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Global behavior of temporal discretizations for Volterra integrodifferential equations with certain nonsmooth kernels

Wenlin Qiu School of Mathematics and Statistics, Hunan Normal University, Changsha, Hunan 410081, P. R. China. (Email: qwllkx12379@163.com).
Abstract

In this work, the z-transform is presented to analyze time-discrete solutions for Volterra integrodifferential equations (VIDEs) with nonsmooth multi-term kernels in the Hilbert space, and this class of continuous problem was first considered and analyzed by Hannsgen and Wheeler (SIAM J Math Anal 15 (1984) 579-594). This work discusses three cases of kernels βq(t)\beta_{q}(t) included in the integrals for the multi-term VIDEs, from which we use corresponding numerical techniques to approximate the solution of multi-term VIDEs in different cases. Firstly, for the case of β1(t),β2(t)L1(+)\beta_{1}(t),\beta_{2}(t)\in\mathrm{L}_{1}(\mathbb{R}_{+}), the Crank-Nicolson (CN) method and interpolation quadrature (IQ) rule are applied to time-discrete solutions of the multi-term VIDEs; secondly, for the case of β1(t)L1(+)\beta_{1}(t)\in\mathrm{L}_{1}(\mathbb{R}_{+}) and β2(t)L1,loc(+)\beta_{2}(t)\in\mathrm{L}_{1,\text{loc}}(\mathbb{R}_{+}), second-order backward differentiation formula (BDF2) and second-order convolution quadrature (CQ) are employed to discretize the multi-term problem in the time direction; thirdly, for the case of β1(t),β2(t)L1,loc(+)\beta_{1}(t),\beta_{2}(t)\in\mathrm{L}_{1,\text{loc}}(\mathbb{R}_{+}), we utilize the CN method and trapezoidal CQ (TCQ) rule to approximate temporally the multi-term problem. Then for the discrete solution of three cases, the long-time global stability and convergence are proved based on the z-transform and certain appropriate assumptions. Furthermore, the long-time estimate of the third case is confirmed by the numerical tests.

keywords:
Volterra integrodifferential equations, nonsmooth multi-term kernels, z-transform, convolution and interpolation quadrature, long-time global stability and convergence
AMS:
65M12, 65M22, 45K05, 45E10

1 Introduction

In this work, consider the following VIDEs with multi-term nonsmooth kernels

(1) u(t)+0t𝐁(ts)u(s)𝑑s=f(t),t>0,u(0)=u0,\begin{split}u^{\prime}(t)+\int_{0}^{t}\mathbf{B}(t-s)u(s)ds&=f(t),\quad t>0,\\ u(0)&=u_{0},\end{split}

in which we assume that

(2) 𝐁(t)=q=1mβq(t)𝐁q,01βq(t)𝑑t<,0βq()<βq(0+),\begin{split}\mathbf{B}(t)=\sum\limits_{q=1}^{m}\beta_{q}(t)\mathbf{B}_{q},\quad\int_{0}^{1}\beta_{q}(t)dt<\infty,\quad 0\leq\beta_{q}(\infty)<\beta_{q}(0^{+})\leq\infty,\end{split}

where 𝐁q\mathbf{B}_{q} is densely positive self-adjoint linear operator, defined in a dense subspace 𝒟(𝐁q)H\mathcal{D}(\mathbf{B}_{q})\in\mathrm{H}, where H\mathrm{H} indicates the Hilbert space, and βq(t)\beta_{q}(t) is assumed to be real-valued and positive definite on (0,)(0,\infty) with 1qm<1\leq q\leq m<\infty. The problem (1) can be found in some valuable applications, such as electrodynamics, continuum mechanics, thermodynamics, the population biology and so on, see [16, 20] and references therein for more details.

In fact, for the theoretical and numerical researches of problem (1), many scholars have developed some excellent works regarding long-time behavior of solutions. Hannsgen and Wheeler [4] first considered the asymptotic behavior of the solution of problem (1) with completely monotonic kernels, and established the following weighted estimates

0ρ(t)u(t)𝑑t𝒞u0,\begin{split}\int_{0}^{\infty}\rho(t)\|u(t)\|dt\leq\mathcal{C}\|u_{0}\|,\end{split}

where ρ(t)\rho(t) is a weight function, 𝒞\mathcal{C} is a positive constant independent of u(t)u(t), and \|\cdot\| indicates the norm in H\mathrm{H}. Then, Noren [14, 15] extended the completely monotonic kernels of (2) to the convex kernels, which generalized the results in [4]. Recently, based on the theoretical framework of [4], Xu utilized the backward Euler method and Lubich’s first-order CQ rule to prove the weighted asymptotic stability [21] and weighted asymptotic convergence [22]. Subsequently, by employing the BDF2 method and Lubich’s second-order CQ rule, Xu deduced the weighted asymptotic stability [23] and weighted asymptotic convergence [24] regarding second-order time-discrete schemes.

Without loss of generality, we below consider the problem (1) with two-term nonsmooth kernels, that is

(3) ut+q=120tβq(ts)𝐁qu(s)𝑑s=f(t),t>0,u(0)=u0,\begin{split}\frac{\partial u}{\partial t}+\sum\limits_{q=1}^{2}\int_{0}^{t}\beta_{q}(t-s)\mathbf{B}_{q}u(s)ds&=f(t),\quad t>0,\\ u(0)&=u_{0},\end{split}

from which, denote Γ()\Gamma(\cdot) as the Gamma function, and the positive-type kernels βq(t)\beta_{q}(t), q=1,2q=1,2 are main assumed to satisfy the following three cases, i.e.,

Case I: βq(t)L1(+)\beta_{q}(t)\in\mathrm{L}_{1}(\mathbb{R}_{+}), q=1,2q=1,2;

Case II: β1(t)L1(+)\beta_{1}(t)\in\mathrm{L}_{1}(\mathbb{R}_{+}) and β2(t)=tα1Γ(α)L1,loc(+)\beta_{2}(t)=\frac{t^{\alpha-1}}{\Gamma(\alpha)}\in\mathrm{L}_{1,\text{loc}}(\mathbb{R}_{+}) with 0<α<10<\alpha<1;

Case III: βq(t)=tαq1Γ(αq)\beta_{q}(t)=\frac{t^{\alpha_{q}-1}}{\Gamma(\alpha_{q})}, q=1,2q=1,2 with 0<αq<10<\alpha_{q}<1. Hannsgen and Wheeler [4] pointed out that problem (3) arises in a linear model for heat flow in a rectangular, orthotropic material with memory in which the axes of orthotropy are parallel to the edges of the rectangle, see [2, 10]. Due to the practical applications of (3), some numerical studies were considered to solve this problem with kernels of Case III, for instance, Hu et al. [5] constructed and discussed a backward Euler finite difference scheme, and Qiu et al. [17] further developed and analyzed a BDF2 finite difference scheme. After that, Qiu et al. [18] designed an exponentially convergent Sinc approach for approximating (3). Cao et al. [1] considered a localized meshless method for problem (3). Recently, Qiu [19] utilized the product integration rule to formulate and analyze an accurate second-order scheme for the problem of type (3), based on the temporal graded meshes. Although much work has existed on solving this type of problem, it is still under development. These studies motivate and inspire our following work.

The main purpose of this paper is to use the z-transform to analyze and discuss the long-time behavior of the time-discrete solution of problem (3), where the kernels in the integral terms are real-valued and positive definite instead of completely monotonic kernels, which relaxes the conditions of [21, 22, 23, 24]. At first, we employ the Laplace transform and the Paserval relation to prove the stability of continuous problem (3) in the norm L2(Hm,s0)\|\cdot\|_{L^{2}(H^{m,s_{0}})} (see Theorem 5). Then, aiming at the kernels of Case ICase III, we develop three kinds of techniques to solve the problem (3): (i) for the first case, we apply the CN method and IQ rule to time-discrete solutions of (3); (ii) for the first case, we apply the CN method and IQ rule to obtain time-discrete solutions of (3); second, the BDF2 method and mixed IQ-CQ rule are used to approximate temporally (3); third, the CN method and TCQ rule are applied to the temporal discretization of (3), from which, three classes of numerical schemes are analyzed by the z-transform, and we establish their long-time global stability and error estimates. Finally, for the third case, we construct fully discrete schemes by spatial finite difference approximations, and numerical experiments are carried out to verify our theoretical results (see Theorem 21).

The remainder of this work is organized as follows. In Section 2, some helpful notations and some properties of Laplace transform are given, and the stability of continuous problem (3) is constructed. In Section 3, some significant properties regarding the z-transform are given and deduced. Section 4 devotes to the establishment and analysis of the Crank-Nicolson IQ scheme. In Section 5, the BDF2 IQ-CQ scheme is formulated and discussed. Section 6 designs and analyzes a Crank-Nicolson TCQ scheme. Then, numerical examples are provided in Section 7 to validate the theoretical estimates. Lastly, the brief remarks are concluded in Section 8.

Throughout this article, 𝒞\mathcal{C} denotes a positive constant that is independent of the spatial and temporal step sizes, and may be not necessarily the same on each occurrence.

2 Preliminaries

In this section, we shall introduce some notations and lemmas for further analysis.

2.1 Some notations

First, we present some helpful notations. Denote the inner product for L2(Ω)L^{2}(\Omega) space, that is

(w,v)=Ωwv¯𝑑Ω,\begin{array}[]{cc}(w,v)=\int_{\Omega}w\overline{v}d\Omega,\end{array}

and for 0m+0\leq m\in\mathbb{Z}_{+}, let Hm(Ω)H^{m}(\Omega) be the Sobolev space on Ω\Omega with the norm

wHm=0σ~1+σ~2mσ~1+σ~2wxσ~1yσ~22,\begin{array}[]{cc}\|w\|_{H^{m}}=\sqrt{\sum_{0\leq\tilde{\sigma}_{1}+\tilde{\sigma}_{2}\leq m}\bigg{\|}\frac{\partial^{\tilde{\sigma}_{1}+\tilde{\sigma}_{2}}w}{\partial x^{\tilde{\sigma}_{1}}\partial y^{\tilde{\sigma}_{2}}}\bigg{\|}^{2}},\end{array}

from which \|\cdot\| denotes the standard L2L^{2} norm, or written as H0\|\cdot\|_{H^{0}} for the convenience. Also, we set H01=H1{w|w=0onΩ}H^{1}_{0}=H^{1}\cap\{w|w=0\;\text{on}\;\partial\Omega\}. Then for w:[0,T]Hm(Ω)w:[0,T]\longrightarrow H^{m}(\Omega), denote

wL2(Hm)=(0Twm2𝑑t)1/2withwL2(H0)=wL2(L2),\begin{array}[]{cc}\|w\|_{L^{2}(H^{m})}=\Big{(}\int_{0}^{T}\|w\|_{m}^{2}dt\Big{)}^{1/2}\quad\text{with}\quad\|w\|_{L^{2}(H^{0})}=\|w\|_{L^{2}(L^{2})},\end{array}

where wm=wHm\|w\|_{m}=\|w\|_{H^{m}}, and for w:[0,)Hm(Ω)w:[0,\infty)\longrightarrow H^{m}(\Omega), we denote the norm by

wL2(Hm,s0)=(0wm2e2s0t𝑑t)1/2,s0>0.\begin{array}[]{cc}\|w\|_{L^{2}(H^{m,s_{0}})}=\Big{(}\int_{0}^{\infty}\|w\|_{m}^{2}e^{-2s_{0}t}dt\Big{)}^{1/2},\qquad s_{0}>0.\end{array}

2.2 The Laplace transform

For the further discussion, we introduce the Laplace transform of a function on [0,)[0,\infty), that is

(4) [u]:=u^(s)=0estu(t)𝑑t,\begin{array}[]{cc}\mathscr{L}[u]:=\hat{u}(s)=\int_{0}^{\infty}e^{-st}u(t)dt,\end{array}

and its certain properties are reviewed as follows.

Lemma 1.

[25] (Paserval relation) For s0>0s_{0}>0, we have

+u^(s0+iη)v^(s0iη)𝑑η=2π0+e2s0tu(t)v(t)𝑑t,\displaystyle\begin{aligned} \int_{-\infty}^{+\infty}\hat{u}(s_{0}+\mathrm{i}\eta)\hat{v}(s_{0}-\mathrm{i}\eta)d\eta=2\pi\int_{0}^{+\infty}e^{-2s_{0}t}u(t)v(t)dt,\end{aligned}

and that

+u^(s0+iη)H~2𝑑η=2π0+e2s0tu(t)2𝑑t,\displaystyle\begin{aligned} \int_{-\infty}^{+\infty}\Big{\|}\hat{u}(s_{0}+\mathrm{i}\eta)\Big{\|}^{2}_{\widetilde{\mathrm{H}}}d\eta=2\pi\int_{0}^{+\infty}e^{-2s_{0}t}\|u(t)\|^{2}dt,\end{aligned}

from which, i2=1\mathrm{i}^{2}=-1 and H~\widetilde{\mathrm{H}} is the complexification of space H=L2(Ω)\mathrm{H}=L^{2}(\Omega).

Then, we present the following lemma (regarding positive-type kernel), which will often be used in this work.

Lemma 2.

[13] β(t)L1,loc(0,)\beta(t)\in\mathrm{L_{1,loc}}(0,\infty) is positive-type if and only if (β^(s))0\Re\left(\hat{\beta}(s)\right)\geq 0 for sΦ:={sς,(s)>0}s\in\Phi:=\{s\in\varsigma,\Re(s)>0\}, from which, β^\hat{\beta} indicates the Laplace transform of the kernel β(t)\beta(t).

Next, we give the following lemma under the inhomogeneous case f0f\neq 0.

Lemma 3.

If s0>0s_{0}>0, and

0+w(t)w(t)e2s0t𝑑t0+f(t)w(t)e2s0t𝑑t,\displaystyle\begin{aligned} \int_{0}^{+\infty}w^{\prime}(t)w(t)e^{-2s_{0}t}dt\leq\int_{0}^{+\infty}f(t)w(t)e^{-2s_{0}t}dt,\end{aligned}

then we have

0+w2(t)e2s0t𝑑ts01w2(0)+s020+f2(t)e2s0t𝑑t.\displaystyle\begin{aligned} \int_{0}^{+\infty}w^{2}(t)e^{-2s_{0}t}dt\leq s_{0}^{-1}w^{2}(0)+s_{0}^{-2}\int_{0}^{+\infty}f^{2}(t)e^{-2s_{0}t}dt.\end{aligned}
Proof.

First, we use the integration by parts to get

0+e2s0t[w2(t)w2(0)]dt+limt(12s0e2s0tw2(t))=1s00+e2s0tw(1)(t)w(t)𝑑t1s00+e2s0tf(t)w(t)𝑑t1s00+e2s0t(f2(t)2s0+s0w2(t)2)𝑑t,\displaystyle\begin{aligned} \int_{0}^{+\infty}&e^{-2s_{0}t}[w^{2}(t)-w^{2}(0)]dt+\lim\limits_{t\rightarrow\infty}\left(\frac{1}{2s_{0}}e^{-2s_{0}t}w^{2}(t)\right)\\ &=\frac{1}{s_{0}}\int_{0}^{+\infty}e^{-2s_{0}t}w^{(1)}(t)w(t)dt\leq\frac{1}{s_{0}}\int_{0}^{+\infty}e^{-2s_{0}t}f(t)w(t)dt\\ &\leq\frac{1}{s_{0}}\int_{0}^{+\infty}e^{-2s_{0}t}\left(\frac{f^{2}(t)}{2s_{0}}+\frac{s_{0}w^{2}(t)}{2}\right)dt,\end{aligned}

which naturally can obtain

120+e2s0tw2(t)𝑑t0+e2s0tw2(0)𝑑t+12s020+e2s0tf2(t)𝑑t.\displaystyle\begin{aligned} \frac{1}{2}\int_{0}^{+\infty}e^{-2s_{0}t}w^{2}(t)dt\leq\int_{0}^{+\infty}e^{-2s_{0}t}w^{2}(0)dt+\frac{1}{2s_{0}^{2}}\int_{0}^{+\infty}e^{-2s_{0}t}f^{2}(t)dt.\end{aligned}

The proof is finished. ∎

Further, the following corollary is established by Lemma 3.

