ν = 1.5 and various values of the grading factor σ. It can be seen that the exponential
convergence was achieved for each σ, which coincides with the theoretical results as
predicted by Theorem 3.4. In particular, it seems that the grading factor σ = 0.2
gives the best results, in contrast to the best choice of σ = 0.3 for the discontinuous
Galerkin method [5]. We refer to [24] and the references therein for further details
on the optimal choice of these parameters. In Figure 6, we present the L∞ -errors for
σ = 0.2 and several values of the slope parameter ν. The straight curves indicate
exponential convergence for each ν.

Fig. 7. L∞ -errors of the h-version: α = 0.7. Fig. 8. L∞ -errors of the p-version: α = 0.7.
Fig. 9. L∞ -errors of the h-p version: solution with different α.
4.2. Example 2. We choose the coefficient a(t) = 0 (which was included in the
assumption (1.2)) and the right-hand side f such that the solution u of the VIDE
(1.1) is again given by u(t) = t2−α e−t .
We consider the case α = 0.7. In Figure 7, we show the L∞ -errors of the h-
version of the CPG method on the uniform partitions as described in section 4.1.1.
It can be observed that the same convergence rate of the order 1.3 is achieved for
all polynomial degrees r ≥ 1. In Figure 8, we test the p-version of the CPG method
on fixed partitions consisting of 1, 2, 4, and 8 uniform time steps, respectively. The
convergence rate of the L∞ -errors is the order of 2.6, which agrees with the predicted
value of 4 − 2α in Theorem 3.3.
In Figure 9, we test the h-p version of the CPG method on the basic geometric
partitions TM,σ with linearly increasing polynomial degrees. We choose the grading
factor σ = 0.2 and the slope parameter ν = 1.5. It can be seen that the exponential
rate of convergence was achieved for each α, which coincides well with the theoretical
results.
5. Concluding remarks. In this paper we have analyzed an h-p version of

the CPG method for linear VIDEs with smooth and nonsmooth kernels. We have
derived a priori error estimates in the L2 -, H 1 -, and L∞ -norm that are explicit with
respect to the time steps, the approximation orders, and the regularity of the exact

solution. Furthermore, we have derived new a priori error estimates for VIDEs with
singular solutions induced by the weakly singular kernels, and proved the well-known
doubling convergence for the p-version. Moreover, we have shown that, for problems
with start-up singularities, the h-p version of the CPG method with geometric mesh
refinement and linearly increasing polynomial degrees in the discretization can yield
an exponential rate of convergence. These theoretical results were confirmed by some
numerical examples.
The application of the h-p version of the CPG method to parabolic integro-
differential equations with smooth and nonsmooth kernels is the subject of ongoing
work.
Appendix. The proof of Theorem 3.4.
Proof. We first prove the estimate (3.67). For convenience, we select ν ≥ 12
such that rm = νm ≥ 1 on the geometrically refined intervals {Im }M+1m=2 and r =
ν(M + 1) ≥ 1 on the coarse intervals {J }L
=2 . From Theorem 3.1 and Corollary 3.1,
we have

2
u − U L∞ (I) ≤ C (1 + k log(ν(M + 1) + 1)) max max e1,m , max e
1≤m≤M+1 2≤≤L
with

2sm +2
km Γ(rm + 1 − sm )
e1,m = u2W sm +1,∞ (Im ) , 1 ≤ m ≤ M + 1,
2 Γ(rm + 1 + sm )
e = u − Iu2L∞ (J ) , 2 ≤ ≤ L,
and 0 ≤ sm ≤ min{rm , s0,m }. Thanks to Lemma 3.8, the solution u is analytic away
from t = 0. Thus, the regularity exponents s0,m can be chosen arbitrarily large for
2 ≤ m ≤ M + 1.
On the first subinterval I1 adjacent to t = 0, we select s0,1 = s1 = 0 and use
Lemma 3.9 to get

2
k1
(A.1) e1,1 = u2W 1,∞ (I1 ) ≤ Ck12 = Cσ 2M .
2
On the subintervals Im for 2 ≤ m ≤ M + 1, we use Lemma 3.9 and the equality
km = λtm−1 with tm−1 = σ M−m+2 T1 to obtain
M−m+2
2sm +2
λσ Γ(rm + 1 − sm ) 2sm 2(θ−sm −1)
e1,m ≤ C d Γ(2sm + 1) σ M−m+2
2 Γ(rm + 1 + sm )

Γ(rm + 1 − sm )
≤ Cσ (M−m+2)2θ (λd)2sm Γ(2sm + 1) .
Γ(rm + 1 + sm )
Now setting sm = εm rm with εm ∈ (0, 1), we get with Stirling’s formula

