Complete monotonicity-preserving numerical methods for time fractional ODEs

DOI10.4310/CMS.2021.V19.N5.A6MaRDI QIDQ2057093zbMATH OpenOpenAlexFDO

Authors Lei Li, Dongling Wang

Publication date 8 December 2021

Published in Communications in Mathematical Sciences (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1909.13060

zbMATH Keywords

complete monotonicityconvergenceconvolution inversefractional ODEsPick function

Mathematics Subject Classification ID

Fractional ordinary differential equations (34A08) Integral equations of the convolution type (Abel, Picard, Toeplitz and Wiener-Hopf type) (45E10) Numerical methods for initial value problems involving ordinary differential equations (65L05) Stability and convergence of numerical methods for ordinary differential equations (65L20)

Abstract: The time fractional ODEs are equivalent to convolutional Volterra integral equations with completely monotone kernels. We therefore introduce the concept of complete monotonicity-preserving ($mathcalCM$-preserving) numerical methods for fractional ODEs, in which the discrete convolutional kernels inherit the $mathcalCM$ property as the continuous equations. We prove that $mathcalCM$-preserving schemes are at least $A(pi/2)$ stable and can preserve the monotonicity of solutions to scalar nonlinear autonomous fractional ODEs, both of which are novel. Significantly, by improving a result of Li and Liu (Quart. Appl. Math., 76(1):189-198, 2018), we show that the $mathcalL$1 scheme is $mathcalCM$-preserving, so that the $mathcalL$1 scheme is at least $A(pi/2)$ stable, which is an improvement on stability analysis for $mathcalL$1 scheme given in Jin, Lazarov and Zhou (IMA J. Numer. Analy. 36:197-221, 2016). The good signs of the coefficients for such class of schemes ensure the discrete fractional comparison principles, and allow us to establish the convergence in a unified framework when applied to time fractional sub-diffusion equations and fractional ODEs. The main tools in the analysis are a characterization of convolution inverses for completely monotone sequences and a characterization of completely monotone sequences using Pick functions due to Liu and Pego (Trans. Amer. Math. Soc. 368(12):8499-8518, 2016). The results for fractional ODEs are extended to $mathcalCM$-preserving numerical methods for Volterra integral equations with general completely monotone kernels. Numerical examples are presented to illustrate the main theoretical results.

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Cited in

(17)

• Sharp error estimate of Grünwald-Letnikov scheme for a multi-term time fractional diffusion equation
• Using complete monotonicity to deduce local error estimates for discretisations of a multi-term time-fractional diffusion equation
• Numerical stability of Grünwald-Letnikov method for time fractional delay differential equations
• Mittag-Leffler stability of numerical solutions to time fractional ODEs
• A note on deconvolution with completely monotone sequences and discrete fractional calculus
• A Survey of the L1 Scheme in the Discretisation of Time-Fractional Problems
• Optimal Long-Time Decay Rate of Numerical Solutions for Nonlinear Time-Fractional Evolutionary Equations
• Time fractional gradient flows: Theory and numerics
• A class of monotonicity-preserving variable-step discretizations for Volterra integral equations
• On the completely positive kernels for nonuniform meshes
• Some Grönwall inequalities for a class of discretizations of time fractional equations on nonuniform meshes
• Stability analysis for Caputo fractional-order discrete system with first-order operator
• On the asymptotically compatible energies of L1 and L1-SAV schemes for time-fractional Allen-Cahn model
• Mittag-Leffler stability of complete monotonicity-preserving schemes for sub-diffusion equations with time-dependent coefficients
• Second-order monotone finite-difference schemes for time-fractional quasilinear parabolic equations
• Application of the nonstandard maximum-minimum principle to construct monotone difference schemes for the time-fractional multidimensional quasilinear parabolic equation
• Complete monotonicity of discrete equations and related results

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