Corollary 4.

Let s0>0s_{0}>0. If

0+(du(t)dt,u(t))e2s0t𝑑t0+(f(t),u(t))e2s0t𝑑t,\displaystyle\begin{aligned} \int_{0}^{+\infty}\left(\frac{du(t)}{dt},u(t)\right)e^{-2s_{0}t}dt\leq\int_{0}^{+\infty}(f(t),u(t))e^{-2s_{0}t}dt,\end{aligned}

then we yield

0+u(t)2e2s0t𝑑ts01u(0)2+s020+f(t)2e2s0t𝑑t.\displaystyle\begin{aligned} \int_{0}^{+\infty}\|u(t)\|^{2}e^{-2s_{0}t}dt\leq s_{0}^{-1}\|u(0)\|^{2}+s_{0}^{-2}\int_{0}^{+\infty}\|f(t)\|^{2}e^{-2s_{0}t}dt.\end{aligned}

Then based on above analyses, we get the following theorem.

Theorem 5.

(Stability) Let uu be the solution of the continuous problem (3). If s0>0s_{0}>0 and βq(t)L1,loc(0,)\beta_{q}(t)\in\mathrm{L_{1,loc}}(0,\infty), q=1,2q=1,2, then we obtain

uL2(H0,s0)2s01u02+s02fL2(H0,s0)2.\begin{split}\|u\|^{2}_{L^{2}(H^{0,s_{0}})}\leq s_{0}^{-1}\|u_{0}\|^{2}+s_{0}^{-2}\|f\|^{2}_{L^{2}(H^{0,s_{0}})}.\end{split}
Proof.

First, we apply the Laplace transform to (3), then

(5) du^(s)dt+q=12β^q(s)𝐁qu^(s)=f^(s),sΦ.\begin{split}\frac{\widehat{du}(s)}{dt}+\sum\limits_{q=1}^{2}\hat{\beta}_{q}(s)\mathbf{B}_{q}\hat{u}(s)=\hat{f}(s),\quad s\in\Phi.\end{split}

Taking the inner product of (5) with u^(s)\hat{u}(s) that

(du^(s)dt,u^(s))+q=12β^q(s)(𝐁qu^(s),u^(s))=(f^(s),u^(s)),\begin{split}\left(\frac{\widehat{du}(s)}{dt},\hat{u}(s)\right)+\sum\limits_{q=1}^{2}\hat{\beta}_{q}(s)\left(\mathbf{B}_{q}\hat{u}(s),\hat{u}(s)\right)=\left(\hat{f}(s),\hat{u}(s)\right),\end{split}

from which, we let s=s0+iηs=s_{0}+\mathrm{i}\eta, and take the real part of above formula, then

(du^(s0+iη)dt,u^(s0+iη))+q=12(β^q(s0+iη))(𝐁qu^(s0+iη),u^(s0+iη))(f^(s0+iη),u^(s0+iη)).\begin{split}\Re\left(\frac{\widehat{du}(s_{0}+\mathrm{i}\eta)}{dt},\hat{u}(s_{0}+\mathrm{i}\eta)\right)&+\sum\limits_{q=1}^{2}\Re\left(\hat{\beta}_{q}(s_{0}+\mathrm{i}\eta)\right)\left(\mathbf{B}_{q}\hat{u}(s_{0}+\mathrm{i}\eta),\hat{u}(s_{0}+\mathrm{i}\eta)\right)\\ &\leq\Re\left(\hat{f}(s_{0}+\mathrm{i}\eta),\hat{u}(s_{0}+\mathrm{i}\eta)\right).\end{split}

Further, we use Lemma 2 and the positivity of the linear operator 𝐁q\mathbf{B}_{q} to get

(6) (du^(s0+iη)dt,u^(s0+iη))(f^(s0+iη),u^(s0+iη)).\begin{split}\Re\left(\frac{\widehat{du}(s_{0}+\mathrm{i}\eta)}{dt},\hat{u}(s_{0}+\mathrm{i}\eta)\right)\leq\Re\left(\hat{f}(s_{0}+\mathrm{i}\eta),\hat{u}(s_{0}+\mathrm{i}\eta)\right).\end{split}

Next, assuming that {φ~l}l=1\{\tilde{\varphi}_{l}\}_{l=1}^{\infty} is an orthogonal basis in H\mathrm{H} such that v(t)Hv(t)\in\mathrm{H}, then we obtain a representation v(t)=l=1(v(t),φ~l)φ~lv(t)=\sum_{l=1}^{\infty}(v(t),\tilde{\varphi}_{l})\tilde{\varphi}_{l}. Therefore, employing Lemma 1, we have

(7) +(du^dt,u^)(s0+iη)dη=l=1+(du^dt,φ~l)(s0+iη)(u^,φ~l)(s0iη)𝑑η=2πl=10+e2s0t(dudt,φ~l)(u,φ~l)𝑑t=2π0+e2s0t(dudt,u)𝑑t,\begin{split}\int_{-\infty}^{+\infty}&\left(\frac{\widehat{du}}{dt},\hat{u}\right)(s_{0}+\mathrm{i}\eta)d\eta=\sum\limits_{l=1}^{\infty}\int_{-\infty}^{+\infty}\left(\frac{\widehat{du}}{dt},\tilde{\varphi}_{l}\right)(s_{0}+\mathrm{i}\eta)\left(\hat{u},\tilde{\varphi}_{l}\right)(s_{0}-\mathrm{i}\eta)d\eta\\ &=2\pi\sum\limits_{l=1}^{\infty}\int_{0}^{+\infty}e^{-2s_{0}t}\left(\frac{du}{dt},\tilde{\varphi}_{l}\right)\left(u,\tilde{\varphi}_{l}\right)dt=2\pi\int_{0}^{+\infty}e^{-2s_{0}t}\left(\frac{du}{dt},u\right)dt,\end{split}

and

(8) +(f^,u^)(s0+iη)dη=l=1+(f^,φ~l)(s0+iη)(u^,φ~l)(s0iη)𝑑η=2π0+e2s0t(f,u)𝑑t.\begin{split}\int_{-\infty}^{+\infty}&\left(\hat{f},\hat{u}\right)(s_{0}+\mathrm{i}\eta)d\eta=\sum\limits_{l=1}^{\infty}\int_{-\infty}^{+\infty}\left(\hat{f},\tilde{\varphi}_{l}\right)(s_{0}+\mathrm{i}\eta)\left(\hat{u},\tilde{\varphi}_{l}\right)(s_{0}-\mathrm{i}\eta)d\eta\\ &=2\pi\int_{0}^{+\infty}e^{-2s_{0}t}\left(f,u\right)dt.\end{split}

By substituting (7) and (8) into (6), we have

(9) 0+e2s0t(dudt,u)𝑑t0+e2s0t(f,u)𝑑t,\begin{split}\int_{0}^{+\infty}e^{-2s_{0}t}\left(\frac{du}{dt},u\right)dt\leq\int_{0}^{+\infty}e^{-2s_{0}t}\left(f,u\right)dt,\end{split}

from which, utilizing Corollary 4, we complete the proof. ∎

3 The z-transform

Here, we first present the z-transform regarding a real sequence or H-value sequence {gn}n=0\{g_{n}\}_{n=0}^{\infty}, namely

(10) G(z):=𝒵({gn}n=0)(z)=n=0gnzn.\begin{split}G(z):=\mathcal{Z}(\{g_{n}\}_{n=0}^{\infty})(z)=\sum\limits_{n=0}^{\infty}g_{n}z^{-n}.\end{split}

Then, some significant properties of the z-transform are introduced as follows.

Proposition 6.

[6] (Convolution theorem) Let (gd)(n):=j=0ngnjdj(g\circ d)(n):=\sum\limits_{j=0}^{n}g_{n-j}d_{j}. If G(z) and D(z)D(z) are the z-transform of sequences {gn}n=0\{g_{n}\}_{n=0}^{\infty} and {dn}n=0\{d_{n}\}_{n=0}^{\infty}, respectively, then

(11) 𝒵((gd)(n))(z)=G(z)D(z).\begin{split}\mathcal{Z}\Big{(}(g\circ d)(n)\Big{)}(z)=G(z)D(z).\end{split}
Proposition 7.

[6] Let G(z) and D(z)D(z) be the z-transform of the sequences {gn}n=0\{g_{n}\}_{n=0}^{\infty} and {dn}n=0\{d_{n}\}_{n=0}^{\infty}, respectively. If

(12) dn={0,n<1,gn1,n1,d_{n}=\begin{cases}0,&n<1,\\ g_{n-1},&n\geq 1,\end{cases}

then we have D(z)=G(z)/zD(z)=G(z)/z.

Proposition 8.

[6] (Inverse z-transform) Assume that G(z)G(z) is the z-transform of {gm}m=0\{g_{m}\}_{m=0}^{\infty} and the contour Γ0\Gamma_{0} encloses all poles of G(z)G(z), then

(13) gm=12πiΓ0G(z)zm1𝑑z,m=0,1,2,.\begin{split}g_{m}=\frac{1}{2\pi\mathrm{i}}\oint_{\Gamma_{0}}G(z)z^{m-1}dz,\quad m=0,1,2,\cdots.\end{split}

Then for ϵ>0\forall\epsilon>0, let δ(tnϵ)\delta(t-n\epsilon) be the unit pulse function at t=nϵt=n\epsilon and denote

(14) gϵ(t)=n=0gnδ(tnϵ).\begin{split}g_{\epsilon}(t)=\sum\limits_{n=0}^{\infty}g_{n}\delta(t-n\epsilon).\end{split}

By applying the Laplace transform to (14), we can get

(15) Gϵ(s):=[gϵ(t)]=n=0gnenϵs,\begin{split}G_{\epsilon}(s):=\mathscr{L}\left[g_{\epsilon}(t)\right]=\sum\limits_{n=0}^{\infty}g_{n}e^{-n\epsilon s},\end{split}

from which we use the fact that [δ(tnϵ)]=0δ(tnϵ)est𝑑t=enϵs\mathscr{L}[\delta(t-n\epsilon)]=\int_{0}^{\infty}\delta(t-n\epsilon)e^{-st}dt=e^{-n\epsilon s}.

Consequently, the connection between the Laplace transform and z-transform can be established by

(16) G(z)=Gϵ(s)|s=(1/ϵ)lnz=[gϵ(t)]|z=eϵs.\begin{split}G(z)=G_{\epsilon}(s)\big{|}_{s=(1/\epsilon)\ln z}=\mathscr{L}\left[g_{\epsilon}(t)\right]\big{|}_{z=e^{\epsilon s}}.\end{split}

Next, for the further analysis, we define δϵ(t)=0δ(tnϵ)\delta_{\epsilon}(t)=\int_{0}^{\infty}\delta(t-n\epsilon) and denote

(17) Gϵ(s)=[gϵ(t)]=[g(t)δϵ(t)],\begin{split}G_{\epsilon}(s)=\mathscr{L}\left[g_{\epsilon}(t)\right]=\mathscr{L}\left[g(t)\delta_{\epsilon}(t)\right],\end{split}

from which, g(t)g(t) is expressed as a continuous function over [0,)[0,\infty), such that g(nϵ)=gng(n\epsilon)=g_{n} for n=0,1,2,n=0,1,2,\cdots. Then we can obtain the following lemma.

Lemma 9.

Let two sampled functions Gϵ(s)G_{\epsilon}(s) and Hϵ(s)H_{\epsilon}(s) be Laplace transforms of gϵ(t)g_{\epsilon}(t) and Hϵ(t)H_{\epsilon}(t), respectively. Then for c>0c>0, it holds that

(18) m=0(gm,hm)emϵs=[(g(t),h(t))δϵ(t)]=ϵ2πiciπ/ϵc+iπ/ϵ(Gϵ(ϑ),Hϵ(sϑ)¯)H~𝑑ϑ,\begin{split}\sum\limits_{m=0}^{\infty}(g_{m},h_{m})e^{-m\epsilon s}&=\mathscr{L}\left[\big{(}g(t),h(t)\big{)}\cdot\delta_{\epsilon}(t)\right]\\ &=\frac{\epsilon}{2\pi\mathrm{i}}\int_{c-\mathrm{i}\pi/\epsilon}^{c+\mathrm{i}\pi/\epsilon}\Big{(}G_{\epsilon}(\vartheta),\overline{H_{\epsilon}(s-\vartheta)}\Big{)}_{\widetilde{\mathrm{H}}}d\vartheta,\end{split}

in which z¯\bar{z} indicates the complex conjugate of zz.

Proof.

First, utilizing [6, (1.129)], and assuming g(t)g(t) contains no impulses and is initially zero, then we have

m=0(gm,hm)emϵs=[(g(t),h(t))δϵ(t)]=12πiw0iw0+i{[(g(t),h(t))](w)}[δϵ(t)](sw)𝑑w\begin{split}&\sum\limits_{m=0}^{\infty}(g_{m},h_{m})e^{-m\epsilon s}=\mathscr{L}\left[\big{(}g(t),h(t)\big{)}\cdot\delta_{\epsilon}(t)\right]\\ &=\frac{1}{2\pi\mathrm{i}}\int_{w_{0}-\mathrm{i}\infty}^{w_{0}+\mathrm{i}\infty}\left\{\mathscr{L}\left[\big{(}g(t),h(t)\big{)}\right](w)\right\}\;\mathscr{L}\left[\delta_{\epsilon}(t)\right](s-w)dw\end{split}

with (s)>w0>max{real part of poles of(g(t),h(t))}\Re(s)>w_{0}>\max\left\{\text{real part of poles of}\;\mathscr{L}\big{(}g(t),h(t)\big{)}\right\}. Then use the inverse Laplace transform, we get

[(g(t),h(t))](w)=0(12πic0ic0+ig(ϑ)eϑt𝑑ϑ,h(t))ewt𝑑t=12πic0ic0+i(g^(ϑ),h^(wϑ)¯)H~𝑑ϑ.\begin{split}\mathscr{L}\left[\big{(}g(t),h(t)\big{)}\right](w)&=\int_{0}^{\infty}\left(\frac{1}{2\pi\mathrm{i}}\int_{c_{0}-\mathrm{i}\infty}^{c_{0}+\mathrm{i}\infty}g(\vartheta)e^{\vartheta t}d\vartheta,h(t)\right)e^{wt}dt\\ &=\frac{1}{2\pi\mathrm{i}}\int_{c_{0}-\mathrm{i}\infty}^{c_{0}+\mathrm{i}\infty}\left(\hat{g}(\vartheta),\overline{\hat{h}(w-\vartheta)}\right)_{\widetilde{\mathrm{H}}}d\vartheta.\end{split}

Using above two formulas and changing the order of integration regarding ww and ϑ\vartheta, we further obtain

