Log in

Numerical Solution of a Quasilinear Parabolic Equation with a Fractional Time Derivative

  • Published:
Lobachevskii Journal of Mathematics Aims and scope Submit manuscript

Abstract

A homogeneous Dirichlet initial-boundary value problem for a quasilinear parabolic equation with Caputo fractional time derivative is considered. The coefficients of the elliptic part of the equation depend on the derivatives of the solution and satisfy the conditions providing strong monotonicity and Lipschitz-continuity of the corresponding operator. The equation is approximated by two finite-difference schemes: implicit and fractional step scheme. The stability of these finite difference schemes is proved and accuracy estimates are obtained under the condition of sufficient smoothness of the input data and the solution of the differential problem. A number of iterative methods for implementing the constructed nonlinear mesh problems are analyzed. The convergence and convergence rate of the iterative methods are substantiated. The results of numerical experiments confirming the theoretical conclusions are presented.

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

Access this article

Subscribe and save

Springer+ Basic
EUR 32.99 /Month
  • Get 10 units per month
  • Download Article/Chapter or Ebook
  • 1 Unit = 1 Article or 1 Chapter
  • Cancel anytime
Subscribe now

Buy Now

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

Instant access to the full article PDF.

Similar content being viewed by others

Notes

  1. Further we will not distinguish between the mesh functions and the vectors of their nodal values, as well as the mesh operators and the corresponding matrices.

  2. For a parabolic problem with integer derivatives, a locally one-dimensional scheme of this kind was first proposed in [25].

REFERENCES

  1. A. Kilbas, H. Srivastava, and J. Trujillo, Theory and Applications of Fractional Differential Equations (Elsevier Science and Technology, Amsterdam, 2006).

    MATH  Google Scholar 

  2. G. Bolin, P. Xueke, and H. Fenghui, Fractional Partial Differential Equations and their Numerical Solutions (World Scientific, Singapore, 2015).

    MATH  Google Scholar 

  3. Z. Yong, W. **rong, and Z. Lu, Basic Theory of Fractional Differential Equations (World Scientific, Singapore, 2016).

    MATH  Google Scholar 

  4. A. A. Alikhanov, ‘‘Boundary value problems for the diffusion equation of the variable order in differential and difference settings,’’ Appl. Math. Comput. 219, 3938–3946 (2012).

    MathSciNet  MATH  Google Scholar 

  5. A. Lotfi and S. A. Yousefi, ‘‘A numerical technique for solving a class of fractional variational problems,’’ Comput. Math. Appl. 237, 633–643 (2013).

    Article  MathSciNet  Google Scholar 

  6. A. A. Alikhanov, ‘‘Numerical methods of solutions of boundary value problems for the multi-term variable-distributed order diffusion equation,’’ Appl. Math. Comput. 268, 12–22 (2015).

    MathSciNet  MATH  Google Scholar 

  7. W. Y. Tian, H. Zhou, and W. H. Deng, ‘‘A class of second order difference approximations for solving space fractional diffusion equations,’’ Math. Comput. 84, 1703–1727 (2015).

    Article  MathSciNet  Google Scholar 

  8. S. Vong, P. Lyu, X. Chen, and S. Lei, ‘‘High order finite difference method for time-space fractional differential equations with Caputo and Riemann–Liouville derivatives,’’ Numer. Algorithms 72, 195–210 (2016).

    Article  MathSciNet  Google Scholar 

  9. Y. Zhang, Z. Sun, and X. Zhao, ‘‘Compact alternating direction implicit scheme for the two dimensional fractional diffusion-wave equation,’’ SIAM J. Numer. Anal. 50, 1535–1555 (2012).

    Article  MathSciNet  Google Scholar 

  10. A. Chen and C. Li, ‘‘A novel compact ADI scheme for the time-fractional subdiffusion equation in two space dimensions,’’ Int. J. Comput. Math. 93, 889–914 (2016).

    Article  MathSciNet  Google Scholar 

  11. G. H. Gao and Z. Z. Sun, ‘‘Two alternating direction implicit difference schemes for two-dimensional distributed-order fractional diffusion equations,’’ J. Sci. Comput. 66, 1281–1312 (2016).

    Article  MathSciNet  Google Scholar 

  12. B. **, B. Li, and Z. Zhou, ‘‘Numerical analysis of nonlinear subdiffusion equations,’’ SIAM J. Numer. Anal. 56, 1–23 (2018).

    Article  MathSciNet  Google Scholar 

  13. D. Li, H.-L. Liao, W. Sun, J. Wang, and J. Zhang, ‘‘Analysis of \(L1\)-Galerkin FEMs for time-fractional nonlinear parabolic problems,’’ Commun. Comput. Phys. 24, 86–103 (2018).

