Correction of high-order L_k approximation for subdiffusion

DOI10.1007/S10915-022-01984-8MaRDI QIDQ2676796zbMATH OpenOpenAlexWikidataFDO

Authors Jiankang Shi, Minghua Chen, Y. Yan, Jian-Xiong Cao

Publication date 28 September 2022

Published in Journal of Scientific Computing (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2112.13609

zbMATH Keywords

\(L_k\) approximationBose-Einstein integralconvergence analysisnonsmooth datasubdiffusion

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Fractional partial differential equations (35R11) Brownian motion (60J65) Numerical quadrature and cubature formulas (65D32) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70) Spectral, collocation and related methods for boundary value problems involving PDEs (65N35)

Abstract: The subdiffusion equations with a Caputo fractional derivative of order $alphain(0,1)$ arise in a wide variety of practical problems, which is describing the transport processes, in the force-free limit, slower than Brownian diffusion. In this work, we derive the correction schemes of the Lagrange interpolation with degree $k$ ($kleq6$) convolution quadrature, called $L_k$ approximation, for the subdiffusion, which are easy to implement on variable grids. The key step of designing correction algorithm is to calculate the explicit form of the coefficients of $L_k$ approximation by the polylogarithm function or Bose-Einstein integral. To construct a $a{u}_8$ approximation of Bose-Einstein integral, the desired $(k+1-alpha)$th-order convergence rate can be proved for the correction $L_k$ scheme with nonsmooth data, which is higher than $k$th-order BDF$k$ method in [Jin, Li, and Zhou, SIAM J. Sci. Comput., 39 (2017), A3129--A3152; Shi and Chen, J. Sci. Comput., (2020) 85:28]. The numerical experiments with spectral method are given to illustrate theoretical results.

Recommendations

• Correction of high-order BDF convolution quadrature for fractional evolution equations
• A single-step correction scheme of Crank-Nicolson convolution quadrature for the subdiffusion equation
• High-order time stepping schemes for semilinear subdiffusion equations
• Correction of high-order BDF convolution quadrature for fractional Feynman-Kac equation with Lévy flight
• Two high-order time discretization schemes for subdiffusion problems with nonsmooth data

Cites work

• A fully discrete difference scheme for a diffusion-wave system
• A new fractional numerical differentiation formula to approximate the Caputo fractional derivative and its applications
• An analysis of the L1 scheme for the subdiffusion equation with nonsmooth data
• An analysis of the modified \(L1\) scheme for time-fractional partial differential equations with nonsmooth data
• Correction of high-order BDF convolution quadrature for fractional evolution equations
• Correction of high-order BDF convolution quadrature for fractional Feynman-Kac equation with Lévy flight
• Discretized Fractional Calculus
• Error analysis of a finite difference method on graded meshes for a time-fractional diffusion equation
• Error analysis of a high order method for time-fractional diffusion equations
• Error analysis of an L2-type method on graded meshes for a fractional-order parabolic problem
• Finite difference approximations for fractional advection-dispersion flow equations
• Finite difference/spectral approximations for the time-fractional diffusion equation
• Fourth order accurate scheme for the space fractional diffusion equations
• Fractional differential equations. An introduction to fractional derivatives, fractional differential equations, to methods of their solution and some of their applications
• Galerkin Finite Element Methods for Parabolic Problems
• High-order approximation to Caputo derivatives and Caputo-type advection-diffusion equations. II
• High-order approximation to Caputo derivatives and Caputo-type advection-diffusion equations. III.
• scientific article; zbMATH DE number 5180707 (Why is no real title available?)
• Initial value/boundary value problems for fractional diffusion-wave equations and applications to some inverse problems
• Nonsmooth data error estimates for approximations of an evolution equation with a positive-type memory term
• Numerical analysis of augmented plane wave methods for full-potential electronic structure calculations
• Singularity analysis and asymptotics of Bernoulli sums
• Spectral methods. Algorithms, analysis and applications.
• The Energy Technique for the Six-Step BDF Method
• The random walk's guide to anomalous diffusion: A fractional dynamics approach
• Two \(L1\) schemes on graded meshes for fractional Feynman-Kac equation
• Two high-order time discretization schemes for subdiffusion problems with nonsmooth data

Cited in

(9)

• Correction of high-order BDF convolution quadrature for fractional Feynman-Kac equation with Lévy flight
• Correction of high-order BDF convolution quadrature for fractional evolution equations
• A Spectrally Accurate Approximation to Subdiffusion Equations Using the Log Orthogonal Functions
• High-Order BDF Convolution Quadrature for Subdiffusion Models with a Singular Source Term
• Correction of a high-order numerical method for approximating time-fractional wave equation
• High-order BDF convolution quadrature for fractional evolution equations with hyper-singular source term
• Third-order time stepping methods for superdiffusion using weighted and shifted Grünwald-Letnikov formulae with nonsmooth data
• An auxiliary dissipative functional and numerical analysis with L₁ methods and convex splitting method to time fractional Allen-Cahn equation
• Sharp error analysis for averaging Crank-Nicolson schemes with corrections for subdiffusion with nonsmooth solutions

This page was built for publication: Correction of high-order \(L_k\) approximation for subdiffusion

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2676796)