Abstract
In recent years, the numerical theory of fractional models has received more and more attention from researchers, due to the broad and important applications in materials and mechanics, anomalous diffusion processes and other physical phenomena. In this paper, we propose two efficient finite element schemes based on convolution quadrature for solving the time-fractional mobile/immobile transport equation with the smooth and nonsmooth data. In order to deal with the weak singularity of solution near , we choose suitable corrections for the derived schemes to restore the third/fourth-order accuracy in time. Error estimates of the two fully discrete schemes are presented with respect to data regularity. Numerical examples are given to illustrate the effectiveness of the schemes.
1. Introduction
In this paper, we are interested in the robust high-order numerical methods for the following time-fractional mobile/immobile transport equation [1]:
which is subject to the boundary condition on and the initial condition in . Here, is a bounded convex polygonal domain and the parameters , and are positive constants. The source term f and the initial condition v are both given functions. The notation with denotes the Riemann–Liouville derivative defined by
In recent years, Equation (1) has received extensive attention, and it has significant applications in diverse fields, especially in the modeling of groundwater solutes [2,3,4]. There are some numerical studies for Equation (1) or its variants; see [1,5,6,7,8,9] and the references therein.
In our recent paper [1], we studied the solution regularity of Equation (1) and proposed two efficient finite element schemes by employing convolution quadrature based on the backward Euler and the second-order backward difference methods. It is proved that the proposed schemes are robust with respect to data regularity, including the nonsmooth initial data, i.e., . One of the distinct features of the two schemes is that they do not impose any compatibility conditions on the source term f, so this avoids some unrealistic assumption for the solution regularity, i.e., the assumption of the sufficiently smooth solution. When dealing with the nonsmooth solution problem, we observe numerically that the convolution quadrature generated by the high-order backward difference formula (denoted by BDF) is only of first-order accuracy when no corrections are added. This motivates us to investigate how to choose some suitable corrections in order to restore the desired high-order accuracy.
Since the convolution quadrature has a nice stable discrete structure, for which it is easy to perform the analysis of the resulting numerical scheme [10,11], it seems that it is suitable for developing high-order numerical schemes of the fractional model with the Riemann–Liouville derivative. In order to restore the high-order accuracy, one usually needs to add some corrections to the original scheme. There are a few papers on this direction [12,13,14,15,16,17,18], just to name a few. One may refer to two review papers [19,20] for more details. In [14,16,17], the convolution quadratures generated by the backward Euler and the second-order backward difference methods were applied to obtain the robust scheme for the time-fractional Cattaneo equation, the two-term time-fractional diffusion-wave equation, and the modified anomalous subdiffusion equation, respectively. In [12], the authors constructed and analyzed an efficient fractional Crank–Nicolson finite element scheme with two corrections at the starting time levels. They proved that the proposed scheme is of second-order accuracy in time for both smooth and nonsmooth data. Recently, Wang et al. improved the results by adding only one single correction at the starting time level and presented the optimal error estimates of their resulting scheme [18]. In [13], Jin et al. developed the BDFk (with the k denoting the order of BDF) convolution quadrature with suitable correction terms to deal with the temporal discretization of the fractional evolution equation. Later on, Shi and Chen extended the BDFk convolution quadrature to numerically solve the fractional Feynman–Kac equation with Lévy flight [15]. As far as we know, there is no convolution quadrature generated by high-order BDF to solve Equation (1) with smooth and nonsmooth problem data. The goal of this paper is to fill this gap.
The contributions of this paper are listed below. First, based on the convolution quadrature generated by BDF3/BDF4, we develop the robust temporal third/fourth-order finite element scheme for problem (1) by carefully choosing the suitable corrections at the starting two/three steps. Second, the error estimates of the resulting schemes are expressed in term of data regularity, and are proved rigorously, cf. Theorems 2–5. Third, the designed numerical tests show that the two schemes indeed yield the temporal third/fourth-order theoretical accuracy, so this further verifies numerically the correctness of the error estimates and illustrates the significant improvement in the temporal accuracy of our schemes compared to that of [1], cf. Tables 4–6 in Section 6.
The rest of this paper is organized as follows. In Section 2, we propose the temporal third-order finite element scheme based on the convolution quadrature generated by BDF3. In Section 3, the method to obtain the suitable correction terms is discussed in detail. In Section 4, we prove that the BDF3 is of third-order accuracy, with respect to smooth and nonsmooth data. The generalization of the BDF3 is given in Section 5, and numerical examples are provided in Section 6 to verify the effectiveness of the two proposed numerical schemes. Finally, we present the conclusion in the last section, i.e., Section 7. The symbol c in this paper denotes a positive constant that is independent of the temporal and spatial step sizes.
2. The Temporal Third-Order Numerical Scheme
In this section, we propose a temporal third-order fully discrete scheme for Equation (1) based on convolution quadrature in time and the standard Galerkin finite element method in space.
