×

Time-stepping error bounds for fractional diffusion problems with non-smooth initial data. (English) Zbl 1349.65469

Summary: We apply the piecewise constant, discontinuous Galerkin method to discretize a fractional diffusion equation with respect to time. Using Laplace transform techniques, we show that the method is first order accurate at the \(n\)th time level \(t_n\), but the error bound includes a factor \(t_n^{- 1}\) if we assume no smoothness of the initial data. We also show that for smoother initial data the growth in the error bound as \(t_n\) decreases is milder, and in some cases absent altogether. Our error bounds generalize known results for the classical heat equation and are illustrated for a model problem.

MSC:

65M60 Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs
33B30 Higher logarithm functions
35R11 Fractional partial differential equations
65M15 Error bounds for initial value and initial-boundary value problems involving PDEs

References:

[1] Chen, C.-M.; Liu, F.; Anh, V.; Turner, I., Numerical methods for solving a two-dimensional variable-order anomalous sub-diffusion equation, Math. Comput., 81, 345-366 (2012) · Zbl 1241.65077
[2] Cuesta, E.; Lubich, C.; Palencia, C., Convolution quadrature time discretization of fractional diffusive-wave equations, Math. Comput., 75, 673-696 (2006) · Zbl 1090.65147
[3] Cui, M., Compact finite difference method for the fractional diffusion equation, J. Comput. Phys., 228, 7792-7804 (2009) · Zbl 1179.65107
[4] Flajolet, Philippe, Singularity analysis and asymptotics of Bernoulli sums, Theor. Comput. Sci., 215, 371-381 (1999) · Zbl 0913.68098
[5] Ford, Walter B., Studies on Divergent Series and Summability, and the Asymptotic Developments of Functions Defined by Maclaurin Series (1960), Chelsea Publishing Company: Chelsea Publishing Company New York
[6] Jin, Bangti; Lazarov, Raytcho; Zhou, Zhi, Error estimates for a semidiscrete finite element method for fractional order parabolic equations, SIAM J. Numer. Anal., 51, 445-466 (2013) · Zbl 1268.65126
[7] Klafter, J.; Sokolov, I. M., First Steps in Random Walks: From Tools to Applications (2011), Oxford University Press · Zbl 1242.60046
[8] Langlands, T. A.M.; Henry, B. I., The accuracy and stability of an implicit solution method for the fractional diffusion equation, J. Comput. Phys., 205, 719-936 (2005) · Zbl 1072.65123
[9] Lewin, Leonard, Polylogarithms and Associated Functions (1981), North Holland: North Holland New York, Oxford · Zbl 0465.33001
[10] McLean, William, Regularity of solutions to a time-fractional diffusion equation, ANZIAM J., 52, 123-138 (2011) · Zbl 1228.35266
[11] McLean, William; Mustapha, Kassem, Convergence analysis of a discontinuous Galerkin method for a fractional diffusion equation, Numer. Algorithms, 52, 69-88 (2009) · Zbl 1177.65194
[12] McLean, William; Thomée, Vidar, Numerical solution via Laplace transforms of a fractional order evolution equation, J. Integral Equ. Appl., 22, 57-94 (2010) · Zbl 1195.65122
[13] McLean, William; Thomée, Vidar; Wahlbin, Lars, Discretization with variable time steps of an evolution equation with a positive-type memory term, J. Comput. Appl. Math., 69, 49-69 (1996) · Zbl 0858.65143
[14] Mustapha, Kassem, An implicit finite difference time-stepping method for a sub-diffusion equation, with spatial discretization by finite elements, IMA J. Numer. Anal., 31, 719-739 (2011) · Zbl 1219.65091
[15] Mustapha, Kassem; McLean, William, Uniform convergence for a discontinuous Galerkin, time stepping method applied to a fractional diffusion equation, IMA J. Numer. Anal., 32, 906-925 (2012) · Zbl 1327.65177
[16] Mustapha, Kassem; McLean, William, Superconvergence of a discontinuous Galerkin method for fractional diffusion and wave equations, SIAM J. Numer. Anal., 51, 491-515 (2013) · Zbl 1267.26005
[17] Quintana-Murillo, J.; Yuste, S. B., A finite difference method with non-uniform timesteps for fractional diffusion and diffusion-wave equations, Eur. Phys. J. Spec. Top., 222, 1987-1998 (2013)
[18] Thomée, Vidar, Galerkin Finite Element Methods for Parabolic Problems (1997), Springer · Zbl 0884.65097
[19] Wood, David, The computation of polylogarithms (June 1992), University of Kent, Computing Laboratory: University of Kent, Computing Laboratory Canterbury, UK, Technical Report 15-92*
[20] Zhang, Ya-nan; Sun, Zhi-zhong; Liao, Hong-lin, Finite difference methods for the time fractional diffusion equation on non-uniform meshes, J. Comput. Phys., 265, 195-210 (2014) · Zbl 1349.65359
[21] Zygmund, Antoni, Trigonometric Series, vol. I (1959), Cambridge University Press · Zbl 0085.05601
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.