Finite element approximation of the parabolic fractional obstacle problem

DOI10.1137/15M1029801zbMATH Open1349.65473arXiv1507.01985OpenAlexW2964152675MaRDI QIDQ2817784FDOQ2817784

Authors: Enrique Otárola, Abner J. Salgado 

Publication date: 2 September 2016

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Abstract: We study a discretization technique for the parabolic fractional obstacle problem in bounded domains. The fractional Laplacian is realized as the Dirichlet-to-Neumann map for a nonuniformly elliptic equation posed on a semi-infinite cylinder, which recasts our problem as a quasi-stationary elliptic variational inequality with a dynamic boundary condition. The rapid decay of the solution suggests a truncation that is suitable for numerical approximation. We discretize the truncation with a backward Euler scheme in time and, for space, we use first-degree tensor product finite elements. We present an error analysis based on different smoothness assumptions

Full work available at URL: https://arxiv.org/abs/1507.01985

Recommendations

• Crouzeix-Raviart finite element approximation for the parabolic obstacle problem
• Convergence analysis of finite element method for a parabolic obstacle problem
• Convergence rates for the classical, thin and fractional elliptic obstacle problems
• A convergence analysis of semi-discrete and fully-discrete nonconforming FEM for the parabolic obstacle problem
• A PDE approach to space-time fractional parabolic problems

zbMATH Keywords

finite elementsobstacle problemfractional diffusionfree boundariesanisotropic elementsthin obstacles

Mathematics Subject Classification ID

Fractional partial differential equations (35R11) Free boundary problems for PDEs (35R35) Newton-type methods (49M15) Discrete approximations in optimal control (49M25) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Numerical methods of relaxation type (49M20)

Cites Work

• A PDE approach to fractional diffusion in general domains: a priori error analysis
• Nonlinear potential theory and weighted Sobolev spaces
• Theory and practice of finite elements.
• The finite element methods for elliptic problems.
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• An Extension Problem Related to the Fractional Laplacian
• Title not available (Why is that?)
• Title not available (Why is that?)
• Fractional Calculus with Applications in Mechanics
• Regularity of solutions to the parabolic fractional obstacle problem
• Title not available (Why is that?)
• A PDE approach to space-time fractional parabolic problems
• A posteriori error estimates for variable time-step discretizations of nonlinear evolution equations
• An introduction to Sobolev spaces and interpolation spaces
• A speculative study of 2∕3-order fractional Laplacian modeling of turbulence: Some thoughts and conjectures
• Title not available (Why is that?)
• Optimal stopping, free boundary, and American option in a jump-diffusion model
• Studies of dynamic crack propagation and crack branching with peridynamics
• Residual type a posteriori error estimates for elliptic obstacle problems
• A posteriori error analysis for a class of integral equations and variational inequalities
• Piecewise polynomial interpolation in Muckenhoupt weighted Sobolev spaces and applications
• PRICING OF THE AMERICAN PUT UNDER LÉVY PROCESSES
• Title not available (Why is that?)
• Positivity preserving finite element approximation
• Numerical approximation of the fractional Laplacian via \(hp\)-finite elements, with an application to image denoising
• Convergence rates for the classical, thin and fractional elliptic obstacle problems

Cited In (13)

• Unified error analysis of discontinuous Galerkin methods for parabolic obstacle problem.
• Crouzeix-Raviart finite element approximation for the parabolic obstacle problem
• Space-time adaptive finite elements for nonlocal parabolic variational inequalities
• Conforming and discontinuous Galerkin FEM in space for solving parabolic obstacle problem
• A computational method for solving variable-order fractional nonlinear diffusion-wave equation
• Convergence analysis of finite element method for a parabolic obstacle problem
• On the time fractional heat equation with obstacle
• Finite element approximation for the fractional eigenvalue problem
• Numerical methods for fractional diffusion
• A mesh-free pseudospectral approach to estimating the fractional Laplacian via radial basis functions
• Numerical approximation of equations involving minimal/maximal operators by successive solution of obstacle problems
• A convergence analysis of semi-discrete and fully-discrete nonconforming FEM for the parabolic obstacle problem
• Barrier function local and global analysis of an \(L1\) finite element method for a multiterm time-fractional initial-boundary value problem

This page was built for publication: Finite element approximation of the parabolic fractional obstacle problem

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2817784)