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Research article

Breast cancer mitotic cell detection using cascade convolutional neural network with U-Net

  • Received: 23 September 2020 Accepted: 15 December 2020 Published: 18 December 2020
  • The number of mitotic tumor cells detected in each slide is one of the key indicators of breast cancer prognosis. However, accurate mitotic cell counts are still a difficult problem for pathologists and related experts. Traditional methods use manual design algorithms to extract features of mitotic cells, and most methods rely on sliding windows to achieve pixel-level classification through deep learning. However, the complex background and high resolution of pathological images make the above methods time-consuming and ineffective. In order to solve the above problems, we propose a new cascaded convolutional neural network UBCNN (cascaded CNN based on UNet), which consists of three parts: semantic segmentation and classification to detect mitosis. First, we use an improved UNet ++ segmentation network to locate the candidate set of mitotic targets. Secondly, an adequately labeled cell nucleus data set is sent to an improved two-dimensional VNet network, and the cell nucleus is located by means of semantic segmentation to obtain accurate image blocks of mitotic and non-mitotic cells. Finally, the obtained cell image block is used to train a convolutional neural network to achieve binary classification, and the candidate set area is screened to retain the final result of mitosis cells. This paper verifies the detection effect of the above-mentioned cascade detection algorithm on the ICPR 2012 and 2014 mitosis automatic detection competition data sets. The evaluation indicators include accuracy, recall and F-score. Our cascade detection algorithm based on segmentation and classification reached 0.831 on the ICPR 2012 data set and 0.576 on the ICPR 2014 data set. Compared with other existing algorithms, the detection effect was improved, which was very competitive.

    Citation: Xi Lu, Zejun You, Miaomiao Sun, Jing Wu, Zhihong Zhang. Breast cancer mitotic cell detection using cascade convolutional neural network with U-Net[J]. Mathematical Biosciences and Engineering, 2021, 18(1): 673-695. doi: 10.3934/mbe.2021036

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  • The number of mitotic tumor cells detected in each slide is one of the key indicators of breast cancer prognosis. However, accurate mitotic cell counts are still a difficult problem for pathologists and related experts. Traditional methods use manual design algorithms to extract features of mitotic cells, and most methods rely on sliding windows to achieve pixel-level classification through deep learning. However, the complex background and high resolution of pathological images make the above methods time-consuming and ineffective. In order to solve the above problems, we propose a new cascaded convolutional neural network UBCNN (cascaded CNN based on UNet), which consists of three parts: semantic segmentation and classification to detect mitosis. First, we use an improved UNet ++ segmentation network to locate the candidate set of mitotic targets. Secondly, an adequately labeled cell nucleus data set is sent to an improved two-dimensional VNet network, and the cell nucleus is located by means of semantic segmentation to obtain accurate image blocks of mitotic and non-mitotic cells. Finally, the obtained cell image block is used to train a convolutional neural network to achieve binary classification, and the candidate set area is screened to retain the final result of mitosis cells. This paper verifies the detection effect of the above-mentioned cascade detection algorithm on the ICPR 2012 and 2014 mitosis automatic detection competition data sets. The evaluation indicators include accuracy, recall and F-score. Our cascade detection algorithm based on segmentation and classification reached 0.831 on the ICPR 2012 data set and 0.576 on the ICPR 2014 data set. Compared with other existing algorithms, the detection effect was improved, which was very competitive.


    It is well known that the spectral method has high-order accuracy for smooth problems. The spectral method together with the difference method and the finite element method has become an important method for the numerical solution of partial differential equations (PDEs), and has been successfully applied to solve many practical problems. In recent years, with regard to the differential equations of time evolution, the high-order discrete scheme in time has received widespread attention and has become one of the hot spots in the field of numerical computing. The discontinuous Galerkin method in time is constantly developing, and a better higher-order discrete scheme in time is established [1,2,3]. The explicit, implicit and implicit-explicit Runge-Kutta methods have also made great progress: a local discontinuous Galerkin method with implicit-explicit time-marching is used to solve the multi-dimensional convection-diffusion problems and time-dependent incompressible fluid flow in [4,5,6]. In [7,8,9], the spectral method in time and the time multi-interval spectral method are also proposed. The single interval and multi-interval Legendre spectral methods in time are established for the parabolic equations, in which the L2-optimal error estimate in space is obtained in [10].

    The Maxwell equation is a set of important PDEs that describes electromagnetic field phenomena, and some effective numerical methods have been established for the Maxwell equation by scholars [11,12,13]. The finite-difference time-domain method (also called Yee's scheme) for the Maxwell equation is proposed in [14]. In [15,16], an energy-conserved splitting spectral method for solving the Maxwell equation is given. For the 2-D Maxwell equation, a Legendre-Galerkin method in space and the energy-conserved splitting spectral method in time is constructed [17]. In previous work, the different method is used in the time direction. For the 1-D Maxwell equation of inhomogeneous media with discontinuous solutions, the multidomain Legendre-Galerkin and the multidomain Legendre-tau method are established in [18,19], and the optimal error estimates of the semi-discrete schemes are given.

    Consider the following 1-D Maxwell equation [20]

    {ϵtEz=xHy,(x,t)Ω,μtHy=xEz,(x,t)Ω,Ez(1,t)=Ez(1,t)=0,tIt,Ez(x,0)=Ez0(x),Hy(x,0)=Hy0(x),xIx, (1.1)

    where Ix=(1,1), It=(0,T], and Ω=Ix×It. Ez and Hy stand for the electric field and the magnetic field, respectively. The positive constants ϵ and μ stand for the electric permeability and the magnetic permeability, respectively.

