Skip to main content
Log in

Time-stepping discontinuous Galerkin methods for fractional diffusion problems

  • Published:
Numerische Mathematik Aims and scope Submit manuscript

Abstract

Time-stepping \(hp\)-versions discontinuous Galerkin (DG) methods for the numerical solution of fractional subdiffusion problems of order \(-\alpha \) with \(-1<\alpha <0\) will be proposed and analyzed. Generic \(hp\)-version error estimates are derived after proving the stability of the approximate solution. For \(h\)-version DG approximations on appropriate graded meshes near \(t=0\), we prove that the error is of order \(O(k^{\max \{2,p\}+\frac{\alpha }{2}})\), where \(k\) is the maximum time-step size and \(p\ge 1\) is the uniform degree of the DG solution. For \(hp\)-version DG approximations, by employing geometrically refined time-steps and linearly increasing approximation orders, exponential rates of convergence in the number of temporal degrees of freedom are shown. Finally, some numerical tests are given.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Fig. 1
Fig. 2

Similar content being viewed by others

References

  1. Chen, C.-M., Liu, F., Turner, I., Anh, V.: Numerical schemes and multivariate extrapolation of a two-dimensional anomalous sub-diffusion equation. Numer. Algorithms 54, 1–21 (2010)

    Article  MATH  MathSciNet  Google Scholar 

  2. Cui, M.: Compact finite difference method for the fractional diffusion equation. J. Comput. Phys. 228, 7792–7804 (2009)

    Article  MATH  MathSciNet  Google Scholar 

  3. Cui, M.: Compact alternating direction implicit method for two-dimensional time fractional diffusion equation. J. Comput. Phys. 231, 2621–2633 (2012)

    Article  MATH  MathSciNet  Google Scholar 

  4. Cui, M.: Convergence analysis of high-order compact alternating direction implicit schemes for the two-dimensional time fractional diffusion equation. Numer. Algorithms 62, 383–409 (2013)

    Article  MATH  MathSciNet  Google Scholar 

  5. Gao, G.G., Sun, Z.Z.: A box-type scheme for fractional sub-diffusion equation with Neumann boundary conditions. J. Comput. Phys. 230, 6061–6074 (2011)

    Article  MathSciNet  Google Scholar 

  6. Jin, B., Lazarov, R., Zhou, Z.: Error estimates for a semidiscrete finite element method for fractional order parabolic equations. SIAM J. Numer. Anal 51, 445–466 (2013)

    Article  MATH  MathSciNet  Google Scholar 

  7. Kilbas, A.A., Srivastava, H.M., Trujillo, J.J.: Theory and Applications of Fractional Differential Equations, vol. 204 (North-Holland Mathematics Studies). Elsevier Science B.V., Amsterdam

  8. Langlands, T.A.M., Henry, B.I.: The accuracy and stability of an implicit solution method for the fractional diffusion equation. J. Comput. Phys. 205, 719–936 (2005)

    Article  MATH  MathSciNet  Google Scholar 

  9. Liu, F., Yang, C., Burrage, K.: Numerical method and analytical technique of the modified anomalous subdiffusion equation with a nonlinear source term. Comput. Appl. Math. 231, 160–176 (2009)

    Article  MATH  MathSciNet  Google Scholar 

  10. Mathai, A.M., Saxena, R.K., Haubold, H.J.: The H-Function: Theory and Applications. Springer, New York (2010)

    Book  Google Scholar 

  11. Mclean, W.: Regularity of solutions to a time-fractional diffusion equation. ANZIAM J. 52, 123–138 (2010)

    Article  MATH  MathSciNet  Google Scholar 

  12. Mclean, W.: Fast summation by interval clustering for an evolution equation with memory. SIAM J. Sci. Comput. 34, A3039–A3056 (2012)

    Article  MATH  MathSciNet  Google Scholar 

  13. Mclean, W., Mustapha, K.: A second-order accurate numerical method for a fractional wave equation. Numer. Math. 105, 481–510 (2007)

    Article  MATH  MathSciNet  Google Scholar 

  14. McLean, W., Mustapha, K.: Convergence analysis of a discontinuous Galerkin method for a sub-diffusion equation. Numer. Algorithms 52, 69–88 (2009)

    Article  MATH  MathSciNet  Google Scholar 

  15. Mustapha, K., Abdallah, B., Furati, K.M.: A discontinuous Petrov–Galerkin method for time-fractional diffusion equations. SIAM J. Numer. Anal. 52, 2512–2529 (2014)

  16. Mustapha, K.: An implicit finite difference time-stepping method for a sub-diffusion equation, with spatial discretization by finite elements. IMA J. Numer. Anal. 31, 719–739 (2011)

    Article  MATH  MathSciNet  Google Scholar 

  17. Mustapha, K., Brunner, H., Mustapha, H., Schötzau, D.: An \(hp\)-version discontinuous Galerkin method for integro-differential equations of parabolic type. SIAM J. Numer. Anal. 49, 1369–1396 (2011)

