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 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.     

The spectral collocation method for efficiently solving PDEs with fractional Laplacian

We derive a spectral collocation approximation to the fractional Laplacian operator based on the Riemann-Liouville fractional derivative operators on a bounded domain Ω = [a, b]. Corresponding matrix representations of (?△) ^α/2 for α ∈ (0,1) and α ∈ (1,2) are obtained. A space-fractional advection-dispersion equation is then solved to investigate the numerical performance of this method under various choices of parameters. It turns out that the proposed method has high accuracy and is efficient for solving these space-fractional advection-dispersion equations when the forcing term is smooth.     

On the well-posedness of degenerate fractional differential equations in vector valued function spaces

We characterize completely the well-posedness on the vector-valued Hölder and Lebesgue spaces of the degenerate fractional differential equation D ^α (Mu)(t) = Au(t) + f(t), t ∈ ? by using vector-valued multiplier results in the spaces C ^γ (?;X) and L ^p (?;X), where A and M are closed linear operators defined on the Banach space X, 0 < γ < 1, 1 < p < ∞, the fractional derivative is understood in the sense of Caputo and α is positive.     

Global well-posedness of the fractional Klein-Gordon-Schrödinger system with rough initial data

We investigate the low regularity local and global well-posedness of the Cauchy problem for the coupled Klein-Gordon-Schrödinger system with fractional Laplacian in the Schrödinger equation in R¹⁺¹. We use Bourgain space method to study this problem and prove that this system is locally well-posed for Schrödinger data in H^s1 and wave data in H^s2 ×H^s2?1 for 3/4?α < s₁ ≤ 0 and ?1/2 < s₂ < 3/2, where α is the fractional power of Laplacian which satisfies 3/4 < α ≤ 1. Based on this local well-posedness result, we also obtain the global well-posedness of this system for s₁ = 0 and ?1/2 < s₂ < 1/2 by using the conservation law for the L² norm of u.     

Finite element method for space-time fractional diffusion equation

In this paper, we consider two types of space-time fractional diffusion equations(STFDE) on a finite domain. The equation can be obtained from the standard diffusion equation by replacing the second order space derivative by a Riemann-Liouville fractional derivative of order β (1 < β ≤ 2), and the first order time derivative by a Caputo fractional derivative of order γ (0 < γ ≤ 1). For the 0 < γ < 1 case, we present two schemes to approximate the time derivative and finite element methods for the space derivative, the optimal convergence rate can be reached O(τ^2?γ + h²) and O(τ² + h²), respectively, in which τ is the time step size and h is the space step size. And for the case γ = 1, we use the Crank-Nicolson scheme to approximate the time derivative and obtain the optimal convergence rate O(τ² + h²) as well. Some numerical examples are given and the numerical results are in good agreement with the theoretical analysis.     

Convergence and superconvergence analyses of HDG methods for time fractional diffusion problems

We study the hybridizable discontinuous Galerkin (HDG) method for the spatial discretization of time fractional diffusion models with Caputo derivative of order 0 < α < 1. For each time t ∈ [0, T], when the HDG approximations are taken to be piecewise polynomials of degree k ≥ 0 on the spatial domain Ω, the approximations to the exact solution u in the L _∞(0, T; L ₂(Ω))-norm and to ?u in the \(L_{\infty }(0, \textit {T}; \mathbf {L}_{2}({\Omega }))\)-norm are proven to converge with the rate h ^k+1 provided that u is sufficiently regular, where h is the maximum diameter of the elements of the mesh. Moreover, for k ≥ 1, we obtain a superconvergence result which allows us to compute, in an elementwise manner, a new approximation for u converging with a rate h ^k+2 (ignoring the logarithmic factor), for quasi-uniform spatial meshes. Numerical experiments validating the theoretical results are displayed.     

Cardinal interpolation with general multiquadrics: convergence rates

This article pertains to interpolation of Sobolev functions at shrinking lattices \(h\mathbb {Z}^{d}\) from L _p shift-invariant spaces associated with cardinal functions related to general multiquadrics, ? _{α, c} (x) := (|x|² + c ²) ^α . The relation between the shift-invariant spaces generated by the cardinal functions and those generated by the multiquadrics themselves is considered. Additionally, L _p error estimates in terms of the dilation h are considered for the associated cardinal interpolation scheme. This analysis expands the range of α values which were previously known to give such convergence rates (i.e. O(h ^k ) for functions with derivatives of order up to k in L _p , \(1<p<\infty \)). Additionally, the analysis here demonstrates that some known best approximation rates for multiquadric approximation are obtained by their cardinal interpolants.     