[(g(t),h(t))δϵ(t)]=12πic0ic0+i12πiw0iw0+i(g^(ϑ),h^(wϑ)¯)H~l=0elϵ(sw)dwdϑ=12πic0ic0+i(g^(ϑ),12πiw0iw0+ih^(wϑ)dw1eϵ(sw)¯)H~𝑑ϑ=12πic0ic0+i(g^(ϑ),Hϵ(sϑ)¯)H~𝑑ϑ.\begin{split}\mathscr{L}\left[\big{(}g(t),h(t)\big{)}\cdot\delta_{\epsilon}(t)\right]&=\frac{1}{2\pi\mathrm{i}}\int_{c_{0}-\mathrm{i}\infty}^{c_{0}+\mathrm{i}\infty}\frac{1}{2\pi\mathrm{i}}\int_{w_{0}-\mathrm{i}\infty}^{w_{0}+\mathrm{i}\infty}\left(\hat{g}(\vartheta),\overline{\hat{h}(w-\vartheta)}\right)_{\widetilde{\mathrm{H}}}\sum\limits_{l=0}^{\infty}e^{-l\epsilon(s-w)}dwd\vartheta\\ &=\frac{1}{2\pi\mathrm{i}}\int_{c_{0}-\mathrm{i}\infty}^{c_{0}+\mathrm{i}\infty}\left(\hat{g}(\vartheta),\overline{\frac{1}{2\pi\mathrm{i}}\int_{w_{0}-\mathrm{i}\infty}^{w_{0}+\mathrm{i}\infty}\hat{h}(w-\vartheta)\frac{dw}{1-e^{-\epsilon(s-w)}}}\right)_{\widetilde{\mathrm{H}}}d\vartheta\\ &=\frac{1}{2\pi\mathrm{i}}\int_{c_{0}-\mathrm{i}\infty}^{c_{0}+\mathrm{i}\infty}\left(\hat{g}(\vartheta),\overline{H_{\epsilon}(s-\vartheta)}\right)_{\widetilde{\mathrm{H}}}d\vartheta.\end{split}

Note that Hϵ(sϑ)H_{\epsilon}(s-\vartheta) is only a function of eϵ(sϑ)e^{\epsilon(s-\vartheta)}. In above equation, we divide the range of integration into intervals of length w~0=2π/ϵ\tilde{w}_{0}=2\pi/\epsilon, therefore we yield

[(g(t),h(t))δϵ(t)](s)=12πim=+c0+(m1/2)iw~0c0+(m+1/2)iw~0(g^(ϑ),Hϵ(sϑ)¯)H~𝑑ϑ.\begin{split}\mathscr{L}\left[\big{(}g(t),h(t)\big{)}\cdot\delta_{\epsilon}(t)\right](s)&=\frac{1}{2\pi\mathrm{i}}\sum\limits_{m=-\infty}^{+\infty}\int_{c_{0}+(m-1/2)\mathrm{i}\tilde{w}_{0}}^{c_{0}+(m+1/2)\mathrm{i}\tilde{w}_{0}}\left(\hat{g}(\vartheta),\overline{H_{\epsilon}(s-\vartheta)}\right)_{\widetilde{\mathrm{H}}}d\vartheta.\end{split}

Here, altering ϑ\vartheta to ϑ+imw~0\vartheta+\mathrm{i}m\tilde{w}_{0} and since Hϵ(sϑ)H_{\epsilon}(s-\vartheta) is only a function of eϵ(sϑ)e^{-\epsilon(s-\vartheta)} with eimw~0ϵ=1e^{\mathrm{i}m\tilde{w}_{0}\epsilon}=1, we obtain

[(g(t),h(t))δϵ(t)](s)=12πim=+c0iw~0/2c0+iw~0/2(g^(ϑ+imw~0),Hϵ(sϑ)¯)H~𝑑ϑ.\begin{split}\mathscr{L}\left[\big{(}g(t),h(t)\big{)}\cdot\delta_{\epsilon}(t)\right](s)&=\frac{1}{2\pi\mathrm{i}}\sum\limits_{m=-\infty}^{+\infty}\int_{c_{0}-\mathrm{i}\tilde{w}_{0}/2}^{c_{0}+\mathrm{i}\tilde{w}_{0}/2}\left(\hat{g}(\vartheta+\mathrm{i}m\tilde{w}_{0}),\overline{H_{\epsilon}(s-\vartheta)}\right)_{\widetilde{\mathrm{H}}}d\vartheta.\end{split}

Then from [6, (1.141)-(1.142)], above equation can be simplified as

[(g(t),h(t))δϵ(t)](s)=ϵ2πic0iw~0/2c0+iw~0/2(Gϵ(ϑ),Hϵ(sϑ)¯)H~𝑑ϑ,\begin{split}\mathscr{L}\left[\big{(}g(t),h(t)\big{)}\cdot\delta_{\epsilon}(t)\right](s)&=\frac{\epsilon}{2\pi\mathrm{i}}\int_{c_{0}-\mathrm{i}\tilde{w}_{0}/2}^{c_{0}+\mathrm{i}\tilde{w}_{0}/2}\left(G_{\epsilon}(\vartheta),\overline{H_{\epsilon}(s-\vartheta)}\right)_{\widetilde{\mathrm{H}}}d\vartheta,\end{split}

which completes the proof. ∎

Then from Lemma 9, we replace eϵse^{\epsilon s} and eϵϑe^{\epsilon\vartheta} by zz and pp, respectively, therefore, Gϵ(ϑ)G_{\epsilon}(\vartheta) turns into a function of pp, i.e., 𝐆(p)\mathbf{G}(p), and Hϵ(sϑ)H_{\epsilon}(s-\vartheta) becomes the function of zp\frac{z}{p}, i.e., 𝐇(z/p)\mathbf{H}(z/p). Naturally, the following lemma holds.

Lemma 10.

By a mapping dϑ=(1/(ϵeϵϑ))dp=(ϵ1p1)dpd\vartheta=(1/(\epsilon e^{\epsilon\vartheta}))dp=(\epsilon^{-1}p^{-1})dp, then (18) turns into

(19) m=0(gm,hm)zm=[(g(t),h(t))δϵ(t)]=12πiΓ0p1(𝐆(p),𝐇(z/p)¯)H~𝑑p.\begin{split}&\sum\limits_{m=0}^{\infty}(g_{m},h_{m})z^{-m}=\mathscr{L}\left[\big{(}g(t),h(t)\big{)}\delta_{\epsilon}(t)\right]=\frac{1}{2\pi\mathrm{i}}\int_{\Gamma_{0}}p^{-1}\Big{(}\mathbf{G}(p),\overline{\mathbf{H}(z/p)}\Big{)}_{\widetilde{\mathrm{H}}}dp.\end{split}

In fact, two lemmas above have extended the case of real-valued sequence [6] to that of H-valued sequences, which will be helpful to next analysis. Besides, for our theoretical estimates, a key lemma is introduced as follows.

Lemma 11.

[7] If the sequence {gj}j=0\{g_{j}\}_{j=0}^{\infty} is real-valued, satisfying that G(z)=j=0gjzjG(z)=\sum\limits_{j=0}^{\infty}g_{j}z^{-j} is analytical in 𝐃={zς,|z|>1}\mathbf{D}=\{z\in\varsigma,\;|z|>1\}, then for any 0<M+0<M\in\mathbb{Z}_{+} and for any (W0,W1,,WM)RM+1(W_{0},W_{1},\cdots,W_{M})\in R^{M+1}, it holds that

j=0M(p=0jgpWjp)Wj0,\begin{split}\sum\limits_{j=0}^{M}\left(\sum\limits_{p=0}^{j}g_{p}W_{j-p}\right)W_{j}\geq 0,\end{split}

if and only if G(z)0\Re G(z)\geq 0 for z𝐃z\in\mathbf{D}.

4 Crank-Nicolson IQ method for kernels of Case I

Here, we shall use the Crank-Nicolson method to approximate (3) with non-smooth kernels. First, we consider the kernels of Case I.

In order to approximate the integrals of (3) formally to the second order, we employ the IQ rule

(20) Qn(q)(φ)=χn,0(q)φ0+l=1nwnl(q)φl,q=1,2,\begin{split}Q_{n}^{(q)}(\varphi)=\chi_{n,0}^{(q)}\varphi^{0}+\sum\limits_{l=1}^{n}w_{n-l}^{(q)}\varphi^{l},\quad q=1,2,\end{split}

see [11]; from which, the following relations hold

(21) χ0,0(q)=0,0χn,0(q)=0kβq(tnζ)h(ζ/k)𝑑ζ,n1,0wnl(q)χn,l(q)=kmin(k,tnl)βq(tnlζ)h(ζ/k)𝑑ζ,n1,l1,\begin{split}&\chi_{0,0}^{(q)}=0,\quad 0\leq\chi_{n,0}^{(q)}=\int_{0}^{k}\beta_{q}(t_{n}-\zeta)h(\zeta/k)d\zeta,\quad n\geq 1,\\ &0\leq w_{n-l}^{(q)}\equiv\chi_{n,l}^{(q)}=\int_{-k}^{\min(k,t_{n-l})}\beta_{q}(t_{n-l}-\zeta)h(\zeta/k)d\zeta,\quad n\geq 1,\quad l\geq 1,\end{split}

where kk is the temporal step size and h(t)=max(1|t|,0)h(t)=\max(1-|t|,0). Especially,

(22) wn(q)=kmin(k,tn)βq(tnζ)h(ζ/k)𝑑ζ,n0.\begin{split}w_{n}^{(q)}=\int_{-k}^{\min(k,t_{n})}\beta_{q}(t_{n}-\zeta)h(\zeta/k)d\zeta,\quad n\geq 0.\end{split}

Then, it follows from [11, Lemma 4.8] that

(23) n=1N(l=1nwnlVl)Vn=k1n=1N(l=1n(kχn,l(q))Vl)Vn0,N1,\begin{split}\sum\limits_{n=1}^{N}\left(\sum\limits_{l=1}^{n}w_{n-l}V_{l}\right)V_{n}=k^{-1}\sum\limits_{n=1}^{N}\left(\sum\limits_{l=1}^{n}\left(k\chi_{n,l}^{(q)}\right)V_{l}\right)V_{n}\geq 0,\quad N\geq 1,\end{split}

and defining μ˘j(q)=tjtj+1|βq(ζ)|𝑑ζ\breve{\mu}_{j}^{(q)}=\int_{t_{j}}^{t_{j+1}}|\beta_{q}(\zeta)|d\zeta, we obtain

(24) (βqφ)(tn)Qn(q)(φ)2μ˘n1(q)0kφt(s)𝑑s+km=2nμ˘nm(q)tm1tmφtt(s)𝑑s,\begin{split}\big{\|}(\beta_{q}\ast\varphi)(t_{n})-Q_{n}^{(q)}(\varphi)\big{\|}&\leq 2\breve{\mu}_{n-1}^{(q)}\int_{0}^{k}\|\varphi_{t}(s)\|ds\\ &+k\sum\limits_{m=2}^{n}\breve{\mu}_{n-m}^{(q)}\int_{t_{m-1}}^{t_{m}}\|\varphi_{tt}(s)\|ds,\end{split}

where the convolution (βqφ)(t)=0tβq(ts)φ(s)𝑑s(\beta_{q}\ast\varphi)(t)=\int_{0}^{t}\beta_{q}(t-s)\varphi(s)ds. Also, using the assumptions (Case I) regarding the kernels βq\beta_{q}, we have

(25) n=0wn(q)w0(q)+40βq(ζ)𝑑ζ<.\begin{split}\sum\limits_{n=0}^{\infty}w_{n}^{(q)}\leq w_{0}^{(q)}+4\int_{0}^{\infty}\beta_{q}(\zeta)d\zeta<\infty.\end{split}

Thus for n1n\geq 1 and q=1,2q=1,2, we have

(26) Qn12(q)(φ)=12(Qn(q)(φ)+Qn1(q)(φ))=χ~n(q)φ0+l=1nwnl(q)φl12,\begin{split}Q_{n-\frac{1}{2}}^{(q)}(\varphi)&=\frac{1}{2}\Big{(}Q_{n}^{(q)}(\varphi)+Q_{n-1}^{(q)}(\varphi)\Big{)}=\widetilde{\chi}_{n}^{(q)}\varphi^{0}+\sum\limits_{l=1}^{n}w_{n-l}^{(q)}\varphi^{l-\frac{1}{2}},\end{split}

where χ~n(q)=12(χn,0(q)+χn1,0(q)wn1(q))\widetilde{\chi}_{n}^{(q)}=\frac{1}{2}\left(\chi_{n,0}^{(q)}+\chi_{n-1,0}^{(q)}-w_{n-1}^{(q)}\right) and φn12=12(φn+φn1)\varphi^{n-\frac{1}{2}}=\frac{1}{2}\left(\varphi^{n}+\varphi^{n-1}\right).

Here, the Crank-Nicolson method and (26) are applied to problem (3), then

(27) δtUn+q=12Qn1/2(q)(𝐁qU)=fn12,n1,U0=u0,\begin{split}\delta_{t}U^{n}&+\sum\limits_{q=1}^{2}Q_{n-1/2}^{(q)}(\mathbf{B}_{q}U)=f^{n-\frac{1}{2}},\quad n\geq 1,\\ &U^{0}=u_{0},\end{split}

where δtvn=vnvn1k\delta_{t}v^{n}=\frac{v^{n}-v^{n-1}}{k} and vn12=(vn1+vn)/2v^{n-\frac{1}{2}}=(v^{n-1}+v^{n})/2 for n1n\geq 1.

Then applying the z-transform to (27), we yield

(28) n=1UnUn1kzn+q=12n=1(χ~n(q)𝐁qU0+l=1nwnl(q)𝐁qUl12)zn=n=1fn+fn12zn,\begin{split}\sum\limits_{n=1}^{\infty}\frac{U^{n}-U^{n-1}}{k}z^{-n}&+\sum\limits_{q=1}^{2}\sum\limits_{n=1}^{\infty}\left(\widetilde{\chi}_{n}^{(q)}\mathbf{B}_{q}U^{0}+\sum\limits_{l=1}^{n}w_{n-l}^{(q)}\mathbf{B}_{q}U^{l-\frac{1}{2}}\right)z^{-n}\\ &=\sum\limits_{n=1}^{\infty}\frac{f^{n}+f^{n-1}}{2}z^{-n},\end{split}

and utilizing Propositions 6 and 7, we further get

(29) 2(1z1)1+z1U~(z)+kq=12w~(q)(z)𝐁qU~(z)=kF~(z)k1+z1f0+21+z1U0+2k1+z1q=12(12w~(q)(z)χ~(q)(z))𝐁qU0,\begin{split}&\frac{2(1-z^{-1})}{1+z^{-1}}\widetilde{U}(z)+k\sum\limits_{q=1}^{2}\widetilde{w}^{(q)}(z)\mathbf{B}_{q}\widetilde{U}(z)=k\widetilde{F}(z)-\frac{k}{1+z^{-1}}f^{0}\\ &+\frac{2}{1+z^{-1}}U^{0}+\frac{2k}{1+z^{-1}}\sum\limits_{q=1}^{2}\left(\frac{1}{2}\widetilde{w}^{(q)}(z)-\widetilde{\chi}^{(q)}(z)\right)\mathbf{B}_{q}U^{0},\end{split}

from which,

(30) U~(z)=U0+U1z1++Unzn+,F~(z)=f0+f1z1++fnzn+,w~(q)(z)=w0(q)+w1(q)z1++wn(q)zn+,q=1,2,χ~(q)(z)=χ~1(q)z1+χ~2(q)z2++χ~n(q)zn+,q=1,2.\begin{split}&\widetilde{U}(z)=U^{0}+U^{1}z^{-1}+\cdots+U^{n}z^{-n}+\cdots,\\ &\widetilde{F}(z)=f^{0}+f^{1}z^{-1}+\cdots+f^{n}z^{-n}+\cdots,\\ &\widetilde{w}^{(q)}(z)=w_{0}^{(q)}+w_{1}^{(q)}z^{-1}+\cdots+w_{n}^{(q)}z^{-n}+\cdots,\quad q=1,2,\\ &\widetilde{\chi}^{(q)}(z)=\widetilde{\chi}_{1}^{(q)}z^{-1}+\widetilde{\chi}_{2}^{(q)}z^{-2}+\cdots+\widetilde{\chi}_{n}^{(q)}z^{-n}+\cdots,\quad q=1,2.\end{split}

Then, the following lemma is established by above analyses.

Lemma 12.

Let the series w~(q)(z)=n=0wn(q)zn\widetilde{w}^{(q)}(z)=\sum_{n=0}^{\infty}w_{n}^{(q)}z^{-n}, q=1,2q=1,2, be denoted in (30). Then it holds that (w~(q)(z))0\Re\left(\widetilde{w}^{(q)}(z)\right)\geq 0.

Proof.

