In this work, we develop a novel Galerkin-L1-POD scheme for the subdiffusion model with a Caputo fractional derivative of order in time, which is often used to describe anomalous diffusion processes in heterogeneous media. The nonlocality of the fractional derivative requires storing all the solutions from time zero. The proposed scheme is based on continuous piecewise linear finite elements, L1 time stepping, and proper orthogonal decomposition (POD). By constructing an effective reduced-order model using problem-adapted basis functions, it can significantly reduce the computational complexity and storage requirement. We shall provide a complete error analysis of the scheme under realistic regularity assumptions by means of a novel energy argument. Extensive numerical experiments are presented to verify the convergence analysis and the efficiency of the proposed scheme.
Accepté le :
DOI : 10.1051/m2an/2016017
Mots-clés : Fractional diffusion, energy argument, proper orthogonal decomposition, error estimates
@article{M2AN_2017__51_1_89_0, author = {Jin, Bangti and Zhou, Zhi}, title = {An analysis of galerkin proper orthogonal decomposition for subdiffusion}, journal = {ESAIM: Mathematical Modelling and Numerical Analysis }, pages = {89--113}, publisher = {EDP-Sciences}, volume = {51}, number = {1}, year = {2017}, doi = {10.1051/m2an/2016017}, mrnumber = {3601002}, zbl = {1365.65224}, language = {en}, url = {http://www.numdam.org/articles/10.1051/m2an/2016017/} }
TY - JOUR AU - Jin, Bangti AU - Zhou, Zhi TI - An analysis of galerkin proper orthogonal decomposition for subdiffusion JO - ESAIM: Mathematical Modelling and Numerical Analysis PY - 2017 SP - 89 EP - 113 VL - 51 IS - 1 PB - EDP-Sciences UR - http://www.numdam.org/articles/10.1051/m2an/2016017/ DO - 10.1051/m2an/2016017 LA - en ID - M2AN_2017__51_1_89_0 ER -
%0 Journal Article %A Jin, Bangti %A Zhou, Zhi %T An analysis of galerkin proper orthogonal decomposition for subdiffusion %J ESAIM: Mathematical Modelling and Numerical Analysis %D 2017 %P 89-113 %V 51 %N 1 %I EDP-Sciences %U http://www.numdam.org/articles/10.1051/m2an/2016017/ %R 10.1051/m2an/2016017 %G en %F M2AN_2017__51_1_89_0
Jin, Bangti; Zhou, Zhi. An analysis of galerkin proper orthogonal decomposition for subdiffusion. ESAIM: Mathematical Modelling and Numerical Analysis , Tome 51 (2017) no. 1, pp. 89-113. doi : 10.1051/m2an/2016017. http://www.numdam.org/articles/10.1051/m2an/2016017/
Error estimates for Galerkin reduced-order models of the semi-discrete wave equation. ESAIM: M2AN 48 (2014) 135–163. | DOI | Numdam | MR | Zbl
and ,Modeling non-Fickian transport in geological formations as a continuous time random walk. Rev. Geophys. 44 (2006) RG 2003. | DOI
, , and ,Galerkin approximation with proper orthogonal decomposition: new error estimates and illustrative examples. ESAIM: M2AN 46 (2012) 731–757. | DOI | Numdam | MR | Zbl
, and ,The numerical solution of fractional differential equations: speed versus accuracy. Numer. Algorithms 26 (2001) 333–346. | DOI | MR | Zbl
and ,P. Grisvard, Elliptic Problems in Nonsmooth Domains. Pitman, Boston, MA (1985). | MR | Zbl
Dispersive transport of ions in column experiments: An explanation of long-tailed profiles. Water Res. Research 34 (1998) 1027–1033. | DOI
and ,E. Hewitt and K.A. Ross, Abstract Harmonic Analysis. Vol. I: of Structure of Topological Groups. Integration Theory, Group Representations. Springer-Verlag, Berlin (1963). | MR | Zbl
Error estimates for abstract linear-quadratic optimal control problems using proper orthogonal decomposition. Comput. Optim. Appl. 39 (2008) 319–345. | DOI | MR | Zbl
and ,Are the snapshot difference quotients needed in the proper orthogonal decomposition? SIAM J. Sci. Comput. 36 (2014) A1221–A1250. | DOI | MR | Zbl
