Two fully discrete schemes for fractional diffusion and diffusion-wave equations with nonsmooth data

We consider initial/boundary value problems for the subdiffusion and diffusion-wave equations involving a Caputo fractional derivative in time. We develop two fully discrete schemes based on the piecewise linear Galerkin finite element method in space and convolution quadrature in time with the generating function given by the backward Euler method/second-order backward difference method, and establish error estimates optimal with respect to the regularity of problem data. These two schemes are first- and second-order accurate in time for both smooth and nonsmooth data. Extensive numerical experiments for two-dimensional problems confirm the convergence analysis and robustness of the schemes with respect to data regularity. Read More: http://epubs.siam.org/doi/10.1137/14097956

Variational formulation of problems involving fractional order differential operators

In this work, we consider boundary value problems involving either Caputo or Riemann-Liouville fractional derivatives of order α ∈ (1, 2) on the unit interval (0, 1). These fractional derivatives lead to nonsymmetric boundary value problems, which are investigated from a variational point of view. The variational problem for the Riemann-Liouville case is coercive on the space Hα/2 0 (0, 1) but the solutions are less regular, whereas that for the Caputo case involves different test and trial spaces. The numerical analysis of these problems requires the so-called shift theorems which show that the solutions of the variational problem are more regular. The regularity pickup enables one to establish convergence rates of the finite element approximations. The analytical theory is then applied to the Sturm-Liouville problem involving a fractional derivative in the leading term. Finally, extensive numerical results are presented to illustrate the error estimates for the source problem and eigenvalue problem

A Posteriori Error Estimates for Nonconforming Approximations of Evolutionary Convection-Diffusion Problems

We derive computable upper bounds for the difference between an exact solution of the evolutionary convection-diffusion problem and an approximation of this solution. The estimates are obtained by certain transformations of the integral identity that defines the generalized solution. These estimates depend on neither special properties of the exact solution nor its approximation, and involve only global constants coming from embedding inequalities. The estimates are first derived for functions in the corresponding energy space, and then possible extensions to classes of piecewise continuous approximations are discussed.Comment: 10 page

An analysis of the L1 scheme for the subdiffusion scheme with nonsmooth data

The subdiffusion equation with a Caputo fractional derivative of order α∈(0,1) in time arises in a wide variety of practical applications, and it is often adopted to model anomalous subdiffusion processes in heterogeneous media. The L1 scheme is one of the most popular and successful numerical methods for discretizing the Caputo fractional derivative in time. The scheme was analysed earlier independently by Lin and Xu (2007, Finite difference/spectral approximations for the time-fractional diffusion equation. J. Comput. Phys., 225, 1533–1552) and Sun and Wu (2006, A fully discrete scheme for a diffusion wave system. Appl. Numer. Math., 56, 193–209), and an O(τ2−α) convergence rate was established, under the assumption that the solution is twice continuously differentiable in time. However, in view of the smoothing property of the subdiffusion equation, this regularity condition is restrictive, since it does not hold even for the homogeneous problem with a smooth initial data. In this work, we revisit the error analysis of the scheme, and establish an O(τ) convergence rate for both smooth and nonsmooth initial data. The analysis is valid for more general sectorial operators. In particular, the L1 scheme is applied to one-dimensional space-time fractional diffusion equations, which involves also a Riemann–Liouville derivative of order β∈(32,2) in space, and error estimates are provided for the fully discrete scheme. Numerical experiments are provided to verify the sharpness of the error estimates, and robustness of the scheme with respect to data regularity