(I)(\mathrm{I}) First, the result (23) holds. (II)(\mathrm{II}) Then, (25) implies that the positive-term series n=0wn(q)\sum_{n=0}^{\infty}w_{n}^{(q)} is convergent, and then Abel theorem leads to n=0wn(q)zn\sum_{n=0}^{\infty}w_{n}^{(q)}z^{-n} is convergent in 𝐃={zς,|z|>1}\mathbf{D}=\{z\in\varsigma,\;|z|>1\}. Thus, Weierstrass theorem shows that n=0wn(q)zn\sum_{n=0}^{\infty}w_{n}^{(q)}z^{-n} is analytical in 𝐃\mathbf{D}. Combining (I)(\mathrm{I}) and (II)(\mathrm{II}), the proof is completed by Lemma 11. ∎

Below we shall deduce the long-time stability of scheme (27), i.e., the following theorem.

Theorem 13.

Let UnU^{n} denoted by (27) be the approximate solution of problem (3). Assuming that βq(t)L1(+)\beta_{q}(t)\in\mathrm{L_{1}}(\mathbb{R}_{+}), q=1,2q=1,2 and c>0c>0, then it holds that

UnA2ec(1+ec2)4(ec21)6(kf0+2U0)2+q=12βqL1(0,)2(1+ec2)4k2ec(ec21)2𝐁qU02+(1+ec2)4k22(ec1)2(n=0ec2nfn)2,\begin{split}\|U^{n}\|^{2}_{A}\leq\frac{e^{c}(1+e^{\frac{c}{2}})^{4}}{(e^{\frac{c}{2}}-1)^{6}}\Big{(}k\|f^{0}\|+2\|U^{0}\|\Big{)}^{2}&+\sum\limits_{q=1}^{2}\frac{\|\beta_{q}\|^{2}_{\mathrm{L_{1}}(0,\infty)}(1+e^{\frac{c}{2}})^{4}k^{2}}{e^{c}(e^{\frac{c}{2}}-1)^{2}}\|\mathbf{B}_{q}U^{0}\|^{2}\\ &+\frac{(1+e^{\frac{c}{2}})^{4}k^{2}}{2(e^{c}-1)^{2}}\left(\sum\limits_{n=0}^{\infty}e^{-\frac{c}{2}n}\|f^{n}\|\right)^{2},\end{split}

where the notation UnA=n=0ecnUn2\|U^{n}\|_{A}=\sqrt{\sum\limits_{n=0}^{\infty}e^{-cn}\|U^{n}\|^{2}}.

Proof.

By taking the inner product of (29) with U~(z)\widetilde{U}(z), we get

2(1z1)1+z1U~(z)H~2+kq=12w~(q)(z)(𝐁qU~(z),U~(z))=k(F~(z),U~(z))k1+z1(f0,U~(z))+21+z1(U0,U~(z))+2k1+z1q=12(12w~(q)(z)χ~(q)(z))(𝐁qU0,U~(z)).\begin{split}&\frac{2(1-z^{-1})}{1+z^{-1}}\left\|\widetilde{U}(z)\right\|^{2}_{\widetilde{\mathrm{H}}}+k\sum\limits_{q=1}^{2}\widetilde{w}^{(q)}(z)(\mathbf{B}_{q}\widetilde{U}(z),\widetilde{U}(z))\\ &=k(\widetilde{F}(z),\widetilde{U}(z))-\frac{k}{1+z^{-1}}(f^{0},\widetilde{U}(z))+\frac{2}{1+z^{-1}}(U^{0},\widetilde{U}(z))\\ &+\frac{2k}{1+z^{-1}}\sum\limits_{q=1}^{2}\left(\frac{1}{2}\widetilde{w}^{(q)}(z)-\widetilde{\chi}^{(q)}(z)\right)(\mathbf{B}_{q}U^{0},\widetilde{U}(z)).\end{split}

Taking the real part of above formula and letting z=es0+iηz=e^{s_{0}+\mathrm{i}\eta} with any s0>0s_{0}>0, then from

(31) (2(1z1)1+z1)|z=es0+iη=2(e2s01)1+2es0cos(η)+e2s02(e2s01)(1+es0)2,(11+z1)|z=es0+iη=1+es0cos(η)1+2es0cos(η)+e2s01+es0(1es0)2,\begin{split}&\Re\left(\frac{2(1-z^{-1})}{1+z^{-1}}\right)\Bigl{|}_{z=e^{s_{0}+\mathrm{i}\eta}}=\frac{2(e^{2s_{0}}-1)}{1+2e^{s_{0}}\cos(\eta)+e^{2s_{0}}}\geq\frac{2(e^{2s_{0}}-1)}{(1+e^{s_{0}})^{2}},\\ &\Re\left(\frac{1}{1+z^{-1}}\right)\Bigl{|}_{z=e^{s_{0}+\mathrm{i}\eta}}=\frac{1+e^{-s_{0}}\cos(\eta)}{1+2e^{-s_{0}}\cos(\eta)+e^{-2s_{0}}}\leq\frac{1+e^{-s_{0}}}{(1-e^{-s_{0}})^{2}},\end{split}
Ξ(q)(z)21+z1(12w~(q)(z)χ~(q)(z))=w0(q)+n=1(wn(q)χn,0(q))zn11+zχ0,0(q),\begin{split}\Xi^{(q)}(z)\triangleq\frac{2}{1+z^{-1}}&\left(\frac{1}{2}\widetilde{w}^{(q)}(z)-\widetilde{\chi}^{(q)}(z)\right)=w_{0}^{(q)}\\ &+\sum\limits_{n=1}^{\infty}(w_{n}^{(q)}-\chi_{n,0}^{(q)})z^{-n}-\frac{1}{1+z}\chi_{0,0}^{(q)},\end{split}

and w~(z)0\Re\widetilde{w}(z)\geq 0 (cf. Lemma 12) it follows that

(32) 2(e2s01)(1+es0)2U~(z)H~1+es0(1es0)2(kf0+2U0)+kn=0es0nfn+kq=12(w0(q)+es0n=1|wn(q)χn,0(q)|)𝐁qU0,\begin{split}\frac{2(e^{2s_{0}}-1)}{(1+e^{s_{0}})^{2}}\left\|\widetilde{U}(z)\right\|_{\widetilde{\mathrm{H}}}&\leq\frac{1+e^{-s_{0}}}{(1-e^{-s_{0}})^{2}}\Big{(}k\|f^{0}\|+2\|U^{0}\|\Big{)}+k\sum\limits_{n=0}^{\infty}e^{-s_{0}n}\|f^{n}\|\\ &+k\sum\limits_{q=1}^{2}\left(w_{0}^{(q)}+e^{-s_{0}}\sum\limits_{n=1}^{\infty}|w_{n}^{(q)}-\chi_{n,0}^{(q)}|\right)\|\mathbf{B}_{q}U^{0}\|,\end{split}

in which the positivity of the operators 𝐁1\mathbf{B}_{1}, 𝐁2\mathbf{B}_{2} and

(Ξ(q)(z))=w0(q)+n=1(wn(q)χn,0(q))ens0cos(nη)\begin{split}\Re\left(\Xi^{(q)}(z)\right)=w_{0}^{(q)}+\sum\limits_{n=1}^{\infty}\left(w_{n}^{(q)}-\chi_{n,0}^{(q)}\right)e^{-ns_{0}}\cos(n\eta)\end{split}

are utilized. Next, from Lemmas 9 and 10, we obtain

UnA2=12πiCec/2p1(U~(p),U~(ec/p)¯)H~𝑑p,\begin{split}\|U^{n}\|_{A}^{2}=\frac{1}{2\pi\mathrm{i}}\oint_{C_{e^{c/2}}}p^{-1}\Big{(}\widetilde{U}(p),\overline{\widetilde{U}(e^{c}/p)}\Big{)}_{\widetilde{\mathrm{H}}}dp,\end{split}

in which c>0c>0 and Cec/2C_{e^{c/2}} is a circle of radius ec2e^{\frac{c}{2}}. Then, taking p=ec2+iηp=e^{\frac{c}{2}+\mathrm{i}\eta} to yield

(33) UnA2=12π02π(U~(ec2+iη),U~(ec2iη)¯)H~𝑑η=12π02πU~(ec2+iη)H~2𝑑η.\begin{split}\|U^{n}\|_{A}^{2}&=\frac{1}{2\pi}\int_{0}^{2\pi}\Big{(}\widetilde{U}(e^{\frac{c}{2}+\mathrm{i}\eta}),\overline{\widetilde{U}(e^{\frac{c}{2}-\mathrm{i}\eta})}\Big{)}_{\widetilde{\mathrm{H}}}d\eta=\frac{1}{2\pi}\int_{0}^{2\pi}\left\|\widetilde{U}(e^{\frac{c}{2}+\mathrm{i}\eta})\right\|^{2}_{\widetilde{\mathrm{H}}}d\eta.\end{split}

In addition, we employ (21) and (22) to yield that

n=1|wn(q)χn,0(q)|n=1k0|βq(tnζ)||h(ζ/k)|𝑑ζn=1tntn+1βq(s)𝑑sβqL1(0,),\begin{split}\sum\limits_{n=1}^{\infty}\left|w_{n}^{(q)}-\chi_{n,0}^{(q)}\right|&\leq\sum\limits_{n=1}^{\infty}\int_{-k}^{0}|\beta_{q}(t_{n}-\zeta)|\left|h(\zeta/k)\right|d\zeta\\ &\leq\sum\limits_{n=1}^{\infty}\int_{t_{n}}^{t_{n+1}}\beta_{q}(s)ds\leq\|\beta_{q}\|_{\mathrm{L_{1}}(0,\infty)},\end{split}

and that

w0(q)k0βq(ζ)|h(ζ/k)|𝑑ζ0kβq(s)𝑑sβqL1(0,).\begin{split}w_{0}^{(q)}&\leq\int_{-k}^{0}\beta_{q}(-\zeta)\left|h(\zeta/k)\right|d\zeta\leq\int_{0}^{k}\beta_{q}(s)ds\leq\|\beta_{q}\|_{\mathrm{L_{1}}(0,\infty)}.\end{split}

Therefore, taking s0=c2s_{0}=\frac{c}{2}, then (32) becomes

U~(ec2+iη)H~ec2(1+ec2)22(ec21)3(kf0+2U0)+k(1+ec2)22(ec1)n=0ec2nfn+q=12(1+ec2)2βqL1(0,)2ec2(ec21)k𝐁qU0.\begin{split}\left\|\widetilde{U}\left(e^{\frac{c}{2}+\mathrm{i}\eta}\right)\right\|_{\widetilde{\mathrm{H}}}&\leq\frac{e^{\frac{c}{2}}(1+e^{\frac{c}{2}})^{2}}{2(e^{\frac{c}{2}}-1)^{3}}\Big{(}k\|f^{0}\|+2\|U^{0}\|\Big{)}+\frac{k(1+e^{\frac{c}{2}})^{2}}{2(e^{c}-1)}\sum\limits_{n=0}^{\infty}e^{-\frac{c}{2}n}\|f^{n}\|\\ &+\sum\limits_{q=1}^{2}\frac{(1+e^{\frac{c}{2}})^{2}\|\beta_{q}\|_{\mathrm{L_{1}}(0,\infty)}}{2e^{\frac{c}{2}}(e^{\frac{c}{2}}-1)}k\|\mathbf{B}_{q}U^{0}\|.\end{split}

Further, it holds that

(34) U~(ec2+iη)H~2ec(1+ec2)4(ec21)6(kf0+2U0)2+q=12(1+ec2)4βqL1(0,)2ec(ec21)2k2𝐁qU02+(1+ec2)42(ec1)2k2(n=0ec2nfn)2.\begin{split}\left\|\widetilde{U}\left(e^{\frac{c}{2}+\mathrm{i}\eta}\right)\right\|^{2}_{\widetilde{\mathrm{H}}}&\leq\frac{e^{c}(1+e^{\frac{c}{2}})^{4}}{(e^{\frac{c}{2}}-1)^{6}}\Big{(}k\|f^{0}\|+2\|U^{0}\|\Big{)}^{2}\\ &+\sum\limits_{q=1}^{2}\frac{(1+e^{\frac{c}{2}})^{4}\|\beta_{q}\|^{2}_{\mathrm{L_{1}}(0,\infty)}}{e^{c}(e^{\frac{c}{2}}-1)^{2}}k^{2}\|\mathbf{B}_{q}U^{0}\|^{2}\\ &+\frac{(1+e^{\frac{c}{2}})^{4}}{2(e^{c}-1)^{2}}k^{2}\left(\sum\limits_{n=0}^{\infty}e^{-\frac{c}{2}n}\|f^{n}\|\right)^{2}.\end{split}

Using (33) and (34), the proof is finished. ∎

Then we shall consider the convergence of the scheme (27), and the following theorem holds.

Theorem 14.

Let UnU^{n} and u(tn)u(t_{n}) be the solution of (27) and (3), respectively. Supposing that βq(t)L1(+)\beta_{q}(t)\in\mathrm{L_{1}}(\mathbb{R}_{+}), q=1,2q=1,2 and c>0c>0, then for n1n\geq 1,

Unu(tn)A𝒞k{ec20kutt(ζ)dζ+kn=2ec2ntn1tnuttt(ζ)dζ+q=12βqL1(0,)n=1ec2n(0k𝐁qut(ζ)dζ+kktn𝐁qutt(ζ)dζ)}.\begin{split}\|U^{n}-u(t_{n})\|_{A}&\leq\mathcal{C}k\Biggr{\{}e^{-\frac{c}{2}}\int_{0}^{k}\left\|u_{tt}(\zeta)\right\|d\zeta+k\sum\limits_{n=2}^{\infty}e^{-\frac{c}{2}n}\int_{t_{n-1}}^{t_{n}}\left\|u_{ttt}(\zeta)\right\|d\zeta\\ &+\sum\limits_{q=1}^{2}\|\beta_{q}\|_{\mathrm{L_{1}}(0,\infty)}\sum\limits_{n=1}^{\infty}e^{-\frac{c}{2}n}\left(\int_{0}^{k}\left\|\mathbf{B}_{q}u_{t}(\zeta)\right\|d\zeta+k\int_{k}^{t_{n}}\left\|\mathbf{B}_{q}u_{tt}(\zeta)\right\|d\zeta\right)\Biggr{\}}.\end{split}
Proof.

