Abstract
In this paper, we numerically solve the nonlinear time-fractional diffusion equation of distributed order on an unbounded domain with a weak singularity. A fully discrete implicit scheme is developed based on the L1 formula on graded meshes in time and the Galerkin spectral method using the Laguerre function in space. We obtained an -robust discrete Gronwall inequality and the a priori error estimation of the numerical solution. Then, the existence and uniqueness of the numerical solution are discussed. Next, we present the -robust stability and convergence of the fully discrete scheme, where the convergence was obtained based on the regularity conditions of the exact solution. A numerical example demonstrates the validity of the theoretical results.
Keywords:
distributed-order fractional diffusion equation; spectral method; existence and uniqueness; stability and convergence; α robust MSC:
65M12; 65M06; 65M70; 35R11
1. Introduction
Fractional derivatives can describe the memory and hereditary properties of various materials and processes. Thus, the fractional diffusion equations have been widely used in modeling various phenomena in anomalous diffusion [], visco-elasticity [,], and so on. Some scholars have studied the numerical solutions of the time-fractional partial differential equations; one may refer to [,,,,,,] and the references therein.
In this work, the nonlinear distributed-order time-fractional diffusion equations in an unbounded domain are considered:
satisfying
here, the coefficients and are positive constants and the nonlinear term . is the distributed-order fractional derivative with respect to the time variable t, defined as
where is a given constant, is the Caputo fractional derivative with order , given by
and , . The right-hand side is a continuous function on Without loss of generality, we assumed that .
The time-fractional diffusion equations of distributed order are used to model ultraslow diffusion phenomena in polymer physics, iterated map models, models of a particle’s motion in a quenched random force field, and so on [,,]. Hu et al. [] used an implicit difference method to solve the time distributed-order diffusion equations and proved that the scheme was stable and convergent. Chen et al. [] proposed a finite-difference/spectral method to numerically solve the time-fractional reaction diffusion equations of distributed order and obtained the stability and convergence of the scheme. Gao and Sun [,] numerically solved two-dimensional time-fractional diffusion equations of distributed order by alternating direction implicit difference methods and showed that the algorithms were stable and convergent. In these papers, the error estimates were obtained based on the condition that the solutions with respect to the time variable were smooth enough. In fact, the solutions of the time-fractional diffusion equation exhibit an initial singularity [,]. Namely, the first-order and higher-order derivatives with respect to the time variable t will blow up as for a continuous solution.
Ren and Chen [] proposed a finite-difference/Legendre spectral method for the time-fractional diffusion equations of distributed order on bounded domains and obtained the rigorous error estimates based on the initial singularity of the solution. However, the numerical solution ofthe nonlinear distributed-order time-fractional diffusion equations with a weak singularity on an unbounded domain is sparse.
Define the graded meshes for positive integer M and grading parameter . Denote for . The L1 formula on the graded meshes is defined in [] as follows:
where
In this work, an -robust spectral method is proposed to solve the nonlinear distributed-order time-fractional diffusion equation with a weak singularity on an unbounded domain. We present a fully discrete scheme combining the L1 formula on a graded mesh in time with the Galerkin spectral method using the Laguerre function in space. The -robust discrete Gronwall inequality is established, and the a priori estimation of the numerical solution is presented. Then, the existence of a numerical solution is given based on the Brouwer fixed-pointed theorem; moreover, the uniqueness is also presented. Next, using the proposed Gronwall inequality, we prove the -robust stability and convergence for the constructed scheme, where the convergence is obtained based on the realistic regularity conditions of the exact solution. Finally, a numerical example shows the validity of the theoretical results.
The rest of this paper is as follows. We present some preliminaries in Section 2. The -robust discrete Gronwall inequality and the a priori error estimation are given in Section 3. In the next section, we study the existence and uniqueness of the numerical solution. Section 5 proves the -robust stability and convergence of the scheme. In Section 6, we present the numerical example. Some conclusions are given in the last section.
