Abstract
In this paper, efficient methods seeking the numerical solution of a time-fractional fourth-order differential equation with Caputoβs derivative are derived. The solution of such a problem has a weak singularity near the initial time . The Caputo time-fractional derivative with derivative order is discretized by the well-known L1 formula on nonuniform meshes; for the spatial derivative, the local discontinuous Galerkin (LDG) finite element method is used. Based on the discrete fractional Gronwallβs inequality, we prove the stability of the proposed scheme and the optimal error estimate for the solution, i.e., -order accurate in time and -order accurate in space, when piece-wise polynomials of degree at most k are used. Moreover, a second-order and nonuniform time-stepping scheme is developed for the fractional model. The scheme uses the - formula for the time fractional derivative and the LDG method for the space approximation. The stability and temporal optimal second-order convergence of the scheme are also shown. Finally, some numerical experiments are presented to confirm the theoretical results.
1. Introduction
In this paper, we consider the local discontinuous Galerkin (LDG) finite element method for the following time-fractional fourth-order problem with periodic boundary condition
where , , and are arbitrary constants. Without loss of generality, we assume that and ; however, we do not require the sign of to be positive or negative. The source term and the initial value are given functions. The term represents the Caputo fractional derivative of order () with respect to t, which is [,],
in which the operator denotes the partial derivative with respect to s, and is the usual gamma function.
Time-fractional partial differential equations with fourth-order spatial derivatives have been widely used in various fields, such as bridge slabs, airplane wings, floor system and window glass (e.g., [,,,]). On the assumption that the analytical solution is sufficiently smooth, many numerical methods have been devised for this kind of problem. In [], a fully discrete LDG scheme was proposed to solve the time-fractional fourth-order equation and was proven to be stable and convergent with order , where k is the degree of piece-wise polynomial, and and h are the temporal and spatial stepsizes, respectively.
Soon after, Guo et al. [] showed that the order of convergence for the LDG method presented in [] can be improved to the optimal order . Liu et al. [] presented a mixed finite element method for the time-fractional fourth-order problem, and the stability as well as the convergence were proven. Zhang and Pu [] solved the fourth-order fractional sub-diffusion equation by applying the - formula for the time variable and employing a compact operator to approximate the spatial fourth-order derivative. The unconditional stability and convergence were proven using the discrete energy method.
Cui [] studied the convergence of a compact finite difference scheme for the time-fractional fourth-order equation. Fei and Huang [] analyzed the GalerkinβLegendre spectral method for the distributed-order time-fractional fourth-order partial differential equation. In [], a space-time spectral-Galerkin method was presented for the fourth-order time-fractional partial integro-differential equation with a weakly singular kernel.
Note that, in most of the numerical methods mentioned above, the convergence analysis requires that solution u of problem (1) be smooth enough with respect to t, and then the expected accuracy can be achieved. However, from a practical application point of view, this requirement is unrealistic, because the solution u of a time-fractional differential equation usually exhibits a weak initial singularity, that is, and /or blows up as , although is continuous on , see, e.g., [,,,,,,,,,]. However, to the authorsβ knowledge, there is little discussion on numerical methods and related numerical analysis that take into account the possible initial singularity of time-fractional fourth-order problems (1).
The main objective of this paper is to study two types of time discretization schemes combined with the LDG method in the spatial direction for solving problem (1) with an initial singularity. The first scheme is to approximate the Caputo time-fractional derivative with the L1 formula on nonuniform meshes, to discretize the spatial derivative with the LDG method, and then a fully discrete numerical scheme is obtained. With the help of the discrete fractional Gronwall inequality, we show that the scheme is numerically stable and yields the optimal error estimate (i.e., th-order accurate in time and th-order accurate in space when piece-wise polynomials of up to k are used).