and ,Fast Bayesian approach for parameter estimation. Int. J. Numer. Methods Eng. 76 (2008) 230–252. | DOI | MR | Zbl
,Error estimates for a semidiscrete finite element method for fractional order parabolic equations. SIAM J. Numer. Anal. 51 (2013) 445–466. | DOI | MR | Zbl
, and ,The Galerkin finite element method for a multi-term time-fractional diffusion equation. J. Comput. Phys. 281 (2015) 825–843. | DOI | MR | Zbl
, , and ,Error analysis of semidiscrete finite element methods for inhomogeneous time-fractional diffusion. IMA J. Numer. Anal. 35 (2015) 561–582. | DOI | MR | Zbl
, , and ,An analysis of the L1 scheme for the subdiffusion equation with nonsmooth data. IMA J. Numer. Anal. 36 (2016) 197–221. | MR | Zbl
, and ,A. Kilbas, H. Srivastava and J. Trujillo, Theory and Applications of Fractional Differential Equations. Elsevier, Amsterdam (2006). | MR | Zbl
Control of the Burgers equation by a reduced-order approach using proper orthogonal decomposition. J. Optim. Theory Appl. 102 (1999) 345–371. | DOI | MR | Zbl
and ,Galerkin proper orthogonal decomposition methods for parabolic problems. Numer. Math. 90 (2001) 117–148. | DOI | MR | Zbl
and ,Galerkin proper orthogonal decomposition methods for a general equation in fluid dynamics. SIAM J. Numer. Anal. 40 (2002) 492–515. | DOI | MR | Zbl
and ,Proper orthogonal decomposition for optimality systems. ESAIM: M2AN 42 (2008) 1–23. | DOI | Numdam | MR | Zbl
and ,Finite difference/spectral approximations for the time-fractional diffusion equation. J. Comput. Phys. 225 (2007) 1533–1552. | DOI | MR | Zbl
and ,Adaptive, fast, and oblivious convolution in evolution equations with memory. SIAM J. Sci. Comput. 30 (2008) 1015–1037. | DOI | MR | Zbl
, and ,Regularity of solutions to a time-fractional diffusion equation. ANZIAM J. 52 (2010) 123–138. | DOI | MR | Zbl
,Fast summation by interval clustering for an evolution equation with memory. SIAM J. Sci. Comput. 34 (2012) A3039–A3056. | DOI | MR | Zbl
,The random walk’s guide to anomalous diffusion: a fractional dynamics approach. Phys. Rep. 339 (2000) 77. | DOI | MR | Zbl
and ,Reduced-order unscented Kalman filtering with application to parameter identification in large-dimensional systems. ESAIM: COCV 17 (2011) 380–405. | Numdam | MR | Zbl
and ,The realization of the generalized transfer equation in a medium with fractal geometry. Phys. Stat. Sol. B 133 (1986) 425–430. | DOI
,R.H. Nochetto, K.G. Siebert and A. Veeser, Theory of adaptive finite element methods: an introduction. In Multiscale, Nonlinear and Adaptive Approximation. Springer (2009) 409–542. | MR | Zbl
I. Podlubny, Fractional Differential Equations. Academic Press, Inc., San Diego, CA (1999). | MR | Zbl
A priori error estimates for reduced order models in finance. ESAIM: M2AN 47 (2013) 449–469. | DOI | Numdam | MR
and ,POD-Galerkin approximations in PDE-constrained optimization. GAMM-Mitt. 33 (2010) 194–208. | DOI | MR | Zbl
and ,Initial value/boundary value problems for fractional diffusion-wave equations and applications to some inverse problems. J. Math. Anal. Appl. 382 (2011) 426–447. | DOI | MR | Zbl
and ,Numerical algorithm for calculating the generalized Mittag–Leffler function. SIAM J. Numer. Anal. 47 (2009) 69–88. | DOI | MR | Zbl
and ,New POD error expressions, error bounds, and asymptotic results for reduced order models of parabolic PDEs. SIAM J. Numer. Anal. 52 (2014) 852–876. | DOI | MR | Zbl
,Turbulence and the dynamics of coherent structures. part i: Coherent structures. Quart. Appl. Math. 45 (1987) 561–571. | DOI | MR | Zbl
,A fully discrete scheme for a diffusion wave system. Appl. Numer. Math. 56 (2006) 193–209. | DOI | MR | Zbl
and ,Cité par Sources :