Abstract
In this paper, an implicit difference scheme is proposed and analyzed for a class of nonlinear fourth-order equations with the multi-term Riemann–Liouvile (R–L) fractional integral kernels. For the nonlinear convection term, we handle implicitly and attain a system of nonlinear algebraic equations by using the Galerkin method based on piecewise linear test functions. The Riemann–Liouvile fractional integral terms are treated by convolution quadrature. In order to obtain a fully discrete method, the standard central difference approximation is used to discretize the spatial derivative. The stability and convergence are rigorously proved by the discrete energy method. In addition, the existence and uniqueness of numerical solutions for nonlinear systems are proved strictly. Additionally, we introduce and compare the Besse relaxation algorithm, the Newton iterative method, and the linearized iterative algorithm for solving the nonlinear systems. Numerical results confirm the theoretical analysis and show the effectiveness of the method.
1. Introduction
Partial integro-differential equations (PIDEs) have been applied widely in physical models, chemistry and biology [1,2,3,4]. Additionally, the fractional reaction–subdiffusion equation is believed to provide a powerful tool for the modeling plenty of natural phenomena in physics, biology, and chemistry [5,6,7]. Many numerical methods have been extensively studied. In [8], Sanz-Serna was the first to propose the difference scheme for nonlinear integro-differential equations; then, Lopez-Marcos [9] made a direct extension and considered the difference method for a class of nonlinear partial integro differential equations. Tang [10] considered a finite difference scheme for nonlinear PIDEs, approximated the differential term using the Crank–Nicolson scheme, and dealt with the integral term with the product trapezoidal method. Fairweather and Pani [11] used the backward Euler–Galerkin method for some partial integral differentials and derived the prior error estimates. Xu [12,13,14] also completed a series of studies for nonlinear integro-differential equations. A class of fractional convection–diffusion equations with variable coefficients are solved with the Sinc–Legendre collocation method [15], and nonlinear fractional convection–diffusion equations are solved using the homotopy analysis method [16]. For more development of numerical methods and analysis of the fractional reaction–subdiffusion equations, we refer the readers to [17,18,19].
This paper is devoted to the study of an implicit difference scheme for the nonlinear fourth-order equation with the multi-term Riemann–Liouvile fractional integral kernels
the initial condition and the boundary value conditions are
respectively, where and are the given smooth functions. Additionally, the and are defined by
where for , , denote the R–L fractional integral operator [2] defined by
For the fourth-order nonlinear partial differential equations, many scholars have carried out extensive research [9,20,21,22,23]. In the paper, we propose the backward Euler scheme and convolution quadrature finite difference method for (1)–(3). The nonlinear convective term in our equation deals with Galerkin method, which attains an advantage over the scheme in [23]. We also introduce and compare three nonlinear iterative methods, including the Besse relaxation algorithm, the Newton iterative method, and the linearized iterative algorithm, to solve the nonlinear systems. We also discuss the advantages and disadvantages of three kinds of methods. The existence and uniqueness of numerical solutions for nonlinear systems are proved strictly. The stability and convergence are rigorously proved by the discrete energy method.
The outline of the paper is as follows. In Section 2, the backward Euler implicit difference scheme is derived. In Section 3, it is proved that the stability of the difference scheme under the and norms. In particular, the existence of the backward Euler implicit difference scheme is proved by the Leray–Schauder Theorem. In the Section 4, convergence is proved, and the uniqueness of solution is also proved. The numerical examples are given to check our analysis in Section 5. Finally, this paper ends with a brief conclusion in Section 6.
2. The Construction of the Fully Discrete Scheme
Let J be a positive integer, define the space-step size , and is the mesh points. For a positive integer N, we introduce the time-step size , the nodes , and the intermediate nodes .
Additionally, we define the following grid functions:
Giving grid function . Some notations are defined as follows
To construct the scheme fully, we first introduce the first-order quadrature rule [20,21] to approximate the R–L fractional integral
by the generating power series , the quadrature weights can be attained by
Further, the quadrature weights can be computed by
Let , we can obtain the quadrature error in the next lemma.
