<p>A time-fractional diffusion problem with a Caputo time-fractional derivative of order <InlineEquation ID="IEq3"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10915_2025_2906_Article_IEq3.gif" Format="GIF" Height="19" Rendition="HTML" Resolution="72" Type="Linedraw" Width="69" /> </InlineMediaObject> <EquationSource Format="TEX">\(\alpha \in (0,1)\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>α</mi> <mo>∈</mo> <mo stretchy="false">(</mo> <mn>0</mn> <mo>,</mo> <mn>1</mn> <mo stretchy="false">)</mo> </mrow> </math></EquationSource> </InlineEquation> is considered, the solution of which is typically weakly singular at the initial time. For this problem, we give an <InlineEquation ID="IEq4"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10915_2025_2906_Article_IEq1.gif" Format="GIF" Height="16" Rendition="HTML" Resolution="72" Type="Linedraw" Width="23" /> </InlineMediaObject> <EquationSource Format="TEX">\(H^{1}\)</EquationSource> <EquationSource Format="MATHML"><math> <msup> <mi>H</mi> <mn>1</mn> </msup> </math></EquationSource> </InlineEquation>-norm analysis of the stability and convergence of an integral-averaged L1 method on nonuniform time meshes. The averaging of the L1 scheme that we use is known as the <InlineEquation ID="IEq5"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10915_2025_2906_Article_IEq5.gif" Format="GIF" Height="16" Rendition="HTML" Resolution="72" Type="Linedraw" Width="29" /> </InlineMediaObject> <EquationSource Format="TEX">\(\text {L1}^{+}\)</EquationSource> <EquationSource Format="MATHML"><math> <msup> <mtext>L1</mtext> <mo>+</mo> </msup> </math></EquationSource> </InlineEquation> or <InlineEquation ID="IEq6"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10915_2025_2906_Article_IEq6.gif" Format="GIF" Height="17" Rendition="HTML" Resolution="72" Type="Linedraw" Width="31" /> </InlineMediaObject> <EquationSource Format="TEX">\(\overline{\text{ L }1}\)</EquationSource> <EquationSource Format="MATHML"><math> <mover> <mrow> <mspace width="0.333333em" /> <mtext>L</mtext> <mspace width="0.333333em" /> <mn>1</mn> </mrow> <mo>¯</mo> </mover> </math></EquationSource> </InlineEquation> scheme. A new positive definiteness result for the integral-averaged L1 fractional-derivative operator is established. It improves the previous positive definiteness results in the literature and plays an important role in the analysis of <InlineEquation ID="IEq7"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10915_2025_2906_Article_IEq7.gif" Format="GIF" Height="16" Rendition="HTML" Resolution="72" Type="Linedraw" Width="23" /> </InlineMediaObject> <EquationSource Format="TEX">\(H^ {1}\)</EquationSource> <EquationSource Format="MATHML"><math> <msup> <mi>H</mi> <mn>1</mn> </msup> </math></EquationSource> </InlineEquation>-norm error of the integral-averaged L1 method. The <InlineEquation ID="IEq8"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10915_2025_2906_Article_IEq1.gif" Format="GIF" Height="16" Rendition="HTML" Resolution="72" Type="Linedraw" Width="23" /> </InlineMediaObject> <EquationSource Format="TEX">\(H^{1}\)</EquationSource> <EquationSource Format="MATHML"><math> <msup> <mi>H</mi> <mn>1</mn> </msup> </math></EquationSource> </InlineEquation>-norm stability holds for the general nonuniform time meshes, while the <InlineEquation ID="IEq9"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10915_2025_2906_Article_IEq1.gif" Format="GIF" Height="16" Rendition="HTML" Resolution="72" Type="Linedraw" Width="23" /> </InlineMediaObject> <EquationSource Format="TEX">\(H^{1}\)</EquationSource> <EquationSource Format="MATHML"><math> <msup> <mi>H</mi> <mn>1</mn> </msup> </math></EquationSource> </InlineEquation>-norm convergence is proved for the time graded meshes and the <InlineEquation ID="IEq10"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10915_2025_2906_Article_IEq1.gif" Format="GIF" Height="16" Rendition="HTML" Resolution="72" Type="Linedraw" Width="23" /> </InlineMediaObject> <EquationSource Format="TEX">\(H^{1}\)</EquationSource> <EquationSource Format="MATHML"><math> <msup> <mi>H</mi> <mn>1</mn> </msup> </math></EquationSource> </InlineEquation>-norm convergence order in time is <InlineEquation ID="IEq11"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10915_2025_2906_Article_IEq11.gif" Format="GIF" Height="19" Rendition="HTML" Resolution="72" Type="Linedraw" Width="128" /> </InlineMediaObject> <EquationSource Format="TEX">\(\min \{3+\alpha , \gamma \alpha \}/2\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mo movablelimits="true">min</mo> <mo stretchy="false">{</mo> <mn>3</mn> <mo>+</mo> <mi>α</mi> <mo>,</mo> <mi>γ</mi> <mi>α</mi> <mo stretchy="false">}</mo> <mo stretchy="false">/</mo> <mn>2</mn> </mrow> </math></EquationSource> </InlineEquation> for all <InlineEquation ID="IEq12"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10915_2025_2906_Article_IEq3.gif" Format="GIF" Height="19" Rendition="HTML" Resolution="72" Type="Linedraw" Width="69" /> </InlineMediaObject> <EquationSource Format="TEX">\(\alpha \in (0,1)\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>α</mi> <mo>∈</mo> <mo stretchy="false">(</mo> <mn>0</mn> <mo>,</mo> <mn>1</mn> <mo stretchy="false">)</mo> </mrow> </math></EquationSource> </InlineEquation>, where <InlineEquation ID="IEq13"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10915_2025_2906_Article_IEq13.gif" Format="GIF" Height="16" Rendition="HTML" Resolution="72" Type="Linedraw" Width="43" /> </InlineMediaObject> <EquationSource Format="TEX">\(\gamma \ge 1\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>γ</mi> <mo>≥</mo> <mn>1</mn> </mrow> </math></EquationSource> </InlineEquation> is the mesh grading parameter. Two full discretization methods using finite differences and finite elements in space are considered. The theoretical results are illustrated by numerical results.</p>

