Implicit-explicit time integration of nonlinear fractional differential equations

DOI10.1016/J.APNUM.2020.04.006MaRDI QIDQ2189713zbMATH OpenOpenAlexWikidataFDO

Authors Yongtao Zhou, Cheng-Jian Zhang, Mohsen Zayernouri, Jorge L. Suzuki

Publication date 16 June 2020

Published in Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1909.04132

zbMATH Keywords

convergencecorrection termsIMEX methodslinear stabilitystiff/nonlinear fractional differential equationsToeplitz matrix

Mathematics Subject Classification ID

Fractional ordinary differential equations (34A08) Numerical methods for stiff equations (65L04) Numerical methods for initial value problems involving ordinary differential equations (65L05) Numerical methods for integral equations (65R20)

Abstract: Efficient long-time integration of nonlinear fractional differential equations is significantly challenging due to the integro-differential nature of the fractional operators. In addition, the inherent non-smoothness introduced by the inverse power-law kernels deteriorates the accuracy and efficiency of many existing numerical methods. We develop two efficient first- and second-order implicit-explicit (IMEX) methods for accurate time-integration of stiff/nonlinear fractional differential equations with fractional order $alphain(0,1]$ and prove their convergence and linear stability properties. The developed methods are based on a linear multi-step fractional Adams-Moulton method (FAMM), followed by the extrapolation of the nonlinear force terms. In order to handle the singularities nearby the initial time, we employ Lubich-like corrections to the resulting fractional operators. The obtained linear stability regions of the developed IMEX methods are larger than existing IMEX methods in the literature. Furthermore, the size of the stability regions increase with the decrease of fractional order values, which is suitable for stiff problems. We also rewrite the resulting IMEX methods in the language of nonlinear Toeplitz systems, where we employ a fast inversion scheme to achieve a computational complexity of $mathcalO(NlogN)$, where $N$ denotes the number of time-steps. Our computational results demonstrate that the developed schemes can achieve global first- and second-order accuracy for highly-oscillatory stiff/nonlinear problems with singularities.

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