It is obvious that temporal error ρn=Unu(tn)\rho^{n}=U^{n}-u(t_{n}) satisfies

δtρn+q=12Qn1/2(q)(𝐁qρ)=r1n12+r2n12,n1,ρ0=0,\begin{split}\delta_{t}\rho^{n}&+\sum\limits_{q=1}^{2}Q_{n-1/2}^{(q)}(\mathbf{B}_{q}\rho)=r_{1}^{n-\frac{1}{2}}+r_{2}^{n-\frac{1}{2}},\quad n\geq 1,\\ &\rho^{0}=0,\end{split}

from which,

(35) r1n12=(ut)n12(ut)(tn12)+(ut)(tn12)δtun.\begin{split}r_{1}^{n-\frac{1}{2}}=\left(\frac{\partial u}{\partial t}\right)^{n-\frac{1}{2}}-\left(\frac{\partial u}{\partial t}\right)(t_{n-\frac{1}{2}})+\left(\frac{\partial u}{\partial t}\right)(t_{n-\frac{1}{2}})-\delta_{t}u^{n}.\end{split}

By denoting the notation ut=utu_{t}=\frac{\partial u}{\partial t}, we further get

(36) r1120kutt(ζ)𝑑ζ,r1n12k2tn1tnuttt(ζ)𝑑ζ,n2.\begin{split}\left\|r_{1}^{\frac{1}{2}}\right\|\leq\int_{0}^{k}\left\|u_{tt}(\zeta)\right\|d\zeta,\quad\left\|r_{1}^{n-\frac{1}{2}}\right\|\leq\frac{k}{2}\int_{t_{n-1}}^{t_{n}}\left\|u_{ttt}(\zeta)\right\|d\zeta,\quad n\geq 2.\end{split}

Furthermore, it follows from (24) that

(37) r2nq=12(2μ˘n1(q)0k𝐁qut(ζ)𝑑ζ+kj=2nμ˘nj(q)tj1tj𝐁qutt(ζ)𝑑ζ).\begin{split}\left\|r_{2}^{n}\right\|\leq\sum\limits_{q=1}^{2}\left(2\breve{\mu}_{n-1}^{(q)}\int_{0}^{k}\left\|\mathbf{B}_{q}u_{t}(\zeta)\right\|d\zeta+k\sum\limits_{j=2}^{n}\breve{\mu}_{n-j}^{(q)}\int_{t_{j-1}}^{t_{j}}\left\|\mathbf{B}_{q}u_{tt}(\zeta)\right\|d\zeta\right).\end{split}

Using (37) and the definition of μ˘j(q)\breve{\mu}_{j}^{(q)}, we yield the following estimate

(38) n=1ec2nr2nq=12βqL1(0,)n=1ec2n(20k𝐁qut(ζ)𝑑ζ+kktn𝐁qutt(ζ)𝑑ζ).\begin{split}\sum\limits_{n=1}^{\infty}e^{-\frac{c}{2}n}\left\|r_{2}^{n}\right\|\leq\sum\limits_{q=1}^{2}\|\beta_{q}\|_{\mathrm{L_{1}}(0,\infty)}\sum\limits_{n=1}^{\infty}e^{-\frac{c}{2}n}\left(2\int_{0}^{k}\left\|\mathbf{B}_{q}u_{t}(\zeta)\right\|d\zeta+k\int_{k}^{t_{n}}\left\|\mathbf{B}_{q}u_{tt}(\zeta)\right\|d\zeta\right).\end{split}

Then, from Theorem 13, we have

(39) n=1ecnρn2𝒞(1+ec2)4(ec1)2k2[n=1ec2n(r1n12+r2n12)]2.\begin{split}\sum\limits_{n=1}^{\infty}e^{-cn}\|\rho^{n}\|^{2}&\leq\frac{\mathcal{C}(1+e^{\frac{c}{2}})^{4}}{(e^{c}-1)^{2}}k^{2}\left[\sum\limits_{n=1}^{\infty}e^{-\frac{c}{2}n}\left(\left\|r_{1}^{n-\frac{1}{2}}\right\|+\left\|r_{2}^{n-\frac{1}{2}}\right\|\right)\right]^{2}.\end{split}

Substituting (36) and (37) into (39), we complete the proof. ∎

5 BDF2 IQ-CQ method for kernels of Case II

Herein, we consider a mixed case with the kernels of Case II, namely, β1(t)L1(0,)\beta_{1}(t)\in\mathrm{L_{1}}(0,\infty) and β2(t)=tα1Γ(α)L1,loc(0,)\beta_{2}(t)=\frac{t^{\alpha-1}}{\Gamma(\alpha)}\in\mathrm{L_{1,loc}}(0,\infty).

Firstly, in Section 4, we have introduce the IQ rule Qn(1)(φ)Q_{n}^{(1)}(\varphi) to approximate the first integral term in (3) with β1(t)L1(0,)\beta_{1}(t)\in\mathrm{L_{1}}(0,\infty), which means that we only need to consider another method to approximate the second integral term in (3) with β2(t)=tα1Γ(α)\beta_{2}(t)=\frac{t^{\alpha-1}}{\Gamma(\alpha)}. Naturally, a better option is the second-order CQ rule [8, 9].

Denote

(40) Q~n(q)(φ)=ϖn,0(q)φ0+kαp=1nωnp(q)φp,q=1,2,\begin{split}\widetilde{Q}_{n}^{(q)}(\varphi)=\varpi_{n,0}^{(q)}\varphi^{0}+k^{\alpha}\sum\limits_{p=1}^{n}\omega_{n-p}^{(q)}\varphi^{p},\quad q=1,2,\end{split}

from which, when q=1q=1, Q~n(1)(φ)=Qn(1)(φ)\widetilde{Q}_{n}^{(1)}(\varphi)=Q_{n}^{(1)}(\varphi), which implies that ϖn,0(1)=χn,0(1)\varpi_{n,0}^{(1)}=\chi_{n,0}^{(1)} and kαωn(1)=wn(1)k^{\alpha}\omega_{n}^{(1)}=w_{n}^{(1)}; when q=2q=2, Q~n(2)(φ)\widetilde{Q}_{n}^{(2)}(\varphi) is the second-order CQ rule, thus the generating coefficients ωn(2)\omega_{n}^{(2)} is obtained by

(41) β^2((3ζ)(1ζ)2)=[(3ζ)(1ζ)2]α=n=0ωn(2)ζn,\begin{split}\hat{\beta}_{2}\left(\frac{(3-\zeta)(1-\zeta)}{2}\right)=\left[\frac{(3-\zeta)(1-\zeta)}{2}\right]^{-\alpha}=\sum\limits_{n=0}^{\infty}\omega_{n}^{(2)}\zeta^{n},\end{split}

then in order to approximate the integral formally to the second order, we give the starting quadrature weights ϖn,0(2)\varpi_{n,0}^{(2)}, such that

(42) ϖn,0(2)=(β21)(tn)kαp=1nωp(2),n1.\begin{split}\varpi_{n,0}^{(2)}=(\beta_{2}\ast 1)(t_{n})-k^{\alpha}\sum\limits_{p=1}^{n}\omega_{p}^{(2)},\quad n\geq 1.\end{split}

In addition, we utilize the Taylor expansion formula and [8, (2.4) and (3.3)] to obtain

(43) (β2φ)(tn)Q~n(2)(φ)𝒞(k2tnα1φt(0)+kα+1tn1tnφtt(ζ)dζ+k20tn1β2(tnζ)φtt(ζ)dζ).\begin{split}\left\|(\beta_{2}\ast\varphi)(t_{n})-\widetilde{Q}_{n}^{(2)}(\varphi)\right\|\leq\mathcal{C}&\Biggr{(}k^{2}t_{n}^{\alpha-1}\left\|\varphi_{t}(0)\right\|+k^{\alpha+1}\int_{t_{n-1}}^{t_{n}}\left\|\varphi_{tt}(\zeta)\right\|d\zeta\\ &+k^{2}\int_{0}^{t_{n-1}}\beta_{2}(t_{n}-\zeta)\left\|\varphi_{tt}(\zeta)\right\|d\zeta\Biggr{)}.\end{split}

Next, the BDF2 method and (40) are used to approximate (3), then

(44) δtU1+q=12Q~1(q)(𝐁qU)=f1,δt(2)Un+q=12Q~n(q)(𝐁qU)=fn,n2,U0=u0,\begin{split}\delta_{t}U^{1}&+\sum\limits_{q=1}^{2}\widetilde{Q}_{1}^{(q)}(\mathbf{B}_{q}U)=f^{1},\\ \delta_{t}^{(2)}U^{n}&+\sum\limits_{q=1}^{2}\widetilde{Q}_{n}^{(q)}(\mathbf{B}_{q}U)=f^{n},\quad n\geq 2,\\ &U^{0}=u_{0},\end{split}

where δtvn\delta_{t}v^{n} defined by (27) and δt(2)vn=32δtvn12δtvn1\delta_{t}^{(2)}v^{n}=\frac{3}{2}\delta_{t}v^{n}-\frac{1}{2}\delta_{t}v^{n-1} with n2n\geq 2.

Based on Propositions 6 and 7, using the z-transform for (44) with n1n\geq 1, i.e., multiplying (44) with znz^{-n} and then summing it for nn from 11 to \infty, we have

(45) (322z1+z22)U(z)+kq=12ω(q)(z)𝐁qU(z)=kF(z)kq=12ϖ(q)(z)𝐁qU0+z12U1+(z1z22)U0,\begin{split}\left(\frac{3}{2}-2z^{-1}+\frac{z^{-2}}{2}\right)\vec{U}(z)&+k\sum\limits_{q=1}^{2}\vec{\omega}^{(q)}(z)\mathbf{B}_{q}\vec{U}(z)=k\vec{F}(z)\\ &-k\sum\limits_{q=1}^{2}\vec{\varpi}^{(q)}(z)\mathbf{B}_{q}U^{0}+\frac{z^{-1}}{2}U^{1}+\left(z^{-1}-\frac{z^{-2}}{2}\right)U^{0},\end{split}

from which,

(46) U(z)=U1z1+U2z2++Unzn+,F(z)=f1z1+f2z2++fnzn+,ω(1)(z)=w~(1)(z),ϖ(1)(z)=χ1,0(1)z1+χ2,0(1)z2++χn,0(1)zn+,ω(2)(z)=ω0(2)+ω1(2)z1++ωn(2)zn+=[(3z1)(1z1)2]α,ϖ(2)(z)=ϖ1,0(2)z1+ϖ2,0(2)z2++ϖn,0(2)zn+.\begin{split}&\vec{U}(z)=U^{1}z^{-1}+U^{2}z^{-2}+\cdots+U^{n}z^{-n}+\cdots,\\ &\vec{F}(z)=f^{1}z^{-1}+f^{2}z^{-2}+\cdots+f^{n}z^{-n}+\cdots,\\ &\vec{\omega}^{(1)}(z)=\widetilde{w}^{(1)}(z),\quad\vec{\varpi}^{(1)}(z)=\chi_{1,0}^{(1)}z^{-1}+\chi_{2,0}^{(1)}z^{-2}+\cdots+\chi_{n,0}^{(1)}z^{-n}+\cdots,\\ &\vec{\omega}^{(2)}(z)=\omega_{0}^{(2)}+\omega_{1}^{(2)}z^{-1}+\cdots+\omega_{n}^{(2)}z^{-n}+\cdots=\left[\frac{(3-z^{-1})(1-z^{-1})}{2}\right]^{-\alpha},\\ &\vec{\varpi}^{(2)}(z)=\varpi_{1,0}^{(2)}z^{-1}+\varpi_{2,0}^{(2)}z^{-2}+\cdots+\varpi_{n,0}^{(2)}z^{-n}+\cdots.\end{split}

Let z=es0+iηz=e^{s_{0}+\mathrm{i}\eta} with s0>0s_{0}>0. Thus, we have

(47) (322z1+z22)=1e2s02+(1es0cosη)21e2s02,\begin{split}\Re\left(\frac{3}{2}-2z^{-1}+\frac{z^{-2}}{2}\right)=\frac{1-e^{-2s_{0}}}{2}+(1-e^{-s_{0}}\cos\eta)^{2}\geq\frac{1-e^{-2s_{0}}}{2},\end{split}
(48) |(ϖ(1)(z))|n=1|χn,0(1)|es0n2n=1tn1tnes0nβ1(s)𝑑s2es00β1(s)𝑑s2es0β1L1(0,),\begin{split}\Big{|}\Re\left(\vec{\varpi}^{(1)}(z)\right)\Big{|}&\leq\sum\limits_{n=1}^{\infty}\left|\chi_{n,0}^{(1)}\right|e^{-s_{0}n}\leq 2\sum\limits_{n=1}^{\infty}\int_{t_{n-1}}^{t_{n}}e^{-s_{0}n}\beta_{1}(s)ds\\ &\leq 2e^{-s_{0}}\int_{0}^{\infty}\beta_{1}(s)ds\leq 2e^{-s_{0}}\|\beta_{1}\|_{\mathrm{L_{1}}(0,\infty)},\end{split}

and from [9] we have |ϖn,0(2)|=𝒪(ktnα1)\left|\varpi_{n,0}^{(2)}\right|=\mathcal{O}(kt_{n}^{\alpha-1}), which implies that

(49) |(ϖ(2)(z))|n=1|ϖn,0(2)|es0n𝒞kαn=1nα1es0n𝒞α,s0kα.\begin{split}\Big{|}\Re\left(\vec{\varpi}^{(2)}(z)\right)\Big{|}&\leq\sum\limits_{n=1}^{\infty}\left|\varpi_{n,0}^{(2)}\right|e^{-s_{0}n}\leq\mathcal{C}k^{\alpha}\sum\limits_{n=1}^{\infty}n^{\alpha-1}e^{-s_{0}n}\leq\mathcal{C}_{\alpha,s_{0}}k^{\alpha}.\end{split}

In addition, a key lemma is established as follows.

Lemma 15.

Let the series ω(2)(z)=n=0ωn(2)zn\vec{\omega}^{(2)}(z)=\sum_{n=0}^{\infty}\omega_{n}^{(2)}z^{-n} be given in (46). Then it holds that (ω(2)(z))0\Re\left(\vec{\omega}^{(2)}(z)\right)\geq 0.

Proof.

Taking z=es0+iηz=e^{s_{0}+\mathrm{i}\eta} with s0>0s_{0}>0 and using (47), we have (322z1+z22)>0\Re\left(\frac{3}{2}-2z^{-1}+\frac{z^{-2}}{2}\right)>0. Therefore, the desired result is yielded by Lemma 2. ∎

Then, we shall deduce the following stability result.

Theorem 16.

Let UnU^{n} denoted by (44) be the numerical solution of (3). Supposing that β1(t)L1(+)\beta_{1}(t)\in\mathrm{L_{1}}(\mathbb{R}_{+}), β2(t)=tα1Γ(α)L1,loc(+)\beta_{2}(t)=\frac{t^{\alpha-1}}{\Gamma(\alpha)}\in\mathrm{L_{1,loc}}(\mathbb{R}_{+}) and c>0c>0, then it holds that

UnA4k1ecn=1ec2nfn+4ec21eckβ1L1(0,)𝐁1U0+2𝒞α,c1eckα+1𝐁2U0+1+3ec21ecU0.\begin{split}\|U^{n}\|_{A}&\leq\frac{4k}{1-e^{-c}}\sum\limits_{n=1}^{\infty}e^{-\frac{c}{2}n}\|f^{n}\|+\frac{4e^{-\frac{c}{2}}}{1-e^{-c}}k\|\beta_{1}\|_{\mathrm{L_{1}}(0,\infty)}\left\|\mathbf{B}_{1}U^{0}\right\|\\ &+\frac{2\mathcal{C}_{\alpha,c}}{1-e^{-c}}k^{\alpha+1}\left\|\mathbf{B}_{2}U^{0}\right\|+\frac{1+3e^{-\frac{c}{2}}}{1-e^{-c}}\left\|U^{0}\right\|.\end{split}
Proof.

