Abstract
A distributed order time fractional diffusion equation whose solution has a weak singularity near the initial time \(t = 0\) is considered. The numerical method of the paper uses the well-known L1 scheme on a graded mesh to discretize the time Caputo fractional derivative and a standard finite element method in space. A \(\beta \)-robust discrete fractional Grönwall inequality is investigated. By this inequality, the \(\beta \)-robust optimal-rate convergence and a superconvergence bound \(\Vert \nabla R_hu^n-\nabla u_h^n\Vert \) are proved. This superconvergence bound is also used to show that a simple postprocessing of the computed solution will yield a higher order of convergence in the spatial direction. The final convergence result reveals the optimal grading that one should use for the temporal graded mesh. Numerical results show that our analysis is sharp.
Similar content being viewed by others
Data Availability
The datasets generated during the current study are available from the corresponding author on reasonable request.
References
Abbaszadeh, Mostafa, Dehghan, Mehdi: An improved meshless method for solving two-dimensional distributed order time-fractional diffusion-wave equation with error estimate. Numer. Algorithms 75(1), 173–211 (2017)
Alikhanov, Anatoly A.: Numerical methods of solutions of boundary value problems for the multi-term variable-distributed order diffusion equation. Appl. Math. Comput. 268, 12–22 (2015)
An, N.: Superconvergence of a finite element method for the time-fractional diffusion equation with a time-space dependent diffusivity. Adv. Differ. Equ. 2020(1), 1–11 (2020)
An, Na., Huang, Chaobao, Xijun, Yu.: Error analysis of direct discontinuous Galerkin method for two-dimensional fractional diffusion-wave equation. Appl. Math. Comput. 349, 148–157 (2019)
An, Na., Huang, Chaobao, Xijun, Yu.: Error analysis of discontinuous Galerkin method for the time fractional KdV equation with weak singularity solution. Discrete Contin. Dyn. Syst. Ser. B 25(1), 321–334 (2020)
Bramble, James H., Pasciak, Joseph E., Steinbach, Olaf: On the stability of the \({L}^2\) projection in \({H}^1({\Omega })\). Math. Comput. 71(237), 147–156 (2002)
Weiping, Bu., Ji, Lun, Tang, Yifa, Zhou, Jie: Space-time finite element method for the distributed-order time fractional reaction diffusion equations. Appl. Numer. Math. 152, 446–465 (2020)
Weiping, Bu., Xiao, Aiguo, Zeng, Wei: Finite difference/finite element methods for distributed-order time fractional diffusion equations. J. Sci. Comput. 72(1), 422–441 (2017)
Chen, Hu., Lü, Shujuan, Chen, Wenping: Finite difference/spectral approximations for the distributed order time fractional reaction-diffusion equation on an unbounded domain. J. Comput. Phys. 315, 84–97 (2016)
Chen, Hu., Stynes, Martin: Blow-up of error estimates in time-fractional initial-boundary value problems. IMA J. Numer. Anal. 41(2), 974–997 (2021)
Dahlquist, Germund, Björck, Åke.: Numerical methods in scientific computing:, vol. 1. Society for Industrial and Applied Mathematics, USA (2008)
Ganesan, Sashikumaar, Tobiska, Lutz: Finite elements Theory and algorithms. Cambridge University Press, Delhi (2017)
Gorenflo, Rudolf, Luchko, Yuri, Stojanović, Mirjana: Fundamental solution of a distributed order time-fractional diffusion-wave equation as probability density. Fract. Calc. Appl. Anal. 16(2), 297–316 (2013)
Huang, Chaobao, An, Na., Xijun, Yu.: A local discontinuous Galerkin method for time-fractional diffusion equation with discontinuous coefficient. Appl. Numer. Math. 151, 367–379 (2020)
Huang, Chaobao, An, Na., Xijun, Yu., Zhang, Huili: A direct discontinuous Galerkin method for time-fractional diffusion equation with discontinuous diffusive coefficient. Complex Var. Elliptic Equ. 65(9), 1445–1461 (2020)
Chaobao Huang and Martin Stynes: Superconvergence of a finite element method for the multi-term time-fractional diffusion problem. J. Sci. Comput. 82(1), 1–17 (2020)
Huang, Chaobao, Stynes, Martin, An, Na.: Optimal \(L^\infty (L^2)\) error analysis of a direct discontinuous Galerkin method for a time-fractional reaction-diffusion problem. BIT 58(3), 661–690 (2018)
Huang, Chaobao, Stynes, Martin, Chen, Hu.: An \(\alpha \)-robust finite element method for a multi-term time-fractional diffusion problem. J. Comput. Appl. Math. 389, 113334 (2021)
Jia, Jinhong, Wang, Hong, Zheng, Xiangcheng: A fast collocation approximation to a two-sided variable-order space-fractional diffusion equation and its analysis. J. Comput. Appl. Math. 388, 113234 (2021)
Kopteva, Natalia, Meng, Xiangyun: Error analysis for a fractional-derivative parabolic problem on quasi-graded meshes using barrier functions. SIAM J. Numer. Anal. 58(2), 1217–1238 (2020)
Li, Dongfang, Chengda, Wu., Zhang, Zhimin: Linearized Galerkin FEMs for nonlinear time fractional parabolic problems with non-smooth solutions in time direction. J. Sci. Comput. 80(1), 403–419 (2019)
Hongwei Li and Yuchen Wu: Artificial boundary conditions for nonlinear time fractional Burgers’ equation on unbounded domains. Appl. Math. Lett. 120, 107277 (2021)
Li, Xiaoli, Rui, Hongxing, Liu, Zhengguang: Two alternating direction implicit spectral methods for two-dimensional distributed-order differential equation. Numer. Algorithms 82(1), 321–347 (2019)
