ANALYSIS AND DISCRETIZATION FOR AN OPTIMAL CONTROL PROBLEM OF A VARIABLE-COEFFICIENT RIESZ-FRACTIONAL DIFFUSION EQUATION WITH POINTWISE CONTROL CONSTRAINTS

We present a mathematical and numerical study for a pointwise optimal control problem governed by a variable-coefficient Riesz-fractional diffusion equation.Due to the impact of the variable diffusivity coefficient,existing regularity results for their constantcoefficient counterparts do not apply,while the bilinear forms of the state(adjoint)equation may lose the coercivity that is critical in error estimates of the finite element method.We reformulate the state equation as an equivalent constant-coefficient fractional diffusion equation with the addition of a variable-coefficient low-order fractional advection term.First order optimality conditions are accordingly derived and the smoothing properties of the solutions are analyzed by,e.g.,interpolation estimates.The weak coercivity of the resulting bilinear forms are proven via the Garding inequality,based on which we prove the optimal-order convergence estimates of the finite element method for the(adjoint)state variable and the control variable.Numerical experiments substantiate the theoretical predictions.

A LOCAL DISCONTINUOUS GALERKIN METHOD FOR TIME-FRACTIONAL DIFFUSION EQUATIONS

In this paper,a local discontinuous Galerkin(LDG)scheme for the time-fractional diffusion equation is proposed and analyzed.The Caputo time-fractional derivative(of orderα,with 0<α<1)is approximated by a finite difference method with an accuracy of order3-α,and the space discretization is based on the LDG method.For the finite difference method,we summarize and supplement some previous work by others,and apply it to the analysis of the convergence and stability of the proposed scheme.The optimal error estimate is obtained in the L2norm,indicating that the scheme has temporal(3-α)th-order accuracy and spatial(k+1)th-order accuracy,where k denotes the highest degree of a piecewise polynomial in discontinuous finite element space.The numerical results are also provided to verify the accuracy and efficiency of the considered scheme.

Finite Difference Schemes for Time-Space Fractional Diffusion Equations in One-and Two-Dimensions

In this paper,finite difference schemes for solving time-space fractional diffusion equations in one dimension and two dimensions are proposed.The temporal derivative is in the Caputo-Hadamard sense for both cases.The spatial derivative for the one-dimensional equation is of Riesz definition and the two-dimensional spatial derivative is given by the fractional Laplacian.The schemes are proved to be unconditionally stable and convergent.The numerical results are in line with the theoretical analysis.

THE QUASI-BOUNDARY VALUE METHOD FOR IDENTIFYING THE INITIAL VALUE OF THE SPACE-TIME FRACTIONAL DIFFUSION EQUATION

In this article,we consider to solve the inverse initial value problem for an inhomogeneous space-time fractional diffusion equation.This problem is ill-posed and the quasi-boundary value method is proposed to deal with this inverse problem and obtain the series expression of the regularized solution for the inverse initial value problem.We prove the error estimates between the regularization solution and the exact solution by using an a priori regularization parameter and an a posteriori regularization parameter choice rule.Some numerical results in one-dimensional case and two-dimensional case show that our method is efficient and stable.

Analysis of an Implicit Finite Difference Scheme for Time Fractional Diffusion Equation

Time fractional diffusion equation is usually used to describe the problems involving non-Markovian random walks. This kind of equation is obtained from the standard diffusion equation by replacing the first-order time derivative with a fractional derivative of order α∈(0, 1). In this paper, an implicit finite difference scheme for solving the time fractional diffusion equation with source term is presented and analyzed, where the fractional derivative is described in the Caputo sense. Stability and convergence of this scheme are rigorously established by a Fourier analysis. And using numerical experiments illustrates the accuracy and effectiveness of the scheme mentioned in this paper.

Numerical Algorithm for the Time-Caputo and Space-Riesz Fractional Diffusion Equation

In this paper,we develop a novel fi nite-diff erence scheme for the time-Caputo and space-Riesz fractional diff usion equation with convergence order O(τ^2−α+h^2).The stability and convergence of the scheme are analyzed by mathematical induction.Moreover,some numerical results are provided to verify the eff ectiveness of the developed diff erence scheme.

