[go: up one dir, main page]
More Web Proxy on the site http://driver.im/ Skip to content
Licensed Unlicensed Requires Authentication Published by De Gruyter July 17, 2021

Using Complete Monotonicity to Deduce Local Error Estimates for Discretisations of a Multi-Term Time-Fractional Diffusion Equation

  • Hu Chen and Martin Stynes ORCID logo EMAIL logo

Abstract

Time-fractional initial-boundary problems of parabolic type are considered. Previously, global error bounds for computed numerical solutions to such problems have been provided by Liao et al. (SIAM J. Numer. Anal. 2018, 2019) and Stynes et al. (SIAM J. Numer. Anal. 2017). In the present work we show how the concept of complete monotonicity can be combined with these older analyses to derive local error bounds (i.e., error bounds that are sharper than global bounds when one is not close to the initial time t = 0 ). Furthermore, we show that the error analyses of the above papers are essentially the same – their key stability parameters, which seem superficially different from each other, become identical after a simple rescaling. Our new approach is used to bound the global and local errors in the numerical solution of a multi-term time-fractional diffusion equation, using the L1 scheme for the temporal discretisation of each fractional derivative. These error bounds are α-robust. Numerical results show they are sharp.

MSC 2010: 65M12

Award Identifier / Grant number: 11801026

Award Identifier / Grant number: NSAF U1930402

Funding statement: The research of Hu Chen is supported in part by the National Natural Science Foundation of China young scientists fund Grant 11801026. The research of Martin Stynes is supported in part by the National Natural Science Foundation of China under grant NSAF U1930402.

References

[1] C. Canuto, M. Y. Hussaini, A. Quarteroni and T. A. Zang, Spectral Methods. Fundamentals in Single Domains, Scientific Computation, Springer, Berlin, 2006. 10.1007/978-3-540-30726-6Search in Google Scholar

[2] H. Chen, F. Holland and M. Stynes, An analysis of the Grünwald–Letnikov scheme for initial-value problems with weakly singular solutions, Appl. Numer. Math. 139 (2019), 52–61. 10.1016/j.apnum.2019.01.004Search in Google Scholar

[3] H. Chen and M. Stynes, Blow-up of error estimates in time-fractional initial-boundary value problems, IMA J. Numer. Anal. 41 (2021), no. 2, 974–997. 10.1093/imanum/draa015Search in Google Scholar

[4] W. Gautschi, Some elementary inequalities relating to the gamma and incomplete gamma function, J. Math. Phys. 38 (1959/60), 77–81. 10.1002/sapm195938177Search in Google Scholar

[5] J. L. Gracia, E. O’Riordan and M. Stynes, Convergence in positive time for a finite difference method applied to a fractional convection-diffusion problem, Comput. Methods Appl. Math. 18 (2018), no. 1, 33–42. 10.1515/cmam-2017-0019Search in Google Scholar

[6] C. Huang and M. Stynes, Superconvergence of a finite element method for the multi-term time-fractional diffusion problem, J. Sci. Comput. 82 (2020), no. 1, Paper No. 10. 10.1007/s10915-019-01115-wSearch in Google Scholar

[7] B. Jin, R. Lazarov and Z. Zhou, Numerical methods for time-fractional evolution equations with nonsmooth data: A concise overview, Comput. Methods Appl. Mech. Engrg. 346 (2019), 332–358. 10.1016/j.cma.2018.12.011Search in Google Scholar

[8] B. Jin and Z. Zhou, An analysis of Galerkin proper orthogonal decomposition for subdiffusion, ESAIM Math. Model. Numer. Anal. 51 (2017), no. 1, 89–113. 10.1051/m2an/2016017Search in Google Scholar

[9] N. Kopteva and X. Meng, Error analysis for a fractional-derivative parabolic problem on quasi-graded meshes using barrier functions, SIAM J. Numer. Anal. 58 (2020), no. 2, 1217–1238. 10.1137/19M1300686Search in Google Scholar

[10] L. Li and J.-G. Liu, A note on deconvolution with completely monotone sequences and discrete fractional calculus, Quart. Appl. Math. 76 (2018), no. 1, 189–198. 10.1090/qam/1479Search in Google Scholar

[11] L. Li and D. Wang, Complete monotonicity-preserving numerical methods for time fractional ODEs, Commun. Math. Sci., to appear. 10.4310/CMS.2021.v19.n5.a6Search in Google Scholar

[12] H.-L. Liao, D. Li and J. Zhang, Sharp error estimate of the nonuniform L1 formula for linear reaction-subdiffusion equations, SIAM J. Numer. Anal. 56 (2018), no. 2, 1112–1133. 10.1137/17M1131829Search in Google Scholar

[13] H.-L. Liao, W. McLean and J. Zhang, A discrete Grönwall inequality with applications to numerical schemes for subdiffusion problems, SIAM J. Numer. Anal. 57 (2019), no. 1, 218–237. 10.1137/16M1175742Search in Google Scholar

[14] X. Meng and M. Stynes, Barrier function local and global analysis of an L1 finite element method for a multiterm time-fractional initial-boundary value problem, J. Sci. Comput. 84 (2020), no. 1, Paper No. 5. 10.1007/s10915-020-01250-9Search in Google Scholar

[15] M. Stynes, E. O’Riordan and J. L. Gracia, Error analysis of a finite difference method on graded meshes for a time-fractional diffusion equation, SIAM J. Numer. Anal. 55 (2017), no. 2, 1057–1079. 10.1137/16M1082329Search in Google Scholar

[16] D. V. Widder, The Laplace Transform, Princeton Math. Ser. 6, Princeton University, Princeton, 1941. Search in Google Scholar

Received: 2021-03-19
Revised: 2021-06-25
Accepted: 2021-06-25
Published Online: 2021-07-17
Published in Print: 2022-01-01

© 2022 Walter de Gruyter GmbH, Berlin/Boston

Downloaded on 15.12.2024 from https://www.degruyter.com/document/doi/10.1515/cmam-2021-0053/html
Scroll to top button