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Optimal error estimate of accurate second-order scheme for Volterra integrodifferential equations with tempered multi-term kernels
Abstract
In this paper, we investigate and analyze numerical solutions for the Volterra integrodifferential equations with tempered multi-term kernels. Firstly we derive some regularity estimates of the exact solution. Then a temporal-discrete scheme is established by employing Crank-Nicolson technique and product integration (PI) rule for discretizations of the time derivative and tempered-type fractional integral terms, respectively, from which, nonuniform meshes are applied to overcome the singular behavior of the exact solution at . Based on deduced regularity conditions, we prove that the proposed scheme is unconditionally stable, and possesses accurately temporal second-order convergence in -norm. Numerical examples confirm the effectiveness of the proposed method.
Keywords:
Volterra integrodifferential equations tempered multi-term kernels accurate second order stability optimal error estimateMSC:
26A33 45J05 65M12 65M15 65M601 Introduction
In this work, we consider the following nonlocal evolution equation with tempered multi-term kernels
(1.1) |
in which is a self-adjoint positive-definite linear operator, not necessarily bounded operator, with compact inverse, defined on a dense subspace of the Hilbert space , and is the self-adjoint linear operator in such that , . Letting
where is the inner product in with the norm , we suppose that in this paper the operator dominates in the sense that Larsson
(1.2) |
Define the convolution
see Podlubny ; Xu1 , where the tempered singular kernels
(1.3) |
and denotes the Euler’s Gamma function; see Podlubny . Problems of type (1.1) with the single-term kernel () can be considered as the model arising in heat transfer theory with memory, population dynamics and viscoelastic materials, see Friedman ; Heard and references therein; with and , (1.1) is called the tempered fractional integro-differential equation, in which the tempered fractional integral of Brownian motion, called tempered fractional Brownian motion, can show semi-long-range correlation, and then the increment of this process is called tempered fractional Gaussian noise, which affords a useful new stochastic model for the wind speed data, see Sabzikar . Furthermore, when , problem (1.1) with self-adjoint boundary conditions appears in a linear model for heat flow in a rectangular, orthotropic material with the memory Carslaw ; Hannsgen ; MacCamy , from which the axes of orthotropy are parallel to the edges of the rectangle.
Due to its broad and practical applications, many scholars have carried out a series of theoretical and numerical studies regarding the problem of type (1.1), e.g., in terms of theoretical research with and , Hannsgen and Wheeler Hannsgen first studied the asymptotic behavior as of solutions of (1.1), combined with a resolvent formula, which gave the long-time estimate of solutions with the weight function. Then based on Hannsgen , Noren Noren1 proved the long-time estimate of solutions without the weight function by giving variable hypothesis of kernel functions . Subsequently, Noren Noren1 derived that is integrable uniformly with respect to the parameters of solutions under some assumptions regarding kernel functions . With the maturity of theoretical studies, numerical researches have gradually developed. Xu proved the weighted asymptotic stability of the numerical solutions by temporal backward Euler (BE) method and first-order convolution quadrature rule. Hereafter, Xu considered the weighted asymptotic convergence of the numerical solutions by same temporal approximation. After that, in order to improve accuracy to the second order for time, Xu proved the weighted asymptotic stability Xu4 and weighted asymptotic convergence Xu5 by second-order backward differentiation formula (BDF) and second-order convolution quadrature, from which, temporal convergence can not reach accurate second order due to the singular behavior of the exact solution at the initial point . Besides, some studies of (1.1) with were considered recently, see Cao ; Qiu , which only achieved temporal first-order accuracy; also, there has been a lot of excellent work on similar multi-term problems, see Jin ; Liu ; Zhou . Thus, the limitations of existing methods motivate us to carry out the following research.
The major aim of this work is to consider an accurate second-order numerical scheme for Volterra integrodifferential equations with tempered-type multi-term singular kernels. This time-discrete scheme is constructed by the Crank-Nicolson method and PI rule on the nonuniform meshes. In addition, the main contribution of this work can be summarized in the following aspects: Based on certain suitable assumptions, we derive the regularity estimates of the exact solution of problem (1.1); We employ the graded meshes in time to establish the discrete scheme, which can compensate for the singular behaviour of the exact solutions at ; The energy method is utilized to deduce the stability and convergence of the proposed scheme; Provided numerical examples satisfying the regularity substantiate the theoretical analyses, which can reflect and illustrate the accurate second-order accuracy for time by choosing the grading index , .
The rest of this article is arranged as follows. In section 2, the regularity of exact solutions is deduced on the space. Section 3 gives some notations and formulates a time-discrete scheme. Then the stability and convergence of proposed scheme are proved in section 4. Section 5 provides several numerical examples to verify our analysis. Finally, some concluding remarks are presented in section 6.
Throughout this paper, denotes a generic positive constant that is independent of the space-time step sizes, and may be not necessarily the same on each occurrence.
2 Regularity of exact solutions
For the further analysis, denoting
(2.1) |
then (1.1) is converted to
(2.2) |
where the Abel kernel with .
