The numerical integration of phase-field equations is a delicate task which needs to recover at the discrete level intrinsic properties of the solution such as energy dissipation and maximum principle. Although the theory of energy dissipation for classical phase field models is well established, the corresponding theory for time-fractional phase-field models is still incomplete. In this article, we study certain nonlocal-in-time energies using the first-order stabilized semi-implicit L1 scheme. In particular, we will establish a discrete fractional energy law and a discrete weighted energy law. The extension for a $(2-α)$-order L1 scalar auxiliary variable scheme will be investigated. Moreover, we demonstrate that the energy bound is preserved for the L1 schemes with nonuniform time steps. Several numerical experiments are carried to verify our theoretical analysis.
For the time-fractional phase field models, the corresponding energy dissipation law has not been settled on both the continuous level and the discrete level. In this work, we shall address this open issue. More precisely, we prove for the first time that the time-fractional phase field models indeed admit an energy dissipation law of an integral type. In the discrete level, we propose a class of finite difference schemes that can inherit the theoretical energy stability. Our discussion covers the time-fractional gradient systems, including the time-fractional Allen-Cahn equation, the time-fra…
We consider a class of time-fractional phase field models including the Allen-Cahn and Cahn-Hilliard equations. We establish several weighted positivity results for functionals driven by the Caputo time-fractional derivative. Several novel criterions are examined for showing the positive-definiteness of the associated kernel functions. We deduce strict energy-dissipation for a number of non-local energy functionals, thereby proving fractional energy dissipation laws.
In this paper, we consider a second-order scalar auxiliary variable (SAV) Fourier spectral method to solve the nonlinear fractional generalized wave equation. Unconditional energy conservation or dissipation properties of the fully discrete scheme are first established. Next, we utilize the temporal-spatial error splitting argument to obtain unconditional optimal error estimate of the fully discrete scheme, which overcomes time-step restrictions caused by strongly nonlinear system, or the restrictions that the nonlinear term needs to satisfy the assumption of global Lipschitz condition in all …
A Gradient Recovery Method for Electron Magnetohydrodynamics with Fractional Dissipation
Chongqing Research Institute of Big Data, Peking University（北京大学重庆大数据研究院）；School of Mathematics and Statistics, The University of Melbourne（墨尔本大学数学与统计学院）；Department of Mathematics, Department of Statistics and Applied Probability, University of California, Santa Barbara（加州大学圣塔芭芭拉分校数学系、统计学与应用概率系）；Department of Mathematics, University of California, Santa Barbara（加州大学圣塔芭芭拉分校数学系）
A fully implicit numerical scheme is established for solving the time fractional Swift-Hohenberg (TFSH) equation with a Caputo time derivative of order $α\in(0,1)$. The variable-step L1 formula and the finite difference method are employed for the time and the space discretizations, respectively. The unique solvability of the numerical scheme is proved by the Brouwer fixed-point theorem. With the help of the discrete convolution form of L1 formula, the time-stepping scheme is shown to preserve a discrete energy dissipation law which is asymptotically compatible with the classic energy law as $…
In this work, we propose a Crank-Nicolson-type scheme with variable steps for the time fractional Allen-Cahn equation. The proposed scheme is shown to be unconditionally stable (in a variational energy sense), and is maximum bound preserving. Interestingly, the discrete energy stability result obtained in this paper can recover the classical energy dissipation law when the fractional order $α\rightarrow 1.$ That is, our scheme can asymptotically preserve the energy dissipation law in the $α\rightarrow 1$ limit. This seems to be the first work on variable time-stepping scheme that can preserve …
In this paper, we consider the strong convergence of the time-space fractional diffusion equation driven by fractional Gaussion noise with Hurst index $H\in(\frac{1}{2},1)$. A sharp regularity estimate of the mild solution and the numerical scheme constructed by finite element method for integral fractional Laplacian and backward Euler convolution quadrature for Riemann-Liouville time fractional derivative are proposed. With the help of inverse Laplace transform and fractional Ritz projection, we obtain the accurate error estimates in time and space. Finally, our theoretical results are accomp…
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…
We develop a thermodynamically consistent, fractional visco-elasto-plastic model coupled with damage for anomalous materials. The model utilizes Scott-Blair rheological elements for both visco-elastic/plastic parts. The constitutive equations are obtained through Helmholtz free-energy potentials for Scott-Blair elements, together with a memory-dependent fractional yield function and dissipation inequalities. A memory-dependent Lemaitre-type damage is introduced through fractional damage energy release rates. For time-fractional integration of the resulting nonlinear system of equations, we dev…
The aim of this work is to introduce the main concepts of Fractional Calculus, followed by one of its application to classical electrodynamics, illustrating how non-locality can be interpreted naturally in a fractional scenario. In particular, a result relating fractional dynamics to high frequency dielectric response is used as motivation. In addition to the theoretical discussion, a comprehensive review of two numerical procedures for fractional integration is carried out, allowing one immediately to build numerical models applied to high frequency electromagnetics and correlated fields.