First, by taking the inner product of (45) with U(z)\vec{U}(z), we have

(50) (322z1+z22)U(z)H~2+kq=12ω(q)(z)(𝐁qU(z),U(z))k(F(z),U(z))kq=12ϖ(q)(z)(𝐁qU0,U(z))+z12(U1,U(z))+(z1z22)(U0,U(z)),\begin{split}\left(\frac{3}{2}-2z^{-1}+\frac{z^{-2}}{2}\right)&\left\|\vec{U}(z)\right\|^{2}_{\widetilde{\mathrm{H}}}+k\sum\limits_{q=1}^{2}\vec{\omega}^{(q)}(z)\left(\mathbf{B}_{q}\vec{U}(z),\vec{U}(z)\right)\\ &\leq k\left(\vec{F}(z),\vec{U}(z)\right)-k\sum\limits_{q=1}^{2}\vec{\varpi}^{(q)}(z)\left(\mathbf{B}_{q}U^{0},\vec{U}(z)\right)\\ &+\frac{z^{-1}}{2}\left(U^{1},\vec{U}(z)\right)+\left(z^{-1}-\frac{z^{-2}}{2}\right)\left(U^{0},\vec{U}(z)\right),\end{split}

in which, employing the positivity of the operator 𝐁q\mathbf{B}_{q}, Lemma 12 and Lemma 15, we obtain

(51) q=12(ω(q)(z))(𝐁qU(z),U(z))0.\begin{split}\sum\limits_{q=1}^{2}\Re\left(\vec{\omega}^{(q)}(z)\right)\left(\mathbf{B}_{q}\vec{U}(z),\vec{U}(z)\right)\geq 0.\end{split}

Then taking the real part of (50) and using (47) and (51), we further get

(52) 1e2s02U(z)H~kn=1ens0fn+kq=12|(ϖ(q)(z))|𝐁qU0+12es0U1+(es0+12e2s0)U0.\begin{split}\frac{1-e^{-2s_{0}}}{2}\left\|\vec{U}(z)\right\|_{\widetilde{\mathrm{H}}}&\leq k\sum\limits_{n=1}^{\infty}e^{-ns_{0}}\|f^{n}\|+k\sum\limits_{q=1}^{2}\left|\Re\left(\vec{\varpi}^{(q)}(z)\right)\right|\left\|\mathbf{B}_{q}U^{0}\right\|\\ &+\frac{1}{2}e^{-s_{0}}\left\|U^{1}\right\|+\left(e^{-s_{0}}+\frac{1}{2}e^{-2s_{0}}\right)\left\|U^{0}\right\|.\end{split}

Noting that U(z)=U~(z)U0\vec{U}(z)=\widetilde{U}(z)-U^{0} and using (48)-(49), then (52) is simplified to

(53) U~(z)H~2k1e2s0n=1ens0fn+4es01e2s0kβ1L1(0,)𝐁1U0+2𝒞α,s01e2s0kα+1𝐁2U0+1+2es01e2s0U0+es01e2s0U1,\begin{split}\left\|\widetilde{U}(z)\right\|_{\widetilde{\mathrm{H}}}&\leq\frac{2k}{1-e^{-2s_{0}}}\sum\limits_{n=1}^{\infty}e^{-ns_{0}}\|f^{n}\|+\frac{4e^{-s_{0}}}{1-e^{-2s_{0}}}k\|\beta_{1}\|_{\mathrm{L_{1}}(0,\infty)}\left\|\mathbf{B}_{1}U^{0}\right\|\\ &+\frac{2\mathcal{C}_{\alpha,s_{0}}}{1-e^{-2s_{0}}}k^{\alpha+1}\left\|\mathbf{B}_{2}U^{0}\right\|+\frac{1+2e^{-s_{0}}}{1-e^{-2s_{0}}}\left\|U^{0}\right\|+\frac{e^{-s_{0}}}{1-e^{-2s_{0}}}\left\|U^{1}\right\|,\end{split}

from which, it follows from (44) that

(54) U1U0+2kf1.\begin{split}\left\|U^{1}\right\|\leq\left\|U^{0}\right\|+2k\left\|f^{1}\right\|.\end{split}

Then taking s0=c2s_{0}=\frac{c}{2}, (53) and (54) lead to

U~(ec2+iη)H~4k1ecn=1ec2nfn+4ec21eckβ1L1(0,)𝐁1U0+2𝒞α,c1eckα+1𝐁2U0+1+3ec21ecU0.\begin{split}\left\|\widetilde{U}\left(e^{\frac{c}{2}+\mathrm{i}\eta}\right)\right\|_{\widetilde{\mathrm{H}}}&\leq\frac{4k}{1-e^{-c}}\sum\limits_{n=1}^{\infty}e^{-\frac{c}{2}n}\|f^{n}\|+\frac{4e^{-\frac{c}{2}}}{1-e^{-c}}k\|\beta_{1}\|_{\mathrm{L_{1}}(0,\infty)}\left\|\mathbf{B}_{1}U^{0}\right\|\\ &+\frac{2\mathcal{C}_{\alpha,c}}{1-e^{-c}}k^{\alpha+1}\left\|\mathbf{B}_{2}U^{0}\right\|+\frac{1+3e^{-\frac{c}{2}}}{1-e^{-c}}\left\|U^{0}\right\|.\end{split}

Then combining above formula and (33), we complete the proof. ∎

Then the convergence of the scheme (44) will be deduced as follows.

Theorem 17.

Let UnU^{n} and u(tn)u(t_{n}) be the solution of (44) and (3), respectively. Assuming that β1(t)L1(+)\beta_{1}(t)\in\mathrm{L_{1}}(\mathbb{R}_{+}), β2(t)=tα1Γ(α)L1,loc(+)\beta_{2}(t)=\frac{t^{\alpha-1}}{\Gamma(\alpha)}\in\mathrm{L_{1,loc}}(\mathbb{R}_{+}) and c>0c>0, then for n1n\geq 1, it holds that

Unu(tn)A4k1ec[8c02kutt(ζ)dζ+kn=2ec2ntn1tnuttt(ζ)dζ+β1L1(0,)n=1ec2n(20k𝐁1ut(ζ)dζ+kktn𝐁1utt(ζ)dζ)+n=1ec2n(k2tnα1𝐁2ut(0)+kα+1tn1tn𝐁2utt(ζ)dζ+k20tn1(tnζ)α1𝐁2utt(ζ)dζ)].\begin{split}\|U^{n}-u(t_{n})\|_{A}&\leq\frac{4k}{1-e^{-c}}\Biggr{[}\frac{8}{c}\int_{0}^{2k}\|u_{tt}(\zeta)\|d\zeta+k\sum\limits_{n=2}^{\infty}e^{-\frac{c}{2}n}\int_{t_{n-1}}^{t_{n}}\|u_{ttt}(\zeta)\|d\zeta\\ &+\|\beta_{1}\|_{\mathrm{L_{1}}(0,\infty)}\sum\limits_{n=1}^{\infty}e^{-\frac{c}{2}n}\Biggr{(}2\int_{0}^{k}\left\|\mathbf{B}_{1}u_{t}(\zeta)\right\|d\zeta+k\int_{k}^{t_{n}}\left\|\mathbf{B}_{1}u_{tt}(\zeta)\right\|d\zeta\Biggr{)}\\ &\qquad+\sum\limits_{n=1}^{\infty}e^{-\frac{c}{2}n}\Biggr{(}k^{2}t_{n}^{\alpha-1}\left\|\mathbf{B}_{2}u_{t}(0)\right\|+k^{\alpha+1}\int_{t_{n-1}}^{t_{n}}\left\|\mathbf{B}_{2}u_{tt}(\zeta)\right\|d\zeta\\ &\qquad\qquad\qquad+k^{2}\int_{0}^{t_{n-1}}(t_{n}-\zeta)^{\alpha-1}\left\|\mathbf{B}_{2}u_{tt}(\zeta)\right\|d\zeta\Biggr{)}\Biggr{]}.\end{split}
Proof.

At first, the time error ρn=Unu(tn)\rho^{n}=U^{n}-u(t_{n}) satisfies

(55) δtρ1+q=12Q~1(q)(𝐁qρ)=r31+r41+r51,δt(2)ρn+q=12Q~n(q)(𝐁qρ)=r3n+r4n+r5n,n2,ρ0=0,\begin{split}\delta_{t}\rho^{1}&+\sum\limits_{q=1}^{2}\widetilde{Q}_{1}^{(q)}(\mathbf{B}_{q}\rho)=r_{3}^{1}+r_{4}^{1}+r_{5}^{1},\\ \delta_{t}^{(2)}\rho^{n}&+\sum\limits_{q=1}^{2}\widetilde{Q}_{n}^{(q)}(\mathbf{B}_{q}\rho)=r_{3}^{n}+r_{4}^{n}+r_{5}^{n},\quad n\geq 2,\\ &\rho^{0}=0,\end{split}

where the notations r3nr_{3}^{n}, n1n\geq 1 are the truncation errors of first-order time derivative, and the following estimates hold

(56) r3120kutt(ζ)𝑑ζ,r3n4(02kutt(ζ)𝑑ζ+ktn1tnuttt(ζ)𝑑ζ),n2.\begin{split}&\|r_{3}^{1}\|\leq 2\int_{0}^{k}\|u_{tt}(\zeta)\|d\zeta,\\ &\|r_{3}^{n}\|\leq 4\left(\int_{0}^{2k}\|u_{tt}(\zeta)\|d\zeta+k\int_{t_{n-1}}^{t_{n}}\|u_{ttt}(\zeta)\|d\zeta\right),\quad n\geq 2.\end{split}

Furthermore, r4nr_{4}^{n} and r5nr_{5}^{n} are the quadrature errors of two integrals in (3), which are estimated by (24) and (43), respectively. Next, regarding (55), similar to the analysis of Theorem 16, we have

(57) ρnA4k1ecn=1ec2n(r3n+r4n+r5n),\begin{split}\|\rho^{n}\|_{A}&\leq\frac{4k}{1-e^{-c}}\sum\limits_{n=1}^{\infty}e^{-\frac{c}{2}n}\big{(}\|r_{3}^{n}\|+\|r_{4}^{n}\|+\|r_{5}^{n}\|\big{)},\end{split}

from which, (46) leads to

(58) n=1ec2nr3n8c02kutt(ζ)𝑑ζ+kn=2ec2ntn1tnuttt(ζ)𝑑ζ,\begin{split}\sum\limits_{n=1}^{\infty}e^{-\frac{c}{2}n}\|r_{3}^{n}\|\leq\frac{8}{c}\int_{0}^{2k}\|u_{tt}(\zeta)\|d\zeta+k\sum\limits_{n=2}^{\infty}e^{-\frac{c}{2}n}\int_{t_{n-1}}^{t_{n}}\|u_{ttt}(\zeta)\|d\zeta,\end{split}

and using (38), we obtain

(59) n=1ec2nr4nβ1L1(0,)n=1ec2n(20k𝐁1ut(ζ)dζ+kktn𝐁1utt(ζ)dζ).\begin{split}\sum\limits_{n=1}^{\infty}e^{-\frac{c}{2}n}\left\|r_{4}^{n}\right\|\leq\|\beta_{1}\|_{\mathrm{L_{1}}(0,\infty)}\sum\limits_{n=1}^{\infty}e^{-\frac{c}{2}n}\Biggr{(}2\int_{0}^{k}\left\|\mathbf{B}_{1}u_{t}(\zeta)\right\|d\zeta+k\int_{k}^{t_{n}}\left\|\mathbf{B}_{1}u_{tt}(\zeta)\right\|d\zeta\Biggr{)}.\end{split}

Then employing (43), we have

(60) n=1ec2nr5nn=1ec2n(k2tnα1𝐁2ut(0)+kα+1tn1tn𝐁2utt(ζ)dζ+k20tn1(tnζ)α1𝐁2utt(ζ)dζ).\begin{split}\sum\limits_{n=1}^{\infty}e^{-\frac{c}{2}n}\left\|r_{5}^{n}\right\|\leq\sum\limits_{n=1}^{\infty}e^{-\frac{c}{2}n}&\Biggr{(}k^{2}t_{n}^{\alpha-1}\left\|\mathbf{B}_{2}u_{t}(0)\right\|+k^{\alpha+1}\int_{t_{n-1}}^{t_{n}}\left\|\mathbf{B}_{2}u_{tt}(\zeta)\right\|d\zeta\\ &+k^{2}\int_{0}^{t_{n-1}}(t_{n}-\zeta)^{\alpha-1}\left\|\mathbf{B}_{2}u_{tt}(\zeta)\right\|d\zeta\Biggr{)}.\end{split}

By substituting (58)-(60) into (57), the proof is finished. ∎

6 Crank-Nicolson TCQ method for kernels of Case III

In this section, we consider the kernels of Case III, that is βq(t)=tαq1Γ(αq)L1,loc(0,)\beta_{q}(t)=\frac{t^{\alpha_{q}-1}}{\Gamma(\alpha_{q})}\in\mathrm{L_{1,loc}}(0,\infty), q=1,2q=1,2.

Firstly, we apply the trapezoidal convolution quadrature rule; see [3, 8], i.e.,

(61) 𝒬n(q)(φ)=κn,0(q)φ0+kαqp=0nμnp(q)φp,q=1,2,\begin{split}\mathcal{Q}_{n}^{(q)}(\varphi)=\kappa_{n,0}^{(q)}\varphi^{0}+k^{\alpha_{q}}\sum\limits_{p=0}^{n}\mu_{n-p}^{(q)}\varphi^{p},\quad q=1,2,\end{split}

from which, the generating coefficients μn(q)\mu_{n}^{(q)} of the power series are given by

(62) βq^(2(1z)1+z)=(2(1z)1+z)αq=m=0μm(q)zm,\begin{split}\hat{\beta_{q}}\left(\frac{2(1-z)}{1+z}\right)=\left(\frac{2(1-z)}{1+z}\right)^{-\alpha_{q}}=\sum\limits_{m=0}^{\infty}\mu_{m}^{(q)}z^{m},\end{split}

and for approximating the integral term formally to order 2, we introduce the starting quadrature weights κn,0(q)\kappa_{n,0}^{(q)}, satisfying

(63) κn,0(q)=(βq1)(tn)kαqp=0nμn(q),n0.\begin{split}\kappa_{n,0}^{(q)}=(\beta_{q}\ast 1)(t_{n})-k^{\alpha_{q}}\sum\limits_{p=0}^{n}\mu_{n}^{(q)},\quad n\geq 0.\end{split}

Then, denoting κ~n(q)=12(κn,0(q)+κn1,0(q)+kαqμn(q))\widetilde{\kappa}_{n}^{(q)}=\frac{1}{2}\left(\kappa_{n,0}^{(q)}+\kappa_{n-1,0}^{(q)}+k^{\alpha_{q}}\mu_{n}^{(q)}\right) for n1n\geq 1, we have

(64) 𝒬n12(q)(φ)=κ~n(q)φ0+kαqp=1nμnp(q)φp12.\begin{split}\mathcal{Q}_{n-\frac{1}{2}}^{(q)}(\varphi)=\widetilde{\kappa}_{n}^{(q)}\varphi^{0}+k^{\alpha_{q}}\sum\limits_{p=1}^{n}\mu_{n-p}^{(q)}\varphi^{p-\frac{1}{2}}.\end{split}

Below, the Crank-Nicolson method and (64) are applied to discretize (3), then

(65) δtUn+q=12𝒬n1/2(q)(𝐁qU)=fn1/2,n1,U0=u0.\begin{split}\delta_{t}U^{n}&+\sum\limits_{q=1}^{2}\mathcal{Q}_{n-1/2}^{(q)}(\mathbf{B}_{q}U)=f^{n-1/2},\quad n\geq 1,\\ &U^{0}=u_{0}.\end{split}

Next, we apply the z-transform to second and third terms of left side of (65), then

(66) n=1𝒬n12(q)(𝐁qU)zn=(1+z1)kαq2μ~(q)(z)𝐁qU~(z)(kαq2μ~(q)(z)κ~(q)(z))𝐁qU0,q=1,2,\begin{split}\sum\limits_{n=1}^{\infty}\mathcal{Q}_{n-\frac{1}{2}}^{(q)}(\mathbf{B}_{q}U)z^{-n}&=\frac{(1+z^{-1})k^{\alpha_{q}}}{2}\widetilde{\mu}^{(q)}(z)\mathbf{B}_{q}\widetilde{U}(z)\\ &-\left(\frac{k^{\alpha_{q}}}{2}\widetilde{\mu}^{(q)}(z)-\widetilde{\kappa}^{(q)}(z)\right)\mathbf{B}_{q}U^{0},\quad q=1,2,\end{split}

where U~(z)\widetilde{U}(z) defined by (30), and

(67) μ~(q)(z)=μ0(q)+μ1(q)z1++μn(q)zn+=(2(1z1)1+z1)αq,κ~(q)(z)=κ~1(q)z1+κ~2(q)z2++κ~n(q)zn+,q=1,2.\begin{split}&\widetilde{\mu}^{(q)}(z)=\mu_{0}^{(q)}+\mu_{1}^{(q)}z^{-1}+\cdots+\mu_{n}^{(q)}z^{-n}+\cdots=\left(\frac{2(1-z^{-1})}{1+z^{-1}}\right)^{-\alpha_{q}},\\ &\widetilde{\kappa}^{(q)}(z)=\widetilde{\kappa}_{1}^{(q)}z^{-1}+\widetilde{\kappa}_{2}^{(q)}z^{-2}+\cdots+\widetilde{\kappa}_{n}^{(q)}z^{-n}+\cdots,\qquad q=1,2.\end{split}

