34,263 research outputs found
Linearized Asymptotic Stability for Fractional Differential Equations
We prove the theorem of linearized asymptotic stability for fractional
differential equations. More precisely, we show that an equilibrium of a
nonlinear Caputo fractional differential equation is asymptotically stable if
its linearization at the equilibrium is asymptotically stable. As a consequence
we extend Lyapunov's first method to fractional differential equations by
proving that if the spectrum of the linearization is contained in the sector
\{\lambda \in \C : |\arg \lambda| > \frac{\alpha \pi}{2}\} where
denotes the order of the fractional differential equation, then the equilibrium
of the nonlinear fractional differential equation is asymptotically stable
Additive domain decomposition operator splittings -- convergence analyses in a dissipative framework
We analyze temporal approximation schemes based on overlapping domain
decompositions. As such schemes enable computations on parallel and distributed
hardware, they are commonly used when integrating large-scale parabolic
systems. Our analysis is conducted by first casting the domain decomposition
procedure into a variational framework based on weighted Sobolev spaces. The
time integration of a parabolic system can then be interpreted as an operator
splitting scheme applied to an abstract evolution equation governed by a
maximal dissipative vector field. By utilizing this abstract setting, we derive
an optimal temporal error analysis for the two most common choices of domain
decomposition based integrators. Namely, alternating direction implicit schemes
and additive splitting schemes of first and second order. For the standard
first-order additive splitting scheme we also extend the error analysis to
semilinear evolution equations, which may only have mild solutions.Comment: Please refer to the published article for the final version which
also contains numerical experiments. Version 3 and 4: Only comments added.
Version 2, page 2: Clarified statement on stability issues for ADI schemes
with more than two operator
Numerical solving unsteady space-fractional problems with the square root of an elliptic operator
An unsteady problem is considered for a space-fractional equation in a
bounded domain. A first-order evolutionary equation involves the square root of
an elliptic operator of second order. Finite element approximation in space is
employed. To construct approximation in time, regularized two-level schemes are
used. The numerical implementation is based on solving the equation with the
square root of the elliptic operator using an auxiliary Cauchy problem for a
pseudo-parabolic equation. The scheme of the second-order accuracy in time is
based on a regularization of the three-level explicit Adams scheme. More
general problems for the equation with convective terms are considered, too.
The results of numerical experiments are presented for a model two-dimensional
problem.Comment: 21 pages, 7 figures. arXiv admin note: substantial text overlap with
arXiv:1412.570
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
Stability and convergence analysis of a class of continuous piecewise polynomial approximations for time fractional differential equations
We propose and study a class of numerical schemes to approximate time
fractional differential equations. The methods are based on the approximation
of the Caputo fractional derivative by continuous piecewise polynomials, which
is strongly related to the backward differentiation formulae for the
integer-order case. We investigate their theoretical properties, such as the
local truncation error and global error analyses with respect to a sufficiently
smooth solution, and the numerical stability in terms of the stability region
and -stability by refining the technique proposed in
\cite{LubichC:1986b}. Numerical experiments are given to verify the theoretical
investigations.Comment: 34 pages, 3 figure
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