Beiping Duan

Beiping Duan, Raytcho Lazarov, Joeseph Pasciak

In this paper, we develop and study algorithms for approximately solving the linear algebraic systems: $\mathcal{A}_h^αu_h = f_h$, $ 0< α<1$, for $u_h, f_h \in V_h$ with $V_h$ a finite element approximation space. Such problems arise in finite element or finite difference approximations of the problem $ \mathcal{A}^αu=f$ with $\mathcal{A}$, for example, coming from a second order elliptic operator with homogeneous boundary conditions. The algorithms are motivated by the recent method of Vabishchevich, 2015, that relates the algebraic problem to a solution of a time-dependent initial value problem on the interval $[0,1]$. Here we develop and study two time stepping schemes based on diagonal Padé approximation to $(1+x)^{-α}$. The first one uses geometrically graded meshes in order to compensate for the singular behavior of the solution for $t$ close to $0$. The second algorithm uses uniform time stepping but requires smoothness of the data $f_h$ in discrete norms. For both methods, we estimate the error in terms of the number of time steps, with the regularity of $f_h$ playing a major role for the second method. Finally, we present numerical experiments for $\mathcal{A}_h$ coming from the finite element approximations of second order elliptic boundary value problems in one and two spatial dimensions.

Beiping Duan, Bangti Jin, Raytcho Lazarov et al.

We present and analyze a space-time Petrov-Galerkin finite element method for a time-fractional diffusion equation involving a Riemann-Liouville fractional derivative of order $α\in(0,1)$ in time and zero initial data. We derive a proper weak formulation involving different solution and test spaces and show the inf-sup condition for the bilinear form and thus its well-posedness. Further, we develop a novel finite element formulation, show the well-posedness of the discrete problem, and establish error bounds in both energy and $L^2$ norms for the finite element solution. In the proof of the discrete inf-sup condition, a certain nonstandard $L^2$ stability property of the $L^2$ projection operator plays a key role. We provide extensive numerical examples to verify the convergence of the method.