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An Adaptive Finite Element Method For Riesz Fractional Partial Integro Differential Equations
An Adaptive Finite Element Method For Riesz Fractional Partial Integro Differential Equations
An Adaptive Finite Element Method For Riesz Fractional Partial Integro Differential Equations
https://doi.org/10.1007/s40096-023-00518-z
ORIGINAL PAPER
Abstract
The Riesz fractional derivative has been employed to describe the spatial derivative in a variety of mathematical models.
In this work, the accuracy of the finite element method (FEM) approximations to Riesz fractional derivative was enhanced
by using adaptive refinement. This was accomplished by deducing the Riesz derivatives of the FEM bases to work on non-
uniform meshes. We utilized these derivatives to recover the gradient in a space fractional partial integro-differential equa-
tion in the Riesz sense. The recovered gradient was used as an a posteriori error estimator to control the adaptive refinement
scheme. The stability and the error estimate for the proposed scheme are introduced. The results of some numerical examples
that we carried out illustrate the improvement in the performance of the adaptive technique.
Keywords Adaptive finite element method · Fractional partial integro-differential equation · Gradient recovery techniques ·
Riesz fractional derivative · Polynomial preserving recovery
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and in [21] where similarity solution was used. While Riesz 1+𝛼
Here, the space fractional derivative 𝜕 𝜕|x|u(x,t)
1+𝛼 is the Riesz
definition on finite domains was considered in [22], where
fractional derivative of order (1 + 𝛼), defined by [41]
the McCormack numerical method was utilized. One of the
[ 1+𝛼 ]
numerical methods used to solve Riesz fractional partial dif- 𝜕 1+𝛼 u(x, t) 1 𝜕 u(x, t) 𝜕 1+𝛼 u(x, t)
ferential equations is the finite element method (FEM), as in = − + , (4)
𝜕|x|1+𝛼 2cos 𝜋(1+𝛼) 𝜕x1+𝛼 𝜕(−x)1+𝛼
[23, 24]. 2
Γ(1 − 𝛼) ∫
1 −𝛼 𝜕
solution for fractional differential equations. Adolfsson [25] = (x − 𝜁) u(𝜁, t)d𝜁,
𝜕x1+𝛼 𝜕x2
and [26] proposed a numerical method based on the FEM for a
integrating the constitutive response of fractional order vis- b (5)
1+𝛼
coelasticity. Roop and Ervin [27–30] analyzed theoretically 𝜕2
Γ(1 − 𝛼) ∫
𝜕 u(x, t) 1
= (𝜁 − x)−𝛼 2 u(𝜁, t)d𝜁.
the approximation of the Galerkin finite element method to 𝜕(−x)1+𝛼 𝜕x
x
some kinds of fractional partial differential equations (FPDEs).
Li [31] approximated numerically the fractional differential The outline of the paper is as follows: the fundamental rela-
equations with subdiffusion and superdiffusion by using the tions of the Riesz approximation on nonuniform mesh are
difference method and the finite element method. introduced in “Section Riesz approximation on nonuniform
For the FEM to be more reliable, adaptive techniques can mesh”. The method of solution to the FPIDE is introduced in
be used to control the error under some predefined tolerance. “Section Description of method”. “Section Gradient recov-
Adaptive techniques are procedures that iterate until the error ery and adaptive refinement” is about the gradient recovery
reaches a predefined tolerance. A significant improvement is using the PPR technique and the proposed adaptive refine-
achieved by a posteriori treatment of the finite element data. ment algorithm. “Section Error analysis and stability condi-
This is a post-process called recovery, which is utilized in the tion” contains the error analysis and the stability for the pro-
implementation of the recovery-based error estimator. Then, posed scheme. “Section 6” contains the numerical examples
the mesh is adaptively refined so that the accuracy satisfies the section where the results are presented and compared with
requirements of the user. Adaptive FEMs for different types the exact solution. The last section offers some conclusions
of equations have been considered by many authors; see, regarding the work presented in this article.
