<p>An initial-boundary value problem of the form <InlineEquation ID="IEq1"> <EquationSource Format="TEX">\(D_t^\alpha - \varepsilon ^2 D_x^2 u + b u = f\)</EquationSource> </InlineEquation> is considered on the space-time domain <InlineEquation ID="IEq2"> <EquationSource Format="TEX">\([0,1]\times [0,T]\)</EquationSource> </InlineEquation>, with Dirichlet boundary and initial conditions, where <InlineEquation ID="IEq3"> <EquationSource Format="TEX">\(D _t ^{\alpha }\)</EquationSource> </InlineEquation> is a Caputo fractional derivative of order <InlineEquation ID="IEq4"> <EquationSource Format="TEX">\(\alpha \in (0,1)\)</EquationSource> </InlineEquation> and the singular perturbation parameter&#xa0;<InlineEquation ID="IEq5"> <EquationSource Format="TEX">\(\varepsilon \ll 1\)</EquationSource> </InlineEquation> is a positive constant. Bounds on the solution&#xa0;<i>u</i> and its derivatives are proved by means of a comparison principle with a careful selection of barrier functions; it is seen that <i>u</i>&#xa0;has a weak singularity at the initial time <InlineEquation ID="IEq6"> <EquationSource Format="TEX">\(t = 0\)</EquationSource> </InlineEquation> (caused by the fractional derivative) and also has layers (caused by the small parameter <InlineEquation ID="IEq7"> <EquationSource Format="TEX">\(\varepsilon\)</EquationSource> </InlineEquation>) at the sides <InlineEquation ID="IEq8"> <EquationSource Format="TEX">\(\{(x,t): x = 0\text { or }1, 0&lt;t\le T\}\)</EquationSource> </InlineEquation> of the space-time domain. The Caputo derivative <InlineEquation ID="IEq9"> <EquationSource Format="TEX">\(D_t^\alpha\)</EquationSource> </InlineEquation> is discretised by the L1 scheme on a graded temporal mesh, then at each time level the PDE is discretised by a piecewise linear finite element method on a Shishkin spatial mesh. Using our bounds on the derivatives of&#xa0;<i>u</i>, error estimates for the computed solution are derived in <InlineEquation ID="IEq10"> <EquationSource Format="TEX">\(L^2\)</EquationSource> </InlineEquation>, energy and balanced norms on&#xa0;[0,&#xa0;1] for each&#xa0;<i>t</i>; these estimates are local in time and uniform in&#xa0;<InlineEquation ID="IEq11"> <EquationSource Format="TEX">\(\varepsilon\)</EquationSource> </InlineEquation>. Numerical experiments show the sharpness of our theoretical results.</p>

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Local analysis of an L1/finite element method for a time-fractional singularly perturbed reaction-diffusion problem

  • Xiangyun Meng,
  • José Luis Gracia,
  • Martin Stynes

摘要

An initial-boundary value problem of the form \(D_t^\alpha - \varepsilon ^2 D_x^2 u + b u = f\) is considered on the space-time domain \([0,1]\times [0,T]\) , with Dirichlet boundary and initial conditions, where \(D _t ^{\alpha }\) is a Caputo fractional derivative of order \(\alpha \in (0,1)\) and the singular perturbation parameter  \(\varepsilon \ll 1\) is a positive constant. Bounds on the solution u and its derivatives are proved by means of a comparison principle with a careful selection of barrier functions; it is seen that u has a weak singularity at the initial time \(t = 0\) (caused by the fractional derivative) and also has layers (caused by the small parameter \(\varepsilon\) ) at the sides \(\{(x,t): x = 0\text { or }1, 0<t\le T\}\) of the space-time domain. The Caputo derivative \(D_t^\alpha\) is discretised by the L1 scheme on a graded temporal mesh, then at each time level the PDE is discretised by a piecewise linear finite element method on a Shishkin spatial mesh. Using our bounds on the derivatives of u, error estimates for the computed solution are derived in \(L^2\) , energy and balanced norms on [0, 1] for each t; these estimates are local in time and uniform in  \(\varepsilon\) . Numerical experiments show the sharpness of our theoretical results.