2. Preliminaries
Denote and the weight function for . We introduce the weighted space endowed with the inner product and norm:
We drop the subscript for . We define equipped with the following norm:
and .
We next introduce the Laguerre functions:
here, are Laguerre polynomials with degree n. The Laguerre functions are orthogonal for the weight function . Then, we denote and .
Denote the derivative operator as ; we define equipped with the following norm:
For any , we introduce a projection operator , whose approximation property is described as follows.
Lemma 1
([], Theorem 11). For any , then it holds that
If and , then for ,
where the positive constant c does not depend on N, s, and φ.
According to Lemma 1, we can obtain that , where satisfy the following equations:
Next, we give the composite midpoint formula.
Lemma 2
([], (5.1.19)). Divide the interval into J subintervals. Denote and for Then, for ,
Thus, for and , Equation (1) is equal to
where .
In view of the L1 formula on graded meshes (4) and the mean value theorem, we have
Moreover, define
here,
Based on Lemma 2.5 of [] and Lemma 2.3 of [], the following lemma is valid.
Lemma 3.
Suppose that
with and , then we have
Next, we give the coercivity property of the L1 scheme.
Lemma 4.
For functions , then we have
Proof.
We present the Brouwer fixed-pointed theorem, which is used to obtain the existence of the numerical solution.
Lemma 5
([]). Hilbert space is finite-dimensional and equipped with the inner product and norm . Let be a continuous map with for . Then, there exists , such that
3. -Robust A Priori Error Estimation of the Numerical solution
The fully discrete scheme for initial-boundary Problem (1)–(3) in the weak formulation based on the L1 formula on graded meshes in time and the Galerkin spectral method using the Laguerre function in space is as follows: to find ,
with
In [], Chen and Stynes defined the real numbers for and by
Lemma 6.
For , it holds that
Proof.
We can obtain this result following the proof of Corollary 1 of [], where is replaced by . □
Then, we present the -robust Gronwall inequality as follows.
Lemma 7.
Let sequences and be non-negative. We assumed that the grid function with , such that
Then,
Proof.
This result can be obtained by following the proof of Lemma 4.2 in []. It should be noted that, in [], the coefficient denotes a single term, while here, it denotes the sum of terms (8). □
Finally, we give the a priori error estimation.
Lemma 8.
Proof.
Taking in the scheme (9), it becomes
By Lemma 4, it holds that
In view of and , then we have
Based on the mean value theorem of the differential and the condition , it holds that
Using the Cauchy–Schwarz inequality, this gives
Taking (11)–(14) into (10), one obtains
Using Lemmas 6 and 7, we conclude that
□
4. Existence and Uniqueness of the Numerical Solution
Theorem 1.
Proof.
Mapping is defined as
Taking in the above equation and using (7), we have
By the Hölder inequality and Young’s inequality, it holds that
and
moreover, using Lemma 8, it holds that
In view of the Hölder inequality and Young’s inequality, it gives
Taking (13), (16), and (17) into (15), we conclude that
where the equality is used. Then, for with
Thus, based on Lemma 5, there exists such that , namely the solution of the scheme (9) exists. □
Theorem 2.
Proof.
Assume that both and are the solutions of the problem (9) with the same initial value . Set , then for ,
Taking , the above equality turns into
In view of the mean value theorem of the differential, it holds that
moreover, by Lemma 4, , and , then we have
Using Lemma 7, we can infer that
Thus, , namely . The uniqueness is proven for the solution of the scheme (9). □
5. -Robust Stability and Convergence of the Fully Discrete Scheme
Suppose are the solutions of the following equation:
with the initial condition .
We give the -robust stability of the scheme (9) as follows.
Theorem 3.
Suppose that and are the solutions of the problem scheme (9) with the initial condition and , respectively, then we have
Proof.
The stability of the scheme (9) can be proven by following the proofs of Lemma 8 and Theorem 2. □
To prove the convergence of the fully discrete scheme, we introduce the next lemma.
Lemma 9.
