Abstract
In this paper, the nonlinear time-fractional convection-diffusion equations are solved by the Legendre spectral method. The Caputo time-fractional derivative is discretized by the – scheme. A priori estimates of the fully discrete scheme are derived, and the existence and uniqueness of the numerical solution are analyzed. It is rigorously proved that the fully discrete scheme is unconditionally stable, and the convergence order of the numerical scheme is . Finally, numerical results are presented to verify the theoretical analysis.
Keywords:
Legendre spectral method; the nonlinear time fractional convection-diffusion equations; L2–1σ scheme; stability and convergence MSC:
35R11; 65M06; 65M12; 65M70
1. Introduction
In recent years, with the applications of fractional derivatives in various fields [1,2,3,4,5,6], nonlinear fractional convection-diffusion equations have garnered growing attention. Computational simulations, including reservoir simulation, substance and energy transport, and global climate generation, are often carried out with the utilization of such equations [7].
Numerical methods for solving fractional partial differential equations mainly include finite difference methods [8,9,10,11], finite element methods [12,13,14,15,16], finite volume methods [17,18,19,20], spectral methods [21,22,23,24], etc.
In this paper, we consider the following nonlinear time-fractional convection-diffusion equation [25]:
where , , and . The nonlinear term satisfies , and is bounded. Without loss of generality, we assume throughout the work. represents the Caputo time-fractional derivative, defined as
where is the gamma function.
Priyanka and Sahani et al. [26] used the scheme and the Hermite collocation method in time and space, respectively, to solve the two-dimensional time-fractional sub-diffusion equation. This method had order convergence in time and fourth-order convergence in space. Mohammadi et al. [27] constructed a fully discrete scheme based upon the fourth-order exponential time-differencing Runge–Kutta method and Fourier spectral method, where the convergence order was . Londoño et al. [28] proposed an effective numerical method for the two-dimensional time-fractional advection–dispersion equation, using the –2–3 scheme and Radial basis function (RBF) method in time and space, respectively. Singh and Kumar [29] applied – with nonuniform time mesh for the time-fractional derivative. The spatial direction was discretized using the high-order compact alternating-direction implicit (ADI) scheme, with convergence orders of . In [30], two numerical schemes were proposed for solving convection-diffusion delay differential equations. The first scheme employs the –2 scheme to the discrete Caputo fractional derivative and triangular spline technique to discretize the spatial variable. This method had convergence in time and second-order convergence in space, respectively. The second scheme combines the novel MABC operator with the triangular spline method and achieves second-order accuracy in both temporal and spatial directions. Both schemes are unconditionally stable and convergent.
In this paper, a nonlinear fully discrete scheme is constructed for the nonlinear time-fractional convection-diffusion equation. The – scheme is utilized for time discretization, while the Legendre spectral method is applied for spatial approximation. Compared to the Chebyshev/Jacobi methods, the Legendre spectral method offers better numerical stability by avoiding endpoint singularity-induced oscillations and using a diagonal mass matrix for higher efficiency. A priori error estimates of the numerical solution for the fully discrete scheme are presented. The existence and uniqueness of the solution to the fully discrete scheme are proved using the Brouwer fixed-point theorem. This work provides a rigorous error analysis for the nonlinear case, a key contribution that distinguishes it from existing linear-focused studies. It is demonstrated that this scheme is unconditionally stable and the convergence rate is of the order .
The rest of this paper is organized as follows: Some preliminaries and notations will be introduced in the next section. In Section 3, we construct a fully discrete scheme, where the – scheme is applied for temporal discretization and the Legendre spectral method is used for spatial discretization, and a priori estimates are provided. In Section 4, the existence and uniqueness of solutions for the fully discrete scheme are analyzed. We prove the unconditional stability and convergence of the fully discrete scheme in Section 5. In Section 6, numerical examples are provided to verify the theoretical results. The conclusion is presented in Section 7.
2. Preliminaries and Notations
Denote . The inner product of is denoted by . Let , , and be the usual Sobolev spaces equipped with norms , and , respectively. .