Below, we shall give some regularity estimates of the exact solution of (1.1). That is, we wish to present that
(2.3) |
Later denotes the norm on the Sobolev space with ; besides, Lipschitz domain , . In fact, before establishing the regularity estimates of , we only need to consider defined in (2.2). By splitting the solution of (2.2) be into , which implies that for , we shall further solve
(2.4) |
and
(2.5) |
respectively. Then, we rewrite the solution of (2.4) as
(2.6) |
where is the analytic semigroup in space , generated by (cf. Pazy ), such that
(2.7) |
for any . Then similar to Larsson ; Mustapha , we introduce the following key lemmas.
Lemma 1
Assume that and , . Suppose that and with . Then it holds that
Proof
The desired result can be proved similarly by (Larsson, , Lemma 5.1).
Lemma 2
Let and for , then
Proof
Exchanging the order of integration and swapping variables, we have
Then an application of Lemma 1 completes the proof.
Lemma 3
Suppose that and with . Then denoted by (2.4) satisfies
Proof
We can finish the proof analogously by (Mustapha, , Lemma 2.3).
Below we derive the regularity estimate with respect to .
Proof
By (2.5)-(2.7) and the assumption (1.2) ( dominates ), then given by (2.5) satisfies
Then using Duhamel’s principle and (2.3), we deduce
(2.8) |
From Lemma 2 and Lemma 3, we yield
and (2.7) gives
Therefore, we have
from which, an application of Grönwall’s lemma (see (Chen, , Lemma 1)) yields
which follows from Lemma 3 that , then we have and . Thus, we can get
then Grönwall’s lemma and Lemma 3 gives
(2.9) |
which completes the proof.
We will give other estimates of regarding the second time derivative.
Theorem 2.2
Based on the assumptions of Theorem 2.1. Then it follows that
Proof
Differentiate (2.5) to get
(2.10) |
where using (2.4)-(2.5), we have , thus Duhamel’s principle gives
(2.11) |
Then, each term of (2.11) will be estimated. First, Lemma 3 and (2.7) lead to
(2.12) |
besides, Lemmas 1-3 and assumption (1.2) give
(2.13) |
and
(2.14) |
Then for the estimate of , we first utilize (2.6) to obtain
(2.15) |
Hence, we have
(2.16) |
from which, and
(2.17) |
Then, Lemma 1 can be applied to (2.16) by satisfying two conditions. Firstly, we have . Further we estimate the derivative of . By writing
Next we employ to get
thus we have
(2.18) |
Further, by applying and integrating by parts, we obtain
therefore (2.7) gives . Then, Differentiating and similar to the estimate of , we can yield that
(2.19) |
In view of (2.18) and (2.19), we use Lemmas 1 and 2 to deduce
(2.20) |
Using (2.11)-(2.14) and (2.20), then
(2.21) |
from which using Grönwall’s lemma (see (Chen, , Lemma 1)), we get . From (2.10) and above analyses, we have
(2.22) |
which combines Lemma 3, we finish the proof.
According to the relation between and , we give the following theorems.
Proof
By Theorem 2.1 and , we have
which follows from the triangle inequality that
which yields the desired result.
Moreover, to show the regularity result (2.3), we need to derive that , which can be proved by the procedure that was utilized to present that , based on certain changes and appropriate assumptions. These naturally deduce that from previous analyses.
3 Establishment of numerical scheme
Before formulating the time-discrete scheme, we first introduce some helpful notations.
3.1 Some notations
In this section, we shall give some symbols in order to construct our method. First, we present the temporal levels and define that and for . Moreover, we define that and that
and we also define the piecewise constant approximation as follows
(3.1) |
Then in view of above results, for approximating the integral term given in (2.2), we utilize the PI rule to denote the discrete fractional integral (see McLean )
(3.2) |
where
(3.3) |
Further, for , we obtain
(3.4) |
from which, , and for , then
(3.5) |
Besides, for the inhomogeneous term in (2.2), we denote
(3.6) |
from which, we suppose that
(3.7) |
and that
(3.8) |
Also, e.g., or are permissible.
3.2 Time discrete scheme
First, we integrate (2.2) from to and multiply the term , then
(3.13) |
which follows from (3.1)-(3.8) that
(3.14) |
and for that
(3.15) |
where , and for , and
(3.16) |
Then omitting the truncation errors and replacing with its numerical approximation , then time discrete scheme is yielded as follows
(3.17) |
(3.18) |
(3.19) |
4 Analysis of time discrete scheme
In this section, we shall present the stability and convergence of the proposed time-discrete scheme (3.17)-(3.19).
4.1 Stability
Here, we first establish the stability result of the numerical scheme. Then the following theorem is obtained.
