An initial-boundary value problem with a Caputo time derivative of fractional order $α\in(0,1)$ is considered, solutions of which typically exhibit a singular behaviour at an initial time. For this problem, we give a simple framework for the analysis of the error of L1-type discretizations on graded and uniform temporal meshes in the $L_\infty$ and $L_2$ norms. This framework is employed in the analysis of both finite difference and finite element spatial discretiztions. Our theoretical findings are illustrated by numerical experiments.
We consider a singularly perturbed convection-diffusion with exponential and characteristic boundary layers. The problem is numerically solved by the FEM and SDFEM method with bilinear elements on a graded mesh. For the FEM we prove almost uniform convergence and superconvergence. The use of graded mesh allows for the SDFEM to prove almost uniform esimates in the SD norm, which is not possible for Shishkin type meshes.
Recent quasi-optimal error estimates for the finite element approximation of total-variation regularized minimization problems require the existence of a Lipschitz continuous dual solution. We discuss the validity of this condition and devise numerical methods using locally refined meshes that lead to improved convergence rates despite the occurrence of discontinuities. It turns out that nearly linear convergence is possible on suitably constructed meshes.
An initial-boundary value problem with a Caputo time derivative of fractional order $α\in(0,1)$ is considered, solutions of which typically exhibit a singular behaviour at an initial time. An L2-type discrete fractional-derivative operator of order $3-α$ is considered on nonuniform temporal meshes. Sufficient conditions for the inverse-monotonicity of this operator are established, which yields sharp pointwise-in-time error bounds on quasi-graded temporal meshes with arbitrary degree of grading. In particular, those results imply that milder (compared to the optimal) grading yields optimal con…
It is known that the solution of a conservative steady-state two-sided fractional diffusion problem can exhibit singularities near the boundaries. As consequence of this, and due to the conservative nature of the problem, we adopt a finite volume elements discretization approach over a generic non-uniform mesh. We focus on grids mapped by a smooth function which consist in a combination of a graded mesh near the singularity and a uniform mesh where the solution is smooth. Such a choice gives rise to Toeplitz-like discretization matrices and thus allows a low computational cost of the matrix-ve…
A time-stepping L1 scheme for subdiffusion equation with a Riemann--Liouville time-fractional derivative is developed and analyzed. This is the first paper to show that the L1 scheme for the model problem under consideration is second-order accurate (sharp error estimate) over nonuniform time-steps. The established convergence analysis is novel, innovative and concise. For completeness, the L1 scheme is combined with the standard Galerkin finite elements for the spatial discretization, which will then define a fully-discrete numerical scheme. The error analysis for this scheme is also investig…
We consider an inverse source two-parameter sub-diffusion model subject to a nonlocal initial condition. The problem models several physical processes, among them are the microwave heating and light propagation in photoelectric cells. A bi-orthogonal pair of bases is employed to construct a series representation of the solution and a Volterra integral equation for the source term. We develop a numerical algorithm for approximating the unknown time-dependent source term. Due to the singularity of the solution near $t=0$, a graded mesh is used to improve the convergence rate. Numerical experimen…
We consider the homogeneous Dirichlet problem for the integral fractional Laplacian $(-Δ)^s$. We prove optimal Sobolev regularity estimates in Lipschitz domains provided the solution is $C^s$ up to the boundary. We present the construction of graded bisection meshes by a greedy algorithm and derive quasi-optimal convergence rates for approximations to the solution of such a problem by continuous piecewise linear functions. The nonlinear Sobolev scale dictates the relation between regularity and approximability.
In this paper, we are concerned with the numerical solution for the two-dimensional time fractional Fokker-Planck equation with tempered fractional derivative of order $α$. Although some of its variants are considered in many recent numerical analysis papers, there are still some significant differences. Here we first provide the regularity estimates of the solution. And then a modified $L$1 scheme inspired by the middle rectangle quadrature formula on graded meshes is employed to compensate for the singularity of the solution at $t\rightarrow 0^{+}$, while the five-point difference scheme is …
We derive exact form of the piecewise-linear finite element stiffness matrix on general non-uniform meshes for the integral fractional Laplacian operator in one dimension, where the derivation is accomplished in the Fourier transformed space. With such an exact formulation at our disposal, we are able to numerically study some intrinsic properties of the fractional stiffness matrix on some commonly used non-uniform meshes (e.g., the graded mesh), in particular, to examine their seamless transition to those of the usual Laplacian.