HIGH-ORDER NUMERICAL METHOD FOR SOLVING A SPACE DISTRIBUTED-ORDER TIME-FRACTIONAL DIFFUSION EQUATION

This article proposes a high-order numerical method for a space distributed-order time-fractional diffusion equation.First,we use the mid-point quadrature rule to transform the space distributed-order term into multi-term fractional derivatives.Second,based on the piecewise-quadratic polynomials,we construct the nodal basis functions,and then discretize the multi-term fractional equation by the finite volume method.For the time-fractional derivative,the finite difference method is used.Finally,the iterative scheme is proved to be unconditionally stable and convergent with the accuracy O(σ^(2)+τ^(2-β)+h^(3)),whereτand h are the time step size and the space step size,respectively.A numerical example is presented to verify the effectiveness of the proposed method.

TWO REGULARIZATION METHODS FOR IDENTIFYING THE SOURCE TERM PROBLEM ON THE TIME-FRACTIONAL DIFFUSION EQUATION WITH A HYPER-BESSEL OPERATOR

In this paper,we consider the inverse problem for identifying the source term of the time-fractional equation with a hyper-Bessel operator.First,we prove that this inverse problem is ill-posed,and give the conditional stability.Then,we give the optimal error bound for this inverse problem.Next,we use the fractional Tikhonov regularization method and the fractional Landweber iterative regularization method to restore the stability of the ill-posed problem,and give corresponding error estimates under different regularization parameter selection rules.Finally,we verify the effectiveness of the method through numerical examples.

Analysis of anomalous transport based on radial fractional diffusion equation

Anomalous transport in magnetically confined plasmas is investigated by radial fractional transport equations.It is shown that for fractional transport models,hollow density profiles are formed and uphill transports can be observed regardless of whether the fractional diffusion coefficients(FDCs)are radially dependent or not.When a radially dependent FDC<D_(α)(r)1 is imposed,compared with the case under=D_(α)(r)1.0,it is observed that the position of the peak of the density profile is closer to the core.Further,it is found that when FDCs at the positions of source injections increase,the peak values of density profiles decrease.The non-local effect becomes significant as the order of fractional derivative a 1 and causes the uphill transport.However,as a 2,the fractional diffusion model returns to the standard model governed by Fick’s law.

Nonlinear Singularly Perturbed Problems for Reaction Diffusion Equations with Two Parameters and Boundary Perturbation

A class of nonlinear singularly perturbed initial boundary value problems for reaction diffusion equations with two parameters and boundary perturbation were considered.Under suitable conditions,the existence,uniqueness and asymptotic behavior of solutions for the initial boundary value problems were studied.An example was also given to illustrate our main results.

Meshfree Finite Volume Element Method for Constrained Optimal Control Problem Governed by Random Convection Diffusion Equations

In this paper,we investigate a stochastic meshfree finite volume element method for an optimal control problem governed by the convection diffusion equations with random coefficients.There are two contributions of this paper.Firstly,we establish a scheme to approximate the optimality system by using the finite volume element method in the physical space and the meshfree method in the probability space,which is competitive for high-dimensional random inputs.Secondly,the a priori error estimates are derived for the state,the co-state and the control variables.Some numerical tests are carried out to confirm the theoretical results and demonstrate the efficiency of the proposed method.

Asymptotic Analysis to a Diffusion Equation with a Weighted Nonlocal Source

In this paper,we deal with the blow-up property of the solution to the diffusion equation u_t = △u + a(x)f(u) ∫_Ωh(u)dx,x∈Ω,t>0 subject to the null Dirichlet boundary condition.We will show that under certain conditions,the solution blows up in finite time and prove that the set of all blow-up points is the whole region.Especially,in case of f(s) = s^p,h(s) = s^q,0 ≤ p≤1,p + q >1,we obtain the asymptotic behavior of the blow up solution.

Local Discontinuous Galerkin Methods with Novel Basis for Fractional Diffusion Equations with Non-smooth Solutions

In this paper,we develop novel local discontinuous Galerkin(LDG)methods for fractional diffusion equations with non-smooth solutions.We consider such problems,for which the solutions are not smooth at boundary,and therefore the traditional LDG methods with piecewise polynomial solutions suffer accuracy degeneracy.The novel LDG methods utilize a solution information enriched basis,simulate the problem on a paired special mesh,and achieve optimal order of accuracy.We analyze the L2 stability and optimal error estimate in L2-norm.Finally,numerical examples are presented for validating the theoretical conclusions.