[32–34]. Adaptive techniques sometimes depend on recovery
techniques as in [35] where solution recovery is considered,
and in [36–40] where gradient recovery is considered. Riesz approximation on nonuniform mesh
In [23], an algorithm was proposed to solve FPIDEs using
FEM on a uniform mesh. In this work, we apply an adaptive Here, the basic relations and lemmas that are utilized in the
FEM which is a recovery-based technique, and this causes next sections are stated.
the mesh to be nonuniform. We modified the algorithm in First, we refer to the finite domain by Ω = [a, b] and (, )
[23] so that it is applicable in the case of nonuniform mesh. to be the inner product on the L2 (Ω) space. Then, for some
This is illustrated by applying the gradient recovery technique integer m, the nodes x0 , x1 , … , xm−1 , xm partition the domain
known as the polynomial preserving recovery (PPR) technique Ω into m nonuniform subintervals. The set of all nodes in the
to Riesz FPIDEs of the form partition forms the mesh Mh .
t
We denote the set of polynomials that are piecewise linear
𝜕 1+𝛼 u(x, t) over the mesh nodes to be the space Vh , which is defined as
∫
𝜕u
=c + K(t, s)u(x, s)ds + f (x, t), follows:
𝜕t 𝜕|x|1+𝛼 (1)
0 { }
x ∈ (a, b), t ∈ (0, T), Vh = v ∶ v|Ωi ∈ P1 (Ωi ), v ∈ C(Ω) (6)
with an initial condition where P1 (Ωi ) denotes the space of linear polynomials
a ≤ x ≤ b,
defined on Ωi . Then, the following is the representation of
u(x, 0) = 𝜓(x), (2) any v ∈ Vh
and boundary conditions ∑
m
0 ≤ t ≤ T,
v= v(xj )𝜙j ,
u(a, t) = 0, u(b, t) = 0, (3) j=0
where 0 < 𝛼 < 1, and u(x, t), f(x, t) are continuous functions.
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⎧ 0, a ≤ x ≤ xi−1
𝜕 𝛼 𝜙i (x)
⎪ (x−xi−1 )1−𝛼 ,
⎪ (xi −xi−1 ) xi−1 ≤ x ≤ xi
xi ≤ x ≤ xi+1
1
(10)
Γ(2 − 𝛼) ⎨
= (x−xi−1 )1−𝛼 (x−x )1−𝛼 (x−x )1−𝛼
𝜕x 𝛼 − (x −xi ) − (x i−x ) ,
⎪ i i−11−𝛼
xi+1 ≤ x ≤ b
(x −x ) i i−1 i+1 i
⎪ (x−xi−1 ) − (x−xi )1−𝛼 − (x−xi )1−𝛼 + (x−xi−1 )1−𝛼
,
⎩ (xi −xi−1 ) (xi −xi−1 ) (xi+1 −xi ) (xi+1 −xi )
a ≤ x ≤ xi−1
1−𝛼 1−𝛼 1−𝛼 (xi−1 −x)1−𝛼
⎧ (xi+1 −x) − (xi −x) − (xi −x) + ,
xi−1 ≤ x ≤ xi
⎪ (x (x−x)
i+1 −xi )
1−𝛼
(xi −xi−1 )
(xi −x)1−𝛼
(xi+1 −xi )
(xi −x)1−𝛼
(xi −xi−1 )
𝜕 𝛼 𝜙i (x) 1 ⎪ i+1 − − ,
(11)
xi ≤ x ≤ xi+1
𝜕(−x) 𝛼
= ⎨
Γ(2 − 𝛼) ⎪
(xi+1 −xi )
(x −x) 1−𝛼
(xi −xi−1 ) (xi+1 −xi )
i+1
,
xi+1 ≤ x ≤ b
⎪ (xi+1 −xi )
⎩ 0,
Lemma 1 If i takes the values of 1, 2, … , m − 1, the inner Proof From the definition of the first order left Caputo
product between the basic functions is given by derivative,
x
⎧ (xi − xi−1 ), j = i − 1, 𝜕 𝛼 𝜙i (x) 𝜕𝜙i (𝜁) d𝜁
Γ(1 − 𝛼) ∫
1
1 ⎪ (xi+1 − xi ), j = i + 1, = .