2.1. Spatial Semidiscrete Scheme
We first introduce the semidiscrete scheme by using the finite element method in space and recall the corresponding error estimates [1].
Denote the continuous piecewise linear finite element space as follows:
where is the partition of the domain with , and is the diameter of the triangles K [21]. The semidiscrete scheme for (1) is given by the following: Find such that the following holds:
with the initial value condition . Here, is the proper approximation to the function v. In this paper, we choose for and when [21]. Here, and are the orthogonal projection operator and Ritz projection operator, respectively. By using the discrete Laplacian , defined by
one further has
where .
The error estimates for the semidiscrete scheme (2) were investigated in [1]; we collect the corresponding results as follows.
Theorem 1.
Denote the space . Then, for the semidiscrete scheme (2), we have
- (a)
- If , then
- (b)
- If , then
2.2. Fully Discrete Schemes
We divide the time interval into uniform grids with . Here, N is a given positive integer. Based on the convolution quadrature generated by BDFk, the numerical approximation of at is described by
in which and the weights are provided by
with .
Applying the convolution quadrature generated by BDF3/BDF4 for solving the semidiscrete scheme (2), one may obtain the following fully discrete finite element scheme: Find the numerical approximation of , such that the following holds:
where , and . It is known that the scheme (4) generally exhibits only temporal first-order accuracy, due to the low regularity of the solution near . Such a fact is also verified by the numerical examples in Section 6.
In what follows of this section, we consider the scheme (4) generated by BDF3 and use the idea presented in [13] to derive a modified scheme which can restore the temporal third-order accuracy. To this end, we define and denote . The semidiscrete scheme (2) can be rewritten as follows:
In view of the construction of BDF2 in [1], we may naturally consider the following two corrections for (4) at the starting two steps:
and
where . The four parameters are unknown and need to be determined.
3. Determination of the Two Corrections
In this part, we determine the four parameters in the two corrections (6) and (7) based on the comparison of the semidiscrete solution in (5) and the fully discrete solution in (4). Let the notation be the Laplace transform of , i.e., . Denote the kernel as follows:
Define the generating function with a given sequence . We have the following results for the integral representations.
Lemma 1.
The semidiscrete solution in (5) and the fully discrete solution in (4) (with replacing ) have the following integral representations:
and
where
and
Here, the contours with and and .
Proof.
By using the Laplace transform technology, we can easily obtain the integral representation (9) from (5). One may refer to [1] for further details.
It remains to derive the fully discrete solution in (4) based on discrete Laplace transform, i.e., generating function.
Let . The scheme (4) has the following equivalent form:
with the two initial corrections (6) and (7). Multiplying on both sides of (11), and summing up for , we obtain the following:
Noting , one has
From (12), we have
Thus,
from which we have
with and the notation . Here, we have used the change of variables in the second equality of (14). Denote the complex region as enclosed by , and , where . Note that the integrand in (14) is analytic with respect to z in , so applying the Cauchy’s theorem, we have
This leads to the desired result (10) since there holds
All this completes the proof of the lemma. □
From the representations of (9) and (10), it is intuitive to select in (10) such that
and
for any given .
We shall need the following lemma.
Proof.
Since , we have
In view of Lemma B.1. in [13], we derive that
and
Thus, we further deduce that
for , where the last inequality holds since . □
By Lemma 2, we only need to choose
and
4. Error Estimates of the BDF3
In this part, we present the error estimates for the modified scheme (25). We first consider the error estimate for a homogenous problem with and . In the proof of error estimates, we may explicitly or implicitly employ the identity and the -stability of the orthogonal projection when needed.
Theorem 2.
Proof.
It suffices to consider the bound of in view of Theorem 1. From (9) and (10) in Lemma 1, we can obtain
Since , in view of (17) with Lemma 2 and letting , we have
For , we get
Note that , one has . So, we have
Putting the error estimates of the two parts, and , into (26), we complete the proof of the theorem. □
Next, we state the error estimate for the homogenous problem with and .
Theorem 3.
Proof.
Let . In view of (26), we have
where . By the triangle inequality, the term has the following error estimate:
So,
For the second term , we have
Applying the error estimates in Lemma B.1. of [13] again, we derive that
Since
we obtain the error estimate for :
Consequently, by choosing , we obtain
For the second term , similar to the derivation of in Theorem 2, we can easily derive the following inequality:
where the first inequality is valid since . This, together with the error estimate of and Theorem 1, ends the proof. □
Now, we consider the inhomogenous problem, i.e., and .
Proof.