    Article  MATH  MathSciNet  Google Scholar 

  18. Mustapha, K., McLean, W.: Discontinuous Galerkin method for an evolution equation with a memory term of positive type. Math. Comput. 78, 1975–1995 (2009)

    Article  MATH  MathSciNet  Google Scholar 

  19. Mustapha, K., McLean, W.: Piecewise-linear, discontinuous Galerkin method for a fractional diffusion equation. Numer. Algorithms 56, 159–184 (2011)

    Article  MATH  MathSciNet  Google Scholar 

  20. Mustapha, K., McLean, W.: Uniform convergence for a discontinuous Galerkin, time stepping method applied to a fractional diffusion equation. IMA J. Numer. Anal. 32, 906–925 (2012)

    Article  MATH  MathSciNet  Google Scholar 

  21. Mustapha, K., McLean, W.: Superconvergence of a discontinuous Galerkin method for fractional diffusion and wave equations. SIAM J. Numer. Anal. 51, 491–515 (2013)

    Article  MATH  MathSciNet  Google Scholar 

  22. Mustapha, K., Schötzau, D.: Well-posedness of \(hp-\)version discontinuous Galerkin methods for fractional diffusion wave equations. IMA J. Numer. Anal. 34, 1426–1446 (2014)

  23. Quintana-Murillo, J., Yuste, S.B.: An explicit difference method for solving fractional diffusion and diffusion-wave equations in the Caputo form. J. Comput. Nonlinear Dyn. 6, 021014 (2011)

    Article  Google Scholar 

  24. Schötzau, D., Schwab, C.: Time discretization of parabolic problems by the \(hp\)-version of the discontinuous Galerkin finite element method. SIAM J. Numer. Anal. 38, 837–875 (2000)

    Article  MATH  MathSciNet  Google Scholar 

  25. Schwab, C.: \(p\) and \(hp\)-Finite Element Methods—Theory and Applications in Solid and Fluid Mechanics. Oxford University Press, New York (1998)

    Google Scholar 

  26. Sokolov, I., Klafter, J.: From diffusion to anomalous diffusion: a century after Einstein’s Brownian motion. Chaos 15, 026103 (2005)

    Article  MathSciNet  Google Scholar 

  27. Sweilam, N.H., Khader, M.M., Mahdy, A.M.S.: Crank-Nicolson finite difference method for solving time-fractional diffusion equation. J. Fract. Cal. Appl. 2, 1–9 (2012)

    Google Scholar 

  28. Tarasov, V.E.: Fractional Dynamics: Applications of Fractional Calculus to Dynamics of Particles, Fields and Media Nonlinear Physical Science. Springer, Heidelberg

  29. Wang, H., Wang, K.: An \(O(N\log ^2N)\) alternating-direction finite difference method for two-dimensional fractional diffusion equations. J. Comput. Phys. 230, 7830–7839 (2011)

    Article  MATH  MathSciNet  Google Scholar 

  30. Yuste, S.B., Acedo, L.: An explicit finite difference method and a new von Neumann-type stability analysis for fractional diffusion equations. SIAM J. Numer. Anal. 42, 1862–1874 (2005)

    Article  MATH  MathSciNet  Google Scholar 

  31. Yuste, S.B., Quintana-Murillo, J.: On three explicit difference schemes for fractional diffusion and diffusion-wave equations. Phys. Scripta T136, 014025 (2009)

    Article  Google Scholar 

  32. Zhang, Y.-N., Sun, Z.-Z.: Alternating direction implicit schemes for the two-dimensional fractional sub-diffusion equation. J. Comput. Phys. 230, 8713–8728 (2011)

  33. Zhuang, P., Liu, F., Anh, V., Turner, I.: New solution and analytical techniques of the implicit numerical methods for the anomalous sub-diffusion equation. SIAM J. Numer. Anal. 46, 1079–1095 (2008)

    Article  MATH  MathSciNet  Google Scholar 

  34. Zhuang, P., Liu, F., Anh, V., Turner, I.: Stability and convergence of an implicit numerical method for the nonlinear fractional reaction–subdiffusion process. IMA J. Appl. Math. 74, 645–667 (2009)

    Article  MATH  MathSciNet  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Kassem Mustapha.

Additional information

The valuable comments of the editor and the referees improved the paper. The material of the paragraph: Motivation of the \(hp\) -DG and future work, on page 3 is mainly based on my discussions with Professor Michael Griebel especially during my visit to Bonn on May 2014. The support of the Science Technology Unit at KFUPM through King Abdulaziz City for Science and Technology (KACST) under National Science, Technology and Innovation Plan (NSTIP) project No. 13-MAT1847-04 is gratefully acknowledged.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Mustapha, K. Time-stepping discontinuous Galerkin methods for fractional diffusion problems. Numer. Math. 130, 497–516 (2015). https://doi.org/10.1007/s00211-014-0669-2

Download citation

  • Received:

  • Revised:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s00211-014-0669-2

Mathematics Subject Classification

Navigation