scholarly journals Reduced basis approximations of the solutions to spectral fractional diffusion problems

2020 ◽  
Vol 28 (3) ◽  
pp. 147-160
Author(s):  
Andrea Bonito ◽  
Diane Guignard ◽  
Ashley R. Zhang
Keyword(s):  
Computational Cost ◽  
Fractional Power ◽  
Reaction Diffusion ◽  
Fractional Diffusion ◽  
Diffusion Problem ◽  
Quadrature Point ◽  
Reduced Basis ◽  
Fast Evaluation ◽  
Bottle Neck ◽  
Diffusion Problems

AbstractWe consider the numerical approximation of the spectral fractional diffusion problem based on the so called Balakrishnan representation. The latter consists of an improper integral approximated via quadratures. At each quadrature point, a reaction–diffusion problem must be approximated and is the method bottle neck. In this work, we propose to reduce the computational cost using a reduced basis strategy allowing for a fast evaluation of the reaction–diffusion problems. The reduced basis does not depend on the fractional power s for 0 < smin ⩽ s ⩽ smax < 1. It is built offline once for all and used online irrespectively of the fractional power. We analyze the reduced basis strategy and show its exponential convergence. The analytical results are illustrated with insightful numerical experiments.

Balanced-norm error estimates for sparse grid finite element methods applied to singularly perturbed reaction–diffusion problems

2019 ◽  
Vol 27 (1) ◽  
pp. 37-55 ◽  
Author(s):  
Stephen Russell ◽  
Martin Stynes
Keyword(s):  
Finite Element ◽  
Finite Element Methods ◽  
Reaction Diffusion ◽  
Diffusion Problem ◽  
Two Dimensions ◽  
Sparse Grid ◽  
Singularly Perturbed ◽  
Balanced Norm ◽  
Norm Error ◽  
Diffusion Problems

Abstract We consider a singularly perturbed linear reaction–diffusion problem posed on the unit square in two dimensions. Standard finite element analyses use an energy norm, but for problems of this type, this norm is too weak to capture adequately the behaviour of the boundary layers that appear in the solution. To address this deficiency, a stronger so-called ‘balanced’ norm has been considered recently by several researchers. In this paper we shall use two-scale and multiscale sparse grid finite element methods on a Shishkin mesh to solve the reaction–diffusion problem, and prove convergence of their computed solutions in the balanced norm.

Fast Evaluation of the Caputo Fractional Derivative and its Applications to Fractional Diffusion Equations: A Second-Order Scheme

2017 ◽  
Vol 22 (4) ◽  
pp. 1028-1048 ◽  
Author(s):  
Yonggui Yan ◽  
Zhi-Zhong Sun ◽  
Jiwei Zhang
Keyword(s):  
Fractional Derivative ◽  
Caputo Fractional Derivative ◽  
Computational Cost ◽  
Fractional Diffusion ◽  
Diffusion Equations ◽  
Fast Evaluation ◽  
Fractional Diffusion Equations ◽  
Long Time ◽  
Order Scheme ◽  
Speed Up

AbstractThe fractional derivatives include nonlocal information and thus their calculation requires huge storage and computational cost for long time simulations. We present an efficient and high-order accurate numerical formula to speed up the evaluation of the Caputo fractional derivative based on theL2-1σformula proposed in [A. Alikhanov,J. Comput. Phys., 280 (2015), pp. 424-438], and employing the sum-of-exponentials approximation to the kernel function appeared in the Caputo fractional derivative. Both theoretically and numerically, we prove that while applied to solving time fractional diffusion equations, our scheme not only has unconditional stability and high accuracy but also reduces the storage and computational cost.

Sharp estimates for homogeneous semigroups in homogeneous spaces. Applications to PDEs and fractional diffusion in ℝN

2020 ◽  
pp. 2050070
Author(s):  
Jan W. Cholewa ◽  
Anibal Rodriguez-Bernal
Keyword(s):  
Stokes Equations ◽  
Homogeneous Spaces ◽  
Fractional Power ◽  
Fractional Diffusion ◽  
Morrey Spaces ◽  
Higher Order ◽  
Parabolic Problems ◽  
Evolution Problems ◽  
Sharp Estimates ◽  
Diffusion Problems

In this paper, we analyze evolution problems associated to homogenous operators. We show that they have an homogenous associated semigroup of solutions that must satisfy some sharp estimates when acting on homogenous spaces and on the associated fractional power spaces. These sharp estimates are determined by the homogeneity alone. We also consider fractional diffusion problems and Schrödinger type problems as well. We apply these general results to broad classes of PDE problems including heat or higher order parabolic problems and the associated fractional and Schrödinger problems or Stokes equations. These equations are considered in Lebesgue or Morrey spaces.

