Discrete Gradient Structure of a Second-Order Variable-Step Method for Nonlinear Integro-Differential Models
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discrete gradient structurediscrete variational energy lawintegral averaged formulatime-fractional Allen-Cahn modeltime-fractional Klein-Gordon model
Fractional derivatives and integrals (26A33) Partial differential equations of mathematical physics and other areas of application (35Q99) Integro-partial differential equations (35R09) Fractional partial differential equations (35R11) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Mesh generation, refinement, and adaptive methods for the numerical solution of initial value and initial-boundary value problems involving PDEs (65M50) Structured surfaces and interfaces, coexistent phases (74A50)
Abstract: The discrete gradient structure and the positive definiteness of discrete fractional integrals or derivatives are fundamental to the numerical stability in long-time simulation of nonlinear integro-differential models. We build up a discrete gradient structure for a class of second-order variable-step approximations of fractional Riemann-Liouville integral and fractional Caputo derivative. Then certain variational energy dissipation laws at discrete levels of the corresponding variable-step Crank-Nicolson type methods are established for time-fractional Allen-Cahn and time-fractional Klein-Gordon type models. They are shown to be asymptotically compatible with the associated energy laws of the classical Allen-Cahn and Klein-Gordon equations in the associated fractional order limits.Numerical examples together with an adaptive time-stepping procedure are provided to demonstrate the effectiveness of our second-order methods.
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Cited in
(29)- High-order asymptotically compatible energy-dissipation scheme for the time-fractional Swift-Hohenberg equation
- Mittag-Leffler interpolation integrator for the time-fractional Allen-Cahn equation
- A second-order fitted scheme combined with time two-grid technique for two-dimensional nonlinear time fractional telegraph equations involving initial singularity
- Long-term dynamics of a stabilized time-space discretization scheme for 2D time-fractional Allen-Cahn equation with double well potential
- Variable-step numerical schemes and energy dissipation laws for time fractional Cahn-Hilliard model
- H^1-norm analysis of an integral-averaged L1 method on nonuniform time meshes for a time-fractional diffusion problem
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- Second-order non-uniform and fast two-grid finite element methods for non-linear time-fractional mobile/immobile equations with weak regularity
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- An unconditionally stable second-order scheme for Maxwell's equations in the Cole-Cole dispersive medium
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- Unconditionally energy stable ESAV-VEM schemes with variable time steps for the time fractional Allen-Cahn equation
- Asymptotically compatible energy of variable-step fractional BDF2 scheme for the time-fractional Cahn-Hilliard model
- Numerical analysis of two-dimensional time-fractional Allen-Cahn equation on a new non-uniform mesh construction strategy
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