Abstract
In this paper, we propose a robust and simple technique with efficient algorithmic implementation for numerically solving the nonlocal evolution problems. A theta-type (\(\theta \)-type) convolution quadrature rule is derived to approximate the nonlocal integral term in the problem under consideration, such that \(\theta \in (\frac{1}{2},1)\), which remains untreated in the literature. The proposed approaches are based on the \(\theta \) method (\(\frac{1}{2}\le \theta \le 1\)) for the time derivative and the constructed \(\theta \)-type convolution quadrature rule for the fractional integral term. A detailed error analysis of the proposed scheme is provided with respect to the usual convolution kernel and the tempered one. In order to fully discretize our problem, we implement the orthogonal spline collocation (OSC) method with piecewise Hermite bicubic for spatial operators. Stability and error estimates of the proposed \(\theta \)-OSC schemes are discussed. Finally, some numerical experiments are introduced to demonstrate the efficiency of our theoretical findings.
Similar content being viewed by others
References
Carillo, S., Valente, V., Caffarelli, G.V.: Heat conduction with memory: a singular kernel problem. Evol. Equ. Control. Theory. 3(3), 399 (2014)
Carillo, S., Giorgi, C.: Non-classical memory kernels in linear viscoelasticity. In: El-Amin, M. (ed.) Viscoelastic and Viscoplastic Materials. IntechOpen, London (2016)
Liemert, A., Sandev, T., Kantz, H.: Generalized Langevin equation with tempered memory kernel. Phys. A: Stat. Mech. 466, 356–369 (2017)
Stanislavsky, A., Weron, K., Weron, A.: Diffusion and relaxation controlled by tempered \(\alpha \)-stable processes. Phys. Rev. E. 78(5), 051106 (2008)
Chan, R.H.F., Jin, X.: An Introduction to Iterative Toeplitz Solvers. SIAM, Philadelphia (2007)
Cuesta, E., Palencia, C.: A fractional trapezoidal rule for integro-differential equations of fractional order in Banach spaces. Appl. Numer. Math. 45, 139–159 (2003)
Friedman, A., Shinbrot, M.: Volterra integral equations in Banach space. Trans. Amer. Math. Soc. 26, 131–179 (1967)
Grenander, U., Szegö, G.: Toeplitz Forms and Their Applications. California Monographs in Mathematical Sciences. University of California Press, Berkeley (1958)
Guo, L., Zeng, F., Turner, I., Burrage, K., Karniadakis, G.E.: Efficient multistep methods for tempered fractional calculus: Algorithms and simulations. SIAM J. Sci. Comput. 41, A2510–A2535 (2019)
Heard, M.L.: An abstract parabolic Volterra integrodifferential equation. SIAM J. Math. Anal. 13, 81–105 (1982)
López-Marcos, J.C.: A difference scheme for a nonlinear partial integro-differential equation. SIAM J. Numer. Anal. 27, 20–31 (1990)
Lubich, C.: Discretized fractional calculus. SIAM J. Math. Anal. 17, 704–719 (1986)
Lubich C., Convolution quadrature and discretized operational calculus, I., Numer. Math. 52, 129–145 (1988)
Nohel, J.A., Shea, D.F.: Frequency domain methods for Volterra equations. Adv. Math. 22, 278–304 (1976)
Podlubny, I.: Fractional Differential Equations. Academic Press, San Diego (1999)
Xu D.: The global behavior of time discretization for an abstract Volterra equation in Hilbert space., Calcolo 34, 71–104 (1997)
Xu, D.: The long-time global behavior of time discretization for fractional order Volterra equations. Calcolo 35, 93–116 (1998)
Chen, M., Deng W.: Discretized fractional substantial calculus. ESAIM: Math. Mod. Numer. Anal. 49, 373-394 (2015)
Chen, M., Deng, W.: A second-order accurate numerical method for the space-time tempered fractional diffusion-wave equation. Appl. Math. Lett. 68, 87–93 (2017)
