Time Discretization of Parabolic Problems by the HP-Version of the Discontinuous Galerkin Finite Element Method

The discontinuous Galerkin finite element method (DGFEM) for the time discretization of parabolic problems is analyzed in the context of the hp-version of the Galerkin method. Error bounds which are explicit in the time steps as well as in the approximation orders are derived and it is shown that the hp-DGFEM gives spectral convergence in problems with smooth time dependence. In conjunction with geometric time partitions it is proved that the hp-DGFEM results in exponential rates of convergence for piecewise analytic solutions exhibiting singularities induced by incompatible initial data or piecewise analytic forcing terms. For the h-version DGFEM algebraically graded time partitions are determined that give the optimal algebraic convergence rates. A fully discrete hp scheme is discussed exemplarily for the heat equation. The use of certain mesh-design principles for the spatial discretizations yields exponential rates of convergence in time and space. Numerical examples confirm the theoretical results.