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Journal of Scientific Computing

, Volume 80, Issue 1, pp 1–25 | Cite as

Unconditional Convergence of a Fast Two-Level Linearized Algorithm for Semilinear Subdiffusion Equations

  • Hong-lin Liao
  • Yonggui Yan
  • Jiwei ZhangEmail author
Article

Abstract

A fast two-level linearized scheme with nonuniform time-steps is constructed and analyzed for an initial-boundary-value problem of semilinear subdiffusion equations. The two-level fast L1 formula of the Caputo derivative is derived based on the sum-of-exponentials technique. The resulting fast algorithm is computationally efficient in long-time simulations or small time-steps because it significantly reduces the computational cost \(O(MN^2)\) and storage O(MN) for the standard L1 formula to \(O(MN\log N)\) and \(O(M\log N)\), respectively, for M grid points in space and N levels in time. The nonuniform time mesh would be graded to handle the typical singularity of the solution near the time \(t=0\), and Newton linearization is used to approximate the nonlinearity term. Our analysis relies on three tools: a recently developed discrete fractional Grönwall inequality, a global consistency analysis and a discrete \(H^2\) energy method. A sharp error estimate reflecting the regularity of solution is established without any restriction on the relative diameters of the temporal and spatial mesh sizes. Numerical examples are provided to demonstrate the effectiveness of our approach and the sharpness of error analysis.

Keywords

Semilinear subdiffusion equation Two-level L1 formula Discrete fractional Grönwall inequality Discrete \(H^2\) energy method Unconditional convergence 

Notes

Acknowledgements

The authors gratefully thank Professor Martin Stynes for his valuable discussions and fruitful suggestions during the preparation of this paper. Hong-lin Liao would also thanks for the hospitality of Beijing CSRC during the period of his visit.

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© Springer Science+Business Media, LLC, part of Springer Nature 2019

Authors and Affiliations

  1. 1.Department of MathematicsNanjing University of Aeronautics and AstronauticsNanjingPeople’s Republic of China
  2. 2.Beijing Computational Science Research Center (CSRC)BeijingPeople’s Republic of China
  3. 3.School of Mathematics and Statistics, and Hubei Key Laboratory of Computational ScienceWuhan UniversityWuhanPeople’s Republic of China

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