Skip to main content
Log in

L1 Method on Nonuniform Meshes for Linear Time-Fractional Diffusion Equations with Constant Time Delay

  • Published:
Journal of Scientific Computing Aims and scope Submit manuscript

Abstract

This paper is concerned with numerical solution of the linear time-fractional diffusion equations with constant time delay. First we investigate the existence, uniqueness and regularity of the exact solution of such equations. Focusing on the time derivative discontinuities behavior of the solutions of the equations at multiple points generated by the time delay and the Caputo fractional derivative, we propose a numerical method based on the L1 method on time nonuniform meshes and the standard finite element method in space. Moreover, the results of stability and error estimate for the method are obtained under the regularity condition. The validity of the proposed method is verified by numerical experiments.

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.

Fig. 2
Fig. 3
Fig. 4
Fig. 5

Similar content being viewed by others

Data Availability

All data generated or analysed during this study are included in this published article.

References

  1. An, X.Y., Liu, F.W., Zheng, M.L., An, V., Turner, I.: A space-time spectral method for time-fractional Black-Scholes equation. Appl. Numer. Math. 165, 152–166 (2021). https://doi.org/10.1016/j.apnum.2021.02.009

    Article  MathSciNet  MATH  Google Scholar 

  2. Baker, C.T.H., Willé, D.R.: On the propagation of derivative discontinuities in Volterra retarded integro-differential equations. New Zealand J. Math. 29(2), 103–113 (2000)

    MathSciNet  MATH  Google Scholar 

  3. Balachandran, B., Kalmár-Nagy, T., Gilsinn, D.E.: Delay Differential Equations. Springer (2009). https://doi.org/10.4249/scholarpedia.2367

  4. Bellen, A., Zennaro, M.: Numerical Methods for Delay Differential Equations. Oxford University Press (2003)

  5. Bhalekar, S., Gejji, V.D.: A predictor-corrector scheme for solving nonlinear delay differential equations of fractional order. J. Fract. Calc. Appl. 1, 1–9 (2011)

    MATH  Google Scholar 

  6. Chen, H., Stynes, M.: Error analysis of a second-order method on fitted meshes for a time-fractional diffusion problem. J. Sci. Comput. 79, 624–647 (2019). https://doi.org/10.1007/s10915-018-0863-y

    Article  MathSciNet  MATH  Google Scholar 

  7. Hendy, A.S., Zaky, M.A., Staelen, R.H.D.: A general framework for the numerical analysis of high-order finite difference solvers for nonlinear multi-term time-space fractional partial differential equations with time delay. Appl. Numer. Math. 169, 108–121 (2021)

    Article  MathSciNet  Google Scholar 

  8. Henry, D.: Geometric theory of semilinear parabolic equations. Springer (1981)

  9. Jin, T., Zhu, Y.G.: First hitting time about solution for an uncertain fractional differential equation and application to an uncertain risk index model. Chaos 137, 109836 (2020)

    MathSciNet  MATH  Google Scholar 

  10. Jin, T., Sun, Y., Zhu, Y.G.: Extreme values for solution to uncertain fractional differential equation and application to American option pricing model. Physica A 534, 122357 (2019)

    Article  MathSciNet  Google Scholar 

  11. Kopteva, N.: Error analysis of the L1 method on graded and uniform meshes for a fractional derivative problem in two and three dimensions. Math. Comp. 88, 2135–2155 (2019)

    Article  MathSciNet  Google Scholar 

  12. Kopteva, N., Meng, X.: Error analysis for a fractional-derivative parabolic problem on quasi-graded meshes using barrier functions. SIAM J. Numer. Anal. 58(2), 1217–1238 (2020)

    Article  MathSciNet  Google Scholar 

  13. Kuang, J.X., Cong, Y.H.: Stablity of Numerical Methods for Delay Differential Equations. Science Press (2005)

  14. Li, D.F., Zhang, C.J.: Superconvergence of a discontinuous Galerkin method for first-order linear delay differential equations. J. Comput. Math. 29(5), 574–588 (2011). https://doi.org/10.1137/120880719

    Article  MathSciNet  MATH  Google Scholar 

  15. Li, T.Y., Zhang, Q.F., Niazi, W., Xu, Y.H., Ran, M.: An effective algorithm for delay fractional convection-diffusion wave equation based on reversible exponential recovery method. IEEE Access 7, 5554–5563 (2019)

    Article  Google Scholar 

  16. Liao, H.L., Mclean, W., Zhang, J.: A second-order scheme with nonuniform time steps for a linear reaction-subdiffusion equation, (2019) arXiv:1803.09873 [math.NA]

  17. Liao, H.L., Yan, Y., Zhang, J.: Unconditional convergence of a two-level linearized fast algorithm for nonlinear subdiffusion equations. J. Sci. Comput. 80(1), 1–25 (2018)

