782 research outputs found
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
Fast and oblivious convolution quadrature
We give an algorithm to compute steps of a convolution quadrature
approximation to a continuous temporal convolution using only
multiplications and active memory. The method does not require
evaluations of the convolution kernel, but instead evaluations of
its Laplace transform, which is assumed sectorial.
The algorithm can be used for the stable numerical solution with
quasi-optimal complexity of linear and nonlinear integral and
integro-differential equations of convolution type. In a numerical example we
apply it to solve a subdiffusion equation with transparent boundary conditions
Diffusive approximation of a time-fractional Burger's equation in nonlinear acoustics
A fractional time derivative is introduced into the Burger's equation to
model losses of nonlinear waves. This term amounts to a time convolution
product, which greatly penalizes the numerical modeling. A diffusive
representation of the fractional derivative is adopted here, replacing this
nonlocal operator by a continuum of memory variables that satisfy local-in-time
ordinary differential equations. Then a quadrature formula yields a system of
local partial differential equations, well-suited to numerical integration. The
determination of the quadrature coefficients is crucial to ensure both the
well-posedness of the system and the computational efficiency of the diffusive
approximation. For this purpose, optimization with constraint is shown to be a
very efficient strategy. Strang splitting is used to solve successively the
hyperbolic part by a shock-capturing scheme, and the diffusive part exactly.
Numerical experiments are proposed to assess the efficiency of the numerical
modeling, and to illustrate the effect of the fractional attenuation on the
wave propagation.Comment: submitted to Siam SIA
Discrete maximal regularity of time-stepping schemes for fractional evolution equations
In this work, we establish the maximal -regularity for several time
stepping schemes for a fractional evolution model, which involves a fractional
derivative of order , , in time. These schemes
include convolution quadratures generated by backward Euler method and
second-order backward difference formula, the L1 scheme, explicit Euler method
and a fractional variant of the Crank-Nicolson method. The main tools for the
analysis include operator-valued Fourier multiplier theorem due to Weis [48]
and its discrete analogue due to Blunck [10]. These results generalize the
corresponding results for parabolic problems
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