High Order Finite Difference Methods on Non-uniform Meshes for Space Fractional Operators
School of Mathematics and Statistics, Gansu Key Laboratory of Applied Mathematics and Complex Systems, Lanzhou University（兰州大学数学与统计学院，甘肃省应用数学与复杂系统重点实验室）
This paper establishes and analyzes a second-order accurate numerical scheme for the nonlinear partial integrodifferential equation with a weakly singular kernel. In the time direction, we apply the Crank-Nicolson method for the time derivative, and the product-integration (PI) rule is employed to deal with Riemann-Liouville fractional integral. From which, the non-uniform meshes are utilized to compensate for the singular behavior of the exact solution at $t=0$ so that our method can reach second-order convergence for time. In order to formulate a fully discrete implicit difference scheme, we…
Two numerical methods with graded temporal grids are analyzed for fractional evolution equations. One is a low-order discontinuous Galerkin (DG) discretization in the case of fractional order $0<α<1$, and the other one is a low-order Petrov Galerkin (PG) discretization in the case of fractional order $1<α<2$. By a new duality technique, pointwise-in-time error estimates of first-order and $ (3-α) $-order temporal accuracies are respectively derived for DG and PG, under reasonable regularity assumptions on the initial value. Numerical experiments are performed to verify the theoretical results.
In this article, we propose a higher order approximation to Caputo fractional (C-F) derivative using graded mesh and standard central difference approximation for space derivatives, in order to obtain the approximate solution of time fractional partial differential equations (TFPDE). The proposed approximation for C-F derivative tackles the singularity at origin effectively and is easily applicable to diverse problems. The stability analysis and truncation error bounds of the proposed scheme are discussed, along with this, analyzed the required regularity of the solution. Few numerical example…
In this article, we propose a linearized fully-discrete scheme for solving a time fractional nonlocal diffusion-wave equation of Kirchhoff type. The scheme is established by using the finite element method in space and the $L1$ scheme in time. We derive the $α$-robust \textit{a priori} bound and \textit{a priori} error estimate for the fully-discrete solution in $L^{\infty}\big(H^1_0(Ω)\big)$ norm, where $α\in (1,2)$ is the order of time fractional derivative. Finally, we perform some numerical experiments to verify the theoretical results.
We introduce a symmetric fractional-order reduction (SFOR) method to construct numerical algorithms on general nonuniform temporal meshes for semilinear fractional diffusion-wave equations. By using the novel order reduction method, the governing problem is transformed to an equivalent coupled system, where the explicit orders of time-fractional derivatives involved are all $α/2$ $(1<α<2)$. The linearized L1 scheme and Alikhanov scheme are then proposed on general time meshes. Under some reasonable regularity assumptions and weak restrictions on meshes, the optimal convergence is derived for t…
This article devotes to developing robust but simple correction techniques and efficient algorithms for a class of second-order time stepping methods, namely the shifted fractional trapezoidal rule (SFTR), for subdiffusion problems to resolve the initial singularity and nonlocality. The stability analysis and sharp error estimates in terms of the smoothness of the initial data and source term are presented. As a byproduct in numerical tests, we find amazingly that the Crank-Nicolson scheme ($θ=\frac{1}{2}$) without initial corrections can restore the optimal convergence rate for the subdiffusi…
Anisotropic finite elements for elliptic problems with singular data
Facultad de Ciencias Exactas y Naturales, Universidad de Buenos Aires（布宜诺斯艾利斯大学自然科学与数学学院）；Inst. de Investigaciones Matemáticas “Luis A. Santaló”, CONICET-UBA（CONICET-UBA路易斯·A·桑塔洛数学研究所）
In this work, we revisit the adaptive L1 time-stepping scheme for solving the time-fractional Allen-Cahn equation in the Caputo's form. The L1 implicit scheme is shown to preserve a variational energy dissipation law on arbitrary nonuniform time meshes by using the recent discrete analysis tools, i.e., the discrete orthogonal convolution kernels and discrete complementary convolution kernels. Then the discrete embedding techniques and the fractional Grönwall inequality were applied to establish an $L^2$ norm error estimate on nonuniform time meshes. An adaptive time-stepping strategy according…
This paper focuses on the origin of the poroelastic anisotropic behaviour of the meniscal tissue and its spatially varying properties. We present confined compression creep test results on samples extracted from three parts of the tissue (Central body, Anterior horn and Posterior horn) in three orientations (Circumferential, Radial and Vertical). We show that a poroelastic model in which the fluid flow evolution is ruled by non-integer order operators (fractional Darcy's law) provides accurate agreement with the experimental creep data. The model is validated against two additional sets of exp…
This paper surveys recent analytical and numerical research on linear problems for the integral fractional Laplacian, fractional obstacle problems, and fractional minimal graphs. The emphasis is on the interplay between regularity, including boundary behavior, and approximability by piecewise linear finite element methods. We discuss several error estimates on graded meshes, and computational challenges associated to implementing and solving efficiently the ensuing integral equations, along with numerical experiments.
