A multi-domain spectral method for time-fractional differential equations

A multi-domain spectral method for time-fractional differential equations
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时间分数阶微分方程的多域谱方法

DOI:
10.1016/j.jcp.2014.10.016
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发表时间:
2015-07
影响因子:
4.1
通讯作者:
Jan S. Hesthaven
Jan S. Hesthaven
中科院分区:
物理与天体物理2区
文献类型:
--
作者:
Feng Chen;Qinwu Xu;Jan S. Hesthaven

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提出了一种求解分数阶时间微分方程的多区域高阶时间积分方法。由于核是奇异的或近似奇异的,区域分解后出现了两个主要困难:如何正确地解释历史/记忆部分以及如何准确地执行积分。为了解决这些问题,我们提出了一种新的混合方法的数值积分的基础上结合的三项递推关系的雅可比多项式和高阶高斯求积。在混合方法中使用的不同的近似是合理的理论和数值例子。在此基础上,我们提出了一种新的高阶精确时间积分的多域谱方法,并通过将该方法确定为广义线性方法来研究其稳定性。数值实验证实了时间分数阶微分方程和时间分数阶偏微分方程的hp收敛性。
This paper proposes an approach for high-order time integration within a multi-domain setting for time-fractional differential equations. Since the kernel is singular or nearly singular, two main difficulties arise after the domain decomposition: how to properly account for the history/memory part and how to perform the integration accurately. To address these issues, we propose a novel hybrid approach for the numerical integration based on the combination of three-term-recurrence relations of Jacobi polynomials and high-order Gauss quadrature. The different approximations used in the hybrid approach are justified theoretically and through numerical examples. Based on this, we propose a new multi-domain spectral method for high-order accurate time integrations and study its stability properties by identifying the method as a generalized linear method. Numerical experiments confirmhp-convergence for both time-fractional differential equations and time-fractional partial differential equations.
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期刊: SIAM J. Sci. Comput.
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