Define the space-time Sobolev space , endowed with the norm
The definitions of other space-time Sobolev spaces are similar to those given above. Throughout this paper, c denotes a generic positive constant.
Let N be a non-negative integer and , be the basis functions [31], where is an i-degree Legendre polynomial. The basis function space is .
Let represent the orthogonal projection operator and satisfy
For convenience, we denote . For this projection operator, we have the following approximation results.
Lemma 1
([32]). Assume ; then
where c is independent of N and u.
3. The Fully Discrete Scheme
In this section, we construct the fully discrete scheme for the equation. The time step is , , , . Let , , and . We also denote . The discretization of the Caputo time-fractional derivative using the – scheme is defined as [33]
where , ,
The – scheme’s coefficient (with ) and truncation error have the following properties.
Lemma 2
([34]). For any coefficient , and any , it holds that
Lemma 3
([34]). For any and , the following inequality holds:
Lemma 4
([33]). For any , we have
For spatial discretization, we use the Legendre spectral method and to approximate the nonlinear term . The fully discrete scheme of Equation (1) is as follows: find , for , such that
Next, we present a priori estimates.
Lemma 5.
Proof.
For the third term on the left-hand side of Equation (4), by applying Hölder’s inequality and Young’s inequality, we infer that
Applying the differentiation mean-value theorem to the fourth term on the left-hand side of (4), we deduce that
Substituting (5)–(7) into (4), and using Hölder’s inequality and Young’s inequality, we arrive at
By , we infer that
Applying the definition of operator for (9), we derive that
By Lemma 2, we have . Then we deduce that
where .
Next, we use mathematical induction to prove inequlity (3).
4. Existence and Uniqueness of Numerical Solution
The following Brouwer fixed-point theorem is crucial for proving the existence of the numerical solution.
Lemma 6
([32]). Let W be a finite-dimensional Hilbert space with scalar product and norm , and let be a continuous map satisfying for . Then there exists , , such that
Theorem 1.
Proof.
According to the definition of operator and , (2) can be rewritten into the form
The mapping is defined as
Using in (14), we have
For the third term on the right-hand side of (14), by applying the differentiation mean-value theorem, we get
Applying Hölder’s inequality and Young’s inequality, it holds that
Substituting (16)–(21) into (15), it holds that
Using and Lemma 5 yields
Substituting (23) into (22), we can conclude that
Applying , we derive that
Then we have for , where . By Lemma 6, we know that there exists such that . Since , it follows that the solution of scheme (2) exists. □
Theorem 2.
Proof.
Suppose that and are both solutions of scheme (2) with the same initial condition. ; then satisfies the following equation:
where . Taking , and using Lemma 4, we find that
By the differentiation mean-value theorem and Hölder’s inequality and Young’s inequality for (27), we can get
Due to , (27) can be rewritten as
According to the definition of operator , we can derive that
We use mathematical induction to prove the following inequality:
For , substituting into (30) yields , so (31) holds. Assume that (31) holds for . Then, by (30), we have
Thus, (31) holds for all k. Since , we conclude that ; hence the solution of scheme (2) is unique. □
5. Stability and Convergence Analysis
In this section, we prove the stability and convergence of the proposed numerical scheme. We analyze the stability of the numerical scheme. Let be the solution of the following equation:
We have the following conclusion.
Proof.
It is trivial to obtain the stability result by following the proofs of Lemma 5 and Theorem 2. □
Next, we provide the convergence analysis of the fully discrete schemes.
Theorem 4.
Proof.
Denote . Let . From (1) and (27), we obtain the following error equation:
where , , , and .
