Skip to main content
Erschienen in: Journal of Scientific Computing 3/2017

20.02.2017

High-Order Accurate Adaptive Kernel Compression Time-Stepping Schemes for Fractional Differential Equations

verfasst von: Daniel Baffet, Jan S. Hesthaven

Erschienen in: Journal of Scientific Computing | Ausgabe 3/2017

Einloggen

Aktivieren Sie unsere intelligente Suche, um passende Fachinhalte oder Patente zu finden.

search-config
loading …

Abstract

High-order adaptive methods for fractional differential equations are proposed. The methods rely on a kernel compression scheme for the approximation and localization of the history term. To avoid complications typical to multistep methods, we focus our study on 1-step methods and approximate the local part of the fractional integral by integral deferred correction to enable high order accuracy. We study the local truncation error of integral deferred correction schemes for Volterra equations and present numerical results obtained with both implicit and the explicit methods applied to different problems.

Sie haben noch keine Lizenz? Dann Informieren Sie sich jetzt über unsere Produkte:

Springer Professional "Wirtschaft+Technik"

Online-Abonnement

Mit Springer Professional "Wirtschaft+Technik" erhalten Sie Zugriff auf:

  • über 102.000 Bücher
  • über 537 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Maschinenbau + Werkstoffe
  • Versicherung + Risiko

Jetzt Wissensvorsprung sichern!

Springer Professional "Wirtschaft"

Online-Abonnement

Mit Springer Professional "Wirtschaft" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 340 Zeitschriften

aus folgenden Fachgebieten:

  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Versicherung + Risiko




Jetzt Wissensvorsprung sichern!

Springer Professional "Technik"

Online-Abonnement

Mit Springer Professional "Technik" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 390 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Maschinenbau + Werkstoffe




 

Jetzt Wissensvorsprung sichern!