Li, C., Deng, W., Zhao, L.: Well-posedness and numerical algorithm for the tempered fractional ordinary differential equations. Disc. Contin. Dyn. Syst. Ser. B 24, 1989–2015 (2019)
Zaky, M.A.: Existence, uniqueness and numerical analysis of solutions of tempered fractional boundary value problems. Appl. Numer. Math. 145, 429–457 (2019)
Guo, L., Zeng, F., Turner, I., Burrage, K., Karniadakis, G.E.: Efficient multistep methods for tempered fractional calculus: Algorithms and simulations. SIAM J. Sci. Comput. 41, A2510–A2535 (2019)
Sultana, F., Singh, D., Pandey, R.K., Zeidan, D.: Numerical schemes for a class of tempered fractional integro-differential equations. Appl. Numer. Math. 157, 110–134 (2020)
Fernandez, A., Ustaoǧlu, C.: On some analytic properties of tempered fractional calculus. J. Comput. Appl. Math. 366, 112400 (2020)
Pani, A., Fairweather, G., Fernandes, R.: Orthogonal spline collocation methods for partial integro-differential equations. SIAM. J. Numer. Anal. 30, 248–276 (2010)
Pani, A., Fairweather, G., Fernandes, R.: Alternating direction implicit orthogonal spline collocation methods for an evolution equation with a positive-type memory term. SIAM. J. Numer. Anal. 46, 344–364 (2008)
Qiu, W.: Optimal error estimate of accurate second-order scheme for Volterra integrodifferential equations with tempered multi-term kernels. Adv. Comput. Math. 49, 43 (2023)
Qiu, W., Nikan, O., Avazzadeh, Z.: Numerical investigation of generalized tempered-type integrodifferential equations with respect to another function. Fract. Calc. Appl. Anal. 26, 2580–2601 (2023). https://doi.org/10.1007/s13540-023-00198-5
Qiu, W., Fairweather, G., Yang, X., Zhang, H.: ADI finite element Galerkin methods for two-dimensional tempered fractional integro-differential equations. Calcolo 60, 41 (2023)
Qiao, L., Xu, D.: A fast ADI orthogonal spline collocation method with graded meshes for the two-dimensional fractional integro-differential equation. Adv. Comput. Math. 47, 64 (2021)
Van Bockstal, K., Zaky, M.A., Hendy, A.: On the Rothe-Galerkin spectral discretization for a class of variable fractional-order nonlinear wave equations. Fract. Calc. Appl. Anal. 26, 2175–2201 (2023). https://doi.org/10.1007/s13540-023-00184-x
Bialecki, B., Fernandes, R.: An alternating direction implicit backward differentiation orthogonal spline collocation method for linear variable coefficient parabolic equations. SIAM J. Numer. Anal. 47, 3429–50 (2009)
Bialecki, B., Fairweather, G.: Orthogonal spline collocation methods for partial differential equations. J. Comput. Appl. Math. 128, 55–82 (2001)
Fernandes, R., Fairweather, G.: Analysis of alternating direction collocation methods for parabolic and hyperbolic problems in two space variables. Numer. Methods Part. Differ. Equa. 9, 191–211 (1993)
Author information
Authors and Affiliations
Corresponding author
Ethics declarations
Conflict of interest
The authors declare that they have no conflict of interest.
Additional information
Publisher's Note
Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.
About this article
Cite this article
Qiao, L., Qiu, W., Zaky, M.A. et al. Theta-type convolution quadrature OSC method for nonlocal evolution equations arising in heat conduction with memory. Fract Calc Appl Anal (2024). https://doi.org/10.1007/s13540-024-00265-5
Received:
Revised:
Accepted:
Published:
DOI: https://doi.org/10.1007/s13540-024-00265-5
Keywords
- Nonlocal evolution equations
- Usual and tempered convolution kernels
- \(\theta \)-type convolution quadrature
- OSC method
- Stability and convergence