Then, by calculation and simplification, we get

(68) Θ(q)(z)21+z1(kαq2μ~(q)(z)κ~(q)(z))=kαqμ0(q)κ0,0(q)1+z1κ(q)(z),\begin{split}\Theta^{(q)}(z)\triangleq\frac{2}{1+z^{-1}}\left(\frac{k^{\alpha_{q}}}{2}\widetilde{\mu}^{(q)}(z)-\widetilde{\kappa}^{(q)}(z)\right)=\frac{k^{\alpha_{q}}\mu_{0}^{(q)}-\kappa_{0,0}^{(q)}}{1+z^{-1}}-\kappa^{(q)}(z),\end{split}

in which κ(q)(z)=κ1,0(q)z1+κ2,0(q)z2++κn,0(q)zn+\kappa^{(q)}(z)=\kappa_{1,0}^{(q)}z^{-1}+\kappa_{2,0}^{(q)}z^{-2}+\cdots+\kappa_{n,0}^{(q)}z^{-n}+\cdots. This naturally yields

(69) (Θ(q)(z))=(k2)αq(11+z1)n=1κn,0(q)ens0cos(nη).\begin{split}\Re\left(\Theta^{(q)}(z)\right)=\left(\frac{k}{2}\right)^{\alpha_{q}}\Re\left(\frac{1}{1+z^{-1}}\right)-\sum\limits_{n=1}^{\infty}\kappa_{n,0}^{(q)}e^{-ns_{0}}\cos(n\eta).\end{split}

Besides, using the estimate of κn,0(q)\kappa_{n,0}^{(q)} (see [3, Theorem 3]), we have

(70) |n=1κn,0(q)ens0cos(nη)|𝒞kαqn=1es0nnαq1𝒞αqkαq0es0θ𝑑θ𝒞αq,s0kαq.\begin{split}\left|-\sum\limits_{n=1}^{\infty}\kappa_{n,0}^{(q)}e^{-ns_{0}}\cos(n\eta)\right|&\leq\mathcal{C}k^{\alpha_{q}}\sum\limits_{n=1}^{\infty}e^{-s_{0}n}n^{\alpha_{q}-1}\\ &\leq\mathcal{C}_{\alpha_{q}}^{\prime}k^{\alpha_{q}}\int_{0}^{\infty}e^{-s_{0}\theta}d\theta\leq\mathcal{C}_{\alpha_{q},s_{0}}^{\prime}k^{\alpha_{q}}.\end{split}

Furthermore, we give a key lemma as follows.

Lemma 18.

Let the series μ~(q)(z)=n=0μn(q)zn\widetilde{\mu}^{(q)}(z)=\sum\limits_{n=0}^{\infty}\mu_{n}^{(q)}z^{-n} be denoted in (67). Then it holds that (μ~(q)(z))0\Re\left(\widetilde{\mu}^{(q)}(z)\right)\geq 0, q=1,2q=1,2.

Proof.

Let s0>0s_{0}>0 and z=es0+iηz=e^{s_{0}+\mathrm{i}\eta}, then it holds that (2(1z1)1+z1)2(e2s01)(1+es0)2>0\Re\left(\frac{2(1-z^{-1})}{1+z^{-1}}\right)\geq\frac{2(e^{2s_{0}}-1)}{(1+e^{s_{0}})^{2}}>0, which follows from Lemma 2 that (μ~(q)(z))0\Re\left(\widetilde{\mu}^{(q)}(z)\right)\geq 0. ∎

Based on above analyses, we obtain the following stability result.

Theorem 19.

Let UnU^{n} be denoted by (65) be the numerical solution of (3). Supposing βq(t)=tαq1Γ(αq)\beta_{q}(t)=\frac{t^{\alpha_{q}-1}}{\Gamma(\alpha_{q})}, q=1,2q=1,2 and c>0c>0, it holds that

UnAec2(1+ec2)22(ec21)3(kf0+2U0)+q=12k1+αq𝒞αq,c𝐁qU0+(1+ec2)22(ec1)kn=0ec2nfn.\begin{split}\|U^{n}\|_{A}&\leq\frac{e^{\frac{c}{2}}(1+e^{\frac{c}{2}})^{2}}{2(e^{\frac{c}{2}}-1)^{3}}\Big{(}k\|f^{0}\|+2\|U^{0}\|\Big{)}\\ &+\sum\limits_{q=1}^{2}k^{1+\alpha_{q}}\mathcal{C}_{\alpha_{q},c}^{\prime}\|\mathbf{B}_{q}U^{0}\|+\frac{(1+e^{\frac{c}{2}})^{2}}{2(e^{c}-1)}k\sum\limits_{n=0}^{\infty}e^{-\frac{c}{2}n}\|f^{n}\|.\end{split}
Proof.

First, multiplying (65) by znz^{-n}, and then summing for nn from 1 to \infty, we obtain

(71) 2(1z1)1+z1U~(z)+q=12k1+αqμ~(q)(z)𝐁qU~(z)=kF~(z)k1+z1f0+21+z1U0+kq=12Θ(q)(z)𝐁qU0,\begin{split}\frac{2(1-z^{-1})}{1+z^{-1}}\widetilde{U}(z)&+\sum\limits_{q=1}^{2}k^{1+\alpha_{q}}\widetilde{\mu}^{(q)}(z)\mathbf{B}_{q}\widetilde{U}(z)=k\widetilde{F}(z)-\frac{k}{1+z^{-1}}f^{0}\\ &+\frac{2}{1+z^{-1}}U^{0}+k\sum\limits_{q=1}^{2}\Theta^{(q)}(z)\mathbf{B}_{q}U^{0},\end{split}

where Propositions 6-7 and (66)-(68) are utilized, and F~(z)\widetilde{F}(z) defined by (30). Further, taking the inner product of (71) with U~(z)\widetilde{U}(z), it holds that

(72) 2(1z1)1+z1U~(z)H~2+q=12k1+αqμ~(q)(z)(𝐁qU~(z),U~(z))=k(F~(z),U~(z))k1+z1(f0,U~(z))+21+z1(U0,U~(z))+kq=12Θ(q)(z)(𝐁qU0,U~(z)),\begin{split}\frac{2(1-z^{-1})}{1+z^{-1}}&\left\|\widetilde{U}(z)\right\|^{2}_{\widetilde{\mathrm{H}}}+\sum\limits_{q=1}^{2}k^{1+\alpha_{q}}\widetilde{\mu}^{(q)}(z)\left(\mathbf{B}_{q}\widetilde{U}(z),\widetilde{U}(z)\right)\\ &=k\left(\widetilde{F}(z),\widetilde{U}(z)\right)-\frac{k}{1+z^{-1}}\left(f^{0},\widetilde{U}(z)\right)+\frac{2}{1+z^{-1}}\left(U^{0},\widetilde{U}(z)\right)\\ &+k\sum\limits_{q=1}^{2}\Theta^{(q)}(z)\left(\mathbf{B}_{q}U^{0},\widetilde{U}(z)\right),\end{split}

and then taking the real part of (72), we employ (31), (69), (70) and Lemma 18 to yield

(73) 2(e2s01)(1+es0)2U~(es0+iη)H~1+es0(1es0)2(kf0+2U0)+kn=0es0nfn+q=12k1+αq(𝒞αq,s0+1+es02αq(1es0)2)𝐁qU0.\begin{split}\frac{2(e^{2s_{0}}-1)}{(1+e^{s_{0}})^{2}}\left\|\widetilde{U}(e^{s_{0}+\mathrm{i}\eta})\right\|_{\widetilde{\mathrm{H}}}&\leq\frac{1+e^{-s_{0}}}{(1-e^{-s_{0}})^{2}}\Big{(}k\|f^{0}\|+2\|U^{0}\|\Big{)}+k\sum\limits_{n=0}^{\infty}e^{-s_{0}n}\|f^{n}\|\\ &+\sum\limits_{q=1}^{2}k^{1+\alpha_{q}}\left(\mathcal{C}_{\alpha_{q},s_{0}}^{\prime}+\frac{1+e^{-s_{0}}}{2^{\alpha_{q}}(1-e^{-s_{0}})^{2}}\right)\|\mathbf{B}_{q}U^{0}\|.\end{split}

Then choosing s0=c2s_{0}=\frac{c}{2}, we yield

(74) U~(ec2+iη)H~ec2(1+ec2)22(ec21)3(kf0+2U0)+(1+ec2)22(ec1)kn=0ec2nfn+q=12k1+αq𝒞αq,c𝐁qU0,\begin{split}\left\|\widetilde{U}\left(e^{\frac{c}{2}+\mathrm{i}\eta}\right)\right\|_{\widetilde{\mathrm{H}}}&\leq\frac{e^{\frac{c}{2}}(1+e^{\frac{c}{2}})^{2}}{2(e^{\frac{c}{2}}-1)^{3}}\Big{(}k\|f^{0}\|+2\|U^{0}\|\Big{)}+\frac{(1+e^{\frac{c}{2}})^{2}}{2(e^{c}-1)}k\sum\limits_{n=0}^{\infty}e^{-\frac{c}{2}n}\|f^{n}\|\\ &+\sum\limits_{q=1}^{2}k^{1+\alpha_{q}}\mathcal{C}_{\alpha_{q},c}^{\prime}\|\mathbf{B}_{q}U^{0}\|,\end{split}

where 𝒞αq,c=(1+ec2)22(ec1)(𝒞αq,c2+1+ec22αq(1ec2)2)\mathcal{C}_{\alpha_{q},c}^{\prime}=\frac{(1+e^{\frac{c}{2}})^{2}}{2(e^{c}-1)}\left(\mathcal{C}_{\alpha_{q},\frac{c}{2}}^{\prime}+\frac{1+e^{-\frac{c}{2}}}{2^{\alpha_{q}}(1-e^{-\frac{c}{2}})^{2}}\right). Then using (33) and (74), we obtain the desired result. ∎

Then we will consider the convergence of the scheme (65), namely the following theorem.

Theorem 20.

Let UnU^{n} and u(tn)u(t_{n}) be the solution of (65) and (3), respectively. Assuming that βq(t)=tαq1Γ(αq)\beta_{q}(t)=\frac{t^{\alpha_{q}-1}}{\Gamma(\alpha_{q})}, q=1,2q=1,2 and c>0c>0, then for n1n\geq 1,

Unu(tn)A𝒞k{ec20kutt(ζ)dζ+kn=2ec2ntn1tnuttt(ζ)dζ+q=12n=1ec2n(k2tnαq1𝐁qut(0)+kαq+1tn1tn𝐁qutt(ζ)dζ+k20tn1(tnζ)αq1𝐁qutt(ζ)dζ)}.\begin{split}\|U^{n}-u(t_{n})\|_{A}&\leq\mathcal{C}k\Biggr{\{}e^{-\frac{c}{2}}\int_{0}^{k}\left\|u_{tt}(\zeta)\right\|d\zeta+k\sum\limits_{n=2}^{\infty}e^{-\frac{c}{2}n}\int_{t_{n-1}}^{t_{n}}\left\|u_{ttt}(\zeta)\right\|d\zeta\\ &+\sum\limits_{q=1}^{2}\sum\limits_{n=1}^{\infty}e^{-\frac{c}{2}n}\Biggr{(}k^{2}t_{n}^{\alpha_{q}-1}\left\|\mathbf{B}_{q}u_{t}(0)\right\|+k^{\alpha_{q}+1}\int_{t_{n-1}}^{t_{n}}\left\|\mathbf{B}_{q}u_{tt}(\zeta)\right\|d\zeta\\ &\qquad\qquad+k^{2}\int_{0}^{t_{n-1}}(t_{n}-\zeta)^{\alpha_{q}-1}\left\|\mathbf{B}_{q}u_{tt}(\zeta)\right\|d\zeta\Biggr{)}\Biggr{\}}.\end{split}
Proof.

First, by (65) we get the error equations as follows

(75) δtρn+q=12𝒬n1/2(q)(𝐁qρ)=R1n12+R2n12,n1,ρ0=0,\begin{split}\delta_{t}\rho^{n}&+\sum\limits_{q=1}^{2}\mathcal{Q}_{n-1/2}^{(q)}(\mathbf{B}_{q}\rho)=R_{1}^{n-\frac{1}{2}}+R_{2}^{n-\frac{1}{2}},\quad n\geq 1,\\ &\rho^{0}=0,\end{split}

where R1n12:=r1n12R_{1}^{n-\frac{1}{2}}:=r_{1}^{n-\frac{1}{2}} is given and estimated by (35) and (36), respectively, and

(76) R2n12=q=12[(βq𝐁qu)(tn)𝒬n(q)(𝐁qu)],\begin{split}R_{2}^{n-\frac{1}{2}}=\sum\limits_{q=1}^{2}\left[(\beta_{q}\ast\mathbf{B}_{q}u)(t_{n})-\mathcal{Q}_{n}^{(q)}(\mathbf{B}_{q}u)\right],\end{split}

from which, we utilize the quadrature result of [3, Theorem 2] to get

(77) (βqφ)(tn)𝒬n(q)(φ)𝒞(k2tnαq1φt(0)+kαq+1tn1tnφtt(ζ)dζ+k20tn1βq(tnζ)φtt(ζ)dζ).\begin{split}\left\|(\beta_{q}\ast\varphi)(t_{n})-\mathcal{Q}_{n}^{(q)}(\varphi)\right\|\leq\mathcal{C}&\Biggr{(}k^{2}t_{n}^{\alpha_{q}-1}\left\|\varphi_{t}(0)\right\|+k^{\alpha_{q}+1}\int_{t_{n-1}}^{t_{n}}\left\|\varphi_{tt}(\zeta)\right\|d\zeta\\ &\qquad+k^{2}\int_{0}^{t_{n-1}}\beta_{q}(t_{n}-\zeta)\left\|\varphi_{tt}(\zeta)\right\|d\zeta\Biggr{)}.\end{split}

Next, in view of Theorem 19 and (75), we have

(78) ρnA𝒞kn=1ec2n(R1n12+R2n12).\begin{split}\|\rho^{n}\|_{A}&\leq\mathcal{C}k\sum\limits_{n=1}^{\infty}e^{-\frac{c}{2}n}\left(\left\|R_{1}^{n-\frac{1}{2}}\right\|+\left\|R_{2}^{n-\frac{1}{2}}\right\|\right).\end{split}

By substituting (36), (76) and (77) into (78), the proof is completed. ∎

Note that if the regularity of the solution of (3) can be given, then Theorem 20 will show a more concrete form, rather than an abstract representation. In fact, similar to that of [12, Section 2, (2.1)], when u0u_{0} is relatively smooth, we assume that the solution of homogeneous case of (3) satisfies

(79) t2utt(t)+t3uttt(t)+t𝐁qut(t)+t2𝐁qutt(t)𝒞t1+α,t0+,\begin{split}t^{2}\left\|u_{tt}(t)\right\|+t^{3}\left\|u_{ttt}(t)\right\|+t\left\|\mathbf{B}_{q}u_{t}(t)\right\|+t^{2}\left\|\mathbf{B}_{q}u_{tt}(t)\right\|\leq\mathcal{C}t^{1+\alpha_{*}},\quad t\rightarrow 0^{+},\end{split}

where q=1,2q=1,2, and α=min(α1,α2)\alpha_{*}=\min\left(\alpha_{1},\alpha_{2}\right). Thence, we obtain the following theorem.

Theorem 21.

Let UnU^{n} and u(tn)u(t_{n}) be the solution of (65) and (3), respectively. Supposing that βq(t)=tαq1Γ(αq)\beta_{q}(t)=\frac{t^{\alpha_{q}-1}}{\Gamma(\alpha_{q})}, q=1,2q=1,2, α=min(α1,α2)\alpha_{*}=\min\left(\alpha_{1},\alpha_{2}\right) and appropriate c>0c>0, and satisfying the regularity assumption (79), then it holds that

Unu(tn)A𝒞kα+1.\begin{split}\|U^{n}-u(t_{n})\|_{A}&\leq\mathcal{C}k^{\alpha_{*}+1}.\end{split}
Proof.

