Research article Special Issues

Numerical analysis of a fourth-order linearized difference method for nonlinear time-space fractional Ginzburg-Landau equation

  • Received: 08 June 2022 Revised: 21 July 2022 Accepted: 25 July 2022 Published: 01 August 2022
  • An efficient difference method is constructed for solving one-dimensional nonlinear time-space fractional Ginzburg-Landau equation. The discrete method is developed by adopting the $ L2 $-$ 1_{\sigma} $ scheme to handle Caputo fractional derivative, while a fourth-order difference method is invoked for space discretization. The well-posedness and a priori bound of the numerical solution are rigorously studied, and we prove that the difference scheme is unconditionally convergent in pointwise sense with the rate of $ O(\tau^2+h^4) $, where $ \tau $ and $ h $ are the time and space steps respectively. In addition, the proposed method is extended to solve two-dimensional problem, and corresponding theoretical analysis is established. Several numerical tests are also provided to validate our theoretical analysis.

    Citation: Mingfa Fei, Wenhao Li, Yulian Yi. Numerical analysis of a fourth-order linearized difference method for nonlinear time-space fractional Ginzburg-Landau equation[J]. Electronic Research Archive, 2022, 30(10): 3635-3659. doi: 10.3934/era.2022186

    Related Papers:

  • An efficient difference method is constructed for solving one-dimensional nonlinear time-space fractional Ginzburg-Landau equation. The discrete method is developed by adopting the $ L2 $-$ 1_{\sigma} $ scheme to handle Caputo fractional derivative, while a fourth-order difference method is invoked for space discretization. The well-posedness and a priori bound of the numerical solution are rigorously studied, and we prove that the difference scheme is unconditionally convergent in pointwise sense with the rate of $ O(\tau^2+h^4) $, where $ \tau $ and $ h $ are the time and space steps respectively. In addition, the proposed method is extended to solve two-dimensional problem, and corresponding theoretical analysis is established. Several numerical tests are also provided to validate our theoretical analysis.