1−εm rm
2εm (1 − εm )
1
(M−m+2)2θ 2
e1,m ≤ Cσ rm (λd) .
(1 + εm )1+εm
1−ε
Noting that the function gλ,d (ε) = (λd)2ε (1−ε)
(1+ε)1+ε satisfies
1
0 < inf gλ,d (ε) =: gλ,d (εmin ) < 1 with εmin = √ ,
0<ε<1 1 + λ2 d2

and thus, setting gmin =: gλ,d (εmin ) and choosing εm = εmin for 2 ≤ m ≤ M + 1, we
conclude that
1
1
e1,m ≤ Cσ (M−m+2)2θ rm 2 rm
gmin ≤ Cσ 2Mθ ν(M + 1) 2 σ (2−m)2θ gmin
νm
.
Let now

2θ log σ 1
ν0 = max , .
log(gmin ) 2
Then, for ν ≥ ν0 , we have gmin

νm
≤ σ 2mθ , and hence,
1 1
(A.2) e1,m ≤ Cσ 2Mθ ν(M + 1) 2 σ 4θ ≤ Cσ 2Mθ ν(M + 1) 2 , 2 ≤ m ≤ M + 1.
Furthermore, from standard approximation properties for analytic functions (see, e.g.,
[25]), we can bound the errors {e } on the coarse intervals {J }L
=2 as
(A.3) e ≤ Ce−br ≤ Ce−bν(M+1) , 2 ≤ ≤ L,
with constants C and b that solely depend on the constants C and d in Lemma 3.9.
Combining the estimates in (A.1), (A.2), and (A.3) leads to
u − U 2L∞ (I)
1
≤ C (1 + k log (ν(M + 1) + 1)) max σ 2M , σ 2Mθ ν(M + 1) 2 , e−bν(M+1)
≤ Ce−bM ,
as M → ∞, where we have absorbed the terms 1 + k log(ν(M + 1) + 1) and

1
(ν(M + 1)) 2 into the constants C and b. Observing that D = dim(S r−1,0 (TM,σ )) ≤
2
CM completes the proof of (3.67).
We next prove the estimate (3.66). Due to Theorem 3.1, we have
⎛ ⎞

(A.4) u − U 2H 1 (I) ≤ C ⎝ u − Iu2H 1 (Im ) + u − Iu2H 1 (J ) ⎠ .
1≤m≤M+1 2≤≤L
On the first subinterval I1 , we select s0,1 = s1 = 0 and have from Lemmas 3.2 and 3.9
(A.5) u − Iu2H 1 (I1 ) ≤ Cu2H 1 (I1 ) ≤ Ck1 u2W 1,∞ (I1 ) ≤ Ck1 = Cσ M .
On the subintervals Im , 2 ≤ m ≤ M + 1, we use Lemma 3.2 to get

(A.6)

2sm
2 km Γ(rm + 1 − sm )
u − IuH 1 (Im ) ≤ C u2H sm +1 (Im )
2 Γ(rm + 1 + sm )
2≤m≤M+1 2≤m≤M+1

2sm +1
km Γ(rm + 1 − sm )
≤C u2W sm +1,∞ (Im ) .
2 Γ(rm + 1 + sm )
2≤m≤M+1
For ν ≥ ν0 , from (A.2) we have

2sm +2
km Γ(rm + 1 − sm ) 1
u2W sm +1,∞ (Im ) ≤ Cσ 2Mθ ν(M +1) 2 , 2 ≤ m ≤ M +1,
2 Γ(rm + 1 + sm )

which together with (A.6) gives

1 2Mθ 1
u − Iu2H 1 (Im ) ≤ C
σ ν(M + 1) 2
km
2≤m≤M+1 2≤m≤M+1
1 σ 2Mθ
≤ C ν(M + 1) 2
(A.7) (1 − σ)σ M−m+1
2≤m≤M+1
1
≤ C ν(M + 1) 2 σ (2θ−1)M σ (m−1)
2≤m≤M+1
1
≤ C ν(M + 1) 2 σ (2θ−1)M .
Moreover, from standard approximation properties for analytic functions (see, e.g.,
[25]), we have

(A.8) u − Iu2H 1 (J ) = u − Iu2H 1 (T1 ,T ) ≤ Ce−br ≤ Ce−bν(M+1) .
2≤≤L
Finally, referring to (A.4), (A.5), (A.7), and (A.8) yields

1
u − U 2H 1 (I) ≤ C σ M + ν(M + 1) 2 σ (2θ−1)M + e−bν(M+1) ≤ Ce−bM ,
as M → ∞. Since D = dim(S r−1,0 (TM,σ )) ≤ CM 2 for M sufficiently large, we obtain

the desired estimate (3.66).
Acknowledgment. The first author gratefully acknowledge the hospitality of
the Department of Mathematics at the University of Manitoba where this work was
carried out.
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SIAM J. NUMER. ANAL.

c 2015 Society for Industrial and Applied Mathematics

AN h-p VERSION OF THE CONTINUOUS PETROV–GALERKIN

FINITE ELEMENT METHOD FOR VOLTERRA

AMS subject classifications. 65L60, 65L05, 65R20, 65L70

(1.2) |a(t)| ≤ μ and |b(t)| ≤ μ, t ∈ [0, T ].