However, no matter how the mesh is divided, the accuracy of this approach in the time direction is at most . In order to construct a numerical scheme with higher accuracy in the time direction, we consider another formula to discretize the Caputo time-fractional derivative, namely the - formula, while, in the spatial direction, we still use the LDG method to approximate it. This method is then shown to be stable and convergent and to achieve second-order accuracy in the time direction.
The rest of the paper is organized as follows. In Section 2, we introduce some notations, definitions and projections that will be used in the following numerical analysis. Furthermore, the semi-discrete LDG scheme is presented in this section. In Section 3, a fully discrete numerical scheme based on the L1 formula in the time direction and the LDG method in the spatial direction is proposed for the time-fractional fourth-order Equation (1), and its stability analysis and error estimate are rigorously discussed. In Section 4, a higher-order numerical scheme is constructed, and the stability and convergence of the scheme are likewise demonstrated. In Section 5, numerical examples are provided to illustrate the theoretical statements. The last section includes some concluding remarks.
2. Preliminaries
Let us start by presenting the notations, definitions and projections used in this paper.
2.1. Tessellation and Function Space
Let be the partition of , where and are the two boundary endpoints. For each cell , the cell center and cell length are denoted by and , respectively. We use to denote the length of the largest cell. Throughout this paper, it is assumed that is a quasi-uniform mesh; namely, there exists a fixed positive constant independent of h such that for any , when h goes to zero. Define the finite element space
where denotes the space of polynomials of degree no more than k on the cell . Note that the functions in this space are allowed to have discontinuities across element interfaces. As usual, we use and to represent the left and right limits of u at the cell interface , respectively. At each point , the jump of a possibly discontinuous function u is denoted as
It is clear that belongs to the following broken Sobolev space:
equipped with the norm , where is the standard Sobolev l norm, i.e., . In particular, if , we use an unmarked norm to represent the usual norm on .
To end this subsection, we list some inverse properties of the finite element space . For any , there exists a positive constants independent of and h, such that
Here and below, is the union of all cell boundary points, and for any , the norm on is defined by
2.2. The Semi-Discrete LDG Scheme
As usual, we first introduce some auxiliary variables approximating various order derivatives of the solution and rewrite Equation (1) into a first-order system,
Then, the semi-discrete LDG scheme is as follows: , find , , , , such that for any and , it holds that
where
Notice that the periodic boundary conditions are considered, i.e., and for .
Denote, by , the inner product in . Summing up the variational formulations (5) over , we can write the semi-discrete LDG scheme (5a)β(5d) in the global form: find , , , , such that for any , it holds that
Here, , , and
Using the definitions of the above operators, the following lemmas can be obtained, and the proof is straightforward (refer to []).
Lemma 1.
For any , it holds that
where .
Lemma 3.
For any , it holds that
Lemma 4.
Lemma 4 presents the important relationships between the primal and auxiliary variables, which are crucial to the stability analysis.
2.3. Projection and Interpolation Property
In what follows, we define the elliptic projection. For any function u, , , and , the elliptic projection is the unique solution such that, for any ,
In addition, since is determined as an additive constant in the elliptic problem with periodic boundary conditions, to ensure that (12a)β(12d) is well-defined, we assume []
By referring to Lemma 4.2 in [], it can be found that the elliptic projection defined above exists uniquely and satisfies the following approximation properties.
Lemma 5.
For any function u, , , with the smoothness assumption
Let , , , be the elliptic projection (12), we have
where C is a constant depending on the regularity of u but is independent of h.
3. Nonuniform L1βLDG Scheme
In this section, we propose a fully discrete numerical scheme to solve the time-fractional fourth-order Equation (1), hereafter referred to as the nonuniform L1βLDG scheme, which discretizes the Caputo time-fractional derivative using the L1 formula on nonuniform meshes and the LDG method to discretize the spatial derivative.
3.1. The Fully Discrete Numerical Scheme and Its Stability
For a given finite time , denote , and let be the mesh points, where . Let , be the time mesh sizes. If , then the mesh is uniform.
