In 1986, Dixon and McKee developed a discrete fractional Grönwall inequality [Z. Angew. Math. Mech., 66 (1986), pp. 535--544], which can be seen as a generalization of the classical discrete Grönwall inequality. However, this generalized discrete Grönwall inequality has not been widely applied in the numerical analysis of the time-stepping methods for the time-fractional evolution equations. The main purpose of this paper is to show how to apply the generalized discrete Grönwall inequality to prove the convergence of a class of time-stepping numerical methods for time-fractional nonlinear subdiffusion equations, including the popular fractional backward difference type methods of order one and two, and the second-order fractional Crank-Nicolson type methods. We obtain the optimal $L^2$ error estimate in space discretization. The convergence of the fast time-stepping numerical methods is also proved in a simple manner.
This article concerns second-order time discretization of subdiffusion equations with time-dependent diffusion coefficients. High-order differentiability and regularity estimates are established for subdiffusion equations with time-dependent coefficients. Using these regularity results and a perturbation argument of freezing the diffusion coefficient, we prove that the convolution quadrature generated by the second-order backward differentiation formula, with proper correction at the first time step, can achieve second-order convergence for both nonsmooth initial data and incompatible source t…
The aim of this paper is to develop and analyze high-order time stepping schemes for solving semilinear subdiffusion equations. We apply the $k$-step BDF convolution quadrature to discretize the time-fractional derivative with order $α\in (0,1)$, and modify the starting steps in order to achieve optimal convergence rate. This method has already been well-studied for the linear fractional evolution equations in Jin, Li and Zhou \cite{JinLiZhou:correction}, while the numerical analysis for the nonlinear problem is still missing in the literature. By splitting the nonlinear potential term into an…
The aim of this paper is to study the time stepping scheme for approximately solving the subdiffusion equation with a weakly singular source term. In this case, many popular time stepping schemes, including the correction of high-order BDF methods, may lose their high-order accuracy. To fill in this gap, in this paper, we develop a novel time stepping scheme, where the source term is regularized by using a $k$-fold integral-derivative and the equation is discretized by using a modified BDF2 convolution quadrature. We prove that the proposed time stepping scheme is second-order, even if the sou…
Sharp $H^1$-norm error estimates of two time-stepping schemes for reaction-subdiffusion problems
Henan University of Economics and Law（河南财经政法大学）；Nanjing University of Aeronautics and Astronautics（南京航空航天大学）；Beijing Computational Science Research Center（北京计算科学研究中心）；Wayne State University（韦恩州立大学）
Regularity and high-order time stepping for semilinear subdiffusion equations with singular initial data beyond the $L^\infty$ framework
Hunan Research Center of the Basic Discipline Fundamental Algorithmic Theory and Novel Computational Methods, School of Mathematics and Computational Science, Xiangtan University（湘潭大学数学与计算科学学院基础学科基本算法理论与新型计算方法湖南省研究中心）
This paper is devoted to the numerical analysis of a piecewise constant discontinuous Galerkin method for time fractional subdiffusion problems. The regularity of weak solution is firstly established by using variational approach and Mittag-Leffler function. Then several optimal error estimates are derived with low regularity data. Finally, numerical experiments are conducted to verify the theoretical results.
In this paper, we develop a linearized fractional Crank-Nicolson-Galerkin FEM for Kirchhoff type quasilinear time-fractional integro-differential equation $\left(\mathcal{D}^α\right)$. In general, the solutions to the time-fractional problems exhibit a weak singularity at time $t=0$. This singular behavior of the solutions is taken into account while deriving the convergence estimates of the developed numerical scheme. We prove that the proposed numerical scheme has an accuracy rate of $O(M^{-1}+N^{-2})$ in $L^{\infty}(0,T;L^{2}(Ω))$ as well as in $L^{\infty}(0,T;H^{1}_{0}(Ω))$, where $M$ and …
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…
An initial-boundary value problem of subdiffusion type is considered; the temporal component of the differential operator has the form $\sum_{i=1}^{\ell}q_i(t)\, D _t ^{α_i} u(x,t)$, where the $q_i$ are continuous functions, each $D _t ^{α_i}$ is a Caputo derivative, and the $α_i$ lie in $(0,1]$. Maximum/comparison principles for this problem are proved under weak hypotheses. A new positivity result for the multinomial Mittag-Leffler function is derived. A posteriori error bounds are obtained in $L_2(Ω)$ and $L_\infty(Ω)$, where the spatial domain $Ω$ lies in $\bR^d$ with $d\in\{1,2,3\}$. An a…
In this paper we consider a sub-diffusion problem where the fractional time derivative is approximated either by the L1 scheme or by Convolution Quadrature. We propose new interpretations of the numerical schemes which lead to a posteriori error estimates. Our approach is based on appropriate pointwise representations of the numerical schemes as perturbed evolution equations and on stability estimates for the evolution equation. A posteriori error estimates in $L^2(H)$ and $L^\infty (H)$ norms of optimal order are derived. Extensive numerical experiments indicate the reliability and the optima…
In this work, we develop an efficient incomplete iterative scheme for the numerical solution of the subdiffusion model involving a Caputo derivative of order $α\in(0,1)$ in time. It is based on piecewise linear Galerkin finite element method in space and backward Euler convolution quadrature in time and solves one linear algebraic system inexactly by an iterative algorithm at each time step. We present theoretical results for both smooth and nonsmooth solutions, using novel weighted estimates of the time-stepping scheme. The analysis indicates that with the number of iterations at each time le…
An essential feature of the subdiffusion equations with the $α$-order time fractional derivative is the weak singularity at the initial time. The weak regularity of the solution is usually characterized by a regularity parameter $σ\in (0,1)\cup(1,2)$. Under this general regularity assumption, we here obtain the pointwise-in-time error estimate of the widely used L1 scheme for nonlinear subdiffusion equations. To the end, we present a refined discrete fractional-type Grönwall inequality and a rigorous analysis for the truncation errors. Numerical experiments are provided to demonstrate the effe…