Lemma 1
([3,14]). Let be a real and continuously differentiable function in , and is continuous and integrable for . Then, based on the Equation (9), the error of the convolution quadrature is bounded by
where the constant C does not rely on k.
Lemma 2.
Let , for ; it holds that
Proof.
By using the Taylor expansion with integral remainder [24,25,26], we obtain
by triangle inequality, we obtain
Since , then
By Lemma 1, we obtain
The proof is finished. ☐
Lemma 3.
Let , for , we know
Proof.
By using the Taylor expansion with integral remainder, we have
Similarly to Lemma 2, we can complete the proof of the Lemma 3. ☐
We now derive the backward Euler implicit difference scheme for the problem (1)–(3). Considering (1) at the point , we obtain
Thus, we have
and
Second, for the nonlinear convection term , we discretize it by the Galerkin method with piecewise linear test functions
Third, for , we have
where
By Lemmas 1–3, there is a constant C independent of h and k, which satisfies
The following initial and boundary value conditions can be attained
3. Existence and Stability
In this section, we analyze the stability, stability, and existence of the backward Euler implicit difference scheme (22).
Firstly, we shall introduce some notations and lemmas that will be used for the proof of the stability. Let . For any grid functions , we denote
Lemma 4
([27,28]). For any function s defined on , we obtain
Lemma 5
([9,29]). Let ; then
Lemma 6
([24,25,30]). For any , such that ; then, we have
Lemma 7
([31]). Let be defined in Equation (6); is a positive type if and only if
where denotes the real part, denotes the Laplace transform of .
Lemma 8
([24,25]). If {} is a real-valued sequence such that is analytic in , then for any positive integer N and any , ,
if and only if
It is noticed that the generating function (9) satisfies the condition of Lemma 8.
3.1. Stability
Theorem 1.
(-stability) Assume that is the solution of the backward Euler implicit difference scheme (22). We can obtain
Proof.
Taking the inner product of (22) with , for , we obtain the following formula
Second, utilizing Lemmas 4, 5, 7, and 8, we have
Additionally,
Taking , we obtain
The proof of the Theorem 1 is finished.
☐
Theorem 2.
(-stability) Assume that is the solution of the backward Euler implicit difference scheme (22). Then, it holds that
3.2. Existence
Next, we will use the Leray–Schauder Theorem [33] to prove the existence of numerical solutions for the scheme (22).
Theorem 3.
Giving two positive integers J, N, and , the Equation (22) has a solution for
Proof.
We can employ the mathematical induction to prove the Theorem 3. Since , for given , , we will prove that Equation (22) has a solution for .
At the beginning, we define the mapping by
Next, we need to prove that the mapping has a fixed point. We consider an open ball in endowed with the norm in (23). Suppose that for and in the boundary of ,
Since , using Lemmas 5 and 6, we obtain
Taking the inner product of (37) with , we have
Thus,
It is noted that the above inequality contradicts with hypothesis for large r. Hence, (37) has no solution on . By the Leray–Schauder Theorem [33], there is a fixed point of in the closure of . The proof of existence Theorem is finished. ☐
4. Uniqueness and Convergence
4.1. Convergence
Let
To complete the proof of convergence, we provide the following Lemmas.
Lemma 9
([34]). (Discrete Gronwall’s inequality) If is a non-negative real sequence and satisfies
where is non-descending and non-negative sequence, , then it holds that
Lemma 10.
For , it holds that
Proof.
(i) By the definition of , we have
The proof of (ii) are similar to (i). Thus, Lemma 10 is proved. ☐
Lemma 11.
When and , then it holds that
Proof.
Utilizing the conditions and .
Firstly, by (15), Lemmas 1 and 2, we have
Secondly,
Thirdly,
Finally, by (16), Lemmas 1 and 3, we have
Therefore, we are done with this proof. ☐
Lemma 12.
Set , for , , , we have
Proof.