    In [21,22], an h-p version of the Petrov-Galerkin time stepping method is used to solve the nonlinear initial value problems by transforming the second-order problem into a first-order system. For the linear second-order wave equation, it is often transformed into the first-order system similar to equation (1.1) by using the substitution v=ut,w=ux [23]. It is interesting to note that some methods use the derivative as the main unknown function, and u is expressed as the integral of w.

    In this paper, a Legendre-tau space-time (LT-ST) spectral method is developed to solve the 1-D Maxwell equation (1.1) and a time multi-interval Legendre-tau spectral method is considered. The scheme is based on the Legendre-tau method, which uses polynomials of different degrees are used to approximate the electric field Ez and magnetic field Hy, respectively, so that they can be decoupled in computation. After decoupling, it is an equation only about Ez, which can be solved by the method in [10]. The method is also applied to the numerical solutions of the 1-D nonlinear Maxwell equation.

    The paper is organized as follows. In Section 2, a Legendre-tau space-time spectral method for (1.1) is presented, and stability analysis and error estimate are given. In Section 3, a time multi-interval Legendre-tau spectral method is developed, and its error estimate is also obtained. Some numerical results are given in Section 4. Finally, the method is applied to the numerical solution of the 1-D nonlinear Maxwell equation in Section 5.

    In this section, a Legendre-tau space-time spectral method is presented for the problem (1.1). Moreover, the stability and the error estimate of this method are given.

    Let (,)Q and Q be the inner product and the norm of L2(Q), where Q stands for Ω, Ix and It, respectively. For a nonnegative integer m, let m,I and ||m,I be the norm and the semi-norm of the classical Sobolev space Hm(I), where I stands for Ix or It, respectively. Define

    H10(I)={vH1(I):v(1)=v(1)=0}.

    For a pair of positive integers N and M, define L=(N,M). Let PN(Ix) be the space of polynomials of degree at most N on Ix. Define the polynomial space

    VN={vPN(Ix)},

    and the approximation space in space

    V0N=H10(Ix)VN,VN1={vPN1(Ix)}. (2.1)

    Let PM(It) be the space of polynomials of degree at most M on It, we define the approximation space in time

    VM={vPM(It)},VM1={vPM1(It)}. (2.2)

    Let xCj and ωCj(0jN) be the Chebyshev-Gauss-Lobatto (CGL) points and the corresponding weights on Ix. We define the CGL interpolation operator ICNvVN:

    ICNv(xCj)=v(xCj),0jN.

    Similarly, let xLj and ωLj(0jN) be the Legendre-Gauss-Lobatto (LGL) points and the corresponding weights on Ix. ILNvVN denotes the LGL interpolation operator, and

    ILNv(xLj)=v(xLj),0jN.

    We denote by PN:L2(Ix)VN the L2(Ix)-Legendre projection operator and define P1N:H1(Ix)VN by

    P1Nu(x)=u(1)+x1PN1xu(y)dy,xIx. (2.3)

    It is easy to see that

    P1Nu(1)=u(1),P1Nu(1)=u(1), (2.4)
    (xP1Nuxu,v)=(PN1xuxu,v)=0,vVN1. (2.5)

    Let C be a generic positive constant independent of N, and the following approximation results can be found in [10,24].

    Lemma 2.1. If uHr(Ix), then

    PNuuIxCNr|u|r,Ix,r0,ILNuuIxCNlr|u|r,Ix,r1,l=0,1.|P1Nuu|l,IxCNlr|u|r,Ix,r1,l=0,1.

    Let tCj and ωCj(0jM) be the CGL points and the corresponding weights on It, and let tLj and ωLj(0jM) be the LGL points and the corresponding weights on It. We denote by PM:L2(It)VM the L2(It)-Legendre projection operator and define P1M:H1(It)VM as

    P1Mv(t)=v(0)+t0PM1tv(s)ds,tIt. (2.6)

    It is easy to find that

    P1Mu(1)=u(1),P1Mu(1)=u(1), (2.7)
    (tP1Mutu,v)=(PM1tutu,v)=0,vVM1. (2.8)

    The following approximation result can be found in [10].

    Lemma 2.2. If uHσ(It) and σ1, then

    |P1Mvv|l,ItCMlσ|v|σ,It,l=0,1,

    where C is a positive constant independent of M.

    The problem (1.1) is expressed in a weak form: Find EzH10(Ix)H1(It) and HyL2(Ix)H1(It) such that

    {(ϵtEz,v)Ω+(Hy,xv)Ω=0,vH10(Ix)L2(It),(μtHy,w)Ω(xEz,w)Ω=0,wL2(Ix)L2(It),Ez(x,0)=Ez0(x),Hy(x,0)=Hy0(x),xIx. (2.9)

    The LT-ST scheme to the problem (1.1) is: Find EzLV0NVM and HyLVN1VM such that

    {(ϵtEzL,v)Ω+(HyL,xv)Ω=0,vV0NVM1,(μtHyL,w)Ω(xEzL,w)Ω=0,wVN1VM1,EzL(x,0)=ILNEz0(x),HyL(x,0)=PN1ILNHy0(x),xIx. (2.10)

    In the following section, the stability analysis of (2.10) is considered. Suppose that there are perturbations ˜fi(i=1,2) on the right-hand side. For simplicity, the original notations EzL and HyL are used to represent the solutions to the perturbation problem, which satisfies the following perturbation equation:

    {(ϵtEzL,v)Ω+(HyL,xv)Ω=(˜f1,v)Ω,vV0NVM1,(μtHyL,w)Ω(xEzL,w)Ω=(˜f2,w)Ω,wVN1VM1,EzL(x,0)=0,HyL(x,0)=0,xIx. (2.11)