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\(H^{1}\)-norm Analysis of an Integral-Averaged L1 Method on Nonuniform Time Meshes for a Time-Fractional Diffusion Problem

  • Zi-Yun Zheng,
  • Yuan-Ming Wang

摘要

A time-fractional diffusion problem with a Caputo time-fractional derivative of order \(\alpha \in (0,1)\) α ( 0 , 1 ) is considered, the solution of which is typically weakly singular at the initial time. For this problem, we give an \(H^{1}\) H 1 -norm analysis of the stability and convergence of an integral-averaged L1 method on nonuniform time meshes. The averaging of the L1 scheme that we use is known as the \(\text {L1}^{+}\) L1 + or \(\overline{\text{ L }1}\) L 1 ¯ scheme. A new positive definiteness result for the integral-averaged L1 fractional-derivative operator is established. It improves the previous positive definiteness results in the literature and plays an important role in the analysis of \(H^ {1}\) H 1 -norm error of the integral-averaged L1 method. The \(H^{1}\) H 1 -norm stability holds for the general nonuniform time meshes, while the \(H^{1}\) H 1 -norm convergence is proved for the time graded meshes and the \(H^{1}\) H 1 -norm convergence order in time is \(\min \{3+\alpha , \gamma \alpha \}/2\) min { 3 + α , γ α } / 2 for all \(\alpha \in (0,1)\) α ( 0 , 1 ) , where \(\gamma \ge 1\) γ 1 is the mesh grading parameter. Two full discretization methods using finite differences and finite elements in space are considered. The theoretical results are illustrated by numerical results.