Abstract
We present a family of fully-discrete schemes for numerically solving nonlinear sub-diffusion equations, taking the weak regularity of the exact solutions into account. Using a novel discrete fractional Grönwall inequality, we obtain pointwise-in-time error estimates of the time-stepping methods. It is proved that as \(t\rightarrow 0\), the convergence orders can be \(\sigma _{k}\), where \(\sigma _{k}\) is the regularity parameter. The initial convergence results are sharp. As t is far away from 0, the schemes give a better convergence results. Numerical experiments are given to confirm the theoretical results.
Similar content being viewed by others
References
Gorenflo, R., Mainardi, F., Moretti, D., Paradisi, P.: Time fractional diffusion: a discrete random walk approach. Nonlinear Dyn. 29(1–4), 129–143 (2002)
Kou, S.C.: Stochastic modeling in nanoscale biophysics: subdiffusion within proteins. Ann. Appl. Stat. 2(2), 501–535 (2008)
Metzler, R., Jeon, J.H., Cherstvy, A.G., Barkai, E.: Anomalous diffusion models and their properties: non-stationarity, non-ergodicity, and ageing at the centenary of single particle tracking. Phys. Chem. Chem. Phys. 16(44), 24128–24164 (2014)
Liao, H., Tang, T., Zhou, T.: A second-order and nonuniform time-stepping maximum-principle preserving scheme for time-fractional Allen–Cahn equations. J. Comput. Phys. 414, 109473 (2020)
Liao, H., Tang, T., Zhou, T.: An energy stable and maximum bound preserving scheme with variable time steps for time fractional Allen–Cahn equation. SIAM J. Sci. Comput. 43(5), A3505–A3526 (2021)
Ji, B., Liao, H., Gong, Y., Zhang, L.: Adaptive linear second-order energy stable schemes for time-fractional Allen–Cahn equation with volume constraint. Commun. Nonlinear Sci. Numer. Simul. 90, 105466 (2020)
Liu, H., Cheng, A., Wang, H., Zhao, J.: Time-fractional Allen–Cahn and Cahn–Hilliard phase-field models and their numerical investigation. Comput. Math. Appl. 76(8), 1876–1892 (2018)
Tang, T., Yu, H., Zhou, T.: On energy dissipation theory and numerical stability for time-fractional phase-field equations. SIAM J. Sci. Comput. 41(6), A3757–A3778 (2019)
Zhao, J., Chen, L., Wang, H.: On power law scaling dynamics for time-fractional phase field models during coarsening. Commun. Nolinear Sci. Numer. Simul. 70, 257–270 (2019)
Liao, H., Yan, Y., Zhang, J.: Unconditional convergence of a fast two-level linearized algorithm for semilinear subdiffusion equations. J. Sci. Comput. 80, 1–25 (2019)
Zhang, H., Zeng, F., Jiang, X., Karniadakis, G.E.: Convergence analysis of the time-stepping numerical methods for time-fractional nonlinear subdiffusion equations. arXiv:2007.07015v2
Cuesta, E., Lubich, C., Palencia, C.: Convolution quadrature time discretization of fractional diffusion-wave equations. Math. Comput. 75(254), 673–696 (2006)
Luchko, Y.: Initial-boundary-value problems for the one-dimensional time-fractional diffusion equations. Fract. Calc. Appl. Anal. 15(1), 141–160 (2012)
Zhang, H., Jiang, Y., Zeng, F.: An \(H_1\) convergence of the spectral method for the time-fractional non-linear diffusion equations. Adv. Comput. Math. 47, 63 (2021)
Gracia, J., ÓRiordan, E., Stynes, M.: Convergence in positive time for a finite difference method applied to a fractional convection–diffusion problem. Comput. Methods Appl. Math. 18, 33–42 (2018)
Yan, Y., Khan, M., Ford, N.J.: An analysis of the modified \(L1\) scheme for time-fractional partial differential equations with nonsmooth data. SIAM J. Numer. Anal. 56(1), 210–227 (2018)
Jin, B., Lazarov, R., Zhou, Z.: An analysis of the \(L1\) scheme for the subdiffusion equation with nonsmooth data. IMA J. Numer. Anal. 36(1), 197–221 (2016)
Kopteva, N., Meng, X.: Error analysis for a fractional-derivative parabolic problem on quasi-graded meshes using barrier functions. SIAM J. Numer. Anal. 58(2), 1217–1238 (2020)
Kopteva, N.: Error analysis of an L2-type method on graded meshes for a fractional-order parabolic problem. Math. Comput. 90(327), 19–40 (2021)
Zeng, F., Zhang, Z., Karniadakis, G.E.: Second-order numerical methods for multi-term fractional differential equations: smooth and non-smooth solutions. Comput. Methods Appl. Mech. Eng. 327, 478–502 (2017)
Meng, X., Stynes, M.: 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, 16 (2020)
Stynes, M., Gracia, J.: Preprocessing schemes for fractional-derivative problems to improve their convergence rates. Appl. Math. Lett. 74, 187–192 (2017)
Stynes, M., ÓRiordan, E., Gracia, J.: 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)
