Numerical analysis of nonlinear subdiffusion equations

We present a general framework for the rigorous numerical analysis of time-fractional nonlinear parabolic partial differential equations, with a fractional derivative of order $\alpha\in(0,1)$ in time. The framework relies on three technical tools: a fractional version of the discrete Gr\"onwall-type inequality, discrete maximal regularity, and regularity theory of nonlinear equations. We establish a general criterion for showing the fractional discrete Gr\"onwall inequality, and verify it for the L1 scheme and convolution quadrature generated by BDFs. Further, we provide a complete solution theory, e.g., existence, uniqueness and regularity, for a time-fractional diffusion equation with a Lipschitz nonlinear source term. Together with the known results of discrete maximal regularity, we derive pointwise $L^2(\Omega)$ norm error estimates for semidiscrete Galerkin finite element solutions and fully discrete solutions, which are of order $O(h^2)$ (up to a logarithmic factor) and $O(\tau^\alpha)$, respectively, without any extra regularity assumption on the solution or compatibility condition on the problem data. The sharpness of the convergence rates is supported by the numerical experiments

On a randomized backward Euler method for nonlinear evolution equations with time-irregular coefficients

In this paper we introduce a randomized version of the backward Euler method, that is applicable to stiff ordinary differential equations and nonlinear evolution equations with time-irregular coefficients. In the finite-dimensional case, we consider Carath\'eodory type functions satisfying a one-sided Lipschitz condition. After investigating the well-posedness and the stability properties of the randomized scheme, we prove the convergence to the exact solution with a rate of $0.5$ in the root-mean-square norm assuming only that the coefficient function is square integrable with respect to the temporal parameter. These results are then extended to the numerical solution of infinite-dimensional evolution equations under monotonicity and Lipschitz conditions. Here we consider a combination of the randomized backward Euler scheme with a Galerkin finite element method. We obtain error estimates that correspond to the regularity of the exact solution. The practicability of the randomized scheme is also illustrated through several numerical experiments.Comment: 37 pages, 3 figure

A HYBRID METHOD FOR STIFF REACTION-DIFFUSION EQUATIONS.

The second-order implicit integration factor method (IIF2) is effective at solving stiff reaction-diffusion equations owing to its nice stability condition. IIF has previously been applied primarily to systems in which the reaction contained no explicitly time-dependent terms and the boundary conditions were homogeneous. If applied to a system with explicitly time-dependent reaction terms, we find that IIF2 requires prohibitively small time-steps, that are relative to the square of spatial grid sizes, to attain its theoretical second-order temporal accuracy. Although the second-order implicit exponential time differencing (iETD2) method can accurately handle explicitly time-dependent reactions, it is more computationally expensive than IIF2. In this paper, we develop a hybrid approach that combines the advantages of both methods, applying IIF2 to reaction terms that are not explicitly time-dependent and applying iETD2 to those which are. The second-order hybrid IIF-ETD method (hIFE2) inherits the lower complexity of IIF2 and the ability to remain second-order accurate in time for large time-steps from iETD2. Also, it inherits the unconditional stability from IIF2 and iETD2 methods for dealing with the stiffness in reaction-diffusion systems. Through a transformation, hIFE2 can handle nonhomogeneous boundary conditions accurately and efficiently. In addition, this approach can be naturally combined with the compact and array representations of IIF and ETD for systems in higher spatial dimensions. Various numerical simulations containing linear and nonlinear reactions are presented to demonstrate the superior stability, accuracy, and efficiency of the new hIFE method

Solving periodic semilinear stiff PDEs in 1D, 2D and 3D with exponential integrators

Dozens of exponential integration formulas have been proposed for the high-accuracy solution of stiff PDEs such as the Allen-Cahn, Korteweg-de Vries and Ginzburg-Landau equations. We report the results of extensive comparisons in MATLAB and Chebfun of such formulas in 1D, 2D and 3D, focusing on fourth and higher order methods, and periodic semilinear stiff PDEs with constant coefficients. Our conclusion is that it is hard to do much better than one of the simplest of these formulas, the ETDRK4 scheme of Cox and Matthews

Flux form Semi-Lagrangian methods for parabolic problems

A semi-Lagrangian method for parabolic problems is proposed, that extends previous work by the authors to achieve a fully conservative, flux-form discretization of linear and nonlinear diffusion equations. A basic consistency and convergence analysis are proposed. Numerical examples validate the proposed method and display its potential for consistent semi-Lagrangian discretization of advection--diffusion and nonlinear parabolic problems