Multiscale Basis Functions for Singular Perturbation on Adaptively Graded Meshes

2014 ◽  
Vol 6 (5) ◽  
pp. 604-614 ◽  
Author(s):  
Mei-Ling Sun ◽  
Shan Jiang
Keyword(s):  
Numerical Experiments ◽  
Computational Cost ◽  
Reaction Diffusion ◽  
Diffusion Problem ◽  
Basis Functions ◽  
Order Convergence ◽  
Numerical Accuracy ◽  
First Order ◽  
Graded Meshes ◽  
Second Order Convergence

AbstractWe apply the multiscale basis functions for the singularly perturbed reaction-diffusion problem on adaptively graded meshes, which can provide a good balance between the numerical accuracy and computational cost. The multiscale space is built through standard finite element basis functions enriched with multiscale basis functions. The multiscale basis functions have abilities to capture originally perturbed information in the local problem, as a result our method is capable of reducing the boundary layer errors remarkably on graded meshes, where the layer-adapted meshes are generated by a given parameter. Through numerical experiments we demonstrate that the multiscale method can acquire second order convergence in theL2norm and first order convergence in the energy norm on graded meshes, which is independent of ɛ. In contrast with the conventional methods, our method is much more accurate and effective.

scholarly journals On Rational Krylov and Reduced Basis Methods for Fractional Diffusion

2021 ◽  
Vol 0 (0) ◽  
Author(s):  
Tobias Danczul ◽  
Clemens Hofreither
Keyword(s):  
Rational Approximation ◽  
Convergence Rates ◽  
Fractional Diffusion ◽  
Point Of View ◽  
Spectral Interval ◽  
Krylov Methods ◽  
Reduced Basis ◽  
Reduced Basis Methods ◽  
Approximation Classes ◽  
Diffusion Problems

Abstract We establish an equivalence between two classes of methods for solving fractional diffusion problems, namely, Reduced Basis Methods (RBM) and Rational Krylov Methods (RKM). In particular, we demonstrate that several recently proposed RBMs for fractional diffusion can be interpreted as RKMs. This changed point of view allows us to give convergence proofs for some methods where none were previously available. We also propose a new RKM for fractional diffusion problems with poles chosen using the best rational approximation of the function 𝑧 −𝑠 with 𝑧 ranging over the spectral interval of the spatial discretization matrix. We prove convergence rates for this method and demonstrate numerically that it is competitive with or superior to many methods from the reduced basis, rational Krylov, and direct rational approximation classes. We provide numerical tests for some elliptic fractional diffusion model problems.

scholarly journals Singularly Perturbed Reaction–Diffusion Problems as First order systems

2021 ◽  
Vol 89 (2) ◽  
Author(s):  
Sebastian Franz
Keyword(s):  
Convergence Analysis ◽  
Reaction Diffusion ◽  
Diffusion Problem ◽  
Second Order ◽  
Singularly Perturbed ◽  
Convergence Order ◽  
First Order ◽  
Optimal Convergence ◽  
Balanced Norm ◽  
Diffusion Problems

AbstractWe consider a singularly perturbed reaction diffusion problem as a first order two-by-two system. Using piecewise discontinuous polynomials for the first component and $$H_{{{\,\mathrm{{div}}\,}}}$$ H div -conforming elements for the second component we provide a convergence analysis on layer adapted meshes and an optimal convergence order in a balanced norm that is comparable with a balanced $$H^2$$ H 2 -norm for the second order formulation.

scholarly journals Rational Krylov methods for fractional diffusion problems on graphs

2021 ◽  
Author(s):  
Michele Benzi ◽  
Igor Simunec
Keyword(s):  
Analytic Function ◽  
Diffusion Equation ◽  
Graph Laplacian ◽  
Fractional Diffusion ◽  
Singular Matrix ◽  
Krylov Methods ◽  
Fractional Powers ◽  
Directed Networks ◽  
Rank One ◽  
Diffusion Problems

AbstractIn this paper we propose a method to compute the solution to the fractional diffusion equation on directed networks, which can be expressed in terms of the graph Laplacian L as a product $$f(L^T) \varvec{b}$$ f ( L T ) b , where f is a non-analytic function involving fractional powers and $$\varvec{b}$$ b is a given vector. The graph Laplacian is a singular matrix, causing Krylov methods for $$f(L^T) \varvec{b}$$ f ( L T ) b to converge more slowly. In order to overcome this difficulty and achieve faster convergence, we use rational Krylov methods applied to a desingularized version of the graph Laplacian, obtained with either a rank-one shift or a projection on a subspace.

Finite Difference Method on Non-Uniform Meshes for Time Fractional Diffusion Problem

2020 ◽  
Vol 0 (0) ◽  
Author(s):  
Haili Qiao ◽  
Aijie Cheng
Keyword(s):  
Theoretical Analysis ◽  
Fractional Derivative ◽  
Time Discretization ◽  
Summation Formula ◽  
Fractional Diffusion ◽  
Diffusion Problem ◽  
Initial Moment ◽  
Central Difference ◽  
Ideal Convergence ◽  
Derivative Term

AbstractIn this paper, we consider the time fractional diffusion equation with Caputo fractional derivative. Due to the singularity of the solution at the initial moment, it is difficult to achieve an ideal convergence rate when the time discretization is performed on uniform meshes. Therefore, in order to improve the convergence order, the Caputo time fractional derivative term is discretized by the {L2-1_{\sigma}} format on non-uniform meshes, with {\sigma=1-\frac{\alpha}{2}}, while the spatial derivative term is approximated by the classical central difference scheme on uniform meshes. According to the summation formula of positive integer k power, and considering {k=3,4,5}, we propose three non-uniform meshes for time discretization. Through theoretical analysis, different time convergence orders {O(N^{-\min\{k\alpha,2\}})} can be obtained, where N denotes the number of time splits. Finally, the theoretical analysis is verified by several numerical examples.

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