The kernel Kα is given by the function

(1.3) Kα (s) := s−α

2015; published electronically December 10, 2015.

ment of Mathematics, University of Manitoba, Winnipeg, MB R3T 2N2, Canada (guo@cc.umanitoba.

Copyright © by SIAM. Unauthorized reproduction of this article is prohibited.

Copyright © by SIAM. Unauthorized reproduction of this article is prohibited.

with geometric time steps and linearly increasing approximation orders.

0 = t0 < t1 < t2 < · · · < tN −1 < tN = T.

U (t) + a(t)U (t) ϕ(t)dt + (t − s)−α b(s)U (s)ds ϕ(t)dt

Copyright © by SIAM. Unauthorized reproduction of this article is prohibited.

U (t) + a(t)U (t) ϕ(t)dt + (t − s)−α b(s)U (s)ds ϕ(t)dt

U |In (tn−1 ) = U |In−1 (tn−1 )

for all ϕ ∈ Prn −1 (In ). Here, U |I1 (0) = u0 .

2.2. Existence and uniqueness of discrete solutions. To show that the

uL2 (J) ≤ Cp hu L2 (J) ,

where h = b − a, and Cp > 0 is a constant that is independent of h and u.

where kn = tn − tn−1 . Moreover, if g ∈ L2 (0, tn ), there holds

Proof. Applying the Cauchy–Schwarz inequality, we have

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which completes the proof of (2.3).

(2.6) E (t)ϕ(t)dt+ a(t)E(t)ϕ(t)dt+ (t − s)−α b(s)E(s)ds ϕ(t)dt = 0

for all ϕ ∈ Prn −1 (In ).

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numbers with b1 ≤ b2 ≤ · · · ≤ bN . Assume that for C ≥ 0 and weights wi > 0, 1 ≤

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It can be easy to verify that ΠrΛ u(±1)

Moreover, due to the deﬁnition of ΠrΛ there hold

For any interval J = (a, b) of length h = b − a we deﬁne the operator ΠrJ u =

(3.6) Iu|In = ΠrInn u, 1 ≤ n ≤ N.

We recall the following approximation properties of Iu from [25].

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for any real sn , 0 ≤ sn ≤ min{rn , s0,n }.

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(i.e., r is bounded), we select an integer m such that r ≥ m > σ − 12 . In both of these

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On the other hand, combining (3.21), (3.23), and (3.24),

(3.26) |u − Iu|H 1 (I1 ) ≤ C 2σ−1 +C k 2

for all ϕ ∈ Prn −1 (In ). Then, it follows by (3.7) that

for any ϕ ∈ Prn −1 (In ).

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(3.31) ξ2L2 (In ) ≤ Ckn η2L2 (0,tn ) ,

(3.33) |ξ(tn )|2 ≤ Cξ2L2 (0,tn ) + Cη2L2 (0,tn ) ,

where the constant C > 0 solely depends on μ, α, and T .

Πrn −1 vL2 (In ) ≤ vL2 (In ) ∀ v ∈ L2 (In ).

Then choosing ϕ = Πrn −1 ξ in (3.30) and using (3.34) we observe that

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the above estimate, and then using (2.4) we obtain

|ξ(tn )|2 ≤ μu − U 2L2 (0,tn ) + 2μξ2L2 (0,tn ) + μ

On the other hand, taking ϕ = Πrn −1 ((tn−1 − t)ξ) in (3.30), we obtain

Thus, we can use (2.4) to get

(3.37) u − U 2L2 (0,tn ) ≤ 2η2L2 (0,tn ) + 2ξ2L2 (0,tn ) ,

inserting (3.35) into (3.36) we get

of (0, T ) with {J }L

u2W s+1,∞ (J ) ≤ Cd2s Γ(2s + 1), 2≤≤L

(A.3) e ≤ Ce−br ≤ Ce−bν(M+1) , 2 ≤ ≤ L,

as M → ∞, where we have absorbed the terms 1 + k log(ν(M + 1) + 1) and