A new class of semi-implicit methods with linear complexity for nonlinear fractional differential equations

DOI10.1137/18M1168169zbMATH Open1404.65105arXiv1808.02170OpenAlexW2963688266WikidataQ129222675 ScholiaQ129222675MaRDI QIDQ4683936FDOQ4683936

Authors: Fanhai Zeng, I. Turner, Kevin Burrage, George Em Karniadakis 

Publication date: 26 September 2018

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Abstract: We propose a new class of semi-implicit methods for solving nonlinear fractional differential equations and study their stability. Several versions of our new schemes are proved to be unconditionally stable by choosing suitable parameters. Subsequently, we develop an efficient strategy to calculate the discrete convolution for the approximation of the fractional operator in the semi-implicit method and we derive an error bound of the fast convolution. The memory requirement and computational cost of the present semi-implicit methods with a fast convolution are about $O(Nlog{n}_T)$ and $O(N{n}_{T}log{n}_T)$, respectively, where $N$ is a suitable positive integer and $n_T$ is the final number of time steps. Numerical simulations, including the solution of a system of two nonlinear fractional diffusion equations with different fractional orders in two-dimensions, are presented to verify the effectiveness of the semi-implicit methods.

Full work available at URL: https://arxiv.org/abs/1808.02170

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zbMATH Keywords

nonlinear fractional differential equationsfast convolutionsemi-implicit methodsfractional linear multistep methodscomplex domain integration

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) 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) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15)

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Cited In (20)

• A discrete least squares collocation method for two-dimensional nonlinear time-dependent partial differential equations
• Fast algorithms for convolution quadrature of Riemann-Liouville fractional derivative
• A Unified Fast Memory-Saving Time-Stepping Method for Fractional Operators and Its Applications
• Convergence analysis of the time-stepping numerical methods for time-fractional nonlinear subdiffusion equations
• Energy-conserving and time-stepping-varying ESAV-Hermite-Galerkin spectral scheme for nonlocal Klein-Gordon-Schrödinger system with fractional Laplacian in unbounded domains
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• On Discrete Energy Dissipation of Maxwell'S Equations In a Cole-Cole Dispersive Medium

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