Detailed error analysis for a fractional Adams method with graded meshes

We consider a fractional Adams method for solving the nonlinear fractional differential equation \(\,^{C}_{0}D^{\alpha }_{t} y(t) = f(t, y(t)), \, \alpha >0\), equipped with the initial conditions \(y^{(k)} (0) = y_{0}^{(k)}, k=0, 1, \dots , \lceil \alpha \rceil -1\). Here, α may be an arbitrary positive number and ?α? denotes the smallest integer no less than α and the differential operator is the Caputo derivative. Under the assumption \(\,^{C}_{0}D^{\alpha }_{t} y \in C^{2}[0, T]\), Diethelm et al. (Numer. Algor. 36, 31–52, 2004) introduced a fractional Adams method with the uniform meshes t _n = T(n/N),n = 0,1,2,…,N and proved that this method has the optimal convergence order uniformly in t _n , that is O(N ^?2) if α > 1 and O(N ^?1?α ) if α ≤ 1. They also showed that if \(\,^{C}_{0}D^{\alpha }_{t} y(t) \notin C^{2}[0, T]\), the optimal convergence order of this method cannot be obtained with the uniform meshes. However, it is well-known that for y ∈ C ^m [0,T] for some \(m \in \mathbb {N}\) and 0 < α < m, the Caputo fractional derivative \(\,^{C}_{0}D^{\alpha }_{t} y(t) \) takes the form “\(\,^{C}_{0}D^{\alpha }_{t} y(t) = c t^{\lceil \alpha \rceil -\alpha } + \text {smoother terms}\)” (Diethelm et al. Numer. Algor. 36, 31–52, 2004), which implies that \(\,^{C}_{0}D^{\alpha }_{t} y \) behaves as t ^?α??α which is not in C ²[0,T]. By using the graded meshes t _n = T(n/N) ^r ,n = 0,1,2,…,N with some suitable r > 1, we show that the optimal convergence order of this method can be recovered uniformly in t _n even if \(\,^{C}_{0}D^{\alpha }_{t} y\) behaves as t ^σ ,0 < σ < 1. Numerical examples are given to show that the numerical results are consistent with the theoretical results.     

Zeros of Jacobi polynomials Pn( α, β)$ P_{n}^{(\alpha ,\beta)} $, − 2 < α, β < − 1

The sequence of Jacobi polynomials \(\{P_{n}^{(\alpha ,\beta )}\}_{n = 0}^{\infty }\) is orthogonal on (??1,1) with respect to the weight function (1 ? x)^α(1 + x)^β provided α > ??1,β > ??1. When the parameters α and β lie in the narrow range ??2 < α, β < ??1, the sequence of Jacobi polynomials \(\{P_{n}^{(\alpha ,\beta )}\}_{n = 0}^{\infty }\) is quasi-orthogonal of order 2 with respect to the weight function (1 ? x)^α+?1(1 + x)^β+?1 and each polynomial of degree n,n ≥?2, in such a Jacobi sequence has n real zeros. We show that any sequence of Jacobi polynomials \(\{P_{n}^{(\alpha ,\beta )}\}_{n = 0}^{\infty }\) with ??2 < α, β < ??1, cannot be orthogonal with respect to any positive measure by proving that the zeros of Pn??1(α,β) do not interlace with the zeros of Pn(α,β) for any \(n \in \mathbb {N},\)n ≥?2, and any α,β lying in the range ??2 < α, β < ??1. We also investigate interlacing properties satisfied by the zeros of equal degree Jacobi polynomials Pn(α,β),Pn(α,β+?1) and Pn(α+?1,β+?1) where ??2 < α, β < ??1. Upper and lower bounds for the extreme zeros of quasi-orthogonal order 2 Jacobi polynomials Pn(α,β) with ??2 < α, β < ??1 are derived.     

