Skip to main content
Log in

A space-time finite element method for solving linear Riesz space fractional partial differential equations

  • Original Paper
  • Published:
Numerical Algorithms Aims and scope Submit manuscript

Abstract

In this paper, numerical solutions for linear Riesz space fractional partial differential equations with a second-order time derivative are considered. A space-time finite element method is proposed to solve these equations numerically. In the time direction, the C0-continuous Galerkin method is used to approximate the second-order time derivative. In the space direction, the usual linear finite element method is developed to approximate the space fractional derivative. The matrix equivalent form of this numerical method is deduced. The stability of the discrete solution is established and the optimal error estimates are investigated. Some numerical tests are given to validate the theoretical results.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Adams, R.A., Fournier, J.: Sobolev Spaces, 2nd edn. Academic Press, New York (2003)

    Google Scholar 

  2. Baker, G.A.: Error estimates for finite element methods for second order hyperbolic equations. SIAM J. Numer. Anal. 13, 564–576 (1976)

    Article  MathSciNet  Google Scholar 

  3. Brenner, S.C., Scott, L.R.: The Mathematical Theory of Finite Element Methods, 3rd edn. Springer, New York (2008)

    Book  Google Scholar 

  4. Bu, W., Liu, X., Tang, Y., Yang, J.: Finite element multigrid method for multi-term time fractional advection diffusion equations. Int. J. Model. Simul. Sci. Comput. 06, 1540001 (2015)

  5. Bu, W., Tang, Y., Wu, Y., Yang, J.: Finite difference/finite element method for two-dimensional space and time fractional Bloch-Torrey equations. J. Comput. Phys. 293, 264–279 (2015)

    Article  MathSciNet  Google Scholar 

  6. Bu, W., Tang, Y., Yang, J.: Galerkin finite element method for two-dimensional Riesz space fractional diffusion equations. J. Comput. Phys. 276, 26–38 (2014)

    Article  MathSciNet  Google Scholar 

  7. Chaves, A.S.: A fractional diffusion equation to describe Lévy flights. Phys. Lett. A 239, 13–16 (1998)

    Article  MathSciNet  Google Scholar 

  8. Chen, C.: Structure Theory of Superconvergence of Finite Elements. Hunan Science & Technology Press, Changsha. (in Chinese) (2001)

  9. Ervin, V.J., Roop, J.P.: Variational formulation for the stationary fractional advection dispersion equation. Numer. Methods Partial Differ. Equ. 22, 558–576 (2006)

    Article  MathSciNet  Google Scholar 

  10. Feng, L.B., Zhuang, P., Liu, F., Turner, I., Gu, Y.T.: Finite element method for space-time fractional diffusion equation. Numer. Algorithm. 72, 749–767 (2016)

    Article  MathSciNet  Google Scholar 

  11. French, D.A., Peterson, T.E.: A continuous space-time finite element method for the wave equation. Math. Comput. 65, 491–506 (1996)

    Article  MathSciNet  Google Scholar 

  12. Hendy, A.S., Zaky, M.A.: Global consistency analysis of L1-Galerkin spectral schemes for coupled nonlinear space-time fractional Schrödinger equations. Appl. Numer. Math. 156, 276–302 (2020)

    Article  MathSciNet  Google Scholar 

  13. Lai, J., Huang, J., Chen, C.: Vibration analysis of plane elasticity problems by the C0-continuous time stepping finite element method. Appl. Numer. Math. 59, 905–919 (2009)

    Article  MathSciNet  Google Scholar 

  14. Lai, J., Huang, J., Shi, Z.: Vibration analysis for elastic multi-beam structures by the C0-continuous time-stepping finite element method. Int. J. Numer. Methods Biomed. Eng. 26, 205–233 (2010)

    Article  MathSciNet  Google Scholar 

  15. Lin, Z., Wang, D.: A finite element formulation preserving symmetric and banded diffusion stiffness matrix characteristics for fractional differential equations. Comput. Mech. 62, 185–211 (2018)

    Article  MathSciNet  Google Scholar 

  16. Lions, J.L., Magenes, E.M.: Non-homogeneous Boundary Value Problems and Applications, I, II. Springer, Berlin (1972)

  17. Liu, F., Anh, V., Turner, I.: Numerical solution of the space fractional Fokker-Planck Equation. J. Comput. Appl. Math. 166, 209–219 (2004)