For the first term on the right-hand side of (34), by Hölder’s inequality, we obtain
Using the triangle inequality, we infer that
Substituting (36) into (35), applying Lemma 1 and Young’s inequality, we have
For , by using the Taylor expansion, Hölder’s inequality and Young’s inequality, we arrive at
For the third term of inequality (34), using the Taylor expansion, Lemma 1, Hölder’s inequality and Young’s inequality, we obtain
Using the formula of integration by parts, we infer that
Substituting (37)–(40) into (34) and using Lemma 4, we can conclude that
Now, estimating the nonlinear term, we arrive at
where , . Substituting (42) into (41), we have
By Lemma 1, Hölder’s inequality and Young’s inequality, it holds that
For , applying the Taylor expansion, Hölder’s inequality and Young’s inequality, we arrive at
Substituting (44) and (45) into (43), it follows that
By , we have
where
According to the definition of operator , we can infer that
Similar to the proof of Lemma 5, we can obtain
Finally, using the triangle inequality, namely , the result follows. □
6. Numerical Experiment
In this section, we present some numerical examples to support theoretical analysis. The norm error between the exact solution and the numerical solution, as well as the convergence rates in time and space, are calculated by the following formulas:
Example 1.
Consider the following nonlinear time-fractional convection-diffusion equation:
where
The exact solution is , . We propose the time convergence rate by selecting a sufficiently large N to eliminate spatial errors. Fixing and , Table 1 shows the errors calculated by the – scheme when takes different values. It can be seen that the second-order accuracy is achieved in the error.
Table 1.
Errors and temporal convergence rates for Example 1.
Next, we verify the spatial convergence rates by selecting small enough to avoid contamination of the temporal error. We take = 0.001. Figure 1 and Figure 2 describe the errors with respect to the polynomial degree N on a semi-log scale for different . The results demonstrate that the error decays exponentially, indicating that the method achieves spectral accuracy in space.
Figure 1.
Errors versus the polynomial degree N for Example 1 ().
Figure 2.
Errors versus the polynomial degree N for Example 1 ().
Example 2.
Consider the following nonlinear time-fractional convection-diffusion equation:
where
The exact solution is , . To eliminate the influence of spatial errors, we choose a sufficiently large N and set and . Table 2 displays the errors computed by the – scheme for different values of . Evidently, the error achieves second-order temporal accuracy.
Table 2.
Errors and temporal convergence rates for Example 2.
We chose = 0.001. Figure 3 and Figure 4 describe the errors with respect to the polynomial degree N on a semi-log scale for different . The figures demonstrate that the errors decay exponentially; namely, we obtain spectral accuracy in space. All numerical results are consistent with our theoretical analysis.
Figure 3.
Errors versus the polynomial degree N for Example 2 ().
Figure 4.
Errors versus the polynomial degree N for Example 2 ().
7. Conclusions
We have constructed a spectral scheme for nonlinear time-fractional convection-diffusion equations. Theoretical analysis confirms that the scheme is unconditionally stable, meaning the numerical solution remains bounded for any spatial grid size N and temporal step , which greatly enhances its practical applicability. The scheme also achieves a convergence rate of . The main contributions of this paper are: (i) the – scheme, which significantly improves the temporal accuracy, and (ii) rigorous analysis of the existence and uniqueness of solutions to the fully discrete scheme. The methods we proposed can be applied to other equations as well as two-dimensional, three-dimensional, or even higher-dimensional equations. In future work, we aim to extend this framework to variable-order fractional derivative equations and coupled multi-physics systems, further broadening its scope of application.
Author Contributions
Methodology, G.L., L.J. and W.C.; writing—original draft preparation, G.L. and L.J.; writing—review and editing, G.L., W.C., Q.C. and X.W. All authors have read and agreed to the published version of the manuscript.
Funding
This research was funded by the Natural Science Foundation of Guangxi, China (2021GXNSFAA220109, 2025GXNSFAA069197), and the Innovation Project of Guangxi Graduate Education (JGY2023123).
Informed Consent Statement
Written informed consent has been obtained from the patient(s) to publish this paper.
Data Availability Statement
The original contributions presented in this study are included in the article. Further inquiries can be directed to the corresponding author.
Conflicts of Interest
The authors declare no conflicts of interest.
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