Theorem 4.1
Proof
By taking the inner product of (3.17)-(3.18) with and correspondingly, and summing (3.8) for from 2 to , we obtain that
(4.1) |
and that
(4.2) |
Adding above two formulae and applying the positiveness of operator , we have
(4.3) |
Let be the positive-definite operator and then from (Mustapha, , Lemma 3.1), we get
(4.4) |
Therefore, using the Cauchy-Schwarz inequality, then (4.3) turns into
(4.5) |
Then it is easy to yield
(4.6) |
Thus, we further obtain
(4.7) |
Next, choosing a suitable such that , then
(4.8) |
Consequently,
(4.9) |
Then an application of Grönwall’s lemma (see Sloan ) yields
(4.10) |
which can finish the proof by using (2.1).
4.2 Convergence
Based on above analyses, we shall deduce the convergence of the scheme by the energy argument. We first define
(4.11) |
Then we subtract (3.17)-(3.18) from (3.14)-(3.15) to get error equations as follows
(4.12) |
(4.13) |
with and , where is given in (3.16).
In order to further derive the convergence, we shall introduce several auxiliary lemmas. At first, from (McLean, , Corollary 3.4), we can yield the following two lemmas.
Lemma 4
Lemma 5
Further, we will estimate the remaining error terms in (3.16) based on certain reasonable conditions. Firstly, we give the following result.
Lemma 6
Proof
Then, after a similar analysis, the following result holds.
Lemma 7
Proof
Based on above analyses, we can yield the following convergence result.
Theorem 4.2
5 Numerical experiment
In this section, in order to further show the time convergence of proposed scheme, we formulate the fully discrete scheme by the time semidiscrete scheme (3.17)-(3.19) and a standard spatial finite difference method, with the spatial step size ( is the number of spatial partitions). Below we choose the parameters and denote the -norm error
and the temporal convergence rate
In addition, we define the following notations for illustrating the numerical stability of the proposed scheme,
Example 1
Here we first consider the one-dimensional case () of (1.1) with the parameter . Set the operators over the domain with the homogeneous Dirichlet boundary conditions (DBCs). To meet the regularity assumption (2.3), the exact solution of (1.1) is given via
thus the initial condition and the source term can be computed accordingly.
In Table 1, we list the -norm errors and time convergence rates by fixing , , and , from which, we discuss three cases regarding grading index , i.e., , and , respectively. It can be seen clearly from Table 1 that time convergence rates of proposed scheme reach the order with uniform temporal step sizes, and second-order accuracy for time can be obtained with nonuniform temporal step sizes (). These are consistent with Theorem 4.2. Below we only consider the cases with the optimal grading index .
Table 2 shows the -norm errors and time convergence rates when , and , from which we present three cases with different and , including (i) , (ii) and (iii) . Then, the numerical results in Table 2 demonstrate that unform temporal second-order accuracy can be yielded under three situations.
Besides, in Table 3, fixed , and , we discuss three cases about different tempered parameter , involving , and , respectively, from which the results approximate second-order convergence for time. These validate our theoretical analysis and illustrate the effectiveness of proposed scheme.
Then, in Table 4, fixed , and , we list two types of numerical solution and . Table 4 show that as increases gradually, the value of gradually stabilizes and finally remains unchanged, and the value of has maintained a non-increasing trend. These results demonstrate the numerical stability of proposed scheme in the time direction. Furthermore, the same phenomenon is exhibited in Table 5, by fixing some different parameters.
Example 2
In this example, we consider the two-dimensional (2D) case () of (1.1) with . Let be the 2D Laplace operator, and the operators and over the domain with the homogeneous DBCs. In order to satisfy the regularity assumption (2.3), we present the exact solution of (1.1) as follows
then the initial condition
and the source term can be calculated correspondingly.
Here, in Table 6 we present the -norm errors and time convergence rates when fixing , and . The numerical results incarnate time second-order convergence by selecting three kinds of values of and , when increases gradually.
Fixing , , and , the numerical results from Table 7 approximate second order in the time direction, with different tempered parameter , which is in accordance with the theory.
6 Concluding remarks
In this work, we have considered and analyzed numerical solutions for Volterra integrodifferential equations with tempered multi-term kernels. First we deduced certain regularity estimates of the exact solution of (1.1). Then under graded meshes, we applied the Crank-Nicolson method and PI rule to construct a time discrete scheme. Based on the regularity assumptions, we proved the unconditional stability and accurate second-order convergence for time by the energy argument. Finally, numerical experiments verified our theoretical results.
Moreover, the regularity of exact solution of (1.1) can be extended to a semilinear case (source term replaced by ) by certain appropriate assumptions; also, theoretical results about new numerical scheme could be similarly yielded by adding a Lipschitz condition .
Note that in this paper we only consider the discrete scheme and numerical analysis in the time direction. In our future work, the fully discrete scheme can be considered combined with some high-precision spatial-discrete techniques, such as local discontinuous Galerkin method, finite difference method, orthogonal spline collocation method, compatible wavelet, etc.
Conflict of Interest Statement
The authors declare that they do not have any conflicts of interest.
Acknowledgements
The first author would like to thank the reviewers for their helpful suggestions and comments to improve the quality of this paper. In addition, the first author is also very grateful to his girlfriend Dr. Kexin Li for her support in scientific research and care in life.
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