Literatur
1.
Zurück zum Zitat Zhang, Y., Sun, Z., Liao, H.: Finite difference methods for the time fractional diffusion equation on non-uniform meshes. J. Comput. Phys. 256, 195–210 (2014)MathSciNetCrossRefMATH Zhang, Y., Sun, Z., Liao, H.: Finite difference methods for the time fractional diffusion equation on non-uniform meshes. J. Comput. Phys. 256, 195–210 (2014)MathSciNetCrossRefMATH
2.
4.
Zurück zum Zitat Schädle, A., López-Fernández, M., Lubich, C.: Fast and oblivious convolution quadrature. SIAM J. Sci. Comput. 28(2), 421–438 (2006)MathSciNetCrossRefMATH Schädle, A., López-Fernández, M., Lubich, C.: Fast and oblivious convolution quadrature. SIAM J. Sci. Comput. 28(2), 421–438 (2006)MathSciNetCrossRefMATH
5.
Zurück zum Zitat Brunner, H., Schötazau, D.: \(hp\) discontinuous Galerkin time-stepping for volterra integrodifferential equations. SIAM J. Numer. Anal. 44(1), 224–245 (2006)MathSciNetCrossRefMATH Brunner, H., Schötazau, D.: \(hp\) discontinuous Galerkin time-stepping for volterra integrodifferential equations. SIAM J. Numer. Anal. 44(1), 224–245 (2006)MathSciNetCrossRefMATH
6.
Zurück zum Zitat Mustapha, K., Brunner, H., Mustapha, H., Schötazau, D.: An \(hp\)-version discontinuous Galerkin method for integro-differential equations of parabolic type. SIAM J. Numer. Anal. 49(4), 1369–1396 (2011)MathSciNetCrossRefMATH Mustapha, K., Brunner, H., Mustapha, H., Schötazau, D.: An \(hp\)-version discontinuous Galerkin method for integro-differential equations of parabolic type. SIAM J. Numer. Anal. 49(4), 1369–1396 (2011)MathSciNetCrossRefMATH
7.
Zurück zum Zitat Baffet, D., Hesthaven, J.S.: A kernel compression scheme for fractional differential equations. SIAM J. Numer. Anal. (accepted) (2016) Baffet, D., Hesthaven, J.S.: A kernel compression scheme for fractional differential equations. SIAM J. Numer. Anal. (accepted) (2016)
8.
9.
Zurück zum Zitat Lubich, C., Schädle, A.: Fast convolution for nonreflecting boundary conditions. SIAM J. Sci. Comput. 24(1), 161–182 (2002)MathSciNetCrossRefMATH Lubich, C., Schädle, A.: Fast convolution for nonreflecting boundary conditions. SIAM J. Sci. Comput. 24(1), 161–182 (2002)MathSciNetCrossRefMATH
10.
Zurück zum Zitat López-Fernández, M., Lubich, C., Schädle, A.: Adaptive fast and oblivious convolution in evolution equations with memory. SIAM J. Sci. Comput. 30(2), 1015–1037 (2008)MathSciNetCrossRefMATH López-Fernández, M., Lubich, C., Schädle, A.: Adaptive fast and oblivious convolution in evolution equations with memory. SIAM J. Sci. Comput. 30(2), 1015–1037 (2008)MathSciNetCrossRefMATH
11.
12.
Zurück zum Zitat Conte, D., Del Prete, I.: Fast collocation methods for volterra integral equations of convolution type. J. Comput. Appl. Math. 196, 652–663 (2006)MathSciNetCrossRefMATH Conte, D., Del Prete, I.: Fast collocation methods for volterra integral equations of convolution type. J. Comput. Appl. Math. 196, 652–663 (2006)MathSciNetCrossRefMATH
13.
Zurück zum Zitat Lubich, C.: Runge–Kutta theory for volterra and abel integral equations of the second kind. Math. Comp. 41(163), 87–102 (1983)MathSciNetCrossRefMATH Lubich, C.: Runge–Kutta theory for volterra and abel integral equations of the second kind. Math. Comp. 41(163), 87–102 (1983)MathSciNetCrossRefMATH
14.
Zurück zum Zitat Dutt, A., Greengard, L., Rokhlin, V.: Spectral deferred correction methods for ordinary differential equations. BIT 40(2), 241–266 (2000)MathSciNetCrossRefMATH Dutt, A., Greengard, L., Rokhlin, V.: Spectral deferred correction methods for ordinary differential equations. BIT 40(2), 241–266 (2000)MathSciNetCrossRefMATH
15.
Zurück zum Zitat Hagstrom, T., Zhou, R.: On the spectral deferred correction of splitting methods for initial value problems. Comm. Appl. Math. Comp. Sci. 1(1), 169–205 (2006)MathSciNetCrossRefMATH Hagstrom, T., Zhou, R.: On the spectral deferred correction of splitting methods for initial value problems. Comm. Appl. Math. Comp. Sci. 1(1), 169–205 (2006)MathSciNetCrossRefMATH
16.
