Ian Turner

Ling Guo, Fanhai Zeng, Ian Turner et al.

In this work, we extend the fractional linear multistep methods in [C. Lubich, SIAM J. Math. Anal., 17 (1986), pp.704--719] to the tempered fractional integral and derivative operators in the sense that the tempered fractional derivative operator is interpreted in terms of the Hadamard finite-part integral. We develop two fast methods, Fast Method I and Fast Method II, with linear complexity to calculate the discrete convolution for the approximation of the (tempered) fractional operator. Fast Method I is based on a local approximation for the contour integral that represents the convolution weight. Fast Method II is based on a globally uniform approximation of the trapezoidal rule for the integral on the real line. Both methods are efficient, but numerical experimentation reveals that Fast Method II outperforms Fast Method I in terms of accuracy, efficiency, and coding simplicity. The memory requirement and computational cost of Fast Method II are $O(Q)$ and $O(Qn_T)$, respectively, where $n_T$ is the number of the final time steps and $Q$ is the number of quadrature points used in the trapezoidal rule. The effectiveness of the fast methods is verified through a series of numerical examples for long-time integration, including a numerical study of a fractional reaction-diffusion model.

Libo Feng, Fawang Liu, Ian Turner et al.

In recent years, non-Newtonian fluids have received much attention due to their numerous applications, such as plastic manufacture and extrusion of polymer fluids. They are more complex than Newtonian fluids because the relationship between shear stress and shear rate is nonlinear. One particular subclass of non-Newtonian fluids is the generalized Oldroyd-B fluid, which is modelled using terms involving multi-term time fractional diffusion and reaction. In this paper, we consider the application of the finite difference method for this class of novel multi-term time fractional viscoelastic non-Newtonian fluid models. An important contribution of the work is that the new model not only has a multi-term time derivative, of which the fractional order indices range from 0 to 2, but also possesses a special time fractional operator on the spatial derivative that is challenging to approximate. There appears to be no literature reported on the numerical solution of this type of equation. We derive two new different finite difference schemes to approximate the model. Then we establish the stability and convergence analysis of these schemes based on the discrete $H^1$ norm and prove that their accuracy is of $O(τ+h^2)$ and $O(τ^{\min\{3-γ_s,2-α_q,2-β\}}+h^2)$, respectively. Finally, we verify our methods using two numerical examples and apply the schemes to simulate an unsteady magnetohydrodynamic (MHD) Couette flow of a generalized Oldroyd-B fluid model. Our methods are effective and can be extended to solve other non-Newtonian fluid models such as the generalized Maxwell fluid model, the generalized second grade fluid model and the generalized Burgers fluid model.

Fanhai Zeng, Ian Turner, Kevin Burrage

A unified fast time-stepping method for both fractional integral and derivative operators is proposed. The fractional operator is decomposed into a local part with memory length $ΔT$ and a history part, where the local part is approximated by the direct convolution method and the history part is approximated by a fast memory-saving method. The fast method has $O(n_0+\sum_{\ell}^L{q}_α(N_{\ell}))$ active memory and $O(n_0n_T+ (n_T-n_0)\sum_{\ell}^L{q}_α(N_{\ell}))$ operations, where $L=\log(n_T-n_0)$, $n_0={ΔT}/τ,n_T=T/τ$, $τ$ is the stepsize, $T$ is the final time, and ${q}_α{(N_{\ell})}$ is the number of quadrature points used in the truncated Laguerre--Gauss (LG) quadrature. The error bound of the present fast method is analyzed. It is shown that the error from the truncated LG quadrature is independent of the stepsize, and can be made arbitrarily small by choosing suitable parameters that are given explicitly. Numerical examples are presented to verify the effectiveness of the current fast method.

Fanhai Zeng, Ian Turner, Kevin Burrage et al.

We propose a new class of semi-implicit methods for solving nonlinear fractional differential equations and study their stability. Several versions of our new schemes are proved to be unconditionally stable by choosing suitable parameters. Subsequently, we develop an efficient strategy to calculate the discrete convolution for the approximation of the fractional operator in the semi-implicit method and we derive an error bound of the fast convolution. The memory requirement and computational cost of the present semi-implicit methods with a fast convolution are about $O(N\log n_T)$ and $O(Nn_T\log n_T)$, respectively, where $N$ is a suitable positive integer and $n_T$ is the final number of time steps. Numerical simulations, including the solution of a system of two nonlinear fractional diffusion equations with different fractional orders in two-dimensions, are presented to verify the effectiveness of the semi-implicit methods.

Fanhai Zeng, Ian Turner, Kevin Burrage et al.

In this paper, we develop regularized discrete least squares collocation and finite volume methods for solving two-dimensional nonlinear time-dependent partial differential equations on irregular domains. The solution is approximated using tensor product cubic spline basis functions defined on a background rectangular (interpolation) mesh, which leads to high spatial accuracy and straightforward implementation, and establishes a solid base for extending the computational framework to three-dimensional problems. A semi-implicit time-stepping method is employed to transform the nonlinear partial differential equation into a linear boundary value problem. A key finding of our study is that the newly proposed mesh-free finite volume method based on circular control volumes reduces to the collocation method as the radius limits to zero. Both methods produce a large constrained least-squares problem that must be solved at each time step in the advancement of the solution. We have found that regularization yields a relatively well-conditioned system that can be solved accurately using QR factorization. An extensive numerical investigation is performed to illustrate the effectiveness of the present methods, including the application of the new method to a coupled system of time-fractional partial differential equations having different fractional indices in different (irregularly shaped) regions of the solution domain.