Galerkin finite element method and error analysis for the fractional cable equation

The cable equation is one of the most fundamental equations for modeling neuronal dynamics. These equations can be derived from the Nernst-Planck equation for electro-diffusion in smooth homogeneous cylinders. Fractional cable equations are introduced to model electrotonic properties of spiny neuronal dendrites. In this paper, a Galerkin finite element method(GFEM) is presented for the numerical simulation of the fractional cable equation(FCE) involving two integro-differential operators. The proposed method is based on a semi-discrete finite difference approximation in time and Galerkin finite element method in space. We prove that the numerical solution converges to the exact solution with order O(τ+h^l+1) for the lth-order finite element method. Further, a novel Galerkin finite element approximation for improving the order of convergence is also proposed. Finally, some numerical results are given to demonstrate the theoretical analysis. The results show that the numerical solution obtained by the improved Galerkin finite element approximation converges to the exact solution with order O(τ²+h^l+1).     

Variational Approximation for Fokker–Planck Equation on Riemannian Manifold

Under the bounded geometry assumption on Riemannian manifold M, a variational approximation for Fokker–Planck equation on M is constructed by the scheme of Jordan et al. in SIAM J Math Anal 29(1):1–17, 1998. Moreover, the uniqueness and global L ^p -estimate of the solution for 1 < p < dim(M)/(dim(M) ? 1) are obtained for a broad class of potential.     

Sharp Weak Type Inequalities for Fractional Integral Operators

Suppose that d≥1 is an integer, α∈(0,d) is a fixed parameter and let I _α be the fractional integral operator associated with d-dimensional Walsh-Fourier series on (0,1] ^d . Let p, q be arbitrary numbers satisfying the conditions 1≤p<d/α and 1/q=1/p?α/d. We determine the optimal constant K, which depends on α, d and p, such that for any f∈L ^p ((0,1] ^d ) we have

$$ ||I_{\alpha } f||_{L^{q,\infty }((0,1]^{d})}\leq K||f||_{L^{p}((0,1]^{d})}. $$

In fact, we shall prove this inequality in the more general context of probability spaces equipped with a regular tree-like structures. This allows us to obtain this result also for non-integer dimension. The proof exploits a certain modification of the so-called Bellman function method and appropriate interpolation-type arguments. We also present a sharp weighted weak-type bound for I _α , which can be regarded as a version of the Muckenhoupt-Wheeden conjecture for fractional integral operators.

     

A Note on Campanato Spaces and Their Applications

In this paper, we obtain a version of the John–Nirenberg inequality suitable for Campanato spaces C_p,β with 0 < p < 1 and show that the spaces C_p,β are independent of the scale p ∈ (0,∞) in sense of norm when 0 < β < 1. As an application, we characterize these spaces by the boundedness of the commutators [b,B _α ] _j (j = 1, 2) generated by bilinear fractional integral operators B _α and the symbol b acting from L_p1 × L_p2 to L ^q for p1, p2 ∈ (1,∞), q ∈ (0,∞) and 1/q = 1/p1 + 1/p2 ? (α + β)/n.     

Riemann Sums and Möbius

Let S be the set of square-free natural numbers. A Hilbert-Schmidt operator, A, associated to the Möbius function has the property that it maps from \({ \cup _{0 < r < \infty }}{l^r}(s)\) to \({ \cap _{0 < r < \infty }}{l^r}(s)\), injectively. If 0 < r< 2 and ξ ∈ l^r (S), the series \({f_\zeta } = \sum\nolimits_{n \in s} {A\zeta (x)cos2\pi nx} \) converges uniformly to an element of f_ξR₀, i.e., a periodic, even, continuous function with equally spaced Riemann sums, \(\sum\nolimits_{j = 0}^{N - 1} {{f_\zeta }} (j/N) = 0,N = 1,2....\) If \({A_{\zeta \lambda }} = \lambda {\zeta _\lambda },{\zeta _\lambda }(1) = 1\), then ξ_λ is multiplicative. If \({f_{{\zeta _\lambda }}} \in {\Lambda _a}\), the space of α-Lipschitz continous functions, for some α > 0, and if χ is any Dirichlet character, then L(s, χ) ≠ 0, Res > 1 ? α. Conjecturally, the Generalized Riemann Hypothesis (GRH) is equivalent to f_ξ ∈ Λ_α, α < 1/2, ξ ∈ l^r (S), 0 < r < 2. Using a 1991 estimate by R. C. Baker and G. Harman, one finds GRH implies f_ξ ∈ Λ_α, α < 1/4, ξ ∈ l^r (S), 0 < r < 2. The question of whether R₀ ∩ Λ_α ≠ {0} for some positive α > 0 is open.     