Zurück zum Zitat Christlieb, A., Ong, B., Qiu, J.M.: Integral deferred correction methods constructed with high order Runge–Kutta integrators. Math. Comp. 79(270), 761–783 (2010)MathSciNetCrossRefMATH Christlieb, A., Ong, B., Qiu, J.M.: Integral deferred correction methods constructed with high order Runge–Kutta integrators. Math. Comp. 79(270), 761–783 (2010)MathSciNetCrossRefMATH
17.
Zurück zum Zitat Christlieb, A., Ong, B., Qiu, J.M.: Comments on high-order integrators embedded within integral deferred correction methods. Comm. Appl. Math. Comp. Sci. 4(1), 27–56 (2009)MathSciNetCrossRefMATH Christlieb, A., Ong, B., Qiu, J.M.: Comments on high-order integrators embedded within integral deferred correction methods. Comm. Appl. Math. Comp. Sci. 4(1), 27–56 (2009)MathSciNetCrossRefMATH
18.
Zurück zum Zitat Guarino, S.: Spectral Deferred Correction Methods for Differential Integral Equations, Master Dissertation, EPFL (2016) Guarino, S.: Spectral Deferred Correction Methods for Differential Integral Equations, Master Dissertation, EPFL (2016)
19.
20.
Zurück zum Zitat Alpert, B., Greengard, L., Hagstrom, T.: Rapid evaluation of nonreflecting boundary kernels for time-domain wave propagation. SIAM J. Numer. Anal. 37(4), 1138–1164 (2000)MathSciNetCrossRefMATH Alpert, B., Greengard, L., Hagstrom, T.: Rapid evaluation of nonreflecting boundary kernels for time-domain wave propagation. SIAM J. Numer. Anal. 37(4), 1138–1164 (2000)MathSciNetCrossRefMATH
21.
Zurück zum Zitat López-Fernández, M., Palencia, C., Schädle, A.: A spectral order method for inverting sectorial laplace transforms. SIAM J. Numer. Anal. 44(3), 1332–1350 (2006)MathSciNetCrossRefMATH López-Fernández, M., Palencia, C., Schädle, A.: A spectral order method for inverting sectorial laplace transforms. SIAM J. Numer. Anal. 44(3), 1332–1350 (2006)MathSciNetCrossRefMATH
22.
Zurück zum Zitat Askey, R., Fitch, J.: Integral representations for jacobi polynomials and some applications. J. Math. Anal. Appl. 26, 411–437 (1969)MathSciNetCrossRefMATH Askey, R., Fitch, J.: Integral representations for jacobi polynomials and some applications. J. Math. Anal. Appl. 26, 411–437 (1969)MathSciNetCrossRefMATH
23.
Zurück zum Zitat Kennedy, C.A., Carpenter, M.H.: Additive Runge–Kutta schemes for convection–diffusion–reaction equations. Appl. Numer. Math. 44(1–2), 139–181 (2003)MathSciNetCrossRefMATH Kennedy, C.A., Carpenter, M.H.: Additive Runge–Kutta schemes for convection–diffusion–reaction equations. Appl. Numer. Math. 44(1–2), 139–181 (2003)MathSciNetCrossRefMATH
24.
Zurück zum Zitat Baffet, D.: Kernel compression schemes for fractional differential equations. MATLAB Central File Exchange file ID: 61024 (2017) Baffet, D.: Kernel compression schemes for fractional differential equations. MATLAB Central File Exchange file ID: 61024 (2017)
25.
Zurück zum Zitat Podlubny, I.: Fractional Differential Equations. Academic Press, San Diego (1999)MATH Podlubny, I.: Fractional Differential Equations. Academic Press, San Diego (1999)MATH
26.
Zurück zum Zitat Garrappa, R.: The Mittag–Leffler Function, MATLAB Central File Exchange, file ID: 48154 (2014) Garrappa, R.: The Mittag–Leffler Function, MATLAB Central File Exchange, file ID: 48154 (2014)
27.
Zurück zum Zitat Butcher, J.C.: Numerical Methods for Ordinary Differential Equations. Wiley, New York (2003)CrossRefMATH Butcher, J.C.: Numerical Methods for Ordinary Differential Equations. Wiley, New York (2003)CrossRefMATH
28.
Zurück zum Zitat Prothero, A., Robinson, A.: On the stability and accuracy of one-step methods for solving stiff systems of ordinary differential equations. Math. Comp. 28(125), 145–162 (1974)MathSciNetCrossRefMATH Prothero, A., Robinson, A.: On the stability and accuracy of one-step methods for solving stiff systems of ordinary differential equations. Math. Comp. 28(125), 145–162 (1974)MathSciNetCrossRefMATH
Metadaten
Titel
High-Order Accurate Adaptive Kernel Compression Time-Stepping Schemes for Fractional Differential Equations
verfasst von
Daniel Baffet
Jan S. Hesthaven
Publikationsdatum
20.02.2017
Verlag
Springer US
Erschienen in
Journal of Scientific Computing / Ausgabe 3/2017
Print ISSN: 0885-7474
Elektronische ISSN: 1573-7691
DOI
https://doi.org/10.1007/s10915-017-0393-z

Weitere Artikel der Ausgabe 3/2017

Journal of Scientific Computing 3/2017 Zur Ausgabe