Jin, B.: Error analysis of semidiscrete finite element methods for inhomogeneous time-fractional diffusion. IMA J. Numer. Anal. 35(2), 561–582 (2015)
Jin, B., Lazarov, R., Zhou, Z.: Two fully discrete schemes for fractional diffusion and diffusion-wave equations with nonsmooth data. SIAM J. Sci. Comput. 38(1), A146–A170 (2016)
Zeng, F., Li, C., Liu, F., Turner, I.: The use of finite difference/element approaches for solving the time-fractional subdiffusion equation. SIAM J. Sci. Comput. 35(6), A2976–A3000 (2013)
Jin, B., Li, B., Zhou, Z.: Correction of high-order BDF convolution quadrature for fractional evolution equations. SIAM J. Sci. Comput. 39(6), A3129–A3152 (2017)
Kopteva, N.: Error analysis for time fractional semilinear parabolic equations using upper and lower solutions. SIAM J. Numer. Anal. 58(4), 2212–2234 (2020)
Cen, D., Wang, Z.: Time two-grid technique combined with temporal second order difference method for two-dimensional semilinear fractional sub-diffusion equations. Appl. Math. Lett. 129, 107919 (2022)
Cen, D., Wang, Z., Mo, Y.: Second order difference schemes for time-fractional KdV–Burger’s equation with initial singularity. Appl. Math. Lett. 112, 106829 (2021)
Maskari, M., Karaa, S.: Numerical approximation of semilinear subdiffusion equations with nonsmooth initial data. SIAM J. Numer. Anal. 57(3), 1524–1544 (2019)
Du, Q., Yang, J., Zhou, Z.: Time-fractional Allen–Cahn equations: analysis and numerical methods. J. Sci. Comput. 85, 2 (2020). https://doi.org/10.1007/s10915-020-01351-5
Li, D., Qin, H., Zhang, C.: Sharp pointwise-in-time error estimate of \(L1\) scheme for nonlinear subdiffusion equations. arXiv:2101.04554
Li, D., Liao, H., Sun, W., Wang, J., Zhang, J.: Analysis of \(L1\)-Galerkin FEMs for time-fractional nonlinear parabolic problems. Commun. Comput. Phys. 24(1), 86–103 (2018)
Liao, H., Mclean, W., Zhang, J.: A discrete Grönwall inequality with applications to numerical schemes for subdiffusion problems. SIAM J. Numer. Anal. 57(1), 218–237 (2019)
Lubich, C.: Discretized fractional calculus. SIAM J. Math. Anal. 17, 704–719 (1986)
Lubich, C.: Convolution quadrature and discretized operational calculus. I. Numer. Math. 52, 129–145 (1988)
Jin, B., Li, B., Zhou, Z.: Numerical analysis of nonlinear subdiffusion equations. SIAM J. Numer. Anal. 56(1), 1–23 (2018)
Podlubny, I.: Fractional Differential Equations. Academic Press, San Diego, CA (1999)
Shen, J., Tang, T., Wang, L.L.: Spectral Methods: Algorithms, Analysis and Applications. Springer, Berlin (2011)
Dixon, J., McKee, S.: Weakly singular discrete Gronwall inequalities. Z. Angew. Math. Mech. 66, 535–544 (1986)
Beesack, P.R.: More generalised discrete Grönwall inequalities. Z. Angew. Math. Mech. 65, 589–595 (1985)
McKee, S.: Generalised discrete Grönwall lemmas. Z. Angew. Math. Mech. 62, 429–434 (1982)
Li, D., Wang, J., Zhang, J.: Unconditionally convergent L1-Galerkin FEMs for nonlinear time-fractional Schrödinger equations. SIAM J. Sci. Comput. 39(6), A3067–A3088 (2017)
Li, D., Wu, C., Zhang, Z.: Linearized Galerkin FEMs for nonlinear time fractional parabolic problems with non-smooth solutions in time direction. J. Sci. Comput. 80(1), 403–419 (2018)
Li, D., Zhang, J., Zhang, Z.: Unconditionally optimal error estimates of a linearized Galerkin method for nonlinear time fractional reaction-subdiffusion equations. J. Sci. Comput. 76(2), 848–866 (2018)
Funding
The authors have not disclosed any funding.
Author information
Authors and Affiliations
Corresponding author
Ethics declarations
Competing interest
The authors have not disclosed any competing interests.
Data availability
Enquiries about data availability should be directed to the authors.
Additional information
Publisher's Note
Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.
This work is supported in part by NSFC (No. 11771162), research grants of the Science and Technology Development Fund, Macau SAR (File No. 0122/2020/A3), and MYRG2020-00224-FST from University of Macau, the Fundamental Research Funds for the Central Universities (HUST: 2021JYCXJJ012) and the science and technology innovation Program of Hunan Province (No.2020RC2039).
Rights and permissions
About this article
Cite this article
Li, D., She, M., Sun, Hw. et al. A Novel Discrete Fractional Grönwall-Type Inequality and Its Application in Pointwise-in-Time Error Estimates. J Sci Comput 91, 27 (2022). https://doi.org/10.1007/s10915-022-01803-0
Received:
Revised:
Accepted:
Published:
DOI: https://doi.org/10.1007/s10915-022-01803-0
Keywords
- Nonlinear time-fractional equations
- High-order time-stepping methods
- Modified Grönwall inequality
- Pointwise-in-time error estimates