3,496 research outputs found
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
A Computational Study of an Implicit Local Discontinuous Galerkin Method for Time-Fractional Diffusion Equations
We propose, analyze, and test a fully discrete local discontinuous Galerkin (LDG) finite element method for a time-fractional diffusion equation. The proposed method is based on a finite difference scheme in time and local discontinuous Galerkin methods in space. By choosing the numerical fluxes carefully, we prove that our scheme is unconditionally stable and convergent. Finally, numerical examples are performed to illustrate the effectiveness and the accuracy of the method
Time-fractional Cahn-Hilliard equation: Well-posedness, degeneracy, and numerical solutions
In this paper, we derive the time-fractional Cahn-Hilliard equation from
continuum mixture theory with a modification of Fick's law of diffusion. This
model describes the process of phase separation with nonlocal memory effects.
We analyze the existence, uniqueness, and regularity of weak solutions of the
time-fractional Cahn-Hilliard equation. In this regard, we consider
degenerating mobility functions and free energies of Landau, Flory--Huggins and
double-obstacle type. We apply the Faedo-Galerkin method to the system, derive
energy estimates, and use compactness theorems to pass to the limit in the
discrete form. In order to compensate for the missing chain rule of fractional
derivatives, we prove a fractional chain inequality for semiconvex functions.
The work concludes with numerical simulations and a sensitivity analysis
showing the influence of the fractional power. Here, we consider a convolution
quadrature scheme for the time-fractional component, and use a mixed finite
element method for the space discretization
Error Estimates for Approximations of Distributed Order Time Fractional Diffusion with Nonsmooth Data
In this work, we consider the numerical solution of an initial boundary value
problem for the distributed order time fractional diffusion equation. The model
arises in the mathematical modeling of ultra-slow diffusion processes observed
in some physical problems, whose solution decays only logarithmically as the
time tends to infinity. We develop a space semidiscrete scheme based on the
standard Galerkin finite element method, and establish error estimates optimal
with respect to data regularity in and norms for both smooth
and nonsmooth initial data. Further, we propose two fully discrete schemes,
based on the Laplace transform and convolution quadrature generated by the
backward Euler method, respectively, and provide optimal convergence rates in
the norm, which exhibits exponential convergence and first-order
convergence in time, respectively. Extensive numerical experiments are provided
to verify the error estimates for both smooth and nonsmooth initial data, and
to examine the asymptotic behavior of the solution.Comment: 25 pages, 2 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
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
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