Nikol’skii inequality between the uniform norm and <Emphasis Type="Italic">L</Emphasis><Subscript><Emphasis Type="Italic">q</Emphasis></Subscript>-norm with jacobi weight of algebraic polynomials on an interval

We study the Nikol’skii inequality for algebraic polynomials on the interval [?1, 1] between the uniform norm and the norm of the space L _q ^(α,β) , 1 ≤ q < ∞, with the Jacobi weight ?(α,β)(x) = (1 ? x) ^α (1 + x) ^β , α ≥ β > ?1. We prove that, in the case α > β ≥ ?1/2, the polynomial with unit leading coefficient that deviates least from zero in the space L _q ^(α+1,,β) with the Jacobi weight ? ^(α+1,β)(x) = (1?x) ^α+1(1+x) ^β is the unique extremal polynomial in the Nikol’skii inequality. To prove this result, we use the generalized translation operator associated with the Jacobi weight. We describe the set of all functions at which the norm of this operator in the space L _q ^(α,β) for 1 ≤ q < ∞ and α > β ≥ ?1/2 is attained.     

The fractional Hausdorff operators on the Hardy spaces <Emphasis Type="Italic">H</Emphasis><Superscript><Emphasis Type="Italic">p</Emphasis></Superscript>(ℝ<Superscript><Emphasis Type="Italic">n</Emphasis></Superscript>)

In this paper, we study the high-dimensional fractional Hausdorff operators and establish their boundedness on the real Hardy spaces H ^p (? ⁿ ) for 0 < p < 1.     

Sharp weak bounds for <Emphasis Type="Italic">n</Emphasis>-dimensional fractional Hardy operators

We obtain the operator norms of the n-dimensional fractional Hardy operator H _α (0 < α < n) from weighted Lebesgue spaces \(L_{\left| x \right|^\rho }^p (\mathbb{R}^n )\) to weighted weak Lebesgue spaces \(L_{\left| x \right|^\beta }^{q,\infty } (\mathbb{R}^n )\).     

Oscillatory hyper Hilbert transforms along general curves

We consider the oscillatory hyper Hilbert transform H _γ,α,β f(x) = ∫ ₀ ^∞ f(x - Γ(t))e^it-β t^-(1+α)dt; where Γ(t) = (t, γ(t)) in ?² is a general curve. When γ is convex, we give a simple condition on γ such that H _γ,α,β is bounded on L ² when β > 3α, β > 0: As a corollary, under this condition, we obtain the L ^p -boundedness of H _γ,α,β when 2β/(2β - 3α) < p < 2β/(3α). When Γ is a general nonconvex curve, we give some more complicated conditions on γ such that H _γ,α,β is bounded on L ²: As an application, we construct a class of strictly convex curves along which H _γ,α,β is bounded on L ² only if β > 2α > 0.     

Choiceless Ramsey Theory of Linear Orders

Motivated by work of Erd?s, Milner and Rado, we investigate symmetric and asymmetric partition relations for linear orders without the axiom of choice. The relations state the existence of a subset in one of finitely many given order types that is homogeneous for a given colouring of the finite subsets of a fixed size of a linear order. We mainly study the linear orders 〈 ^α 2,< _{l e x} 〉, where α is an infinite ordinal and < _{l e x} is the lexicographical order. We first obtain the consistency of several partition relations that are incompatible with the axiom of choice. For instance we derive partition relations for 〈 ^ω 2,< _{l e x} 〉 from the property of Baire for all subsets of ^ω 2 and show that the relation \(\langle ^{\kappa }{2}, <_{lex}\rangle \longrightarrow (\langle ^{\kappa }{2}, <_{lex}\rangle )^{2}_{2}\) is consistent for uncountable regular cardinals κ with κ ^<κ = κ. We then prove a series of negative partition relations with finite exponents for the linear orders 〈 ^α 2,< _{l e x} 〉. We combine the positive and negative results to completely classify which of the partition relations \(\langle ^{\omega }{2}, <_{lex}\rangle \longrightarrow (\bigvee _{\nu <\lambda }K_{\nu },\bigvee _{\nu <\mu }M_{\nu })^{m}\) for linear orders K _ν ,M _ν and m≤4 and 〈 ^ω 2,< _{l e x} 〉→(K,M) ⁿ for linear orders K,M and natural numbers n are consistent.