Discrete maximal regularity of time-stepping schemes for fractional evolution equations

In this work, we establish the maximal $\ell^p$-regularity for several time stepping schemes for a fractional evolution model, which involves a fractional derivative of order $\alpha\in(0,2)$, $\alpha\neq 1$, 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

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

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 $t$ 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 $L^2(D)$ and $H^1(D)$ 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 $L^2(D)$ 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

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

A linear Galerkin numerical method for a quasilinear subdiffusion equation

We couple the L1 discretization for Caputo derivative in time with spectral Galerkin method in space to devise a scheme that solves quasilinear subdiffusion equations. Both the diffusivity and the source are allowed to be nonlinear functions of the solution. We prove method's stability and convergence with spectral accuracy in space. The temporal order depends on solution's regularity in time. Further, we support our results with numerical simulations that utilize parallelism for spatial discretization. Moreover, as a side result we find asymptotic exact values of error constants along with their remainders for discretizations of Caputo derivative and fractional integrals. These constants are the smallest possible which improves the previously established results from the literature.Comment: This is the accepted version of the manuscript published in Applied Numerical Mathematic