(𝜙i (x), 𝜙j (x)) = ⎨ (9) 𝜕x𝛼 𝜕𝜁 (x − 𝜁)𝛼
6 ⎪ 2(xi+1 − xi−1 ), j = i, a
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x x
𝜕 𝛼 𝜙i (x) ⎡ i 𝜕 𝛼 𝜙i (x) ⎡ i
Γ(1 − 𝛼) ⎢∫ (xi − xi−1 ) (x − 𝜁)𝛼 𝜕(−x)𝛼 Γ(1 − 𝛼) ⎢∫ (xi − xi−1 ) (𝜁 − x)𝛼
1 ⎢ 1 d𝜁 −1 ⎢ 1 d𝜁
= =
𝜕x𝛼
⎣xi−1 ⎣x
xi+1
x
⎤ ⎤
∫ (xi+1 − xi ) (𝜁 − x)𝛼 ⎥
−1 d𝜁 ⎥
∫ (xi+1 − xi ) (x − 𝜁)𝛼 ⎥
−1 d𝜁 ⎥
+ +
⎦ (13) xi ⎦ (17)
xi
� � 1−𝛼
1 (x − xi−1 )1−𝛼 (x − xi )1−𝛼 1 (xi+1 − x)
= − =
Γ(2 − 𝛼) (xi − xi−1 ) (xi − xi−1 ) Γ(2 − 𝛼) (xi+1 − xi )
� �
(x − xi )1−𝛼 (xi − x)1−𝛼 (xi − x)1−𝛼
− . − − .
(xi+1 − xi ) (xi − xi−1 ) (xi+1 − xi )
b
xi+1
𝜕 𝛼 𝜙i (x) 𝜕𝜙i (𝜁) d𝜁
Γ(1 − 𝛼) ∫
−1 𝜕 𝛼 𝜙j (x) 𝜕 𝛼 𝜙j (x)
(15)
∫
= . 1
𝜕(−x) 𝛼 𝜕𝜁 (𝜁 − x)𝛼 ( − )dx = g(4) , (20)
x 𝜕x𝛼 𝜕(−x)𝛼 Γ(3 − 𝛼) i,j
where
xi
𝜕 𝛼 𝜙i (x) ⎡
𝜕(−x)𝛼 Γ(1 − 𝛼) ⎢∫ (xi − xi−1 ) (𝜁 − x)𝛼
−1 ⎢ 1 d𝜁
=
⎣xi−1
xi+1
⎤
∫ (xi+1 − xi ) (𝜁 − x)𝛼 ⎥
−1 d𝜁 ⎥
+
⎦ (16)
xi
�
1 (xi+1 − x)1−𝛼 (xi − x)1−𝛼
= −
Γ(2 − 𝛼) (xi+1 − xi ) (xi − xi−1 )
1−𝛼 1−𝛼 �
(xi − x) (xi−1 − x)
− + .
(xi+1 − xi ) (xi − xi−1 )
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⎧
j≤i−2
(xi −xj−1 )2−𝛼 (xi −xj )2−𝛼 (xi −xj )2−𝛼 (xi −xj+1 )2−𝛼
( − − + )
⎪ B
(xi−1 −xj−1 )2−𝛼
B
(xi−1 −xj )2−𝛼
M
(xi−1 −xj )2−𝛼
M
(xi−1 −xj+1 )2−𝛼 ,
⎪ −( − − + )
⎪ B B M M
⎪
⎪ (xi −xi−2 )2−𝛼
−
(xi −xi−1 )2−𝛼
− 2M 1−𝛼 − B1−𝛼 , j=i−1
⎪ B B
g(3)
i,j
=⎨ ,
⎪ 2B1−𝛼 +M 1−𝛼
−
(xi+1 −xi−1 )2−𝛼
+
(xi −xi−1 )2−𝛼
, j=i
⎪ M M
⎪
⎪
j≥i+1
(xj −xi )2−𝛼 (xj−1 −xi )2−𝛼 (xj+1 −xi )2−𝛼 (xj −xi )2−𝛼
⎪ −( B
− B
− M
+ M
)
⎪ (xj −xi−1 )2−𝛼 (xj−1 −xi−1 )2−𝛼 (xj+1 −xi−1 )2−𝛼 (xj −xi−1 )2−𝛼 ,
