Numerical solution of fractional diffusion-wave equation based on fractional multistep method

This paper is devoted to application of fractional multistep method in the numerical solution of fractional diffusion-wave equation. By transforming the diffusion-wave equation into an equivalent integro-differential equation and applying Lubich’s fractional multistep method of second order we obtain a scheme of order O(τ^α+h²)$O({\tau }^{\alpha }+h^2)$ for 1?α?1.71832$1?\alpha ?1.71832$ where α$\alpha$ is the order of temporal derivative and τ$\tau$ and h denote temporal and spatial stepsizes. The solvability, convergence and stability properties of the algorithm are investigated and numerical experiment is carried out to verify the feasibility of the scheme.     

Stability and convergence of a fully discrete local discontinuous Galerkin method for multi-term time fractional diffusion equations

In this paper, a fully discrete local discontinuous Galerkin method for a class of multi-term time fractional diffusion equations is proposed and analyzed. Using local discontinuous Galerkin method in spatial direction and classical L1 approximation in temporal direction, a fully discrete scheme is established. By choosing the numerical flux carefully, we prove that the method is unconditionally stable and convergent with order O(h ^k+1 + (Δt)^2?α ), where k, h, and Δt are the degree of piecewise polynomial, the space, and time step sizes, respectively. Numerical examples are carried out to illustrate the effectiveness of the numerical scheme.     

Analysis of a fully discrete local discontinuous Galerkin method for time-fractional fourth-order problems

In this paper, we propose and analyze a fully discrete local discontinuous Galerkin (LDG) finite element method for time-fractional fourth-order problems. The method is based on a finite difference scheme in time and local discontinuous Galerkin methods in space. Stability is ensured by a careful choice of interface numerical fluxes. We prove that our scheme is unconditional stable and convergent. Numerical examples are shown to illustrate the efficiency and accuracy of our scheme.     

Piecewise-linear,discontinuous Galerkin method for a fractional diffusion equation

We use a piecewise-linear, discontinuous Galerkin method for the time discretization of a fractional diffusion equation involving a parameter in the range − 1 < α < 0. Our analysis shows that, for a time interval (0,T) and a spatial domain Ω, the error in L_￥((0,T);L₂(W))L_\infty\bigr((0,T);L_2(\Omega)\bigr) is of order k ^2 + α , where k denotes the maximum time step. Since derivatives of the solution may be singular at t = 0, our result requires the use of non-uniform time steps. In the limiting case α = 0 we recover the known O(k ²) convergence for the classical diffusion (heat) equation. We also consider a fully-discrete scheme that employs standard (continuous) piecewise-linear finite elements in space, and show that the additional error is of order h ²log(1/k). Numerical experiments indicate that our O(k ^2 + α ) error bound is pessimistic. In practice, we observe O(k ²) convergence even for α close to − 1.     

Error estimate of fully discrete discontinuous Galerkin approximation for the viscoelasticity type equation

In this paper we develop fully discrete discontinuous Galerkin approximation using symmetric interior penalty method. We construct finite element spaces which consist of piecewise continuous polynomials. We introduce an appropriate elliptic-type projection of u and prove its optimal convergence. We develop fully discrete discontinuous Galerkin approximations and prove the optimal convergence in ? ^∞(L ²) normed space.     

Analysis of a new finite difference/local discontinuous Galerkin method for the fractional Cattaneo equation

In this paper, we first present a new finite difference scheme to approximate the time fractional derivatives, which is defined in the sense of Caputo, and give a semidiscrete scheme in time with the truncation error O((Δt)^3?α ), where Δt is the time step size. Then a fully discrete scheme based on the semidiscrete scheme for the fractional Cattaneo equation in which the space direction is approximated by a local discontinuous Galerkin method is presented and analyzed. We prove that the method is unconditionally stable and convergent with order O(h ^k+1 + (Δt)^3?α ), where k is the degree of piecewise polynomial. Numerical examples are also given to confirm the theoretical analysis.     

A discontinuous Galerkin method for the Cahn-Hilliard equation

The Cahn-Hilliard equation is modeled to describe the dynamics of phase separation in glass and polymer systems. A priori error estimates for the Cahn-Hilliard equation have been studied by the authors. In order to control accuracy of approximate solutions, a posteriori error estimation of the Cahn-Hilliard equation is obtained by discontinuous Galerkin method.     

A discontinuous Galerkin method for the Rosenau equation

A priori error estimates for the Rosenau equation, which is a K-dV like Rosenau equation modelled to describe the dynamics of dense discrete systems, have been studied by one of the authors. But since a priori error bounds contain the unknown solution and its derivatives, it is not effective to control error bounds with only a given step size. Thus we need to estimate a posteriori errors in order to control accuracy of approximate solutions using variable step sizes. A posteriori error estimates of the Rosenau equation are obtained by a discontinuous Galerkin method and the stability analysis is discussed for the dual problem. Numerical results on a posteriori error and wave propagation are given, which are obtained by using various spatial and temporal meshes controlled automatically by a posteriori error.     

The discontinuous Galerkin method for fractional degenerate convection-diffusion equations

We propose and study discontinuous Galerkin methods for strongly degenerate convection-diffusion equations perturbed by a fractional diffusion (Lévy) operator. We prove various stability estimates along with convergence results toward properly defined (entropy) solutions of linear and nonlinear equations. Finally, the qualitative behavior of solutions of such equations are illustrated through numerical experiments.     