Li, Zhiyuan, Luchko, Yuri, Yamamoto, Masahiro: Asymptotic estimates of solutions to initial-boundary-value problems for distributed order time-fractional diffusion equations. Fract. Calc. Appl. Anal. 17(4), 1114–1136 (2014)
Liang, Hui, Stynes, Martin: Collocation methods for general Caputo two-point boundary value problems. J. Sci. Comput. 76(1), 390–425 (2018)
Liao, Hong-lin, Li, Dongfang, Zhang, Jiwei: Sharp error estimate of the nonuniform L1 formula for linear reaction-subdiffusion equations. SIAM J. Numer. Anal. 56(2), 1112–1133 (2018)
Liao, Hong-lin, McLean, William, Zhang, Jiwei: A discrete Grönwall inequality with applications to numerical schemes for subdiffusion problems. SIAM J. Numer. Anal. 57(1), 218–237 (2019)
Qun Lin and Jiafu Lin: Finite element methods: accuracy and improvement. Elsevier, Netherlands (2007)
Luchko, Yury: Boundary value problems for the generalized time-fractional diffusion equation of distributed order. Fract. Calc. Appl. Anal. 12(4), 409–422 (2009)
McLean, William: Regularity of solutions to a time-fractional diffusion equation. ANZIAM J. 52(2), 123–138 (2010)
Igor Podlubny. Fractional differential equations, volume 198 of Mathematics in Science and Engineering. Academic Press, Inc., San Diego, CA, 1999. An introduction to fractional derivatives, fractional differential equations, to methods of their solution and some of their applications
Ren, Jincheng, Chen, Hu.: A numerical method for distributed order time fractional diffusion equation with weakly singular solutions. Appl. Math. Lett. 96, 159–165 (2019)
Ren, Jincheng, Huang, Chaobao, An, Na.: Direct discontinuous Galerkin method for solving nonlinear time fractional diffusion equation with weak singularity solution. Appl. Math. Lett. 102, 106111 (2020)
Samiee, Mehdi, Kharazmi, Ehsan, Meerschaert, Mark M., Zayernouri, Mohsen: A unified Petrov-Galerkin spectral method and fast solver for distributed-order partial differential equations. Commun. Appl. Math. Comput. 3(1), 61–90 (2021)
Mehdi Samiee, Ehsan Kharazmi, Mohsen Zayernouri, and Mark M Meerschaert. Petrov-galerkin method for fully distributed-order fractional partial differential equations, 2018
Shen, Jinye, Li, Changpin, Sun, Zhi-zhong: An H2N2 interpolation for Caputo derivative with order in \((1,2)\) and its application to time-fractional wave equations in more than one space dimension. J. Sci. Comput. 83(2), 29 (2020)
Shi, Dong Yang, Wang, Fen Ling, Fan, Ming Zhi, Zhao, Yan Min: A new approach of the lowest-order anisotropic mixed finite element high-accuracy analysis for nonlinear sine-Gordon equations. Math. Numer. Sin. 37(2), 148–161 (2015)
Shi, Y.H., Liu, F., Zhao, Y.M., Wang, F.L., Turner, I.: An unstructured mesh finite element method for solving the multi-term time fractional and Riesz space distributed-order wave equation on an irregular convex domain. Appl. Math. Model. 73, 615–636 (2019)
Stynes, Martin, O’Riordan, Eugene, Gracia, José Luis.: Error analysis of a finite difference method on graded meshes for a time-fractional diffusion equation. SIAM J. Numer. Anal. 55(2), 1057–1079 (2017)
Thomée, Vidar: Galerkin finite element methods for parabolic problems. Springer, Berlin (2006)
Wang, Feng, Chen, Huanzhen, Wang, Hong: Finite element simulation and efficient algorithm for fractional Cahn-Hilliard equation. J. Comput. Appl. Math. 356, 248–266 (2019)
Wei, Leilei, Liu, Lijie, Sun, Huixia: Stability and convergence of a local discontinuous Galerkin method for the fractional diffusion equation with distributed order. J. Appl. Math. Comput. 59(1–2), 323–341 (2019)
Ye, H., Liu, F., Anh, V.: Compact difference scheme for distributed-order time-fractional diffusion-wave equation on bounded domains. J. Comput. Phys. 298, 652–660 (2015)
Ye, H., Liu, F., Anh, V., Turner, I.: Numerical analysis for the time distributed-order and Riesz space fractional diffusions on bounded domains. IMA J. Appl. Math. 80(3), 825–838 (2015)
Acknowledgements
The research of Chaobao Huang is supported in part by the National Natural Science Foundation of China under grants Nos. 12101360 and 12171278 and the Natural Science Foundation of Shandong Province under grant ZR2020QA031. The research of Hu Chen is supported in part by the National Natural Science Foundation of China under grant 11801026, sponsored by OUC Scientific Research Starting Fund of Introduced Talent. The research of Na An is supported in part by the National Natural Science Foundation of China under grant 11801332.
Author information
Authors and Affiliations
Corresponding author
Ethics declarations
Conflict of interest
The authors declare that they have no conflict of interest.
Code availability
Codes of the current study are available from the authors on reasonable request.
Additional information
Publisher's Note
Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.
Rights and permissions
About this article
Cite this article
Huang, C., Chen, H. & An, N. \(\beta \)-Robust Superconvergent Analysis of a Finite Element Method for the Distributed Order Time-Fractional Diffusion Equation. J Sci Comput 90, 44 (2022). https://doi.org/10.1007/s10915-021-01726-2
Received:
Revised:
Accepted:
Published:
DOI: https://doi.org/10.1007/s10915-021-01726-2