The well-known approximation on the nonuniform meshes to the Caputo derivative is given by []
where for . Throughout this paper, we denote if no confusion appears.
Denote for , and
Then, from ([] Lemma 2.1), the coefficient satisfies the property that
The nonuniform L1 scheme (15) can be written as for . For simplicity, we denote
Lemma 6
([]). Assume that for . Then,
Lemma 7
([]). Assume that and for , and then
Let be the approximation of , respectively. Then, the fully discrete nonuniform L1βLDG scheme for problem (1) is as follows: find , , , such that, for any , it holds that
Now, we turn to the stability analysis of scheme (18). We first introduce the following discrete fractional Gronwall inequality.
Lemma 8
([]). For any finite time and a given nonnegative sequence , assume that there exists a constant Ξ», independent of time-steps, such that . Suppose that the grid function satisfies
where are nonnegative sequences. If the maximum time-step , it holds that, for ,
Here, is the MittagβLeffler function.
Lemma 9
([]). Let the functions be in for . Then, one has the following inequality
Theorem 1.
If the graded mesh satisfies the maximum time-step condition , then, for , the solution of the fully discrete nonuniform L1βLDG scheme (18) satisfies
Proof.
Choosing the test function in (18a) as and using Lemma 2, we obtain
It follows from Lemma 1 that
By the CauchyβSchwarz inequality and (18c), one has
Applying Lemma 1, the equality (18d) and Lemma 4, we find
Therefore, if we take and use the CauchyβSchwarz inequality again, then
By using the Youngβs inequality together with Lemma 9, we obtain the estimate
Therefore, applying Lemma 8 with , , , , and for , we have
provided that the maximum time-step . This completes the proof. β‘
3.2. Error Estimate of the Nonuniform L1βLDG Scheme
We are now ready to show the optimal error estimate of scheme (18). Assume that the solution u of time-fractional fourth-order problem (1) satisfies
Theorem 2.
Proof.
For any , denote
Let be the elliptic projection defined in (12) at time . Then, we divide the error in the form
for , where
In order to obtain the error equation of the fully discrete numerical scheme, we need to present the weak formulation of (4) at , which is,
where and are test functions. Then, we can find the error equation by subtracting (18) from (33) that, for any and ,
where . According to the definition (12) of elliptic projection and (33b)β(33d), we obtain
Taking in (37a), we obtain the following identity
From Lemma 2, we arrive at
It has been shown in ([], Lemma 9) that
By the similar argument to prove inequality (11) in Lemma 3 (refer ([], Lemma 3.3) for similar analysis), we can find
Then, combine (40)β(41) and Lemma 4 to obtain
where we have used the interpolating property (14) in the first inequality.
Using the CauchyβSchwarz inequality and (37c), one finds
where is a positive constant. We next estimate . It follows from Lemma 1 and (37d) that
Then, applying the CauchyβSchwarz inequality, Youngβs inequality and Lemma 4, we have that
Combining (38), (39), (42), and (47) together and utilizing the CauchyβSchwarz inequality, we conclude that
As a consequence, if we take , then
Note that . Thus, by (49) and (31), we obtain
which, together with Lemma 9 and interpolation property (14), yields
Applying Lemma 8 with , , , , and , we find from (51) that
provided that the maximum time-step . From Lemma 7, we have
Then, the desired estimate can be obtained using together interpolation property (14) and the triangle inequality. β‘
Remark 1.
From Theorem 2, it can be concluded that the optimal order of convergence (i.e., th-order accurate in time and -order accurate in space) for the solution can be obtained if we use nonuniform L1 formula in the temporal direction and the LDG method in space. However, the numerical solution generated by scheme (18) will be limited to being -order accurate in time even if the solution is sufficiently smooth. Therefore, developing high-order numerical algorithms for the time-fractional fourth-order problem (1) is also indispensable and will be studied in the next section.