Analysis of a meshless method for the time fractional diffusion-wave equation

In this paper a numerical technique is proposed for solving the time fractional diffusion-wave equation. We obtain a time discrete scheme based on finite difference formula. Then, we prove that the time discrete scheme is unconditionally stable and convergent using the energy method and the convergence order of the time discrete scheme is \(\mathcal {O}(\tau ^{3-\alpha })\). Firstly, we change the main problem based on Dirichlet boundary condition to a new problem based on Robin boundary condition and then, we consider a semi-discrete scheme with Robin boundary condition and show when \(\beta \rightarrow +\infty \) solution of the main semi-discrete problem with Dirichlet boundary condition is convergent to the solution of the new semi-discrete problem with Robin boundary condition. We consider the new semi-discrete problem with Robin boundary condition and use the meshless Galerkin method to approximate the spatial derivatives. Finally, we obtain an error bound for the new problem. We prove that convergence order of the numerical scheme based on Galekin meshless is \(\mathcal {O}(h)\). In the considered method the appeared integrals are approximated using Gauss Legendre quadrature formula. The main aim of the current paper is to obtain an error estimate for the meshless Galerkin method based on the radial basis functions. Numerical examples confirm the efficiency and accuracy of the proposed scheme.     

Uniqueness of numerical solutions to nonlinear parabolic equations by a fully implicit discontinuous Galerkin method

We prove uniqueness of numerical solutions to nonlinear parabolic equations approximated by a fully implicit interior penalty discontinuous Galerkin (IPDG) method, with a mesh-independent constraint on time step.     

The fundamental solutions for the fractional diffusion-wave equation

The time fractional diffusion-wave equation is obtained from the classical diffusion or wave equation by replacing the first- or second-order time derivative by a fractional derivative of order 2β with 0 < β ≤ 1/2 or 1/2 < β ≤ 1, respectively. Using the method of the Laplace transform, it is shown that the fundamental solutions of the basic Cauchy and Signalling problems can be expressed in terms of an auxiliary function M(z;β), where z = |x|/t^β is the similarity variable. Such function is proved to be an entire function of Wright type.     

Homotopy analysis method for solving linear and nonlinear fractional diffusion-wave equation

In this paper, we adopt the homotopy analysis method (HAM) to obtain solutions of linear and nonlinear fractional diffusion and wave equation. The fractional derivative is described in the Caputo sense. Some illustrative examples are presented.     

A fully discrete Galerkin method for Abel-type integral equations

In this paper, we present a Galerkin method for Abel-type integral equation with a general class of kernel. Stability and quasi-optimal convergence estimates are derived in fractional-order Sobolev norms. The fully-discrete Galerkin method is defined by employing simple tensor-Gauss quadrature. We develop a corresponding perturbation analysis which allows to keep the number of quadrature points small. Numerical experiments have been performed which illustrate the sharpness of the theoretical estimates and the sensitivity of the solution with respect to some parameters in the equation.     

A compact difference scheme for the fractional diffusion-wave equation

This article is devoted to the study of high order difference methods for the fractional diffusion-wave equation. The time fractional derivatives are described in the Caputo’s sense. A compact difference scheme is presented and analyzed. It is shown that the difference scheme is unconditionally convergent and stable in _L∞$L_{\infty }$-norm. The convergence order is O(τ^3-α+h⁴)$O({\tau }^{3-\alpha }+h^4)$. Two numerical examples are also given to demonstrate the theoretical results.     

The convergence of fully discrete Galerkin approximations of the Rosenau equation

In this paper, we shall analyze the fully discrete Galerkin type approximations to solutions of the Rosenau equation. We provide the numerical results of several cases.     

A novel alternating-direction implicit spectral Galerkin method for a multi-term time-space fractional diffusion equation in three dimensions

Numerical Algorithms - In this paper, we develop an efficient spectral Galerkin method for the three-dimensional (3D) multi-term time-space fractional diffusion equation. Based on the L2-1σ...     

A space-time Legendre spectral tau method for the two-sided space-time Caputo fractional diffusion-wave equation

The space-time fractional diffusion-wave equation (FDWE) is a generalization of classical diffusion and wave equations which is used in modeling practical phenomena of diffusion and wave in fluid flow, oil strata and others. This paper reports an accurate spectral tau method for solving the two-sided space and time Caputo FDWE with various types of nonhomogeneous boundary conditions. The proposed method is based on shifted Legendre tau (SLT) procedure in conjunction with the shifted Legendre operational matrices of Riemann-Liouville fractional integral, left-sided and right-sided fractional derivatives. We focus primarily on implementing this algorithm in both temporal and spatial discretizations. In addition, convergence analysis is provided theoretically for the Dirichlet boundary conditions, along with graphical analysis for several special cases using other conditions. These suggest that the Legendre Tau method converges exponentially provided that the data in the given FDWE are smooth. Finally, several numerical examples are given to demonstrate the high accuracy of the proposed method.     

非结构网格下2D Riesz分数阶方程的Galerkin有限元方法

讨论了2D Riesz分数阶扩散方程的Galerkin有限元方法.基于非结构网格,采用Lagrange线性分片多项式作为基函数,详细描述了分数阶扩散方程的有限元实现.与现有方法相比,该方法有效地降低了计算成本,提高了刚度矩阵的精度.最后,数值算例验证了所提方法的有效性.