⎩ +( B
− B
− M
+ M
) (21)
⎧
, j≤i−1
(x −x )2−𝛼 (x −x )2−𝛼 (x −x )2−𝛼 (x −x )2−𝛼
⎪ ( i+1 Bj−1 − i+1 B j − i+1 M j + i+1 Mj+1 )
⎪ (x −x )2−𝛼 (x −x )2−𝛼 (x −x )2−𝛼 (x −x )2−𝛼
⎪ −( i Bj−1 − i Bj − i Mj + i Mj+1 )
⎪
⎪ (xi+1 −xi−1 )2−𝛼 (xi+1 −xi )2−𝛼
⎪ − − 2M 1−𝛼 − B1−𝛼 , j=i
g(4) =⎨ B B . (22)
i,j
⎪ (x −x )2−𝛼 (x −x )2−𝛼
⎪ 2B1−𝛼 + M 1−𝛼 − j+1 i + j Mi , j=i+1
⎪ M
, j≥i+2
(xj −xi+1 )2−𝛼 (xj−1 −xi+1 ) 2−𝛼 (xj+1 −xi+1 )2−𝛼 (xj −xi+1 )2−𝛼
⎪ −( − − + )
⎪ B
(xj −xi )2−𝛼
B
(xj−1 −xi )2−𝛼
M
(xj+1 −xi )2−𝛼
M
(xj −xi )2−𝛼
⎪ +( B − − + )
⎩ B M M
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xi
𝜕 𝛼 𝜙j (x) 𝜕 𝛼 𝜙j (x)
∫
( − )dx
𝜕x𝛼 𝜕(−x)𝛼
xi−1
xi
(x − xj−1 )2−𝛼
Γ(2 − 𝛼) ∫ (xj − xj−1 )
1
=
xi−1 (25)
(x − xj )2−𝛼 (x − xj )2−𝛼 (x − xj+1 )2−𝛼
− − + − 0 dx
(xj − xj−1 ) (xj+1 − xj ) (xj+1 − xj )
[ (x −x )2−𝛼 (x −x )2−𝛼 (x −x )2−𝛼 (x −x )2−𝛼
]
1 ( i Bj−1 − i Bj − i Mj + i Mj+1 )
= 2−𝛼 2−𝛼 2−𝛼 2−𝛼 .
Γ(3 − 𝛼) −( (xi−1 −xj−1 ) − (xi−1 −xj ) − (xi−1 −xj ) + (xi−1 −xj+1 ) )
B B M M
If j ≥ i + 1, we have
xi
𝜕 𝛼 𝜙j (x) 𝜕 𝛼 𝜙j (x)
∫
( − )dx
𝜕x𝛼 𝜕(−x)𝛼
xi−1
xi
(xj+1 − x)1−𝛼 (xj − x)1−𝛼
Γ(2 − 𝛼) ∫
1
= 0− +
(xj+1 − xj ) (xj − xj−1 )
xi−1 (26)
(xj − x) 1−𝛼 (xj−1 − x) 1−𝛼
+ − dx
(xj+1 − xj ) (xj − xj−1 )
[ (x −x )2−𝛼 (x −x )2−𝛼 (xj+1 −xi )2−𝛼 (xj −xi )2−𝛼
]
1 −( j Bi − j−1 B i − M
+ M
)
= (xj −xi−1 )2−𝛼 (xj−1 −xi−1 )2−𝛼 (xj+1 −xi−1 )2−𝛼 (xj −xi−1 )2−𝛼 .
Γ(3 − 𝛼) +( − − + )
B B M M
∫
1
( − )dx = g(3) , t
𝜕x𝛼 𝜕(−x)𝛼 Γ(3 − 𝛼) i,j
∫
xi−1 + K(t, s)u(x, s)ds + f (x, t) (27)
where is defined as in (21).
