Error Analysis of Semidiscrete Finite Element Methods for Inhomogeneous Time-Fractional Diffusion

We consider the initial boundary value problem for the inhomogeneous time-fractional diffusion equation with a homogeneous Dirichlet boundary condition and a nonsmooth right hand side data in a bounded convex polyhedral domain. We analyze two semidiscrete schemes based on the standard Galerkin and lumped mass finite element methods. Almost optimal error estimates are obtained for right hand side data $f(x,t)\in L^\infty(0,T;\dot H^q(\Omega))$, $-1< q \le 1$, for both semidiscrete schemes. For lumped mass method, the optimal $L^2(\Omega)$-norm error estimate requires symmetric meshes. Finally, numerical experiments for one- and two-dimensional examples are presented to verify our theoretical results.Comment: 21 pages, 4 figure

Numerical methods for time-fractional evolution equations with nonsmooth data: a concise overview

Over the past few decades, there has been substantial interest in evolution equations that involving a fractional-order derivative of order $\alpha\in(0,1)$ in time, due to their many successful applications in engineering, physics, biology and finance. Thus, it is of paramount importance to develop and to analyze efficient and accurate numerical methods for reliably simulating such models, and the literature on the topic is vast and fast growing. The present paper gives a concise overview on numerical schemes for the subdiffusion model with nonsmooth problem data, which are important for the numerical analysis of many problems arising in optimal control, inverse problems and stochastic analysis. We focus on the following aspects of the subdiffusion model: regularity theory, Galerkin finite element discretization in space, time-stepping schemes (including convolution quadrature and L1 type schemes), and space-time variational formulations, and compare the results with that for standard parabolic problems. Further, these aspects are showcased with illustrative numerical experiments and complemented with perspectives and pointers to relevant literature.Comment: 24 pages, 3 figure

The Galerkin Finite Element Method for A Multi-term Time-Fractional Diffusion equation

We consider the initial/boundary value problem for a diffusion equation involving multiple time-fractional derivatives on a bounded convex polyhedral domain. We analyze a space semidiscrete scheme based on the standard Galerkin finite element method using continuous piecewise linear functions. Nearly optimal error estimates for both cases of initial data and inhomogeneous term are derived, which cover both smooth and nonsmooth data. Further we develop a fully discrete scheme based on a finite difference discretization of the time-fractional derivatives, and discuss its stability and error estimate. Extensive numerical experiments for one and two-dimension problems confirm the convergence rates of the theoretical results.Comment: 22 pages, 4 figure

An Analysis of the Rayleigh-Stokes problem for a Generalized Second-Grade Fluid

We study the Rayleigh-Stokes problem for a generalized second-grade fluid which involves a Riemann-Liouville fractional derivative in time, and present an analysis of the problem in the continuous, space semidiscrete and fully discrete formulations. We establish the Sobolev regularity of the homogeneous problem for both smooth and nonsmooth initial data $v$, including $v\in L^2(\Omega)$. A space semidiscrete Galerkin scheme using continuous piecewise linear finite elements is developed, and optimal with respect to initial data regularity error estimates for the finite element approximations are derived. Further, two fully discrete schemes based on the backward Euler method and second-order backward difference method and the related convolution quadrature are developed, and optimal error estimates are derived for the fully discrete approximations for both smooth and nonsmooth initial data. Numerical results for one- and two-dimensional examples with smooth and nonsmooth initial data are presented to illustrate the efficiency of the method, and to verify the convergence theory.Comment: 23 pp, 4 figures. The error analysis of the fully discrete scheme is shortene

Correction of high-order BDF convolution quadrature for fractional evolution equations

We develop proper correction formulas at the starting $k-1$ steps to restore the desired $k^{\rm th}$-order convergence rate of the $k$-step BDF convolution quadrature for discretizing evolution equations involving a fractional-order derivative in time. The desired $k^{\rm th}$-order convergence rate can be achieved even if the source term is not compatible with the initial data, which is allowed to be nonsmooth. We provide complete error estimates for the subdiffusion case $\alpha\in (0,1)$, and sketch the proof for the diffusion-wave case $\alpha\in(1,2)$. Extensive numerical examples are provided to illustrate the effectiveness of the proposed scheme.Comment: 22 pages, 3 figure

Numerical Analysis of Fractional-Order Differential Equations with Nonsmooth Data

This thesis is devoted to theoretical and experimental justifications of numerical methods for fractional differential equations, which have received significant attention over the past decades due to their extraordinary capability of modeling the dynamics of anomalous diffusion processes. In recent years, a number of numerical schemes were developed, analyzed and tested. However, in most of these interesting works, the error estimates were established under the assumption that the solution is sufficiently smooth. Unfortunately, it has been shown that these assumptions are too restrictive for the solutions of fractional differential equations. The goal of this thesis is to develop robust numerical schemes and to establish optimal error bounds that are expressed directly in terms of the regularity of the problem data. We are especially interested in the case of nonsmooth data arising in many applications, e.g. inverse and control problems. After some background introduction and preliminaries in Chapters 1 and 2, we analyze two semidiscrete schemes obtained by standard Galerkin finite element approximation and lumped mass finite element method in Chapter 3. The error bounds for approximate solutions of the homogeneous and inhomogeneous problems are established separately in terms of the smoothness of the data directly. In Chapter 4 we revisit the most popular fully discrete scheme based on L1-type approximation in time and Galerkin finite element method in space and show the first order convergence in time by the discrete Laplace transform technique, which fills the gap between the existing error analysis theory and numerical results. Two fully discrete schemes based on convolution quadrature are developed in Chapter 5. The error bounds are given using two different techniques, i.e., discretized operational calculus and discrete Laplace transform. Last, in Chapter 6, we summarize our work and mention possible future research topics. In each chapter, the discussion is focused on the fractional diffusion model and then extended to some other fractional models. Throughout, numerical results for one- and two-dimensional examples will be provided to illustrate the convergence theory