Using the assumption (79), it is easy to yield

(80) k2n=2ec2ntn1tnuttt(ζ)𝑑ζ𝒞k1+αn=2ec2nnα1𝒞kα+1,\begin{split}&k^{2}\sum\limits_{n=2}^{\infty}e^{-\frac{c}{2}n}\int_{t_{n-1}}^{t_{n}}\left\|u_{ttt}(\zeta)\right\|d\zeta\leq\mathcal{C}k^{1+\alpha_{*}}\sum\limits_{n=2}^{\infty}e^{-\frac{c}{2}n}n^{\alpha_{*}-1}\leq\mathcal{C}k^{\alpha_{*}+1},\end{split}

and

(81) k3n=1ec2n0tn1(tnζ)αq1𝐁qutt(ζ)𝑑ζ𝒞k2+αn=1ec2n0tn1ζα1𝑑ζ𝒞kα+2.\begin{split}k^{3}\sum\limits_{n=1}^{\infty}e^{-\frac{c}{2}n}&\int_{0}^{t_{n-1}}(t_{n}-\zeta)^{\alpha_{q}-1}\left\|\mathbf{B}_{q}u_{tt}(\zeta)\right\|d\zeta\\ &\leq\mathcal{C}k^{2+\alpha_{*}}\sum\limits_{n=1}^{\infty}e^{-\frac{c}{2}n}\int_{0}^{t_{n-1}}\zeta^{\alpha_{*}-1}d\zeta\leq\mathcal{C}k^{\alpha_{*}+2}.\end{split}

The proof is finished by Theorem 20 and (80)-(81). ∎

7 Numerical experiment

In this section, we shall give some numerical examples to verify the theoretical analysis of Section 6, involving the nonsmooth kernels of Case III, i.e., Abel kernels βq=tαq1Γ(αq)\beta_{q}=\frac{t^{\alpha_{q}-1}}{\Gamma(\alpha_{q})}, q=1,2q=1,2.

Below, we define the error and temporal convergence order with large TT (theoretically TT\rightarrow\infty) and suitable c>0c>0 that

Error(k,h)=(cn=1T/kecnUnu(tn)2)12,Ratet=log2(Error(2k,h)Error(k,h)),\begin{split}Error(k,h)=\left(c\sum\limits_{n=1}^{\lfloor T/k\rfloor}e^{-cn}\|U^{n}-u(t_{n})\|^{2}\right)^{\frac{1}{2}},\quad Rate^{t}=\log_{2}\left(\frac{Error(2k,h)}{Error(k,h)}\right),\end{split}

where the time-space step sizes k=TNk=\frac{T}{N} and h=1h=\frac{1}{\mathcal{M}} with ,N+\mathcal{M},N\in\mathbb{Z}_{+}.

7.1 Application I

Concretely, from [4], we let 𝐁1=2x2\mathbf{B}_{1}=-\frac{\partial^{2}}{\partial x^{2}} and 𝐁2=4x4\mathbf{B}_{2}=\frac{\partial^{4}}{\partial x^{4}}. Thus, with self-adjoint boundary and Ω=(0,1)\Omega=(0,1), problem (3) turns into

(82) ut0t[β1(ts)uxx(x,s)β2(ts)uxxxx(x,s)]𝑑s=f(x,t),(x,t)Ω×(0,),u(x,0)=u0(x),xΩΩ,u(0,t)=u(1,t)=uxx(0,t)=uxx(1,t)=0,t(0,).\begin{split}\frac{\partial u}{\partial t}&-\int_{0}^{t}\Big{[}\beta_{1}(t-s)u_{xx}(x,s)-\beta_{2}(t-s)u_{xxxx}(x,s)\Big{]}ds=f(x,t),\\ &\qquad\qquad\qquad\qquad\qquad\qquad\qquad(x,t)\in\Omega\times(0,\infty),\\ &u(x,0)=u_{0}(x),\quad x\in\Omega\cup\partial\Omega,\\ &u(0,t)=u(1,t)=u_{xx}(0,t)=u_{xx}(1,t)=0,\quad t\in(0,\infty).\end{split}

Here, in order to test the long-time behavior of the scheme (65), we approximate the terms uxx(xj,tn)u_{xx}(x_{j},t_{n}) and uxxxx(xj,tn)u_{xxxx}(x_{j},t_{n}) by the second-order difference method, that is

(83) 2ux2(xj,tn)δx2Ujn:=Uj+1n2Ujn+Uj1nh2,1j1,1nN,4ux4(xj,tn)δx4Ujn:=Uj+2n4Uj+1n+6Ujn4Uj1n+Uj2nh4.\begin{split}&\frac{\partial^{2}u}{\partial x^{2}}(x_{j},t_{n})\approx\delta_{x}^{2}U_{j}^{n}:=\frac{U^{n}_{j+1}-2U^{n}_{j}+U^{n}_{j-1}}{h^{2}},\quad 1\leq j\leq\mathcal{M}-1,\quad 1\leq n\leq N,\\ &\frac{\partial^{4}u}{\partial x^{4}}(x_{j},t_{n})\approx\delta_{x}^{4}U_{j}^{n}:=\frac{U^{n}_{j+2}-4U^{n}_{j+1}+6U^{n}_{j}-4U^{n}_{j-1}+U^{n}_{j-2}}{h^{4}}.\end{split}

Thence, we have the following fully discrete difference scheme

(84) δtUjn𝒬n12(1)(δx2Uj)+𝒬n12(2)(δx4Uj)=fjn1/2,n1,1j1,Uj0=u0(xj),1j1,U0n=Un=0,n1,U1n=U1n,U+1n=U1n,n1.\begin{split}\delta_{t}U^{n}_{j}&-\mathcal{Q}_{n-\frac{1}{2}}^{(1)}(\delta_{x}^{2}U_{j})+\mathcal{Q}_{n-\frac{1}{2}}^{(2)}(\delta_{x}^{4}U_{j})=f^{n-1/2}_{j},\quad n\geq 1,\quad 1\leq j\leq\mathcal{M}-1,\\ &U_{j}^{0}=u_{0}(x_{j}),\quad 1\leq j\leq\mathcal{M}-1,\\ &U_{0}^{n}=U_{\mathcal{M}}^{n}=0,\quad n\geq 1,\\ &U_{-1}^{n}=-U_{1}^{n},\quad U_{\mathcal{M}+1}^{n}=-U_{\mathcal{M}-1}^{n},\quad n\geq 1.\end{split}

Example 1. In this example, considering the problem (3) by the fully discrete scheme (84). First, to satisfy the regularity (79) of the solution of (3), we give the following exact solution

(85) u(x,t)=sinπxtα+1Γ(2+α)sin2πx,\begin{split}u(x,t)=\sin\pi x-\frac{t^{\alpha_{*}+1}}{\Gamma(2+\alpha_{*})}\sin 2\pi x,\end{split}

then the initial condition u0(x)=sin(πx)u_{0}(x)=\sin(\pi x) and the source term

f(x,t)=(tα+1Γ(α+1)+4π2tα+α1+1Γ(α+α1+2)+16π4tα+α2+1Γ(α+α2+2))sin2πx+(π2tα1Γ(α1+1)+π4tα2Γ(α2+1))sinπx.\begin{split}f(x,t)=&-\left(\frac{t^{\alpha_{*}+1}}{\Gamma(\alpha_{*}+1)}+\frac{4\pi^{2}t^{\alpha_{*}+\alpha_{1}+1}}{\Gamma(\alpha_{*}+\alpha_{1}+2)}+\frac{16\pi^{4}t^{\alpha_{*}+\alpha_{2}+1}}{\Gamma(\alpha_{*}+\alpha_{2}+2)}\right)\sin 2\pi x\\ &+\left(\frac{\pi^{2}t^{\alpha_{1}}}{\Gamma(\alpha_{1}+1)}+\frac{\pi^{4}t^{\alpha_{2}}}{\Gamma(\alpha_{2}+1)}\right)\sin\pi x.\end{split}

Table 1 shows the errors and corresponding temporal convergence orders for fully discrete scheme (84). Here, we test the long-time behavior of numerical solutions, i.e., the cases of large TT. As we can see, when T=100T=100 or T=400T=400, the numerical results in Table 1 are consistent with our theoretical estimate (see Theorem 21). Concretely, the time convergence rates in Table 1 approximate the order k1+αk^{1+\alpha_{*}}, which is in line with our expected results.

Table 1: The errors and temporal convergence orders with different values of α\alpha_{*}, TT and =2048\mathcal{M}=2048.
T=100T=100, c=1c=1 T=400T=400, c=14c=\frac{1}{4}
α=min(α1,α2)\alpha_{*}=\min(\alpha_{1},\alpha_{2}) NN Error(k,h)Error(k,h) RatetRate^{t} NN Error(k,h)Error(k,h) RatetRate^{t}
8 5.1157e-01 - 16 9.6360e-01 -
α1=0.3\alpha_{1}=0.3 16 2.0698e-01 1.305 32 3.9002e-01 1.305
α2=0.7\alpha_{2}=0.7 32 8.3697e-02 1.306 64 1.5775e-01 1.306
64 3.3882e-02 1.305 128 6.3785e-02 1.306
128 1.3820e-02 1.294 256 2.5864e-02 1.302
8 1.5600e-01 - 16 3.6198e-01 -
α1=0.8\alpha_{1}=0.8 16 7.0359e-02 1.149 32 1.5847e-01 1.192
α2=0.2\alpha_{2}=0.2 32 3.1263e-02 1.170 64 6.9235e-02 1.195
64 1.3678e-02 1.193 128 3.0055e-02 1.204
128 5.8410e-03 1.228 256 1.2871e-02 1.223
8 8.7133e-01 - 16 1.9420e-00 -
α1=0.5\alpha_{1}=0.5 16 3.0816e-01 1.499 32 6.8684e-01 1.499
α2=0.5\alpha_{2}=0.5 32 1.0901e-01 1.499 64 2.4295e-01 1.499
64 3.8614e-02 1.497 128 8.5943e-02 1.499
128 1.3721e-02 1.493 256 3.0454e-02 1.497

7.2 Application II

Here, we consider another case. Denote the operators 𝐁1=132x2\mathbf{B}_{1}=-\frac{1}{3}\frac{\partial^{2}}{\partial x^{2}} and 𝐁2=232x2\mathbf{B}_{2}=-\frac{2}{3}\frac{\partial^{2}}{\partial x^{2}}. Hence, with Ω=(0,1)\Omega=(0,1), problem (3) becomes

(86) ut0t[β1(ts)3+2β2(ts)3]uxx(x,s)𝑑s=f(x,t),(x,t)Ω×(0,),u(x,0)=u0(x),x[0,1],u(0,t)=u(1,t)=0,t(0,).\begin{split}\frac{\partial u}{\partial t}&-\int_{0}^{t}\left[\frac{\beta_{1}(t-s)}{3}+\frac{2\beta_{2}(t-s)}{3}\right]u_{xx}(x,s)ds=f(x,t),\quad(x,t)\in\Omega\times(0,\infty),\\ &u(x,0)=u_{0}(x),\quad x\in[0,1],\\ &u(0,t)=u(1,t)=0,\quad t\in(0,\infty).\end{split}

Using (83) and the scheme (65), we obtain the following fully discrete difference scheme

(87) δtUjn13𝒬n12(1)(δx2Uj)23𝒬n12(2)(δx2Uj)=fjn1/2,n1,1j1,Uj0=u0(xj),1j1,U0n=Un=0,n1.\begin{split}\delta_{t}U^{n}_{j}&-\frac{1}{3}\mathcal{Q}_{n-\frac{1}{2}}^{(1)}(\delta_{x}^{2}U_{j})-\frac{2}{3}\mathcal{Q}_{n-\frac{1}{2}}^{(2)}(\delta_{x}^{2}U_{j})=f^{n-1/2}_{j},\quad n\geq 1,\quad 1\leq j\leq\mathcal{M}-1,\\ &U_{j}^{0}=u_{0}(x_{j}),\quad 1\leq j\leq\mathcal{M}-1,\\ &U_{0}^{n}=U_{\mathcal{M}}^{n}=0,\quad n\geq 1.\end{split}

Example 2. Here, let the exact solution be given by (85), thus the initial data u0(x)=sin(πx)u_{0}(x)=\sin(\pi x) and the source term

f(x,t)=(tα+1Γ(α+1)+4π2tα+α1+13Γ(α+α1+2)+8π2tα+α2+13Γ(α+α2+2))sin2πx+(π2tα13Γ(α1+1)+2π2tα23Γ(α2+1))sinπx.\begin{split}f(x,t)=&-\left(\frac{t^{\alpha_{*}+1}}{\Gamma(\alpha_{*}+1)}+\frac{4\pi^{2}t^{\alpha_{*}+\alpha_{1}+1}}{3\Gamma(\alpha_{*}+\alpha_{1}+2)}+\frac{8\pi^{2}t^{\alpha_{*}+\alpha_{2}+1}}{3\Gamma(\alpha_{*}+\alpha_{2}+2)}\right)\sin 2\pi x\\ &+\left(\frac{\pi^{2}t^{\alpha_{1}}}{3\Gamma(\alpha_{1}+1)}+\frac{2\pi^{2}t^{\alpha_{2}}}{3\Gamma(\alpha_{2}+1)}\right)\sin\pi x.\end{split}

Table 2 lists the errors and corresponding time convergence rates for fully discrete difference scheme (87). By testing different cases of T=200T=200 and T=500T=500, given suitable constant cc correspondingly, the results from Table 2 illustrate that convergence rates in the time direction can reach k1+αk^{1+\alpha_{*}}, which is consistent with the theoretical finding.

Table 2: The errors and temporal convergence orders with different values of α\alpha_{*}, TT and =1024\mathcal{M}=1024.
T=200T=200, c=11c=11 T=500T=500, c=14c=14
α=min(α1,α2)\alpha_{*}=\min(\alpha_{1},\alpha_{2}) NN Error(k,h)Error(k,h) RatetRate^{t} NN Error(k,h)Error(k,h) RatetRate^{t}
8 5.2929e-01 - 8 4.3881e-01 -
α1=0.3\alpha_{1}=0.3 16 2.1487e-01 1.301 16 1.7810e-01 1.301
α2=0.7\alpha_{2}=0.7 32 8.7446e-02 1.297 32 7.2292e-02 1.301
64 3.6154e-02 1.274 64 2.9381e-02 1.299
128 1.6224e-02 1.156 128 1.2047e-02 1.286
8 3.9401e-01 - 8 2.9178e-01 -
α1=0.8\alpha_{1}=0.8 16 1.7343e-01 1.184 16 1.2908e-01 1.177
α2=0.2\alpha_{2}=0.2 32 7.6392e-02 1.183 32 5.6868e-02 1.183
64 3.4240e-02 1.158 64 2.5022e-02 1.184
128 1.6723e-02 1.034 128 1.1112e-02 1.171
8 8.8039e-01 - 8 8.7593e-01 -
α1=0.5\alpha_{1}=0.5 16 3.1135e-01 1.500 16 3.0969e-01 1.500
α2=0.5\alpha_{2}=0.5 32 1.1033e-01 1.497 32 1.0951e-01 1.500
64 3.9704e-02 1.474 64 3.8761e-02 1.498
128 1.5853e-02 1.325 128 1.3831e-02 1.487

8 Concluding remarks

In the present work, provided suitable hypotheses, the long-time global stability and convergence for time discretizations of VIDEs with multi-term non-smooth kernels were established by the z-transform and energy argument. However, in our analyses, the theoretical results were derived based on the decreasing exponentially weight norm. In the future work, we would like to prove the long-time global behavior of discrete scheme of problem (1) or problem (3) while eliminating decreasing exponentially factors.

Conflict of Interest Statement

The authors declare that they do not have any conflicts of interest.

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