    Article  MathSciNet  Google Scholar 

  18. Liu, F., Feng, L., Anh, V., Li, J.: Unstructured-mesh Galerkin finite element method for the two-dimensional multi-term time-space fractional Bloch-Torrey equations on irregular convex domains. Comput. Math. Appl. 78, 1637–1650 (2019)

    Article  MathSciNet  Google Scholar 

  19. Liu, F., Zhuang, P., Anh, V., Turner, I., Burrage, K.: Stability and Convergence of the difference Methods for the space-time fractional advection-diffusion equation. Appl. Math. Comput. 191, 12–20 (2007)

    MathSciNet  MATH  Google Scholar 

  20. Liu, F., Zhuang, P., Liu, Q.: Numerical Methods of Fractional Partial Differential Equations and Applications. Science Press, China. (in Chinese), ISBN 978-7-03-046335-7 (2015)

  21. Liu, Y., Yan, Y., Khan, M.: Discontinuous Galerkin time stepping method for solving linear space fractional partial differential equations. Appl. Numer. Math. 115, 200–213 (2017)

    Article  MathSciNet  Google Scholar 

  22. Metzler, R., Klafter, J.: The random walk’s guide to anomalous diffusion: a fractional dynamics approach. Phys. Rep. 339, 1–77 (2000)

    Article  MathSciNet  Google Scholar 

  23. Podlubny, I.: Fractional Differential Equations. Academic Press, New York (1999)

    MATH  Google Scholar 

  24. Samko, S.G., Kilbas, A.A., Marichev, O.I.: Fractional Integrals and Derivatives: Theory and Applications, vol. 1. Gordon and Breach, Amsterdam (1993)

    MATH  Google Scholar 

  25. Sousa, E.: A second order explicit finite difference method for the fractional advection diffusion equation. Comput. Math. Appl. 64, 3141–3152 (2012)

    Article  MathSciNet  Google Scholar 

  26. Thomée, V.: Galerkin Finite Element Methods for Parabolic Problems, 2nd edn. Springer, Berlin (2006)

    MATH  Google Scholar 

  27. Walkington, N.J.: Combined DG-CG time stepping for wave equation. SIAM J. Numer. Anal. 52, 1398–1417 (2014)

    Article  MathSciNet  Google Scholar 

  28. Yang, Z., Liu, F., Nie, Y., Turner, I.: Unstructured mesh finite difference/finite element method for the three-dimensional time-space fractional Bloch-Torrey equations on irregular domains. J. Comput. Phys. 408, 109284 (2020)

  29. Zaky, M.A., Hendy, A.S., Macías-Díaz, J. E.: Semi-implicit Galerkin-Legendre spectral schemes for nonlinear time-space fractional diffusion-reaction equations with smooth and nonsmooth solutions. J. Sci. Comput. 82 (1), 1–27 (2020)

    Article  MathSciNet  Google Scholar 

  30. Zaslavsky, G.: Chaos, fractional kinetics, and anomalous transport. Phys. Rep. 371, 461–580 (2002)

    Article  MathSciNet  Google Scholar 

  31. Zhang, H., Liu, F., Anh, V.: Galerkin finite element approximation of symmetric space-fractional partial differential equations. Appl. Math. Comput. 217, 2534–2545 (2010)

    MathSciNet  MATH  Google Scholar 

Download references

Funding

The work of J. Lai was supported by Natural Science Foundation of Fujian Province of China (2016J01670) and was carried out while J. Lai was a visiting scholar (funded by Minjiang University) at Queensland University of Technology. The authors wish to acknowledge that this research was partially supported by the Australian Research Council via the Discovery Projects DP180103858 and DP190101889, and National Natural Science Foundation of China (No. 11771364).

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Fawang Liu.

Additional information

Publisher’s note

Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Lai, J., Liu, F., Anh, V.V. et al. A space-time finite element method for solving linear Riesz space fractional partial differential equations. Numer Algor 88, 499–520 (2021). https://doi.org/10.1007/s11075-020-01047-9

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s11075-020-01047-9

Keywords

Mathematics Subject Classification 2010

Navigation