A discrete Grönwall inequality with application to numerical schemes for subdiffusion problems
Nanjing University of Aeronautics and Astronautics（南京航空航天大学）；University of New South Wales（新南威尔士大学）；Beijing Computational Science Research Center（北京计算科学研究中心）
Fractional diffusion equations have been an effective tool for modeling anomalous diffusion in complicated systems. However, traditional numerical methods require expensive computation cost and storage resources because of the memory effect brought by the convolution integral of time fractional derivative. We propose a Bayesian Inversion with Neural Operator (BINO) to overcome the difficulty in traditional methods as follows. We employ a deep operator network to learn the solution operators for the fractional diffusion equations, allowing us to swiftly and precisely solve a forward problem for…
In this paper we consider the inverse problem of identifying the initial data in a fractionally damped wave equation from time trace measurements on a surface, as relevant in photoacoustic or thermoacoustic tomography. We derive and analyze a time stepping method for the numerical solution of the corresponding forward problem. Moreover, to efficiently obtain reconstructions by minimizing a Tikhonov regularization functional (or alternatively, by computing the MAP estimator in a Bayesian approach), we develop an adjoint based scheme for gradient computation. Numerical reconstructions in two spa…
The discontinuous Galerkin dG method provides a robust and flexible technique for the time integration of fractional diffusion problems. However, a practical implementation uses coefficients defined by integrals that are not easily evaluated. We describe specialised quadrature techniques that efficiently maintain the overall accuracy of the dG method. In addition, we observe in numerical experiments that known superconvergence properties of dG time stepping for classical diffusion problems carry over in a modified form to the fractional-order setting.
A New $L2-1_σ$-Interior Penalty Method for Variable-Order Time-Fractional Subdiffusion Interface Problem with Curved Interface
School of Arts and Sciences, Guangzhou Maritime University（广州航海学院人文与科学学部）；School of Information Engineering, Zhejiang Ocean University（浙江海洋大学信息工程学院）；Fuzhou Vocational Technical College（抚州职业技术学院）
In this paper, we propose a parallel-in-time algorithm for approximately solving parabolic equations. In particular, we apply the $k$-step backward differentiation formula, and then develop an iterative solver by using the waveform relaxation technique. Each resulting iteration represents a periodic-like system, which could be further solved in parallel by using the diagonalization technique. The convergence of the waveform relaxation iteration is theoretically examined by using the generating function method. The approach we established in this paper extends the existing argument of single-st…
In this work, we present a second-order nonuniform time-stepping scheme for the time-fractional Allen-Cahn equation. We show that the proposed scheme preserves the discrete maximum principle, and by using the convolution structure of consistency error, we present sharp maximum-norm error estimates which reflect the temporal regularity. As our analysis is built on nonuniform time steps, we may resolve the intrinsic initial singularity by using the graded meshes. Moreover, we propose an adaptive time-stepping strategy for large time simulations. Numerical experiments are presented to show the ef…
Two fast L1 time-stepping methods, including the backward Euler and stabilized semi-implicit schemes, are suggested for the time-fractional Allen-Cahn equation with Caputo's derivative. The time mesh is refined near the initial time to resolve the intrinsically initial singularity of solution, and unequal time-steps are always incorporated into our approaches so that an adaptive time-stepping strategy can be used in long-time simulations. It is shown that the proposed schemes using the fast L1 formula preserve the discrete maximum principle. Sharp error estimates reflecting the time regularity…
This paper analyzes a time-stepping discontinuous Galerkin method for fractional diffusion-wave problems. This method uses piecewise constant functions in the temporal discretization and continuous piecewise linear functions in the spatial discretization. Nearly optimal convergence rate with respect to the regularity of the solution is established when the source term is nonsmooth, and nearly optimal convergence rate $ \ln(1/τ)(\sqrt{\ln(1/h)} h^2+τ)$ is derived under appropriate regularity assumption on the source term. Convergence is also established without smoothness assumption on the init…
In this paper, a non-uniform time-stepping convex-splitting numerical algorithm for solving the widely used time-fractional Cahn-Hilliard equation is introduced. The proposed numerical scheme employs the $L1^+$ formula for discretizing the time-fractional derivative and a second-order convex-splitting technique to deal with the non-linear term semi-implicitly. Then the pseudospectral method is utilized for spatial discretization. As a result, the fully discrete scheme has several advantages: second-order accurate in time, spectrally accurate in space, uniquely solvable, mass preserving, and un…
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…
In this paper, we design and analyze a novel spectral method for the subdiffusion equation. As it has been known, the solutions of this equation are usually singular near the initial time. Consequently, direct application of the traditional high-order numerical methods is inefficient. We try to overcome this difficulty in a novel approach by combining variable transformation techniques with spectral methods. The idea is to first use suitable variable transformation to re-scale the underlying equation, then construct spectral methods for the re-scaled equation. We establish a new variational fr…
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 numerical analysis of time fractional evolution equations with the second-order elliptic operator including general time-space dependent variable coefficients is challenging, especially when the classical weak initial singularities are taken into account. In this paper, we introduce a concise technique to construct efficient time-stepping schemes with variable time step sizes for two-dimensional time fractional sub-diffusion and diffusion-wave equations with general time-space dependent variable coefficients. By means of the novel technique, the nonuniform Alikhanov type schemes are constr…