    加载中


    [1] L. Caffarelli, A. Vasseur, Drift diffusion equations with fractional diffusion and the quasi-geostrophic equation, Ann. Math., 171 (2010), 1903–1930. https://doi.org/10.4007/annals.2010.171.1903 doi: 10.4007/annals.2010.171.1903
    [2] S. G. Samko, A. A. Kilbas, O. I. Marichev, Fractional Integrals and Derivatives, Theory and Applications, Gordon and Breach Science Publishers, Minsk, 1993.
    [3] I. Podlubny, Fractional Differential Equations, Academic Press, San Diego, 1999.
    [4] M. A. Zaky, A. S. Hendy, A. A. Alikhanov, V. G. Pimenov, Numerical analysis of multi-term time-fractional nonlinear subdiffusion equations with time delay: What could possibly go wrong?, Commun. Nonlinear Sci. Numer. Simul., 96 (2021), 105672. https://doi.org/10.1016/j.cnsns.2020.105672 doi: 10.1016/j.cnsns.2020.105672
    [5] X. Gu, S. Wu, A parallel-in-time iterative algorithm for Volterra partial integro-differential problems with weakly singular kernel, J. Comput. Phys., 417 (2020), 109576. https://doi.org/10.1016/j.jcp.2020.109576 doi: 10.1016/j.jcp.2020.109576
    [6] A. S. Hendy, M. A. Zaky, R. M. Hafez, R. H. De Staelen, The impact of memory effect on space fractional strong quantum couplers with tunable decay behavior and its numerical simulation, Sci. Rep., 1 (2021), 10275. https://doi.org/10.1038/s41598-021-89701-7 doi: 10.1038/s41598-021-89701-7
    [7] S. Nandal, M. A. Zaky, R. H. De Staelen, A. S. Hendy, Numerical simulation for a multidimensional fourth-order nonlinear fractional subdiffusion model with time delay, Mathmatics, 9 (2021), 3050. https://doi.org/10.3390/math9233050 doi: 10.3390/math9233050
    [8] A. V. Milovanov, J. J. Rasmussen, Fractional generalization of the Ginzburg-Landau equation: An unconventional approach to critical phenomena in complex media, Phys. Lett. A, 337 (2005), 75–80. https://doi.org/10.1016/j.physleta.2005.01.047 doi: 10.1016/j.physleta.2005.01.047
    [9] X. Pu, B. Guo, Well-posedness and dynamics for the fractional Ginzburg-Landau equation, Appl. Anal., 92 (2013), 318–334. https://doi.org/10.1080/00036811.2011.614601 doi: 10.1080/00036811.2011.614601
    [10] B. Guo, Z. Huo, Well-posedness for the nonlinear fractional Schrödinger equation and inviscid limit behavior of solution for the fractional Ginzburg-Landau equation, Fract. Calc. Appl. Anal., 16 (2013), 226–242. https://doi.org/10.2478/s13540-013-0014-y doi: 10.2478/s13540-013-0014-y
    [11] H. Lu, S. Lü, Z. Feng, Asymptotic dynamics of 2D fractional complex Ginzburg-Landau equation, Int. J. Bifurcat. Chaos, 23 (2013), 1350202. https://doi.org/10.1142/S0218127413502027 doi: 10.1142/S0218127413502027
    [12] T. Shen, J. Xin, J. Huang, Time-space fractional stochastic Ginzburg-Landau equation driven by Gaussian white noise, Stoch. Anal. Appl, 36 (2018), 103–113. https://doi.org/10.1080/07362994.2017.1372783 doi: 10.1080/07362994.2017.1372783
    [13] P. Xu, G. Zou, J. Huang, Time-space fractional stochastic Ginzburg-Landau equation driven by fractional Brownian motion, Comput. Math. Appl., 78 (2019), 3790–3806. https://doi.org/10.1016/j.camwa.2019.06.004 doi: 10.1016/j.camwa.2019.06.004
    [14] Q. Du, M. Gunzburger, R. Lehoucq, K. Zhou, Analysis and approximation of nonlocal diffusion problems with volume constraints, SIAM Rev., 54 (2012), 667–696. https://doi.org/10.1137/110833294 doi: 10.1137/110833294
    [15] O. Defterli, M. D'Elia, Q. Du, M. Gunzburger, R. Lehoucq, M. M. Meerschaert, Fractional diffusion on bounded domains, Fract. Calc. Appl. Anal., 18 (2015), 342–360. https://doi.org/10.1515/fca-2015-0023 doi: 10.1515/fca-2015-0023
    [16] A. Mvogo, A. Tambue, G. Ben-Bolie, T. Kofane, Localized numerical impulse solutions in diffuse neural networks modeled by the complex fractional Ginzburg-Landau equation, Commun. Nonlinear Sci. Numer. Simul., 39 (2016), 396–410. https://doi.org/10.1016/j.cnsns.2016.03.008 doi: 10.1016/j.cnsns.2016.03.008
    [17] D. He, K. Pan, An unconditionally stable linearized difference scheme for the fractional Ginzburg-Landau equation, Numer. Algor., 79 (2018), 899–925. https://doi.org/10.1007/s11075-017-0466-y doi: 10.1007/s11075-017-0466-y
    [18] P. Wang, C. Huang, An efficient fourth-order in space difference scheme for the nonlinear fractional Ginzburg-Landau equation, BIT, 58 (2018), 783–805. https://doi.org/10.1007/s10543-018-0698-9 doi: 10.1007/s10543-018-0698-9
