Fast and high-order accuracy numerical methods for time-dependent nonlocal problems in R^2

DOI10.1007/S10915-020-01260-7MaRDI QIDQ777024zbMATH OpenOpenAlexFDO

Authors D. Kharzeev

Publication date 13 July 2020

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

Full work available at URL https://arxiv.org/abs/2002.03655

zbMATH Keywords

conjugate gradient squares methodconvergenceCrank-Nicolson schemenonsymmetric indefinite systempolynomial collocation methodstability

Mathematics Subject Classification ID

Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Finite difference methods applied to problems in solid mechanics (74S20) Numerical and other methods in solid mechanics (74S99)

Abstract: In this paper, we study the Crank-Nicolson method for temporal dimension and the piecewise quadratic polynomial collocation method for spatial dimensions of time-dependent nonlocal problems. The new theoretical results of such discretization are that the proposed numerical method is unconditionally stable and its global truncation error is of $mathcalOleft(a{u}^2+h^{4-gamma}ight)$ with $0<gamma<1$, where $au$ and $h$ are the discretization sizes in the temporal and spatial dimensions respectively. Also we develop the conjugate gradient squared method to solving the resulting discretized nonsymmetric and indefinite systems arising from time-dependent nonlocal problems including two-dimensional cases. By using additive and multiplicative Cauchy kernels in non-local problems, structured coefficient matrix-vector multiplication can be performed efficiently in the conjugate gradient squared iteration. Numerical examples are given to illustrate our theoretical results and demonstrate that the computational cost of the proposed method is of $O(MlogM)$ operations where $M$ is the number of collocation points.

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Cited in

(5)

• Discovery of subdiffusion problem with noisy data via deep learning
• Analysis of (shifted) piecewise quadratic polynomial collocation for nonlocal diffusion model
• Second-order error analysis for fractal mobile/immobile Allen-Cahn equation on graded meshes
• Fast algebraic multigrid for block-structured dense systems arising from nonlocal diffusion problems
• Error analysis of a collocation method on graded meshes for nonlocal diffusion problems with weakly singular kernels

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Uses Software

• CGS

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