    Theorem 2.1. Let EzL and HyL are the solutions to (2.11). Suppose that ˜fi(i=1,2) are perturbations on the right-hand side, such that

    ϵEzL2Ω+μHyL2Ω+T(ϵEzL(T)2Ix+μHyL(T)2Ix)CT2(~f12Ω+~f22Ω). (2.12)

    Proof. Taking v=˜EzL:=t1EzLV0NVM1 and w=˜HyL:=t1HyLVN1VM1 in (2.11), we get

    {(ϵt(t˜EzL),˜EzL)Ω+(t˜HyL,x˜EzL)Ω=(˜f1,˜EzL)Ω,(μt(t˜HyL),˜HyL)Ω(tx˜EzL,˜HyL)Ω=(˜f2,˜HyL)Ω, (2.13)

    which leads to

    (ϵt(t˜EzL),˜EzL)Ω+(μt(t˜HyL),˜HyL)Ω=(˜f1,˜EzL)Ω+(˜f2,˜HyL)Ω. (2.14)

    By integration by parts,

    (ϵt(t˜EzL),˜EzL)Ω=(ϵ˜EzL,˜EzL)Ω+(ϵtt˜EzL,˜EzL)Ω=ϵ˜EzL2Ω+12Tϵ˜EzL(T)2Ix12ϵ˜EzL2Ω=12(ϵ˜EzL2Ω+Tϵ˜EzL(T)2Ix),(μt(t˜HzL),˜HzL)Ω=(μ˜HzL,˜HzL)Ω+(μtt˜HzL,˜HzL)Ω=12(μ˜HzL2Ω+Tμ˜HzL(T)2Ix), (2.15)

    and using the Cauchy-Schwarz inequality

    |(~f1,˜EzL)Ω+(~f2,˜HyL)Ω|~f1Ω˜EzLΩ+~f2Ω˜HyLΩ14(ϵ˜EzL2Ω+μ˜HzL2Ω)+1ϵ~f12Ω+1μ~f22Ω, (2.16)

    where ˜EzL(T) = ˜EzL(x,T) and ˜HyL(T) = ˜HyL(x,T). Substituting (2.15)-(2.16) into (2.14),

    14(ϵ˜EzL2Ω+μ˜HzL2Ω)+T2(ϵ˜EzL(T)2Ix+μ˜HzL(T)2Ix)1ϵ~f12Ω+1μ~f22Ω. (2.17)

    and noting that EzLΩT˜EzLΩ,HyLΩT˜HyLΩ, we get the result of (2.12).

    In the following section, the error estimate of (2.10) is given. In order to deal with the error of the initial value, the following auxiliary problem is considered [25]

    {ϵtE=xH,(x,t)Ω,μtH=xE,(x,t)Ω,E(1,t)=E(1,t)=0,tIt,E(x,0)=ILNEz0(x),H(x,0)=PN1ILNHy0(x),xIx. (2.18)

    Firstly, the estimate between the two solutions to (2.10) and (2.18) is considered. We define

    Ea=P1NP1ME,Ha=PN1P1MH. (2.19)

    By (2.5) and (2.8), we have

    (tP1ME,v)It=(tE,v)It,vVM1,(xP1NE,w)Ix=(xE,w)Ix,wVN1,

    and

    {(ϵtEa,v)Ω+(Ha,xv)Ω=(ϵP1NtE,v)Ω(P1MxH,v)Ω,vV0NVM1,(μtHa,w)Ω(xEa,w)Ω=(μtH,w)Ω(P1MxE,w)Ω,wVN1VM1. (2.20)

    Let ez=EzLEa and ey=HyLHa. By (2.10) and (2.20), the following error equation is obtained

    {(ϵtez,v)Ω+(ey,xv)Ω=(f1,v)Ω,vV0NVM1,(μtey,w)Ω(xez,w)Ω=(f2,w)Ω,wVN1VM1,ez(x,0)=0,ey(x,0)=0,xIx. (2.21)

    Due to (2.18), we have ϵtE=xH, μtH=xE, and

    f1=ϵ(P1MI)tE+(IP1N)xH,f2=μ(P1MI)tH.

    Similar to the proof of Theorem 2.1, we obtain the following error estimate.

    Theorem 2.2. Let Ea and Ha be the projections (2.19) of E and H (2.18), respectively. Let EzL and HyL be the solutions to (2.10), respectively. Assuming that σ1, r2, E,HC([0,T];Hr(Ix))L2(Ix;Hσ(It)), and then there exists a positive constant C such that

    ϵ(EzLEa)2Ω+μ(HyLHa)2Ω+T(ϵ(EzLEa)(T)2Ix+μ(HyLHa)(T)2Ix)CT2[M2(1σ)(σtE2Ω+σtH2Ω)+N2(1r)rxH2Ω] (2.22)

    Proof. By (2.12) and (2.21), we have

    ϵez2Ω+μey2Ω+T(ϵez(T)2Ix+μey(T)2Ix)CT2(f12Ω+ f22Ω). (2.23)

    According to Lemma 2.1 and 2.2, it follows that

    f12ΩC(M2(1σ)σtE2Ω+N2(1r)rxH2Ω), (2.24)
    f22ΩCM2(1σ)σtH2Ω. (2.25)

    Substituting (2.24)-(2.25) into (2.23), the error estimate (2.22) is obtained.

    Next, the error estimate between the solutions to (2.10) and (1.1) is considered.