4. Nonuniform -βLDG Scheme
In the section, based on the LDG method in the spatial direction and - approximation in the time direction, we propose a fully discrete numerical scheme (called the nonuniform -βLDG scheme for brevity) with high temporal accuracy to solve the time-fractional fourth-order Equation (1).
4.1. The Fully Discrete Numerical Scheme and Its Stability
For a given finite time , let , be the mesh points, . Denote , and let be the time mesh sizes. For , we set , , and for .
The nonuniform - approximation to Caputoβs fractional derivative at is given by []
where , , and for ,
Denote , for , and . Then, for , it holds that
Referring to Ref. [], we introduce the discrete convolution kernel ,
Moreover, it was proven in [] that
where is a positive constant.
Let , , , and then the weak form of the time-fractional fourth-order Equation (1) at is formulated as
where are test functions; ; the bilinear operators and are defined in (6) and (9), respectively; has been given in (8); and
The LDG method introduced in Section 2 is used for spatial discretization. Then, the fully discrete nonuniform -βLDG approximation scheme for (1) reads as: find , , , such that, for all , it holds that
Below, we study the stability of the nonuniform -βLDG scheme (58). The following lemmas play a key role in proving the stability for the nonuniform meshes.
Lemma 10
([]). For any finite time and a given nonnegative sequence , assume that there exists a constant Ξ, independent of time-steps, such that . Let and suppose that the grid function satisfies
where are nonnegative sequences. If the maximum time-step , it holds that, for ,
Lemma 11
([]). Suppose . For any function , we have the following inequality
Theorem 3.
If the graded mesh satisfies the maximum time-step condition , then, for , the solution of the fully discrete nonuniform -βLDG scheme (58) satisfies
Proof.
Taking the test function in (58a) and applying Lemma 2, we obtain
Similar to that in the proof of (26), we can use the CauchyβSchwarz inequality to obtain
A combination of Lemma 11 and (60) leads to
It thus follows from Lemma 10 with , , , , and that
provided that the maximum time-step . The proof is completed. β‘
4.2. Error Estimate of the Nonuniform -βLDG Scheme
In this section, we study the error analysis of fully discrete nonuniform -βLDG scheme (58) for Equation (1). Assume that the exact solution of (1) is sufficiently smooth, i.e.,
Lemma 12
([]). Suppose . Then, for any function , one has
where
and is the quadratic polynomial that interpolates to at the points , and .
Lemma 13
([]). Suppose that satisfies the condition (62). Then, we have
In Section 3.2, we gave the convergence analysis of the nonuniform L1βLDG scheme, and the same idea can be used for the nonuniform -βLDG scheme. However, the proof will be somewhat complicated. Along a similar line, we can easily establish the error equation by subtracting (58) from (57) that, for any and ,
where , , and are the errors with the decompositions
Here,
and is the elliptic projection defined in (12).
Theorem 4.
Assume that the solution u of the problem (1) satisfies the condition (62) and . Let be the numerical solution of the fully discrete LDG scheme (58). Suppose and the nonuniform mesh satisfies the maximum time-step condition , then for , the following estimate holds
where C is a positive constant independent of M and h.
Proof.
Substituting (64) into (63) and denoting , we observe that
in which and . By the definition (12) of elliptic projection, we have
Setting in (67a) and using Lemma 2, we arrive at
By an analysis similar to that in the proof of (47), we have that
where is a positive constant. Employing the definition of operator and applying (66c)β(66d), it is easy to see that
Similar to that in the proof of (42), we can derive
Then, a simple use of the CauchyβSchwarz inequality and interpolation property (14) yields
Thus, if we take , inequality (73) reduces to
From interpolation property (14), we have
Next, we estimate . When , since , there exists a constant C such that . When , by using ([], Lemma 9) and (62), we have
where, in the second step, the estimate has been applied. As a consequence,
which, together with the case of , leads to
Then, it follows from Lemmas 12 and 13 that
5. Numerical Examples
The purpose of this section is to numerically validate the efficiency of schemes (18) and (58) for solving the time-fractional fourth-order Equation (1) with initial singularity. All the algorithms were implemented using MATLAB R2016a, and were run in a 3.10 GHz PC with 16 GB RAM and a Windows 10 operating system.