Superconvergence Study of the Direct Discontinuous Galerkin Method and Its Variations for Diffusion Equations

In this paper,we apply the Fourier analysis technique to investigate superconvergence properties of the direct disontinuous Galerkin(DDG)method(Liu and Yan in SIAM J Numer Anal 47(1):475-698,2009),the DDG method with the interface correction(DDGIC)(Liu and Yan in Commun Comput Phys 8(3):541-564,2010),the symmetric DDG method(Vidden and Yan in Comput Math 31(6):638-662,2013),and the nonsymmetric DDG method(Yan in J Sci Comput 54(2):663-683,2013).We also include the study of the interior penalty DG(IPDG)method,due to its close relation to DDG methods.Error estimates are carried out for both P2 and P3 polynomial approximations.By investigating the quantitative errors at the Lobatto points,we show that the DDGIC and symmetric DDG methods are superior,in the sense of obtaining(k+2)th superconvergence orders for both P2 and P3 approximations.Superconvergence order of(k+2)is also observed for the IPDG method with P3 polynomial approximations.The errors are sensitive to the choice of the numerical flux coefficient for even degree P2 approximations,but are not for odd degree P3 approxi-mations.Numerical experiments are carried out at the same time and the numerical errors match well with the analytically estimated errors.

LOCAL ONE-DIMENSIONAL ASE-I SCHEME FOR 2D DIFFUSION EQUATION

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A Class of Preconditioners Based on Positive-Definite Operator Splitting Iteration Methods for Variable-Coefficient Space-Fractional Diffusion Equations

After discretization by the finite volume method,the numerical solution of fractional diffusion equations leads to a linear system with the Toeplitz-like structure.The theoretical analysis gives sufficient conditions to guarantee the positive-definite property of the discretized matrix.Moreover,we develop a class of positive-definite operator splitting iteration methods for the numerical solution of fractional diffusion equations,which is unconditionally convergent for any positive constant.Meanwhile,the iteration methods introduce a new preconditioner for Krylov subspace methods.Numerical experiments verify the convergence of the positive-definite operator splitting iteration methods and show the efficiency of the proposed preconditioner,compared with the existing approaches.

An Indirect Finite Element Method for Variable-Coefficient Space-Fractional Diffusion Equations and Its Optimal-Order Error Estimates

We study an indirect finite element approximation for two-sided space-fractional diffusion equations in one space dimension.By the representation formula of the solutions u(x)to the proposed variable coefficient models in terms of v(x),the solutions to the constant coefficient analogues,we apply finite element methods for the constant coefficient fractional diffusion equations to solve for the approximations vh(x)to v(x)and then obtain the approximations uh(x)of u(x)by plugging vh(x)into the representation of u(x).Optimal-order convergence estimates of u(x)−uh(x)are proved in both L2 and Hα∕2 norms.Several numerical experiments are presented to demonstrate the sharpness of the derived error estimates.

A Note on Numerical Algorithm for the Time-Caputo and Space-Riesz Fractional Diffusion Equation

Recently,Zhang and Ding developed a novel finite difference scheme for the time-Caputo and space-Riesz fractional diffusion equation with the convergence order 0(ι^(2-a)+h^(2))in Zhang and Ding(Commun.Appl.Math.Comput.2(1):57-72,2020).Unfortunately,they only gave the stability and convergence results for a∈(0,1)andβ∈[7/8+^(3)√621+48√87+19/8^(3)√621+48√87,2]In this paper,using a new analysis method,we find that the original difference scheme is unconditionally stable and convergent with orderΟ(ι^(2-a)+h^(2))for all a∈(0,1)andβ∈(1,2].Finally,some numerical examples are given to verify the correctness of the results.

Numerical Solution of Advection Diffusion Equation Using Semi-Discretization Scheme

Numerical diffusion and oscillatory behavior characteristics are averted applying numerical solutions of advection-diffusion equation are themselves immensely sophisticated. In this paper, two numerical methods have been used to solve the advection diffusion equation. We use an explicit finite difference scheme for the advection diffusion equation and semi-discretization on the spatial variable for advection-diffusion equation yields a system of ordinary differential equations solved by Euler’s method. Numerical assessment has been executed with specified initial and boundary conditions, for which the exact solution is known. We compare the solutions of the advection diffusion equation as well as error analysis for both schemes.

Green Function of Generalized Time Fractional Diffusion Equation Using Addition Formula of Mittag-Leffler Function

In this paper, we use the Mittag-Leffler addition formula to solve the Green function of generalized time fractional diffusion equation in the whole plane and prove the convergence of the Green function.