g(3)
i,j
0
t
In the same way, Eq. (20) is proved where g(4) is defined
∫
i,j 𝜕
= −𝜌 H(x, t) + K(t, s)u(x, s)ds + f (x, t),
as in (22). ◻ 𝜕x
0
where
Description of method 𝜌=
c
, H(x, t) =
𝜕 𝛼 u(x, t) 𝜕 𝛼 u(x, t)
− . (28)
2 cos 𝜋(1+𝛼) 𝜕x𝛼 𝜕(−x)𝛼
2
Consider the FPIDE with the Riesz space fractional deriva-
tive of the form (1)–(3). The equations can be written as The weak form of this problem is given by
follows:
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𝜕u 𝜕v ∑m
(Δt)2
( , v) = 𝜌(H, ) ( unj 𝜙j (x), 𝜙i (x)) − (K(tn , tn )u(x, tn ), 𝜙i (x))
𝜕t 𝜕x 2
t j=0
(29)
∫
xi
+ ( K(t, s)u(x, s)ds, v) + (f , v), ∀ v ∈ Vh ∑
m+1 unj 𝜕 𝛼 𝜙j (x) 𝜕 𝛼 𝜙j (x, t)
(xi − xi−1 ) ∫
− 𝜌Δt( ( − )dx
0
j=1
𝜕x𝛼 𝜕(−x)𝛼
xi−1
Discretizing the first order time derivative by the finite dif- xi+1
ference method (FDM) with a time step Δt as follows: ∑
m+1 unj 𝜕 𝛼 𝜙j (x) 𝜕 𝛼 𝜙j (x, t)
(xi+1 − xi ) ∫
− ( − )dx)
n n−1 j=1
𝜕x𝛼 𝜕(−x)𝛼
𝜕u u − u xi
= , (30)
𝜕t Δt ∑ m
(Δt)2
=( un−1
j 𝜙j (x), 𝜙i (x)) + (K(tn , t0 )u(x, t0 ), 𝜙i (x))
also, using the trapezoidal rule to approximate the integral j=0
2
term as follows
∑
n−1
t + (Δt)2 ( K(tn , tj )u(x, tj ), 𝜙i (x)) + Δt(f (x, tn ), 𝜙i (x)).
∫
Δt j=1
K(t, s)u(x, s)ds = K(tn , t0 )u(x, t0 ) (34)
2
0
(31) From Lemma 1 and Lemma 3, it follows that
∑
n−1
Δt
+ Δt K(tn , tj )u(x, tj ) + K(tn , tn )u(x, tn ), 1
2 ((x − xi−1 )uni−1 + 2(xi+1 − xi−1 )uni
j=1 6 i
+ (xi+1 − xi )uni+1 )
we get
(Δt)2
𝜕v (Δt)2 − (K(tn , tn )u(x, tn ), 𝜙i (x))
(un , v) − (un−1 , v) =𝜌Δt(H n , ) + (K(tn , t0 )u(x, t0 ), v) 2
𝜕x 2 ∑
m+1 g(3) g(4)
i,j i,j
∑
n−1
− 𝜌Δt( n
uj ( − ))
+ (Δt)2 ( K(tn , tj )u(x, tj ), v) j=1
(xi − xi−1 ) (xi+1 − xi )
j=1
=
1
((x − xi−1 )un−1 (35)
(Δt)2 i−1 + 2(xi+1
+ (K(tn , tn )u(x, tn ), v) + Δt(f , v). 6 i
2 − xi−1 )un−1 + (xi+1 − xi )un−1
i+1 )
(32) i
∑
m (Δt)2
Letunh = unj 𝜙j (x) ∈ Vh (a, b), while Vh (a, b) represents the + (K(tn , t0 )u(x, t0 ), 𝜙i (x))
2
j=0
space of functions that are continuous and piecewise linear ∑
n−1
+ (Δt)2 ( K(tn , tj )u(x, tj ),
regarding the partition of the space, and they take the value j=1
of zero at the boundaries, and unj = uh (xj , tn ). Also choosing
𝜙i (x)) + Δt(f (x, tn ), 𝜙i (x)).
every function v to be 𝜙i (x), i = 1, 2, … , m , it follows that
∑m Now, we have a system of linear equations that can be solved
(Δt)2
( unj 𝜙j (x), 𝜙i (x)) − (K(tn , tn )u(x, tn ), 𝜙i (x)) for uni .