    Theorem 2.3. Let Ez, Hy, EzL, and HyL be the solutions to (1.1) and (2.10), respectively. Assume that σ1, r2, E,HC([0,T];Hr(Ix))L2(Ix;Hσ(It)), and then there exists a positive constant C such that

    ϵ(EzLEz)2Ω+μ(HyLHy)2Ω+T(ϵ(EzLEz)(T)2Ix+μ(HyLHy)(T)2Ix)CT2[M2(1σ)(σtE2Ω+σtH2Ω)+N2(1r)rxH2Ω]+CTN2r(Ez2L(0,T;Hr(Ix))+Hy2L(0,T;Hr(Ix))) (2.26)

    Proof. Firstly, the error between the solutions to (2.18) and (1.1) is estimated. Let ez=EEz and ey=HHy. By (1.1) and (2.18), we get the following error equation

    {ϵtez=xey,(x,t)Ω,μtey=xez,(x,t)Ω. (2.27)

    Then, we consider the inner product on Ix

    {(ϵtez,ez)Ix=(ey,xez)Ix,(μtey,ey)Ix=(xez,ey)Ix, (2.28)

    which leads to

    ϵez(t)2Ix+μey(t)2Ix=ϵez(0)2Ix+μey(0)2Ix,t>0. (2.29)

    Next, integrating over t

    ϵez2Ω+μey2Ω=T(ϵez(0)2Ix+μey(0)2Ix), (2.30)

    and taking t=T, we have

    ϵez(T)2Ix+μey(T)2Ix=ϵez(0)2Ix+μey(0)2Ix. (2.31)

    According to Lemma 2.1, it follows that

    ez(0)Ix=Ez0ILNEz0IxCNr|Ez0|r,Ix,ey(0)Ix=Hy0PN1ILNHy0IxHy0PN1Hy0Ix+PN1(Hy0ILNHy0)IxCNr|Hy0|r,Ix. (2.32)

    Substituting (2.32) into (2.30)-(2.31), we obtain

    ϵ(EEz)2Ω+μ(HHy)2Ω+T(ϵ(EEz)(T)2Ix+μ(HHy)(T)2Ix)CTN2r(|Ez|2r,Ix+|Hy0|2r,Ix). (2.33)

    On the other hand, by Lemmas 2.1-2.2, we have

    ϵ(EaE)2Ω+μ(HaH)2Ω+T(ϵ(EaE)(T)2Ix+μ(HaH)(T)2Ix)CTN2r(|Ez02r,Ix+|Hy0|2r,Ix). (2.34)

    From (2.22) and (2.33)-(2.34), the error estimate (2.26) is obtained.

    In this section, a time multi-interval Legendre-tau spectral scheme is developed and its error estimate is obtained.

    Let K be a positive integer and a partition of the computational interval It is given as

    It=Kk=1Ik,Ik=(ak1,ak),τk=akak1,1kK, (3.1)

    where

    0=a0<a1<<ak<<aK=T.

    Let M=(M1,,MK) and L=(N,M). We define the space of approximate functions in time as

    XM=WMH1(It),WM={v:v|IkPMk(Ik),1kK}, (3.2)

    where PMk(Ik) denotes the space of polynomials of degree at most Mk on Ik. We define the space of the test functions in time as

    WM1={v:v|IkPMk1(Ik),1kK}, (3.3)

    where M1=(M11,,MK1).

    Let ˆI=(1,1) be a reference interval, ˆtkj and ˆωkj(0jMk) be the LGL points and the corresponding weights on ˆI. We denote by {ˆtkj} and {ˆωkj} be the LGL points and the corresponding weights on Ik. Next, we define

    IkM={tkj:tkj=τkˆtkj+ak1+ak2,0jMk,1kK},

    where τk=akak1.

    Letting vkv|Ik, for any u,vC(ˉI) and ωkj=12τkˆωkj, we define

    (u,v)M,Ik=Mkj=0uk(tkj)vk(tkj)ωkj,(u,v)M=Kk=1(u,v)M,Ik.

    Similarly, we denote ˆtk,Cj and ˆωk,Cj be the CGL points and the corresponding weights on ˆI. Let {ˆtk,Cj} and {ˆωk,Cj} be the CGL points and the corresponding weights on Ik.

    We define LGL interpolation operator ILM:C(ˉI)WM by

    ILMu(tkj)=u(tkj),0Mk,1kK.

    Similarly, for the CGL interpolation operator ILM:C(ˉI)WM, which satisfies

    ICMu(tk,Cj)=u(tk,Cj),0Mk,1kK.

    Define the following relation

    v(t)=ˆv(ˆt),t=12(τkˆt+ak1+ak),ak1tak.

    Let ˆPMk1:L2(ˆI)PMk1 the L2-Legendre projection operator by PM1:L2(It)WM1 such that

    (PM1v)|Ik(t)=ˆPMk1^(v|Ik)(ˆt).

    Let ˆP1,Mk:H1(ˆI)PMk be the Legendre projection operator, which satisfies

    ˆP1,Mkˆv(ˆt)=ˆv(1)+ˆt1ˆPMk1ˆtˆv(s)ds,

    and P1,M be generated by P1,Mk:H1(Ik)PMk(Ik) such that

    (P1,Mv)|Ik(t)P1,Mkv|Ik(t)=ˆP1,Mk^(v|Ik)(ˆt). (3.4)

    The following approximation results can be found in [10].

    Lemma 3.1. If vHσ(It) and σ1, then

    |P1Mvv|l,ItC(Kk=1(τ1kMk)2(lσ)|v|2σ,Ik)12,l=0,1,

    where C is a generic positive constant independent of τk, Mk.