From the derivation in Theorem 2, we can easily obtain the following error estimate of :
Next, we consider the two terms and , respectively. Through the triangle inequality, we can obtain
Since , using the criterion (16), we have . For , the following inequality holds:
Analogous to the derivation of the error estimates of and for in Theorem 3, we can obtain . So, we choose and get
For the last term , by using the Taylor expansion of at , one has . So . It suffices to analyze the error estimates for source terms of the form and , respectively. Assume that . Then the term has the following form:
where . By repeating the similar argument in the above error estimate for , one can derive that . When , the corresponding semidiscrete Galerkin solution in (9) can be written as follows:
where the operator is given by
Furthermore, by (13), we have
from which we can derive the representation of the fully discrete solution below:
with . In view of (14), we get
Denote with the Dirac delta function at , we can rewrite (27) as
Since
one can derive that
We show that the above inequality is valid for . Indeed, by using the Taylor series expansion of at , we have
This Taylor expansion also holds for . One can easily obtain
and
Besides, there holds the following estimates:
and
with . Thus, combining with Theorem 1, we complete the proof. □
5. Extending to the Temporal Fourth-Order Scheme
In this section, we consider a higher-order numerical scheme based on the idea discussed in derivation of BDF3. For sake of simplicity, we focus on the temporal fourth-order scheme. By performing the preceding argument, we introduce temporal fourth-order finite element scheme (denoted by BDF4) based on convolution quadrature generated by BDF4: Find , such that the following holds:
with the following three corrections:
and
The corresponding error estimates for BDF4 is described by the following theorem.
Theorem 5.
where and if and and if .
Proof.
Similar to the idea discussed in the error estimates of Theorems 2–4, one can easily deduce the desired error estimate results for BDF4, and thus we omit the details here. □
6. Numerical Examples
Now, we perform the numerical examples to test the error estimates of BDF3 (25) and BDF4 (28). Let and . We consider the following three types of problem data:
- (a)
- and ;
- (b)
- and ;
- (c)
- and .
Here, is denoted as the characteristic function of the set S.
We remark that the three types of data considered above cover all cases of error theories, and therefore this is sufficient for our numerical tests. Moreover, we focus on the temporal convergence rate since the spatial one is well understood. Since the analytical solution of equation with the above data is hard to obtain, we use reference solution instead and the reference solution is computed by BDF4 with fixing and . The norm errors are measured by . The numerical results are demonstrated in Table 1, Table 2, Table 3, Table 4, Table 5 and Table 6. From these tables, we can see that when no correction terms are added to BDF3 and BDF4, the temporal convergence accuracy is only first-order accuracy for both (see Table 1, Table 2 and Table 3), while after adding suitable correction terms (cf. Table 4, Table 5 and Table 6), we observe the theoretical temporal third-/fourth-order accuracy, which numerically verifies the importance of adding correction terms and the correctness of our constructed correction terms in BDF3/BDF4.
Table 1.
The temporal norm errors for case (a) with , by original schemes.
Table 2.
The temporal norm errors for case (b) with , by original schemes.
Table 3.
The temporal norm errors for case (c) with , by original schemes.
Table 4.
The temporal norm errors for case (a) with , by modified schemes.
Table 5.
The temporal norm errors for case (b) with , by modified schemes.
Table 6.
The temporal norm errors for case (c) with , by modified schemes.
In addition, we also numerically compare the BDF3 and BDF4 with the BDF2 proposed in [1]; see Table 4, Table 5 and Table 6. The numerical results further indicate the correctness of our error estimates presented in Theorems 2–5 and reveal that our schemes greatly improve the temporal convergence accuracy of the BDF2.
7. Conclusions
In this paper, we developed an efficient temporal third/fourth-order finite element scheme for model (1) with smooth and nonsmooth data. The schemes were obtained by using the Galerkin finite element method in space and the convolution quadrature generated by the BDF3 and BDF4 in time, so this is why we refer to the resulting schemes as BDF3 and BDF4, respectively. In order to restore the desired accuracy for both smooth and nonsmooth data, we carefully chose the suitable corrections for the BDF3 and BDF4 at the starting two/three steps. Error estimates of the two modified schemes were established, with respect to the data regularity. Finally, the numerical examples confirmed the robustness and accuracy of the proposed schemes. With the BDF3/BDF4 modified at the starting two/three steps, we greatly improved the convergence results presented in [1].
Author Contributions
Conceptualization, L.N. and A.C.; methodology, L.N. and A.C.; validation, L.N. and A.C.; formal analysis, L.N. and A.C.; investigation, L.N. and A.C.; writing—original draft preparation, L.N. and A.C.; writing—review and editing, L.N. and A.C.; funding acquisition, L.N. and A.C. Both authors have read and agreed to the published version of the manuscript.
Funding
This research was funded by Guangxi Natural Science Foundation grant numbers 2018GXN SFBA281020 and 2018GXNSFAA138121.
Institutional Review Board Statement
Not applicable.
Informed Consent Statement
Not applicable.
Data Availability Statement
The data of numerical simulation used to support the findings of this study are included within the article.
Conflicts of Interest
The authors declare no conflict of interest.
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