j=0
2
b
∑
m+1
𝜕 𝛼 𝜙j (x) 𝜕 𝛼 𝜙j (x, t) 𝜕𝜙i (x)
∫
− 𝜌Δt( unj ( − ). dx)
j=1
𝜕x𝛼 𝜕(−x)𝛼 𝜕x Gradient recovery and adaptive refinement
a
∑m
(Δt)2
= ( un−1 𝜙 (x), 𝜙 (x)) + (K(tn , t0 )u(x, t0 ), 𝜙i (x)) There are many techniques that were developed for the
j i
recovery of the gradient, and these techniques have been
j
j=0
2
used in practice due to their efficiency as a posteriori error
∑
n−1
+ (Δt)2 ( K(tn , tj )u(x, tj ), 𝜙i (x)) + Δt(f (x, tn ), 𝜙i (x)). estimators, ease of implementation, and superconvergence
j=1 (see [42–48] and references therein).
(33) In [43, 49], the PPR technique was introduced for the
From definition (7), it follows that recovery of the gradient, which works methodically in FEMs
of different orders. It possesses a superconvergence property,
which means that the a posteriori error estimator based on
recovery is asymptotically precise.
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The way the PPR technique works to recover the gradient For any 𝜎 > 0, we define l H0𝜎 (Ω) and r H0𝜎 (Ω) to be the
at a mesh node d can be illustrated as follows: closure of C0∞ (Ω) with respect to the norms ‖v‖l H 𝜎 (Ω) and
Let Mh denotes the set of mesh nodes. For any node
0
‖v‖r H 𝜎 (Ω) , respectively, where
d ∈ Mh , we first construct a patch of elements which is 0
denoted by 𝜒d , which contains the union of elements in the ‖v‖l H 𝜎 (Ω) =(‖v‖2L + �v�2l H 𝜎 (Ω) )1∕2 , (40)
0 2
first n layers around d, i.e.,
0
𝜒d (d, n) = ∪{E ∶ E ∈ Eh , E ∩ 𝜒d (d, n − 1) ≠ 𝜙}, (36) ‖v‖r H 𝜎 (Ω) =(‖v‖2L + �v�2r H 𝜎 (Ω) )1∕2 , (41)
0 2 0
d∈Mh (37) In the usual Sobolev space H0𝜎 (Ω), we also have the
Rh (d) =∇Pd (d). definition
Depending on the recovered gradient, an adaptive procedure ‖v‖H 𝜎 (Ω) = (‖v‖2L + �v�2H 𝜎 (Ω) )1∕2 ,
2 (Ω)
(44)
is applied, and it can be illustrated as follows: The procedure 0 0
starts with an initial mesh and the system is solved for the where
FEM solution. Then, using the PPR technique, the recov-
ered gradient Rh is calculated. After that, the error ( ek ) in (ca D𝜎x v,cx D𝜎b v)L2 (Ω)
|v|2H 𝜎 (Ω) = ( ). (45)
the finite element gradient on every element is calculated 0 cos(𝜋𝜎)
using the recovered gradient instead of the exact one. When
compared to some predefined tolerance 𝜏 , the maximum
error is checked so that the algorithm ends if the tolerance
is reached. Otherwise, we use a marking strategy to mark Error analysis
certain elements that meet the criteria ek > 𝜂 ∗ 𝜏 for a posi-
tive parameter 𝜂 < 1. The marked elements are refined; then,
the mesh is adapted. Here, the system is solved using our Lemma 4 (see [41, 50]) For real 0 < 𝛾 < 1, 0 < 𝛿 < 1 if
formulation for Riesz FPIDE with nonuniform mesh. Again, v(0) = 0, x ∈ (a, b) then
the PPR technique is applied; then, the error is checked, and (1) c 𝛾+𝛿
D v(x) =(ca D𝛾x )(ca D𝛿x )v(x) ∀v ∈ H 𝛾+𝛿 (a, b),
the procedure continues until the tolerance is reached. a x
(2) c 𝛾
(a Dx w, v)L2 =(w,cx D𝛾b v)L2 ∀w ∈ H 𝛾 (a, b), v ∈ C0∞ (a, b).