    The time multi-interval Legendre-tau spectral method for the problem (1.1) is : Find EkzNV0NWM and HkyNVN1WM such that

    {(ϵtEKzL,v)Ω+(HKyL,xv)Ω=0,vV0NWM1,(μtHKyL,w)Ω(xEKzL,w)Ω=0,wVN1WM1,EKzL(x,0)=ILNEz0(x),HKyL(x,0)=PN1ILNHy0(x),xIx. (3.5)

    We set

    vk(x,t)=v(x,t+ak1),tˆIk=(0,τk),1kK.

    Let Ωk=Ix׈Ik, and (3.5) can be written as: For 1kK, find EkzLV0NPMk(ˆIk) and HkyLVN1PMk(ˆIk) such that

    {(ϵtEkzL,vk)Ωk+(HkyL,xvk)Ωk=0,vkV0NPMk1(ˆIk),(μtHkyL,wk)Ωk(xEkzL,wk)Ωk=0,wkVN1PMk1(ˆIk),EkzL(x,0)=Ek1zL(x,τk1),HkyL(x,0)=Hk1yN(x,τk1),xIx, (3.6)

    where E0zL(x,τ0)=ILNEz0(x),H0yL(x,τ0)=PN1ILNHy0(x) when k=1.

    In the following, we present the error estimate. In order to deal with the error of the initial value, we consider the following auxiliary problems on Ωk,1kK,

    {ϵtEk=xHk,(x,t)Ωk,μtHk=xEk,(x,t)Ωk,Ek(x,0)=EkzL(x,0),Hk(x,0)=HkyL(x,0),xIx. (3.7)

    Similar to the process of the single-interval, we define Eka=P1NP1MkEk, Hka=PN1P1MkHk, and denote

    fk1=ϵ(P1MkI)tEk+(IP1N)xHk,fk2=μ(P1MkI)tHk.

    Let ekz=EkzLEka and eky=HkyLHka, the following error equation is obtained

    {(ϵtekz,vk)Ωk+(eky,xvk)Ωk=(fk1,vk)Ωk,vkV0NPMk1,(μteky,w)Ωk(xekz,wk)Ωk=(fk2,wk)Ωk,wkVN1PMk1,ekz(x,0)=0,eky(x,0)=0,xIx. (3.8)

    For each subinterval in the multi-interval, using Theorem 2.2 and Lemma 3.1, the error estimate between the solution to (3.6) and the projection of the solution to (3.7) is obtained

    ϵ(EkzLEka)2Ωk+μ(HkyLHka)2Ωk+τk(ϵ(EkzLEka)(τk)2Ix+μ(HkyLHka)(τk)2Ix)Cτ2k[(τ1kMk)2(1σ)(σtEk2Ωk+σtHk2Ωk)+N2(1r)rxHk2Ωk]. (3.9)

    Let ekz=EkEkz and eky=HkHky, the results are similar to (2.30)-(2.31) for the multi-interval case,

    ϵekz2Ωk+μeky2Ωk=τk(ϵekz(0)2Ix+μeky(0)2Ix), (3.10)
    ϵekz(τk)2Ix+μeky(τk)2Ix=ϵekz(0)2Ix+μeky(0)2Ix. (3.11)

    Using the triangle inequality, we get

    ϵekz(0)2xx+μeky(0)2Ix=ϵ(Ek1zLEk1z)(τk1)2Ix+μ(Hk1yLHk1y)(τk1)2Ixϵ(Ek1zLEk1)(τk1)2Lx+μ(Hk1yLHk1)(τk1)2lx+ϵek1z(τk1)2Ix+μek1y(τk1)2Ix=ϵ(Ek1zLEk1)(τk1)2Ix+μ(Hk1yLHk1)(τk1)2Ix+ϵek1z(0)2Ix+μek1y(0)2Ix

    which leads to

    ϵekz(0)2Ix+μeky(0)2Ixk1m=1ϵ(EmzLEm)(τm)2Ix+μ(HmyLHm)(τm)2Ix+ϵe1z(0)2Ix+μe1y(0)2Ix,k2 (3.12)

    By the Cauchy-Schwarz inequality, k1m=1τm=ak1, and (3.9), we derive

    ϵekz(0)2Ix+μeky(0)2Ixk1m=1ϵ(EmzLEm)(τm)2Ix+μ(HmyLHm)(τm)2Ix+ϵe1z(0)2Ix+μe1y(0)2Ix,k2 (3.13)

    According to (2.7) and Lemma 2.1, it follows that

    (k1m=1ϵ(EmaEm)(τm)2Ix+μ(HmaHm)(τm)2Ix)2=(k1m=1ϵ(P1NI)Em(τm)2Ix+μ(PN1I)Hm(τm)2Ix)2Cak1k1m=1τ1mN2r(|Em(τm)|2r,Ix+|Hm(τm)|2r,Ix) (3.14)

    As (2.32), we have

    ϵe1z(0)2Ix+μe1y(0)2IxCN2r(|Ez0|2r,Ix+|Hy0|2r,Ix).

    Substituting the above estimation results into (3.10)-(3.11), we obtain

    ϵ(EkEkz)2Ωk+μ(HkHky)2Ωk+τk(ϵ(EkEkz)(τk)2Ix+μ(HkHky)(τk)2Ix)Cak1τkk1m=1[(τ1mMm)2(1σ)(σtEm2Ωm+σtHm2Ωm)+N2(1r)rxHm2Ωm]+Cak1τkk1m=1τ1mN2r(|Em(τm)|2r,Ix+|Hm(τm)|2r,Ix)+CτkN2r(|Ez0|2r,Ix+|Hy0|2r,Ix) (3.15)

    By (2.7), Lemma 2.1 and 2, we get

    ϵ(EkaEk)2Ωk+μ(HkaHk)2Ωk+τk(ϵ(EkaEk)(τk)2Ix+μ(HkaHk)(τk)2Ix)C[(τ1kMk)2σ(σtEk2Ωk+σtHk2Ωk)+N2r(rxEk2Ωk+rxHk2Ωk)]+CτkN2r(|Ek(τk)|2r,Ix+|Hk(τk)|2r,Ix). (3.16)

    If τkτ,MkM for simplicity, and combining (3.9) and (3.15)-(3.16), we get the following error estimate.