Let . Suppose that such that . Then, we have
Proof.
This result can be obtained by following the proof of Corollary 2 in [], where is replaced by . □
Then, we present the -robust convergence.
Theorem 4.
Let and be solutions of the initial-boundary problem (1)–(3) and the fully discrete scheme (9), respectively. Denote . Suppose that for , and for . Then, for , it holds that
Proof.
Denote for . Then, satisfies the following error equation:
By Lemma 1, it holds that
In view of the mean value theorem of the differential, it gives
Thus, the error Equation (19) turns into
For the first term on the right-hand side of (20), we have
where
in view of Lemma 2, the Cauchy–Schwarz inequality, and Young’s inequality, it is easy to obtain
Using the Cauchy–Schwarz inequality and Lemma 3, then
Moreover, in view of Lemma 1, it holds that
By Lemmas 1 and 3, one obtains
Taking (22)–(25) into (21), we can conclude that
By virtue of Lemma 1, it gives
Substituting (26) and (27) into (20) and taking , we can conclude that
Due to Lemma 4 and , the above inequality becomes
where
Using Lemmas 6, 7, and 9, then we have
Moreover, by and Lemma 1, the convergence result is obtained. □
The existence of the approximate solution has been proven in Theorem 1. This means that the approximate solution still exists if the exact solution does not exist. Furthermore, the approximate solution converges to the exact solution only when the exact solution exists and the exact solution satisfies the condition of Theorem 4. If the exact solution does not exist, the convergence is meaningless.
6. Numerical Experiment
Example 1.
Consider the nonlinear distributed-order time-fractional diffusion equation:
where
The convergence rates with respect to the time variable t for the fully discrete scheme (9) are presented first. To avoid the influence of quadrature errors in the distributed-order variable and the errors in the spatial variable, we took and . For different and , Table 1 gives the maximum errors in the -norm and the temporal convergence order with the grading parameter . As predicted by Theorem 4, we obtained the temporal accuracy as .
Table 1.
Maximum errors in -norm and temporal convergence rates with .
The convergence rate with respect to the distributed-order variable was studied by taking and . For different and , we present the maximum errors in the -norm and convergence order with grading parameter in Table 2. The convergence order in the distributed-order variable is two, which confirms our theoretical result.
Table 2.
Maximum errors and convergence rates in the distributed-order variable.
Finally, choosing and , we verified the convergence rate in the spatial direction with respect to the polynomial degree N. Figure 1 and Figure 2 plot the maximum errors in the -norm for different and in the semi-log scale by taking . It shows that the errors exponentially decay, namely the spectral accuracy in the spatial direction was obtained.
Figure 1.
Spatial convergence orders for .
Figure 2.
Spatial convergence orders for .
7. Conclusions
The nonlinear distributed-order time-fractional diffusion equations with a weak singularity on an unbounded domain have been numerically solved. An -robust fully discrete scheme has been developed based on the L1 formula on a graded mesh in time and the Galerkin spectral method using the Laguerre function in space. We established an -robust discrete Gronwall inequality and the a priori error estimation of the numerical solution. Then, we obtained that the numerical solution exists and is unique. Next, we proved that the scheme is -robust stable and convergent using the proposed Gronwall inequality, where the convergence rate was . It should be pointed out that the error estimation was obtained based on the realistic regularity conditions of the solution. The numerical results have demonstrated the sharpness of the error estimation.
Author Contributions
Conceptualization, H.L.; methodology, H.L.; software, H.L.; validation, H.L.; formal analysis, H.L.; writing—original draft preparation, H.L.; writing—review and editing, H.L. and S.L.; visualization, H.L.; supervision, H.L and S.L.; funding acquisition, S.L. All authors have read and agreed to the published version of the manuscript.
Funding
National Natural Science Foundation of China (grants 62071053, 12071042).
Data Availability Statement
The raw data supporting the conclusions of this article will be made available by the authors on request.
Conflicts of Interest
The authors declare no conflict of interest.
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