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Based on lemma 4, the variational form of Eq. (32) can be (ca D𝛾∕2 c 𝛾∕2
x (Jh u − u),x Db (Jh u − u))L2
written in the following form 𝛾∕2
+ (cx Db (Jh u − u),ca D𝛾∕2
x
(Jh u − u))L2
≤ ‖ca D𝛾∕2
𝛾∕2
2
(1 − 0.5(Δt) K(tn , tn ))(u , v) + n
𝜌Δt(ca D𝛾∕2 n c
x u ,x Db v) ‖ ‖ ‖ 𝛾∕2 ‖
(Jh u − u)‖ ‖cx Db (Ih u − u)‖
𝛾∕2 ‖ x ‖L2 ‖ ‖L2
+ 𝜌Δt(cx Db un ,ca D𝛾∕2
x
v) (46) ‖c 𝛾∕2 ‖ ‖c 𝛾∕2 ‖
+ ‖x Db (Jh u − u)‖ ‖a Dx (Ih u − u)‖
= (G(x, t), v) v∈
𝛾∕2
Hb , ‖ ‖L2 ‖ ‖L2 (51)
≤ (‖a Dx (Jh u − u)‖
‖c 𝛾∕2 ‖
where ‖ ‖L2
‖c 𝛾∕2 ‖ ‖ ‖
+ ‖x Db (Jh u − u)‖ ) ∗ (‖ca D𝛾∕2 (I u − u)‖
(Δt)2 ‖ ‖L2 ‖ x h ‖L2
G(x, t) = un−1 + K(tn , t0 )u(x, t0 )
2 ‖ 𝛾∕2 ‖
+ ‖cx Db (Ih u − u)‖ ).
∑
n−1 (47) ‖ ‖L2
+ (Δt)2 K(tn , tj )u(x, tj ) + Δtf (x, t).
j=1 Note that
𝛾∕2
The semidiscrete problem of (27) is to find the approximate (ca D𝛾∕2 c
x (Jh u − u),x Db (Jh u − u))L2
solution uh (x, t) ∈ Vh such that 𝛾∕2
+ (cx Db (Jh u − u),ca D𝛾∕2
x
(Jh u − u))L2 (52)
2
− 0.5(Δt) K(tn , tn ))(unh , v) 𝜌Δt(ca D𝛾∕2 n c 𝛾∕2 ‖ ‖ ‖ 𝛾∕2 ‖
(1 + x u h ,x Db v) ≳ (‖ca D𝛾∕2 (Jh u − u)‖ + ‖cx Db (Jh u − u)‖ )2 ,
‖ x ‖L2 ‖ ‖L2
𝛾∕2
+ 𝜌Δt(cx Db unh ,ca D𝛾∕2
x
v) (48)
where the expression A ≲ B (A ≳ B) means that there exists
a positive real number c such that A ≤ cB (A ≥ cB).
= (G(x, t), v), v ∈ Vh .
Let Jh ∶ H 𝛾∕2 (Ω) ⟶ Vh be the elliptic projection defined by Combining Eqs. (51) and (52), we obtain
‖c 𝛾∕2 ‖ ‖ 𝛾∕2 ‖
𝜌(ca D𝛾∕2 c 𝛾∕2 c c 𝛾∕2 𝛾∕2 ‖a Dx (Jh u − u)‖ + ‖cx Db (Jh u − u)‖
x Jh u,x Db v)L2 + 𝜌(x Db Jh u,a Dx v)L2 ‖ ‖L2 ‖ ‖L2
𝛾∕2 𝛾∕2 ‖c 𝛾∕2 ‖ ‖c 𝛾∕2 ‖ (53)
= 𝜌(ca D𝛾∕2 c c c 𝛾∕2
x u,x Db v)L2 + 𝜌(x Db u,a Dx v)L2 , v ∈ Vh . ≲ ‖a Dx (Ih u − u)‖ + ‖x Db (Ih u − u)‖ .
‖ ‖L2 ‖ ‖L2
(49)
From lemma 7,
Lemma 8 For Jh defined by (49) and any v ∈ H r (Ω) ∩ H0 ,
𝛾∕2
�c 𝛾∕2 �
the following inequality holds �a Dx (Ih u − u)� ≲ � I u − u�
�H 𝛾∕2 (Ω) ≲ h
r−𝛾∕2
‖u‖H r (Ω).
� � L2 � h
�a Dx (Jh u − u)� ≤ hr−𝛾∕2 ‖v‖H r (Ω) .