    Theorem 3.1. Let Ez and Hy be solutions to (1.1), respectively. Let EKzL and HKyL be solutions to (3.5), respectively. Let Ek and Hk be solutions to (3.7), respectively. Assuming that σ1, r2, Ez,HyC([0,T];Hr(Ix))L2(Ix;Hσ(It)), Ek,HkC([0,τk];Hr(Ix))L2(Ix;Hσ(ˆIk)), and then there exists a positive constant C such that

    ϵ(EKzLEz)2Ω+μ(HKyLHy)2Ω+Kk=1τk(ϵ(EkzLEkz)(τk)2Ix+μ(HkyLHky)(τk)2Ix)C[(τ1M)2(1σ)+N2(1r)+τ2N2r] (3.17)

    In this section, some numerical results are presented. We define

    E(Ez)=max0jN|EzL(xCj,t)Ez(xCj,t)|,E(Hy)=max0jN|HyL(xCj,t)Hy(xCj,t)|.

    Example 4.1. The LT-ST spectral method for the 1-D Maxwell equation

    Consider the problem (1.1) with Ix=(0,1), It=(0,1), Ω=Ix×It, ϵ=1, and μ=1. The solution is as

    {Ez(x,t)=cos(3πt)sin(3πx),(x,t)Ω,Hy(x,t)=sin(3πt)cos(3πx),(x,t)Ω. (4.1)

    In Figure 1, the values of log10 E(Ez) and log10 E(Hy) is obtained when t=1. It can be seen from Figure 1 that the LT-ST method has spectral accuracy both in the time and space, which is consistent with the results of theoretical analysis.

    Figure 1.  L-error at t=1 of the LT-ST method (2.10).

    To check the high accuracy, we compare the numerical errors of our scheme (2.10) with the Legendre-tau spectral method in space and the leapfrog-Crank-Nicolson method in time (LT-LFCN) [19]. For convenience of notation, let (N,τ) be the degree of the polynomial in the space approximation and the time step for the LT-LFCN method.

    The L-error of the LT-LFCN scheme and our method (2.10) at t=1 are listed in Table 1. It can be seen from Table 1 that on the same PC machine, the proposed method takes shorter time than the LT-LFCN method.

    Table 1.  L-error of the LT-LFCN method and the LT-ST method (2.10).
    LT-LFCN LT-ST
    (N,τ) E(Ez) E(Hy) time (N,M) E(Ez) E(Hy) time
    (8, 1e-02) 5.14e-04 6.85e-03 0.19s (8, 8) 4.04e-03 1.99e-02 0.08s
    (12, 1e-03) 4.35e-06 6.97e-06 0.49s (12, 12) 9.38e-06 3.99e-05 0.10s
    (16, 1e-04) 1.29e-09 6.96e-07 4.94s (16, 16) 6.57e-09 3.34e-08 0.10s
    (20, 1e-05) 1.03e-13 6.98e-09 52.81s (20, 20) 1.38e-12 7.86e-12 0.10s
    (24, 1e-06) 2.83e-14 6.97e-11 598.48s (24, 24) 1.69e-15 2.99e-15 0.11s

     | Show Table
    DownLoad: CSV

    Example 4.2. The time multi-interval Legendre-tau spectral method for the 1-D Maxwell equation

    Further, the method (3.6) is used to solve Example 1 of N=Mk=24 and 0t5, and the numerical results are shown in Table 2.

    Table 2.  L-error of the time five-interval Legendre-tau spectral method (3.6) (N=Mk=24).
    t E(Ez) E(Hy) time
    1.00 1.69e-15 2.99e-15 0.11s
    2.00 3.10e-15 3.44e-15 0.12s
    3.00 3.38e-15 3.44e-15 0.13s
    4.00 5.82e-15 7.10e-15 0.16s
    5.00 9.49e-15 7.71e-15 0.19s

     | Show Table
    DownLoad: CSV

    In this section, the proposed method is applied to the numerical solution of the 1-D nonlinear Maxwell equation. The approximating of the nonlinear term is calculated by interpolation at the CGL point, and implemented with the help of Fast Legendre transformation.

    Now, we apply the LT-ST method to solve the 1-D nonlinear Maxwell equation as [26]

    {ϵtEz+J(Ez)xHy=0,(x,t)Ω,μtHyxEz=0,(x,t)Ω,Ez(1,t)=Ez(1,t)=0,tIt,Ez(x,0)=Ez0(x),Hy(x,0)=Hy0(x),xIx, (5.1)

    where the nonlinear function J(Ez)=σ(|Ez|)Ez with σ(s) is a real valued function representing the electric conductivity.

