This paper proposes a local discontinuous Galerkin method for tempered fractional convection–diffusion equations. The tempered fractional convection–diffusion is converted to a system of the first order of differential/integral equation, then, the local discontinuous Galerkin method is employed to solve the system. The stability and order of convergence of the method are proven. The order of convergence O(h$$) depends on the choice of numerical fluxes. The provided numerical examples confirm the analysis of the numerical scheme.
Keywords: Local discontinuous method, tempered fractional derivative, stability, error estimates
@article{M2AN_2020__54_1_59_0,
author = {Ahmadinia, Mahdi and Safari, Zeinab},
title = {Convergence analysis of a {LDG} method for tempered fractional convection{\textendash}diffusion equations},
journal = {ESAIM: Mathematical Modelling and Numerical Analysis },
pages = {59--78},
year = {2020},
publisher = {EDP Sciences},
volume = {54},
number = {1},
doi = {10.1051/m2an/2019052},
mrnumber = {4051846},
language = {en},
url = {https://www.numdam.org/articles/10.1051/m2an/2019052/}
}
TY - JOUR AU - Ahmadinia, Mahdi AU - Safari, Zeinab TI - Convergence analysis of a LDG method for tempered fractional convection–diffusion equations JO - ESAIM: Mathematical Modelling and Numerical Analysis PY - 2020 SP - 59 EP - 78 VL - 54 IS - 1 PB - EDP Sciences UR - https://www.numdam.org/articles/10.1051/m2an/2019052/ DO - 10.1051/m2an/2019052 LA - en ID - M2AN_2020__54_1_59_0 ER -
%0 Journal Article %A Ahmadinia, Mahdi %A Safari, Zeinab %T Convergence analysis of a LDG method for tempered fractional convection–diffusion equations %J ESAIM: Mathematical Modelling and Numerical Analysis %D 2020 %P 59-78 %V 54 %N 1 %I EDP Sciences %U https://www.numdam.org/articles/10.1051/m2an/2019052/ %R 10.1051/m2an/2019052 %G en %F M2AN_2020__54_1_59_0
Ahmadinia, Mahdi; Safari, Zeinab. Convergence analysis of a LDG method for tempered fractional convection–diffusion equations. ESAIM: Mathematical Modelling and Numerical Analysis , Tome 54 (2020) no. 1, pp. 59-78. doi: 10.1051/m2an/2019052
, and , Analysis of LDG method for time-space fractional convection–diffusion equations. BIT 58 (2018) 533–554. | MR | DOI
and , Tempered stable lévy motion and transient super-diffusion. J. Comput. Appl. Math. 233 (2010) 2438–2448. | MR | Zbl | DOI
, , and , Subordinated advection-dispersion equation for contaminant transport. Water Resour. Res. 37 (2001) 1543–1550. | DOI
, and , Fractional reproduction-dispersal equations and heavy tail dispersal kernels. Bull. Math. Biol. 69 (2007) 2281–2297. | MR | Zbl | DOI
, and , Application of a fractional advection-dispersion equation. Water Resour. Res. 36 (2000) 1403–1412. | DOI
, , , , Fractional dispersion, lévy motion, and the made tracer tests. Transp. Porous Media 42 (2001) 211–240. | MR | DOI
, , and , The fine structure of asset returns: An empirical investigation. J. Bus. 75 (2002) 305–332. | DOI
, , and , Stochastic volatility for lévy processes. Math. Finance 13 (2003) 345–382. | MR | Zbl | DOI
and , Fluid limit of the continuous-time random walk with general lévy jump distribution functions. Phys. Rev. E 76 (2007) 041105. | DOI
, , and , Optimal a priori error estimates for the -version of the local discontinuous Galerkin method for convection–diffusion problems. Math. Comput. 71 (2002) 455–478. | MR | Zbl | DOI
and , Discretized fractional substantial calculus. ESAIM: M2AN 49 (2015) 373–394. | MR | Numdam
and , A second-order accurate numerical method for the space–time tempered fractional diffusion-wave equation. Appl. Math. Lett. 68 (2017) 87–93. | MR | DOI
and , High order algorithm for the time-tempered fractional Feynman-Kac equation. J. Sci. Comput. 76 (2018) 867–887. | MR | DOI
, and , Laguerre functions and their applications to tempered fractional differential equations on infinite intervals. J. Sci. Comput. 74 (2018) 1286–1313. | MR | DOI
, The Finite Element Method for Elliptic Problems. North-Holland, Amsterdam (1978). | MR | Zbl
and , A hybridizable discontinuous Galerkin method for fractional diffusion problems. Numer. Math. 130 (2015) 293–314. | MR | Zbl | DOI
, , and , Superconvergence of the local discontinuous Galerkin method for elliptic problems on cartesian grids. SIAM J. Numer. Anal. 39 (2001) 264–285. | MR | Zbl | DOI
and , Fractional advection-dispersion equation: A classical mass balance with convolution-fickian flux. Water Resour. Res. 36 (2000) 3763–3766. | DOI
and , A finite difference/finite element technique with error estimate for space fractional tempered diffusion-wave equation. Comput. Math. App. 75 (2018) 2903–2914. | MR