    Article  Google Scholar 

  18. Liao, H.L., Li, D.F., Zhang, J.W.: Sharp error estimate of the nonuniform L1 formula for linear reaction-subdiffusion equations. SIAM J. Numer. Anal. 56(2), 1112–1133 (2018)

    Article  MathSciNet  Google Scholar 

  19. Liao, H.L., Mclean, W., Zhang, J.: A discrete Grönwall inequality with applications to numerical schemes for subdiffusion problems. SIAM J. Numer. Anal. 57(1), 218–237 (2019)

    Article  MathSciNet  Google Scholar 

  20. Lu, Z.Q., Yan, H.Y., Zhu, Y.G.: European option pricing model based on uncertain fractional differential equation. Physica A 18, 199–217 (2019)

    MathSciNet  MATH  Google Scholar 

  21. Luchko, Y.: Operational method in fractional calculus. Fract. Calc. Appl. Anal. 2(4), 463–488 (1999)

    MathSciNet  MATH  Google Scholar 

  22. Luchko, Y.: Initial-boundary-value problems for the one-dimensional time-fractional diffusion equation. Fract. Calc. Appl. Anal. 15(1), 141–160 (2012)

    Article  MathSciNet  Google Scholar 

  23. Morgado, M.L., Ford, N.J., Lima, P.M.: Analysis and numerical methods for fractional differential equations with delay. J. Comput. Appl. Math. 252, 159–168 (2013)

    Article  MathSciNet  Google Scholar 

  24. Nandal, S., Pandey, D.N.: Numerical treatment of non-linear fourth-order distributed fractional sub-diffusion equation with time-delay. Commun. Nonlinear Sci. Numer. Simul. 83, 105146 (2019)

    Article  MathSciNet  Google Scholar 

  25. Sakamoto, K., Yamamoto, M.: Initial value/boundary value problems for fractional diffusion-wave equations and applications to some inverse problems. J. Math. Anal. Appl. 382, 426–447 (2011)

    Article  MathSciNet  Google Scholar 

  26. Sakulrang, S., Moore, E.J., Sungnul, S., Gaetano, A.D.: A fractional differential equation model for continuous glucose monitoring data. Adv. Differ. Equ. 2017, 150 (2017)

    Article  MathSciNet  Google Scholar 

  27. Stynes, M.: A survey of the L1 scheme in the discretisation of time-fractional problems, Preprint, (2021), https://doi.org/10.13140/RG.2.2.27671.60322

  28. Stynes, M., O’Riordan, E., Gracia, J.L.: Error analysis of a finite difference method on graded mesh for a time-fractional diffusion equation. SIAM J. Numer. Anal. 55(2), 1057–1079 (2017)

    Article  MathSciNet  Google Scholar 

  29. Wille, D.R., Baker, C.T.H.: The tracking of derivative discontinuities in systems of delay differential equations. Appl. Numer. Math. 9, 209–222 (1992)

    Article  MathSciNet  Google Scholar 

  30. Zayernouri, M., Cao, W., Zhang, Z.Q., Karniadakis, G.E.: Spectral and discontinuous spectral element methods for fractional delay equation. SIAM J. Sci. Comput. 36(6), B904–B929 (2014)

    Article  MathSciNet  Google Scholar 

  31. Zhang, Q.F., Liu, L.L., Zhang, C.J.: Compact scheme for fractional diffusion-wave equation with spatial variable coefficient and delays. Appl. Anal. (2020). https://doi.org/10.1080/00036811.2020.1789600

  32. Zhang, Q.F., Ran, M., Xu, D.H.: Analysis of the compact difference scheme for the semilinear fractional partial differential equation with time delay. Appl. Anal. 96(11), 1867–1884 (2017)

    Article  MathSciNet  Google Scholar 

  33. Zhang, H., Liu, F.W., Jiang, X.Y., Turner, I.: Spectral method for the two-dimensional time distributed-order diffusion-wave equation on a semi-infinite domain. J. Comput. Math. Appl. 399, 113712 (2022)

    Article  MathSciNet  Google Scholar 

  34. Zhao, Y.L., Zhu, P.Y., Luo, W.H.: A fast second-order implicit scheme for non-linear time-space fractional diffusion equation with time delay and drift term. Appl. Math. Comput. 336, 231–248 (2018)

    MathSciNet  MATH  Google Scholar 

Download references

Funding

The authors have not disclosed any funding.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Ai-Guo Xiao.

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.

This research is supported by the National Natural Science Foundation of China (Grant No. 12071403) and the Research Foundation of Education Commission of Hunan Province of China (Nos. 21A0108, 19B565).

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Tan, T., Bu, WP. & Xiao, AG. L1 Method on Nonuniform Meshes for Linear Time-Fractional Diffusion Equations with Constant Time Delay. J Sci Comput 92, 98 (2022). https://doi.org/10.1007/s10915-022-01948-y

Download citation

  • Received:

  • Revised:

  • Accepted:

  • Published:

  • DOI: https://doi.org/10.1007/s10915-022-01948-y

Keywords

Mathematics Subject Classification

Navigation