    The problem (5.1) can be written in a weak form: Find EzH10(Ix)H1(It) and HyL2(Ix)H1(It) such that

    {(ϵtEz,v)Ω+(J(Ez),v)Ω+(Hy,xv)Ω=0,vH10(Ix)L2(It),(μtHy,w)Ω(xEz,w)Ω=0,wL2(Ix)L2(It),Ez(x,0)=Ez0(x),Hy(x,0)=Hy0(x),xIx. (5.2)

    Combining the interpolation operator both in space and time, a 2-D interpolation is defined as IL(N,M). The LT-ST method to the problem (5.1) is: Find EzLV0NVM and HyLVN1VM such that

    {(ϵtEzL,v)Ω+(IC(N,M)J(EzL),v)Ω+(HyL,xv)Ω=0,vV0NVM1,(μtHyL,w)Ω(xEzL,w)Ω=0,wVN1VM1,EzL(x,0)=ILNEz0(x),HyL(x,0)=PN1ILNHy0(x),xIx, (5.3)

    We briefly describe the implementation of scheme (5.3). For simplicity, taking Ω=[1,1]×[1,1]. Let Lk be the Legendre polynomial of degree k, and the basis functions in space are

    Φ(x)=(1x2,1+x2,ϕ2(x),...,ϕN(x)),
    Φ0(x)=(ϕ2(x),...,ϕN(x)),L(x)=(L0(x),L1(x),...,LN1(x)),

    where ϕk(x)=Lk(x)Lk2(x).

    The basis functions in time are

    Ψ(t)=(1,1+t,ϕ2(t),...,ϕM(t)),L(t)=(L0(t),L1(t),...,LM1(t)),

    where ϕk(t)=Lk(t)Lk2(t).

    The approximate solutions and the test functions are expressed as

    EzL(x,t)=Ψ(t)ˆEΦT(x),HyL(x,t)=Ψ(t)ˆHLT(x)v(x,t)=L(t)ˆvΦT0(x),w(x,t)=L(t)ˆwLT(x)

    The interpolation polynomial of the nonlinear term can be expressed as IC(N,M)J(EzL)=Ψ(t)ˆJΦT(x). The following algebraic equation is obtained from (5.3)

    {ϵ(tΨ,L)ItˆE(Φ0,Φ)Ix+(Ψ,L)ItˆJ(Φ0,Φ)Ix+(Ψ,L)ItˆH(xΦ0,L)Ix=0,μ(tΨ,L)ItˆH(L,L)Ix(Ψ,L)ItˆE(L,xΦ)Ix=0, (5.4)

    where ˆE and ˆH are matrices composed of coefficients of approximate solutions EzL and HyL, respectively. For simplicity, (5.4) can be rewritten in matrix form as

    {ϵKtˆEMx+MtˆJMx+MtˆHKx0=0,μKtˆHDMtˆEKxT=0. (5.5)

    A simple implicit-explicit iteration method is used to solve (5.5). In order to separate the initial conditions from the coefficient matrix, ˆE, ˆH, Mt is divided into the following forms as

    ˆE=[ˆEiˆE0],ˆH=[ˆHiˆH0],Mt=[MtiMt0], (5.6)

    where ^Ei and ^Hi are the first rows of the coefficient matrix ˆE and ˆH respectively, corresponding to the initial value, Mti is the first column of Mt. By the properties of the basis function and the orthogonality of Legendre polynomials show that both Kt and D are diagonal matrices, and the elements on the diagonal of Kt are 2 except that the first element is zero. Thus, (5.5) can be expressed as

    4ϵμˆE0Mx+(Mt0)2ˆE0Kxx=2μMtˆJMx2μMti^HiKx0Mt0Mti^EiKxx, (5.7)
    2μˆH0=Mt0ˆE0KxTD1+Mti^EiKxTD1. (5.8)

    Let

    G=2μMti^HiKx0Mt0Mti^EiKxx,

    In computations. We use the following simple explicit-implicit iteration scheme for (5.7),

    4ϵμˆE[k+1]0Mx+(Mt0)2ˆE[k+1]0Kxx=2μMtˆJ[k]Mx+G,k=0,1,, (5.9)

    when k=0, using the initial information of EzL in (5.3), and taking E[0]zL(t)EzL(0) as the initial guess of the iteration. The iterative scheme (5.9) is a linear equation of ˆE[k+1]0, which can be solved by the method in [10].

    Combining the interpolation operator in space and the multi-interval interpolation operator in time in Section 3, a 2-D interpolation is defined as IL(N,M). The time multi-interval Legendre-tau spectral method for (5.1) is: Find EkzNV0NWM and HkyNVN1WM such that

    {(ϵtEKzL,v)Ω+(IL(N,M)J(EKzL),v)Ω+(HKyL,xv)Ω=0,vV0NWM1,(μtHKyL,w)Ω(xEKzL,w)Ω=0,wVN1WM1,EKzL(x,0)=ILNEz0(x),HKyL(x,0)=PN1ILNHy0(x),xIx, (5.10)

    In computation, the interval is shifted to ˆIk=(0,τk). Let Ωk=Ix׈Ik, and then (5.10) can be written as: Find EkzLV0NPMk(ˆIk) and HkyLVN1PMk(ˆIk),1kK, such that

    {(ϵtEkzL,vk)Ωk+(IL(N,Mk)J(EkzL),vk)Ωk+(HkyL,xvk)Ωk=0,vkV0NPMk1(ˆIk),(μtHkyL,wk)Ωk(xEkzL,wk)Ωk=0,wkVN1PMk1(ˆIk),EkzL(x,0)=Ek1zL(x,τk1),HkyL(x,0)=Hk1yN(x,τk1),xIx, (5.11)

    where E0zL(x,τ0)=ILNEz0(x) and H0yL(x,τ0)=PN1ILNHy0(x) when k=1.