A finite element scheme for an entirely fractional Allen-Cahn equation with non-smooth initial data is introduced and analyzed. In the proposed nonlocal model, the Caputo fractional in-time derivative and the fractional Laplacian replace the standard local operators. Piecewise linear finite elements and convolution quadratures are the basic tools involved in the presented numerical method. Error analysis and implementation issues are addressed together with the needed results of regularity for the continuous model. Also, the asymptotic behavior of solutions, for a vanishing fractional paramete…
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.
This paper discusses the fractional diffusion equation forced by a tempered fractional Gaussian noise. The fractional diffusion equation governs the probability density function of the subordinated killed Brownian motion. The tempered fractional Gaussian noise plays the role of fluctuating external source with the property of localization. We first establish the regularity of the infinite dimensional stochastic integration of the tempered fractional Brownian motion and then build the regularity of the mild solution of the fractional stochastic diffusion equation. The spectral Galerkin method i…
A linearized numerical scheme is proposed to solve the nonlinear time fractional parabolic problems with time delay. The scheme is based on the standard Galerkin finite element method in the spatial direction, the fractional Crank-Nicolson method and extrapolation methods in the temporal direction. A novel discrete fractional Grönwall inequality is established. Thanks to the inequality, the error estimate of fully discrete scheme is obtained. Several numerical examples are provided to verify the effectiveness of the fully discrete numerical method.
This study is motivated by the question of how singularity formation and other forms of extreme behavior in nonlinear dissipative partial differential equations are affected by stochastic excitations. To address this question we consider the 1D fractional Burgers equation with additive colored noise as a model problem. This system is interesting, because in the deterministic setting it exhibits finite-time blow-up or a globally well-posed behavior depending on the value of the fractional dissipation exponent. The problem is studied by performing a series of accurate numerical computations comb…
The generalized fractional Benjamin-Bona-Mahony (gfBBM) equation models the propagation of small amplitude long unidirectional waves in a nonlocally and nonlinearly elastic medium. The equation involves two fractional terms unlike the well-known fBBM equation. In this paper, we prove local existence and uniqueness of the solutions for the Cauchy problem. The sufficient conditions for the existence of solitary wave solutions are obtained. The Petviashvili method is proposed for the generation of the solitary wave solutions and their evolution in time is investigated numerically by Fourier spect…
In this paper, we consider some aspects of the numerical analysis of the mathematical model of fractional Duffing with a derivative of variable fractional order of the Riemann-Liouville type. Using numerical methods: an explicit finite-difference scheme based on the Grunwald-Letnikov and Adams-Bashford-Moulton approximations (predictor-corrector), the proposed numerical model is found. These methods have been verified with a test case. It is shown that the predictor-corrector method has a faster convergence than the method according to the explicit finite-difference scheme. For these schemes, …