    [19] Q. Zhang, X. Lin, K. Pan, Y. Ren, Linearized ADI schemes for two-dimensional space-fractional nonlinear Ginzburg-Landau equation, Comput. Math. Appl., 80 (2020), 1201–1220. https://doi.org/10.1016/j.camwa.2020.05.027 doi: 10.1016/j.camwa.2020.05.027
    [20] Y. Zhao, A. Ostermann, X. Gu, A low-rank Lie-Trotter splitting approach for nonlinear fractional complex Ginzburg-Landau equations, J. Comput. Phys., 446 (2021), 110652. https://doi.org/10.1016/j.jcp.2021.110652 doi: 10.1016/j.jcp.2021.110652
    [21] Q. Zhang, J. S. Hesthaven, Z. Sun, Y. Ren, Pointwise error estimate in difference setting for the two-dimensional nonlinear fractional complex Ginzburg-Landau equation, Adv. Comput. Math., 47 (2021), 35. https://doi.org/10.1007/s10444-021-09862-x doi: 10.1007/s10444-021-09862-x
    [22] Q. Zhang, L. Zhang, H. Sun, A three-level finite difference method with preconditioning technique for two-dimensional nonlinear fractional complex Ginzburg-Landau equations, J. Comput. Appl. Math., 389 (2021), 113355. https://doi.org/10.1016/j.cam.2020.113355 doi: 10.1016/j.cam.2020.113355
    [23] W. Zeng, A. Xiao, X. Li, Error estimate of Fourier pseudo-spectral method for multidimensional nonlinear complex fractional Ginzburg-Landau equations, Appl. Math. Lett., 93 (2019), 40–45. https://doi.org/10.1016/j.aml.2019.01.041 doi: 10.1016/j.aml.2019.01.041
    [24] M. Fei, C. Huang, N. Wang, G. Zhang, Galerkin-Legendre spectral method for the nonlinear Ginzburg-Landau equation with the Riesz fractional derivative, Math. Methods Appl. Sci., 44 (2021), 2711–2730. https://doi.org/10.1002/mma.5852 doi: 10.1002/mma.5852
    [25] M. Li, C. Huang, N. Wang, Galerkin finite element method for the nonlinear fractional Ginzburg-Landau equation, Appl. Numer. Math., 118 (2017), 131–149. https://doi.org/10.1016/j.apnum.2017.03.003 doi: 10.1016/j.apnum.2017.03.003
    [26] Q. Du, M. D. Gunzburger, J. S. Peterson, Analysis and approximation of the Ginzburg-Landau model of superconductivity, SIAM Rev., 34 (1992), 54–81. https://doi.org/10.1137/1034003 doi: 10.1137/1034003
    [27] P. Degond, S. Jin, M. Tang, On the time splitting spectral method for the complex Ginzburg-Landau equation in the large time and space scale limit, SIAM J. Sci. Comput., 30 (2008), 2466–2487. https://doi.org/10.1137/070700711 doi: 10.1137/070700711
    [28] D. Li, J. Wang, J. Zhang, Unconditionally convergent L1-Galerkin FEMs for nonlinear time-fractional Schrödinger equations, SIAM J. Sci. Comput., 39 (2017), A3067–A3088. https://doi.org/10.1137/16M1105700 doi: 10.1137/16M1105700
    [29] P. Wang, C. Huang, An energy conservative difference scheme for the nonlinear fractional Schrödinger equations, J. Comput. Phys., 293 (2015), 238–251. https://doi.org/10.1016/j.jcp.2014.03.037 doi: 10.1016/j.jcp.2014.03.037
    [30] P. Castillo, S. Gómez, On the conservation of fractional nonlinear Schrödinger equation's invariants by the local discontinuous Galerkin method, J. Sci. Comput., 77 (2018), 1444–1467. https://doi.org/10.1007/s10915-018-0708-8 doi: 10.1007/s10915-018-0708-8
    [31] B. Yin, J. Wang, Y. Liu, H. Li, A structure preserving difference scheme with fast algorithms for high dimensional nonlinear space-fractional Schrödinger equations, J. Comput. Phys., 425 (2021), 109869. https://doi.org/10.1016/j.jcp.2020.109869 doi: 10.1016/j.jcp.2020.109869
    [32] M. A. Zaky, A. S. Hendy, J. E. Macías-Díaz, High-order finite difference/spectral-Galerkin approximations for the nonlinear time-space fractional Ginzburg-Landau equation, Numer. Methods Partial Differ. Equations, (2006) https://doi.org/10.1002/num.22630.
    [33] M. A. Zaky, A. S. Hendy, R. H. De Staelen, Alikhanov Legendre-Galerkin spectral method for the coupled nonlinear time-space fractional Ginzburg-Landau complex system, Mathematics, 9 (2021), 183. https://doi.org/10.3390/math9020183 doi: 10.3390/math9020183
    [34] P. Zhuang, F. Liu, Implicit difference approximation for the time fractional diffusion equation, J. Appl. Math. Comput., 22 (2006), 87–99. https://doi.org/10.1007/BF02832039 doi: 10.1007/BF02832039
    [35] G. Gao, Z. Sun, H. Zhang, A new fractional numerical differentiation formula to approximate the Caputo fractional derivative and its applications, J. Comput. Phys., 259 (2014), 33–50. https://doi.org/10.1016/j.jcp.2013.11.017 doi: 10.1016/j.jcp.2013.11.017