    Example 5.1. The LT-ST method for the 1-D nonlinear Maxwell equation

    Consider the problem (5.1), and set the right-hand function of the first equation to f(x,t). According to [26], the nonlinear term is given as

    J(Ez)=(|Ez|2|Ez|4)Ez,

    where Ix=(0,1), It=(0,1), Ω=Ix×It, and ϵ=μ=1. The solution is

    {Ez(x,t)=cos(3πt)sin(3πx),(x,t)Ω,Hy(x,t)=sin(3πt)cos(3πx),(x,t)Ω, (5.12)

    and the right-hand side of the first equation is

    f(x,t)=cos(3πt)3sin(3πx)3cos(3πt)5sin(3πx)5,(x,t)Ω. (5.13)

    The scheme (5.3) is used to solve Example 5.1, and the values of log10 E(Ez) and log10 E(Hy) are obtained when t=1. It can be seen from Figure 2 that the method has high accuracy both in time and space.

    Figure 2.  L-error at t=1 of the LT-ST method (5.3).

    ItNum represents the number of iterations. Further, the method (5.11) is used to solve Example 5.1 in the case of N=Mk=24 and 0t5, the numerical results are shown in Table 3.

    Table 3.  L-error of the time five-interval Legendre-tau spectral method (5.11) (N=Mk=24).
    t E(Ez) E(Hy) time ItNum
    1.00 1.72e-15 2.83e-15 0.17s 10
    2.00 3.72e-15 3.44e-15 0.32s 10
    3.00 4.11e-15 4.10e-15 0.49s 10
    4.00 6.30e-15 6.55e-15 0.65s 10
    5.00 1.04e-14 8.93e-15 0.81s 10

     | Show Table
    DownLoad: CSV

    Example 5.2. Comparison of the LT-ST method of 1-D nonlinear Maxwell equation and related computation results

    Consider the same problem as in Example 5.1, but the nonlinear is given as [26]

    J(Ez)=|Ez|12Ez.

    Taking the same solution (5.12), the right-hand function of the first equation is

    f(x,t)=cos(3πt)sin(3πx)|cos(3πt)sin(3πx)|,(x,t)Ω. (5.14)

    The Scheme (5.3) is applied to Example 5.1, and the values of log10 E(Ez) and log10 E(Hy) is obtained when t=1. Computational results are given in Figure 3 to show that the LT-ST method has high accuracy both in time and space.

    Figure 3.  L-error at t=1 of the LT-ST method (5.3).

    In order to compare the accuracy with the LT-LFCN method, we use it and the LT-ST method to computate Example 5.2, respectively. The LT-LFCN method is as follows:

    Let τ be the time step, tk=kτ(k=0,1,,nT;T=nTτ). Denote uk(x):=u(x,kτ), and we define

    ukˆt=uk+1uk12τ,uˉk=uk+1+uk12.

    The LT-LFCN scheme to the problem (5.1) is: For 1knT1, find EkzNV0N and HkyNVN1 such that

    {(ϵEkzNˆt,v)+(HˉkyN,xv)+(INJ(EkzN),v)=0,vV0N,(μHkyNˆt,w)(xEˉkzN,w)=0,wVN1E0zN=ILNEz0,E1zN=ILN[Ez0+τtEz(0)],H0yN=PLN1INHy0,H1yN=PLN1IN[Hy0+τtHy(0)]. (5.15)

    The L-error of the LT-LFCN method (5.15) and the proposed method (5.3) at t=1 are shown in Table 4. The results in Table 4 demonstrate that on the same PC machine, the proposed method provides more accurate results using less time than the LT-LFCN method.

    Table 4.  L-error of the LT-LFCN method (5.15) and the LT-ST method (5.3).
    LT-LFCN LT-ST
    (N,τ) E(Ez) E(Hy) time (N,M) E(Ez) E(Hy) time
    (8, 1e-02) 1.86e-03 1.98e-02 0.21s (8, 8) 4.13e-03 1.99e-02 0.16s
    (12, 1e-03) 2.22e-05 1.46e-04 0.71s (12, 12) 9.41e-06 3.98e-05 0.17s
    (16, 1e-04) 1.65e-07 1.56e-06 7.86s (16, 16) 6.55e-09 3.33e-08 0.18s
    (20, 1e-05) 1.50e-09 1.56e-08 82.99s (20, 20) 1.37e-12 7.86e-12 0.18s
    (24, 1e-06) 1.59e-11 1.58e-10 863.42s (24, 24) 1.77e-15 2.77e-15 0.19s

     | Show Table
    DownLoad: CSV

    The scheme (5.11) is also used to solve Example 5.2 for long-time computation. Numerical results are given in Table 5 with N=Mk=24 and 0t5 to show the effectiveness of the LT-ST method.

    Table 5.  L-error of the time five-interval Legendre-tau spectral method (5.11) (N=Mk=24).
    t L(Ez) L(Hy) time ItNum
    1.00 1.77e-15 2.77e-15 0.19s 12
    2.00 3.33e-15 4.88e-15 0.36s 11
    3.00 3.77e-15 4.21e-15 0.55s 12
    4.00 6.77e-15 7.21e-15 0.73s 11
    5.00 9.85e-15 9.35e-15 0.91s 11

     | Show Table
    DownLoad: CSV

    In this paper, the LT-ST method is investigated for the 1-D Maxwell equation and the time multi-interval Legendre-tau spectral method is considered. Error estimates for the method of single and multidomain are given, respectively. Numerical results are consistent with the theoretical analysis. Compared with the LT-LFCN method, the proposed method has advantages in accuracy and computation time. Moreover, the space-time spectral method is developed for the numerical solutions of the 1-D nonlinear Maxwell equation. In the future, the multidomain spectral method in space will be developed to solve the case of inhomogeneous media.

    The research was supported by the National Natural Science Foundation of China (Grants No. 11971016).

    The authors declare no conflict of interest.



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