�c 𝛾∕2 � (54)
� �L2 Similarly,
Proof Let Ih be a projection operator from H r (Ω) ∩ H 𝛾∕2 (Ω) �c 𝛾∕2 �
�x Db (Ih u − u)� ≲ � I u − u�
�H 𝛾∕2 (Ω) ≲ h
r−𝛾∕2
‖u‖H r (Ω).
to Vh , and from definition of L2(Ω), we obtain � � L2 � h
(55)
𝛾∕2
(ca D𝛾∕2
x (Jh u − u),cx Db (Jh u − u))L2 Combining Eqs. (53), (54) and (55), we obtain
𝛾∕2
+ (cx Db (Jh u − u),ca D𝛾∕2 (Jh u − u))L2 �c 𝛾∕2 �
x
�a Dx (Jh u − u)� ≲ hr−𝛾∕2 ‖u‖H r (Ω). (56)
𝛾∕2 � �L2
= (ca D𝛾∕2
x
(Jh u − u),cx Db (Jh u − Ih u))L2
(50)
𝛾∕2
+ (cx Db (Jh u − u),ca D𝛾∕2 ◻
x (Jh u − Ih u))L2
𝛾∕2
+ (ca D𝛾∕2
x
(Jh u − u),cx Db (Ih u − u))L2 Theorem 1 Let un and unh be the solution of (46) and (48 ),
+
𝛾∕2
(cx Db (Jh u − u),ca D𝛾∕2 (Ih u − u))L2 . respectively, the following estimate holds
x
‖un − un ‖ = O((Δt)2 ) + O(hr−𝛾∕2 ).
Let v = Jh u − Ih u in (49), we obtain ‖ h‖
unh − un = 𝜓 + 𝜙, (57)
Proof
𝜓 = unh − Jh un , 𝜙 = Jh un − un .
From lemma 8,
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+ 2𝜌(Δt)(cos 𝜋𝛾)�c 𝛾 n�
2 2
we get �a Dx u �L 2
≤ [�un−1 � + ‖un ‖2 ] +
1 � �2 (Δt)2 � �2 (66)
CB (unh − Jh un , unh − Jh un ) + CD ||unh − Jh un ||H 𝛾∕2 K(tn , t0 )[�u0 �
2
(61) 2 � � 4 � �
2
= CB (un − Jh un , unh − Jh un ) + O((Δt) ). 2 �
n−1
(Δt) � �2
+ ‖un ‖2 ] + K(tn , tj )[�uj � + ‖un ‖2 ].
2 � �
For any small 𝜀 > 0, we have j=1
K(t1 , t0 )]‖u1 ‖ ≤ [ +
Stability 1 1 (Δt)2 ‖ ‖2 1
[ − (Δt)2 K(t1 , t1 ) −
2 2 4 ‖ ‖L 2
(68)
2
(Δt)2 ‖ 0 ‖2
Theorem 2 The FEM defined in (46) is unconditionally K(t1 , t0 )]‖u ‖ ,
4 ‖ ‖
stable.
which leads to
Proof Let v = u n,
f (x, t) = 0, from Eq. (46), we have ‖ 1‖ ‖ 0‖
‖u ‖ ≲ ‖u ‖.
‖ ‖ ‖ ‖
For the induction step, we have
‖ n−1 ‖ ‖ n−2 ‖ ‖ ‖
‖u ‖ ≲ ‖u ‖ ≲ ⋯ ≲ ‖u0 ‖.
‖ ‖ ‖ ‖ ‖ ‖
Using this result, we obtain
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Fig. 1 L2norm of error over the domain of example (1) Fig. 3 L2norm of error over the domain of example (2)
Fig. 2 L∞norm of error over the domain of example (1) Fig. 4 L∞norm of error over the domain of example (2)
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Conclusion
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bution 4.0 International License, which permits use, sharing, adapta- and their continuation. J. Appl. Mathe. Comput. 59(1), 423–444
tion, distribution and reproduction in any medium or format, as long (2019)
as you give appropriate credit to the original author(s) and the source, 16. Elsaid, A., Shamseldeen, S., Madkour, S.: Analytical approximate
provide a link to the Creative Commons licence, and indicate if changes solution of fractional wave equation by the optimal homotopy
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