    MathSciNet  Google Scholar 

  14. D. Li, J. Zhang, and Z. Zhang, ‘‘Unconditionally optimal error estimates of a linearized Galerkin method for nonlinear time fractional reaction-subdiffusion equations,’’ J. Sci. Comput. 76, 848–866 (2018).

    Article  MathSciNet  Google Scholar 

  15. D. N. Gerasimov, V. A. Kondratieva, and O. A. Sinkevich, ‘‘An anomalous non-self-similar infiltration and fractional diffusion equation,’’ Phys. D (Amsterdam, Neth.) 239, 1593–1597 (2010).

  16. T. Namba, ‘‘On existence and uniqueness of viscosity solutions for second order fully nonlinear PDEs with Caputo time fractional derivatives,’’ Nonlin. Differ. Equat. Appl. 25 (2018).

  17. S. Tatar, R. Tnaztepe, and M. Zeki, ‘‘Numerical solutions of direct and inverse problems for a time fractional viscoelastoplastic equation,’’ J. Eng. Mech.143, 04017035 (2017).

  18. R. Gorenflo, Yu. Luchko, and M. Yamamoto, ‘‘Time-fractional diffusion equation in the fractional Sobolev spaces,’’ Fract. Calc. Appl. Anal.18, 799–820 (2015).

    Article  MathSciNet  Google Scholar 

  19. X. Li and C. Xu, ‘‘A space-time spectral method for the time fractional diffusion equation,’’ SIAM J. Numer. Anal. 47, 2108–2131 (2009).

    Article  MathSciNet  Google Scholar 

  20. J.-G. Wang, Y.-H. Ran, and Z.-B. Yuan, ‘‘Uniqueness and numerical scheme for the Robin coefficient identification of the time-fractional diffusion equation,’’ Comput. Math. Appl. 75, 4107–4114 (2018).

    Article  MathSciNet  Google Scholar 

  21. J.-L. Lions,Quelques méthodes de résolution des problèmes aux limites non linéaires (Dunod, Paris, 1969).

    MATH  Google Scholar 

  22. R. A. Adams, Sobolev Spaces (Academic, New York, 1975).

    MATH  Google Scholar 

  23. J.-L. Lions and E. Magenes, Non-Homogeneous Boundary Value Problems and Applications (Springer, Berlin, 1972).

    Book  Google Scholar 

  24. J. Simon, ‘‘Sobolev, Besov and Nikolskii fractional spaces: Imbeddings and comparisons for vector valued spaces on an interval,’’ Ann. Mat. Pur. Appl. 157, 117–148 (1990).

    Article  MathSciNet  Google Scholar 

  25. D. T. Gordeziani and D. V. Meladze, ‘‘The simulation of the third boundary value problem for multidimensional parabolic equations in an arbitrary domain by one-dimensional equations,’’ USSR Comp. Math. Math. Phys. 14, 249–253 (1974).

    Article  MathSciNet  Google Scholar 

  26. A. Lapin and E. Laitinen, ‘‘Efficient iterative method for solving optimal control problem governed by diffusion equation with time fractional derivative,’’ Lobachevskii J. Math. 40 (4), 479–488 (2019).

    Article  MathSciNet  Google Scholar 

  27. T. A. M. Langlands and B. I. Henry, ‘‘The accuracy and stability of an implicit solution method for the fractional diffusion equation,’’ J. Comput. Phys. 205, 719–736 (2005).

    Article  MathSciNet  Google Scholar 

  28. Y. Lin and C. Xu, ‘‘Finite difference/spectral approximations for the time-fractional diffusion equation,’’ J. Comput. Phys. 225, 1552–1553 (2007).

    MathSciNet  MATH  Google Scholar 

  29. A. Lapin, E. Laitinen, and S. Lapin, ‘‘On the iterative solution methods for finite-dimensional inclusions with applications to optimal control problems,’’ Comput. Meth. Appl. Math. 10, 283–301 (2010).

    Article  MathSciNet  Google Scholar 

  30. A. A. Samarskii and E. S. Nikolaev, Numerical Methods for Grid Equations, Vol. 2: Iterative Methods (Basel, Birkhäuser, 1989).

    Google Scholar 

Download references

Funding

This work was supported by the Russian Foundation for Basic Researches, project no. 19-01-00431.

Author information

Authors and Affiliations

Authors

Corresponding authors

Correspondence to A. V. Lapin or K. O. Levinskaya.

Additional information

Submitted by A. M. Elizarov)

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Lapin, A.V., Levinskaya, K.O. Numerical Solution of a Quasilinear Parabolic Equation with a Fractional Time Derivative. Lobachevskii J Math 41, 2673–2686 (2020). https://doi.org/10.1134/S1995080220120215

Download citation

  • Received:

  • Revised:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1134/S1995080220120215

Keywords:

Navigation