An hp-version discontinuous Galerkin method for integro-differential equations of parabolic type

We study the numerical solution of a class of parabolic integro-differential equations with weakly singular kernels. We use an $hp$-version discontinuous Galerkin (DG) method for the discretization in time. We derive optimal $hp$-version error estimates and show that exponential rates of convergence can be achieved for solutions with singular (temporal) behavior near $t=0$ caused by the weakly singular kernel. Moreover, we prove that by using nonuniformly refined time steps, optimal algebraic convergence rates can be achieved for the $h$-version DG method. We then combine the DG time-stepping method with a standard finite element discretization in space, and present an optimal error analysis of the resulting fully discrete scheme. Our theoretical results are numerically validated in a series of test problems

Local discontinuous Galerkin methods for fractional ordinary differential equations

This paper discusses the upwinded local discontinuous Galerkin methods for the one-term/multi-term fractional ordinary differential equations (FODEs). The natural upwind choice of the numerical fluxes for the initial value problem for FODEs ensures stability of the methods. The solution can be computed element by element with optimal order of convergence $k+1$ in the $L^2$ norm and superconvergence of order $k+1+\min\{k,\alpha\}$ at the downwind point of each element. Here $k$ is the degree of the approximation polynomial used in an element and $\alpha$ ($\alpha\in (0,1]$) represents the order of the one-term FODEs. A generalization of this includes problems with classic $m$'th-term FODEs, yielding superconvergence order at downwind point as $k+1+\min\{k,\max\{\alpha,m\}\}$. The underlying mechanism of the superconvergence is discussed and the analysis confirmed through examples, including a discussion of how to use the scheme as an efficient way to evaluate the generalized Mittag-Leffler function and solutions to more generalized FODE's.Comment: 17 pages, 7 figure

A spectral projection based method for the numerical solution of wave equations with memory

In this paper, we compare two approaches to numerically approximate the solution of second-order Gurtin-Pipkin type of integro-dierential equations. Both methods are based on a high-order Discontinous Galerkin approximation in space and the numerical inverse Laplace transform. In the first approach, we use functional calculus and the inverse Laplace transform to represent the solution. The spectral projections are then numerically computed and the approximation of the solution of the time-dependent problem is given by a summation of terms that are the product of projections of the data and the inverse Laplace transform of scalar functions. The second approach is the standard inverse Laplace transform technique. We show that the approach based on spectral projections can be very ecient when several time points are computed, and it is particularly interesting for parameter-dependent problems where the data or the kernel depends on a parameter

High-Order Accurate Adaptive Kernel Compression Time-Stepping Schemes for Fractional Differential Equations

High-order adaptive methods for fractional differential equations are proposed. The methods rely on a kernel reduction method for the approximation and localization of the history term. To avoid complications typical to multistep methods, we focus our study on 1-step methods and approximate the local part of the fractional integral by integral deferred correction to enable high order accuracy. We present numerical results obtained with both implicit and the explicit methods applied to different problems

High-Order Accurate Local Schemes for Fractional Differential Equations

High-order methods inspired by the multi-step Adams methods are proposed for systems of fractional differential equations. The schemes are based on an expansion in a weighted space. To obtain the schemes this expansion is terminated after terms. We study the local truncation error and its behavior with respect to the step-size h and P. Building on this analysis, we develop an error indicator based on the Milne device. Methods with fixed and variable step-size are tested numerically on a number of problems, including problems with known solutions, and a fractional version on the Van der Pol equation