and , Local discontinuous Galerkin methods for fractional diffusion equations. ESAIM: M2AN 47 (2013) 1845–1864. | MR | Zbl | Numdam | DOI
and , Local discontinuous Galerkin methods for fractional ordinary differential equations. BIT 55 (2015) 967–985. | MR | Zbl | DOI
, and , Parameter estimation for fractional dispersion model for rivers. Environ. Fluid Mech. 6 (2006) 451–475. | DOI
, and , Fast predictor-corrector approach for the tempered fractional differential equations. Numer. Algorithms 74 (2017) 717–754. | MR | DOI
and , Variational formulation for the stationary fractional advection dispersion equation. Numer. Methods Partial Differ. Equ. 22 (2006) 558–576. | MR | Zbl | DOI
, , and , Fractional calculus and continuous-time finance III: the diffusion limit Mathematical Finance. Springer (2001) 171–180. | MR | Zbl
, and , A high order finite difference method for tempered fractional diffusion equations with applications to the cgmy model. SIAM J. Sci. Comput. 40 (2018) A3322–A3343. | MR | Zbl | DOI
and , A chebyshev pseudospectral method to solve the space-time tempered fractional diffusion equation. SIAM J. Sci. Comput. 36 (2014) A1797–A1812. | MR | Zbl | DOI
, Wave propagation in media with singular memory. Math. Comput. Model. 34 (2001) 1399–1421. | MR | Zbl | DOI
, , and , Anomalous diffusion of phospholipids and cholesterols in a lipid bilayer and its origins. Phys. Rev. Lett. 109 (2012) 188103. | DOI
, and , Theory and Applications of Fractional Differential Equations. Elsevier Science Limited. 204 (2006). | MR | Zbl
and , High order schemes for the tempered fractional diffusion equations. Adv. Comput. Math. 42 (2016) 543–572. | MR | DOI
, Fractional Calculus in Bioengineering. Begell House Redding (2006).
, , and , Fractional calculus and continuous-time finance ii: the waiting-time distribution. Phys. A: Stat. Mech. App. 287 (2000) 468–481. | DOI
and , A comparison of numerical solutions of fractional diffusion models in finance. Nonlinear Anal.: Real World App. 10 (2009) 3435–3442. | MR | Zbl | DOI
and , Superconvergence of a discontinuous Galerkin method for fractional diffusion and wave equations. SIAM J. Numer. Anal. 51 (2013) 491–515. | MR | Zbl | DOI
and , Coupled continuous time random walks in finance. Phys. A: Stat. Mech. App. 370 (2006) 114–118. | MR | DOI
, and , Tempered anomalous diffusion in heterogeneous systems. Geophys. Res. Lett. 35 (2008). | DOI
and , The restaurant at the end of the random walk: recent developments in the description of anomalous transport by fractional dynamics. J. Phys. A: Math. Gen. 37 (2004) R161. | MR | Zbl | DOI
and , An Introduction to the Fractional Calculus and Fractional Differential Equations. Wiley, 1993. | MR | Zbl
, and , A discontinuous Petrov-Galerkin method for time-fractinal diffusion equations. SIAM J. Numer. Anal. 52 (2014) 2512–2529. | MR | DOI
, An introduction to fractional derivatives, fractional differential equations, to methods of their solution and some of their applications. In Vol. 198 ofMathematics in Science and Engineering (1999). | MR | Zbl
, Discontinuous Galerkin Methods for Solving Elliptic and Parabolic Equations: Theory and Implementation. SIAM, Philadelphia, PA (2008). | MR | Zbl | DOI
, and , Tempered fractional calculus. J. Comput. Phys. 293 (2015) 14–28. | MR | Zbl | DOI
, Five years of continuous-time random walks in econophysics. In: The Complex Networks of Economic Interactions, Springer (2006) 3–16. | MR | Zbl | DOI
, , and , Eulerian derivation of the fractional advection–dispersion equation. J. Contam. Hydrol. 48 (2001) 69–88. | DOI
and , Discontinuous Galerkin methods and their adaptivity for the tempered fractional (convection) diffusion equations. J. Comput. Appl. Math In Press (2019). | MR | Zbl
, , , , A hybridized discontinuous Galerkin method for 2d fractional convection–diffusion equations. J. Sci. Comput. 68 (2016) 826–847. | MR | DOI
, , Discontinuous Galerkin method for fractional convection–diffusion equations. SIAM J. Numer. Anal. 52 (2014) 405–423. | MR | Zbl | DOI
, , and , Third order difference schemes (without using points outside of the domain) for one sided space tempered fractional partial differential equations. Appl. Numer. Math. 112 (2017) 126–145. | MR | Zbl | DOI
, and , Tempered fractional sturm–liouville eigenproblems. SIAM J. Sci. Comput. 37 (2015) A1777–A1800. | MR | DOI
and , Gaussian setting time for solute transport in fluvial systems. Water Resour. Res. 47 (2011). | DOI
, and , Linking fluvial bed sediment transport across scales. Geophys. Res. Lett. 39 (2012). | DOI
, , , Spectral methods for tempered fractional differential equations. Preprint arXiv:1603.06511 (2016).
Cité par Sources :