By Lemma 10, for , it holds that
then, we obtain
Utilizing the boundary conditions and using the Cauchy–Schwarz inequality, we obtain
Additionally, we can get
Thus, we obtain
The proof is proved. ☐
Theorem 4.
4.2. Uniqueness
Theorem 5.
Under the assumptions in Theorem 4—for h is small enough and —then the difference scheme (22) has a unique solution.
Proof.
Set and , to be the solutions of (22). Since , we assume for . Next, we need to prove .
First, using (22), we have
Second, taking the inner product of (51) with , and using Lemmas 5, 6, and 8, we obtain
Since
Then,
Further, we have
Rearranging, we have
Additionally,
Thus, we ottain
Using inequality (56), we have for as and finish the proof. ☐
5. Numerical Results
In this section, we solve this problem (1)–(3) with by difference scheme (22). We provide three iterative methods [32,35,36]: the Besse relaxtion algorithm (Besse), the Newton iterative method (Newton), and the linearized iterative algorithm (linearized), to solve the nonlinear system (22). Let and and
Example 1.
In the first example, we consider the initial condition , the source term
and the exact solution is
where α, is the regular parameter.
Table 1 lists the norm errors; the corresponding spatial convergence rate; and the total number of iterations of our scheme under different parameters and , respectively. Taking the temporal step and , we can know from Table 1 that the spatial convergence order is about order 2. Through comparison, it can be seen that the numerical results of the three iterative methods have a small gap in the spatial direction.
Table 1.
The errors and convergence rates when and , for Example 1.
Fix the spatial step and . Table 2 shows that the temporal convergence order is about order one. Through the comparison of three iteration methods, we can find that the temporal convergence order of the Basse relaxation algorithm is not very stable. In addition, the total number of iterations of the linear iterative algorithm is less than the Newton iterative method.
Table 2.
The errors and convergence rates when and , for Example 1.
Taking fixed, Figure 1 shows the spatial convergence order for , and Figure 2 shows the convergence order in the time direction for . It can be seen that the numerical results of the convergence order are in good agreement with the theoretical analysis.
Figure 1.
The error and convergence orders in space with and , for Example 1.
Figure 2.
The error and convergence orders in time with and , for Example 1.
Example 2.
In the second Example, we take the exact solution
Correspondingly, the initial condition is and the inhomogeneous term is
It can be seen from Table 3 and Table 4 that the spatial convergence order is about order two and the temporal convergence order is about order one, respectively. It can be seen that the numerical results are the same as Example 1 and the convergence order is in good agreement with the theoretical analysis.
Table 3.
The errors and convergence rates when and , for Example 2.
Table 4.
The errors and convergence rates when and , for Example 2.
6. Concluding Remarks
In this paper, we propose an implicit difference scheme for a class of nonlinear fourth-order equations with the multi-term Riemann–Liouvile fractional integral kernels. For the nonlinear convection term, we use the Galerkin method based on piecewise linear test functions. The Riemann–Liouvile fractional integral terms are treated by convolution quadrature. The standard central difference approximation is used to discretize the spatial derivative. The stability and convergence are rigorously proved by the discrete energy method. The existence and uniqueness of the numerical solutions for nonlinear systems are proved strictly. Lastly, we introduce and compare three iterative methods for solving the nonlinear systems.
Author Contributions
Conceptualization, X.J.; methodology, X.Y. and X.J.; software, H.Z.; validation, X.Y., H.Z., and Q.T.; formal analysis, X.Y., and X.J.; writing—original draft preparation, X.J.; and writing—review and editing, X.Y., H.Z., and Q.T. All authors have read and agreed to the published version of the manuscript.
Funding
The work was supported by the National Natural Science Foundation of China (12126321), the Scientific Research Fund of Hunan Provincial Education Department (21B0550), and the Hunan Provincial Natural Science Foundation of China (2022JJ50083, 2021JJ30209).
Institutional Review Board Statement
Not applicable.
Informed Consent Statement
Not applicable.
Data Availability Statement
All the data were computed using our algorithm.
Conflicts of Interest
The authors declare no conflict of interest. The funders 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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