Example 1.
Consider the problem (1) with , , , , , and the periodic boundary condition in use. In this case, the source term
The analytical solution is given by . This solution displays a weak singularity at .
To solve Example 1, we apply the nonuniform L1βLDG scheme (18) with in computation. The -norm errors and temporal convergence orders of the numerical solution for and different time-steps are listed in Table 1. The convergence orders of and are close to , which is consistent with the theoretical prediction in Theorem 2. However, the accuracy of is slightly lower. In Table 2 and Table 3, for fixed and , we observe that the spatial convergence order for (18) is , which is in agreement with the theoretical analysis. The numerical solutions of the scheme (18) for different are given in Figure 1, Figure 2 and Figure 3. Figure 4 depicts the -norm errors versus N between the numerical solution and the exact solution for different at . The graphs show good agreement between the two solutions.
Table 1.
The -norm errors and corresponding temporal convergence orders for Example 1 with , by the scheme (18) with and .
Table 2.
The -norm errors and corresponding spatial convergence orders for Example 1 with , by the scheme (18) with , and .
Table 3.
The -norm errors and corresponding spatial convergence orders for Example 1 with , by the scheme (18) with , and .
Figure 1.
The numerical solution the scheme (18) for Example 1 with , , , and .
Figure 2.
The numerical solution by the scheme (18) for Example 1 with , , , , and .
Figure 3.
The numerical solution by the scheme (18) for Example 1 with , , , and .
Figure 4.
-norm errors versus N with different values of , , , and .
Example 2.
The purpose of this example is to investigate the accuracy and efficiency of the proposed nonuniform -βLDG method (57). For simplicity, the equation in Example 1 is still regarded as a test problem, but it is solved by the scheme (57). The -norm errors at time and convergence orders in the temporal direction with different Ξ± and r are shown in Table 4, Table 5 and Table 6. The orders of convergence displayed indicate that the order of convergence is , which coincides with Theorem 4. From Table 5 and Table 6, we can also see that the grading parameter yields the temporal optimal second-order accuracy. Then, we refine the spatial step size with a fixed temporal step size . The -norm errors at time and convergence orders in the spatial direction are shown in Table 7. The results imply that the algorithm (57) has an accuracy of in space.
Table 4.
The -norm errors and corresponding temporal convergence orders for Example 2 with , by the scheme (57) with and .
Table 5.
The -norm errors and corresponding temporal convergence orders for Example 2 with , by the scheme (57) with and .
Table 6.
The -norm errors and corresponding temporal convergence orders for Example 2 with , by the scheme (57) with and .
Table 7.
The -norm errors and corresponding spatial convergence orders for Example 2 with , by the scheme (57) with , and .
6. Concluding Remarks
In this paper, we studied the numerical algorithms for the time-fractional fourth-order equation with an initial singularity. In the temporal direction, two types of finite difference schemes were proposed and analyzed, including the nonuniform L1 scheme and nonuniform - scheme. In the spatial direction, the LDG method was utilized. Detailed proofs of stability and optimal error estimates for the schemes were derived using the discrete fractional Gronwall-type inequalities. Finally, some numerical examples were presented to verify the theoretical results.
Funding
This work was supported by the National Natural Science Foundation of China (NSFC) under grant No. 12101266.
Institutional Review Board Statement
Not applicable.
Informed Consent Statement
Not applicable.
Data Availability Statement
All the data were computed using our algorithms.
Conflicts of Interest
The author declares no conflict of interest. The funder had no role in the design of the study; in the collection, analyses, or interpretation of data; in the writing of the manuscript, or in the decision to publish the results.
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