    [36] A. A. Alikhanov, A new difference scheme for the time fractional diffusion equation, J. Comput. Phys., 280 (2015), 424–438. https://doi.org/10.1016/j.jcp.2014.09.031 doi: 10.1016/j.jcp.2014.09.031
    [37] H. Li, J. Cao, C. Li, High-order approximation to Caputo derivatives and Caputo-type advection-diffusion equations (Ⅲ), J. Comput. Appl. Math., 299 (2016), 159–175. https://doi.org/10.1016/j.cam.2015.11.037 doi: 10.1016/j.cam.2015.11.037
    [38] H. Ding, The development of higher-order numerical differential formulas of Caputo derivative and their applications (Ⅰ), Comput. Math. Appl., 84 (2021), 203–223. https://doi.org/10.1016/j.camwa.2020.12.017 doi: 10.1016/j.camwa.2020.12.017
    [39] H. Ding, C. Li, Y. Chen, High-order algorithms for Riesz derivative and their applications (Ⅰ), Abstr. Appl. Anal., 2014 (2014), 653797. https://doi.org/10.1155/2014/653797 doi: 10.1155/2014/653797
    [40] H. Ding, C. Li, Y. Chen, High-order algorithms for Riesz derivative and their applications (Ⅱ), J. Comput. Phys., 293 (2015), 218–237. https://doi.org/10.1016/j.jcp.2014.06.007 doi: 10.1016/j.jcp.2014.06.007
    [41] H. Ding, C. Li, High-order algorithms for Riesz derivative and their applications (Ⅴ), Numer. Methods Partial Differ. Equations, 33 (2017), 1754–1794. https://doi.org/10.1002/num.22169 doi: 10.1002/num.22169
    [42] H. Ding, C. Li, High-order algorithms for Riesz derivative and their applications (Ⅳ), Fract. Calc. Appl. Anal., 6 (2019), 1537–1560. https://doi.org/10.1515/fca-2019-0080 doi: 10.1515/fca-2019-0080
    [43] H. Ding, Q. Yi, The construction of higher-order numerical approximation formula for Riesz derivative and its application to nonlinear fractional differential equations (Ⅰ), Commun. Nonlinear Sci. Numer. Simul., 110 (2022), 106394. https://doi.org/10.1016/j.cnsns.2022.106394 doi: 10.1016/j.cnsns.2022.106394
    [44] C. Çelik, M. Duman, Crank-Nicolson method for the fractional diffusion equation with the Riesz fractional derivative, J. Comput. Phys., 231 (2012), 1743–1750. https://doi.org/10.1016/j.jcp.2011.11.008 doi: 10.1016/j.jcp.2011.11.008
    [45] K. Kirkpatrick, E. Lenzmann, G. Staffilani, On the continuum limit for discrete NLS with long-range lattice interactions, Comm. Math. Phys., 317 (2013), 563–591. https://doi.org/10.1007/s00220-012-1621-x doi: 10.1007/s00220-012-1621-x
    [46] J. Wang, High-order conservative schemes for the space fractional nonlinear Schrödinger equation, Appl. Numer. Math., 165 (2021), 248–269. https://doi.org/10.1016/j.apnum.2021.02.017 doi: 10.1016/j.apnum.2021.02.017
    [47] H. Sun, Z. Sun, G. Gao, Some high order difference schemes for the space and time fractional Bloch-Torrey equations, Appl. Math. Comput., 281 (2016), 356–380. https://doi.org/10.1016/j.amc.2016.01.044 doi: 10.1016/j.amc.2016.01.044
    [48] D. Wang, A. Xiao, W. Yang, Maximum-norm error analysis of a difference scheme for the space fractional CNLS, Appl. Math. Comput., 257 (2015), 241–251. https://doi.org/10.1016/j.amc.2014.11.026 doi: 10.1016/j.amc.2014.11.026
    [49] Y. Wang, G. Wang, L. Bu, L. Mei, Two second-order and linear numerical schemes for the multi-dimensional nonlinear time-fractional Schrödinger equation, Numer. Algor., 88 (2021), 419–451. https://doi.org/10.1007/s11075-020-01044-y doi: 10.1007/s11075-020-01044-y
    [50] H. Liao, W. McLean, J. Zhang, A discrete Grönwall inequality with applications to numerical schemes for subdiffusion problems, SIAM J. Numer. Anal., 57 (2019), 218–237. https://doi.org/10.1137/16M1175742 doi: 10.1137/16M1175742
    [51] J. E. Macías-Díaz, On the solution of a Riesz space-fractional nonlinear wave equation through an efficient and energy-invariant scheme, Int. J. Comput. Math., 96 (2019), 337–361. https://doi.org/10.1080/00207160.2018.1438605 doi: 10.1080/00207160.2018.1438605
  • Reader Comments
  • © 2022 the Author(s), licensee AIMS Press. This is an open access article distributed under the terms of the Creative Commons Attribution License (http://creativecommons.org/licenses/by/4.0)
通讯作者: 陈斌, bchen63@163.com
  • 1. 

    沈阳化工大学材料科学与工程学院 沈阳 110142

  1. 本站搜索
  2. 百度学术搜索
  3. 万方数据库搜索
  4. CNKI搜索

Metrics

Article views(1200) PDF downloads(93) Cited by(0)

Article outline

Figures and Tables

Figures(4)  /  Tables(4)

Other Articles By Authors

/

DownLoad:  Full-Size Img  PowerPoint
Return
Return

Catalog