Adaptive second-order Crank-Nicolson time-stepping methods using the recent scalar auxiliary variable (SAV) approach are developed for the time-fractional Molecular Beam Epitaxial models with Caputo's derivative. Based on the piecewise linear interpolation, the Caputo's fractional derivative is approximated by a novel second-order formula, which is naturally suitable for a general class of nonuniform meshes and essentially preserves the positive semi-definite property of integral kernel. The resulting Crank-Nicolson SAV time-stepping schemes are unconditional energy stable on nonuniform time m…
A semilinear initial-boundary value problem with a Caputo time derivative of fractional order $α\in(0,1)$ is considered, solutions of which typically exhibit a singular behaviour at an initial time. For L1-type discretizations of this problem, we employ the method of upper and lower solutions to obtain sharp pointwise-in-time error bounds on quasi-graded temporal meshes with arbitrary degree of grading. In particular, those results imply that milder (compared to the optimal) grading yields the optimal convergence rate $2-α$ in positive time, while quasi-uniform temporal meshes yield first-orde…
Babuška-Osborn techniques in discontinuous Galerkin methods: $L^2$-norm error estimates for unstructured meshes
University of Leicester（莱斯特大学）；National Technical University of Athens（雅典国立技术大学）；Institute for Applied and Computational Mathematics-FORTH（应用计算数学研究所-FORTH）；DMAM University of Crete（克里特大学DMAM）；University of Sussex（萨塞克斯大学）；University of Reading（雷丁大学）
In this paper, we propose and analyze a time-stepping method for the time fractional Allen-Cahn equation. The key property of the proposed method is its unconditional stability for general meshes, including the graded mesh commonly used for this type of equations. The unconditional stability is proved through establishing a discrete nonlocal free energy dispassion law, which is also true for the continuous problem. The main idea used in the analysis is to split the time fractional derivative into two parts: a local part and a history part, which are discretized by the well known L1, L1-CN, and…
In this work the L2-1$_σ$ method on general nonuniform meshes is studied for the subdiffusion equation. When the time step ratio is no less than $0.475329$, a bilinear form associated with the L2-1$_σ$ fractional-derivative operator is proved to be positive semidefinite and a new global-in-time $H^1$-stability of L2-1$_σ$ schemes is then derived under simple assumptions on the initial condition and the source term. In addition, the sharp $L^2$-norm convergence is proved under the constraint that the time step ratio is no less than $0.475329$.
The solution of time fractional partial differential equations in general exhibit a weak singularity near the initial time. In this article we propose a method for solving time fractional diffusion equation with nonlocal diffusion term. The proposed method comprises L1 scheme on graded mesh, finite element method and Newton's method. We discuss the well-posedness of the weak formulation at discrete level and derive \emph{a priori} error estimates for fully-discrete formulation in $L^2(Ω)$ and $H^1(Ω)$ norms. Finally, some numerical experiments are conducted to validate the theoretical findings…
The solution of the nonlinear initial-value problem $\mathcal{D}_{t}^αy(t)=-λy(t)^γ$ for $t>0$ with $y(0)>0$, where $\mathcal{D}_{t}^α$ is a Caputo derivative of order $α\in (0,1)$ and $λ, γ$ are positive parameters, is known to exhibit $O(t^{α/γ})$ decay as $t\to\infty$. No corresponding result for any discretisation of this problem has previously been proved. In the present paper it is shown that for the class of complete monotonicity-preserving ($\mathcal{CM}$-preserving) schemes (which includes the L1 and Grünwald-Letnikov schemes) on uniform meshes $\{t_n:=nh\}_{n=0}^\infty$, the discrete…
