Hostname: page-component-8448b6f56d-t5pn6 Total loading time: 0 Render date: 2024-04-19T17:01:44.262Z Has data issue: false hasContentIssue false

IMPLEMENTATION OF HIGH-ORDER, DISCONTINUOUS GALERKIN TIME STEPPING FOR FRACTIONAL DIFFUSION PROBLEMS

Published online by Cambridge University Press:  06 November 2020

WILLIAM MCLEAN*
Affiliation:
School of Mathematics and Statistics, University of New South Wales, Sydney, NSW2052, Australia; e-mail: w.mclean@unsw.edu.au.

Abstract

The discontinuous Galerkin (DG) method provides a robust and flexible technique for the time integration of fractional diffusion problems. However, a practical implementation uses coefficients defined by integrals that are not easily evaluated. We describe specialized quadrature techniques that efficiently maintain the overall accuracy of the DG method. In addition, we observe in numerical experiments that known superconvergence properties of DG time stepping for classical diffusion problems carry over in a modified form to the fractional-order setting.

Type
Research Article
Copyright
© Australian Mathematical Society 2020

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

Duffy, M. G., “Quadrature over a pyramid or cube of integrands with a singularity at a vertex”, SIAM J. Numer. Anal. 19 (1962) 12601262; doi:10.1137/0719090.CrossRefGoogle Scholar
Eriksson, K., Johnson, C. and Thomée, V., “Time discretization of parabolic problems by the discontinuous Galerkin method”, ESAIM: M2AN 19 (1985) 611643; doi:10.1051/m2an/1985190406111.CrossRefGoogle Scholar
Hämmerlin, G. and Hoffmann, K.-H., Numerical mathematics (Springer, New York, 1962); ISBN: 978-1-4612-4442-4.Google Scholar
Klafter, J. and Sokolov, I. M., First steps in random walks (Oxford University Press, Oxford, 2011); ISBN 9780199234868.CrossRefGoogle Scholar
Krylov, V. I., Approximate calculation of integrals , ACM Monogr. (Macmillan, New York, 1962); ISBN: 978-0-4861-5467-1.Google Scholar
Le, K-N., McLean, W. and Stynes, M., “Existence, uniqueness and regularity of the solution of the time-fractional Fokker–Planck equation with general forcing”, Commun. Pure Appl. Anal. 18 (2019) 27652787; doi:10.3934/cpaa.2019124.CrossRefGoogle Scholar
Makridakis, C. and Nochetto, R. H., “A posteriori error analysis for higher order dissipative methods for evolution problems”, Numer. Math. 1004 (2006) 489514; doi:10.1007/s00211-006-0013-6.CrossRefGoogle Scholar
McLean, W., “Regularity of solutions to a time-fractional diffusion equation”, ANZIAM J. 52 (2010) 123138; doi:10.1017/S1446181111000617.CrossRefGoogle Scholar
McLean, W., FractionalTimeDG: Generate coefficient arrays needed for discontinuous Galerkin time-stepping of fractional diffusion problems (Github, 2020 ); https://github.com/ billmclean/FractionalTimeDG.jl CrossRefGoogle Scholar
McLean, W. and Mustapha, K., “Convergence analysis of a discontinuous Galerkin method for a sub-diffusion equation”, Numer. Algorithms 52 (2009) 6988; doi:10.1007/s11075-008-9258-8.CrossRefGoogle Scholar
McLean, W., Mustapha, K., Ali, R. and Knio, O., “Well-posedness of time-fractional advection–diffusion–reaction equations”, Fract. Calc. Appl. Anal. 22 (2019) 918944; doi:10.1515/fca-2019-0050.CrossRefGoogle Scholar
Metzler, R. and Klafter, J., “The random walk’s guide to anomalous diffusion: a fractional dynamics approach”, Phys. Rep. 339 (2000) 177; doi:10.1016/S0370-1573(00)00070-3.CrossRefGoogle Scholar
Mustapha, K., “Time-stepping discontinuous Galerkin methods for fractional diffusion problems”, Numer. Math. 130 (2015) 497516; doi:10.1007/s00211-014-0669-2.CrossRefGoogle Scholar
Mustapha, K. and McLean, W., “Superconvergence of a discontinuous Galerkin method for fractional diffusion and wave equations”, SIAM J. Numer. Anal. 51 (2013) 491515; doi:10.1137/120880719.CrossRefGoogle Scholar
Oldham, K. B. and Spanier, J., The fractional calculus (Academic Press, New York, 1974); ISBN: 978-0-0809-5620-6.Google Scholar
Schmutz, L. and Wihler, T. P., “The variable-order discontinuous Galerkin time stepping scheme for parabolic evolution problems is uniformly ${L}^{\infty }$ -stable”, SIAM J. Numer. Anal. 57 (2019) 293319; doi:10.1137/17M1158835.CrossRefGoogle Scholar
Schötzau, D. and Schwab, C., “Time discretization of parabolic problems by the hp-version of the discontinuous Galerkin finite element method”, SIAM J. Numer. Anal. 38 (2001) 837875; doi:10.1137/S0036142999352394:.CrossRefGoogle Scholar
Thomée, V., Galerkin finite element methods for parabolic problems (Springer, Berlin–Heidelberg, 2006); ISBN: 978-3-540-33121-6.Google Scholar
Weideman, J. A. C. and Trefethen, L. N., “Parabolic and hyperbolic contours for computing the Bromwich integral”, Math. Comp. 76 (2007) 13411356; doi:10.1090/S0025-5718-07-01945-X.CrossRefGoogle Scholar