Publikationsdatum:
2018
Beschreibung:
〈p〉Publication date: Available online 21 February 2018〈/p〉
〈p〉〈b〉Source:〈/b〉 Journal of Computational Physics〈/p〉
〈p〉Author(s): Mehdi Samiee, Mohsen Zayernouri, Mark M. Meerschaert〈/p〉
〈h5〉Abstract〈/h5〉
〈div〉〈p〉We develop a unified Petrov–Galerkin spectral method for a class of fractional partial differential equations with two-sided derivatives and constant coefficients of the form 〈math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si1.gif" overflow="scroll"〉〈mmultiscripts〉〈mrow〉〈mi mathvariant="script"〉D〈/mi〉〈/mrow〉〈mrow〉〈mi〉t〈/mi〉〈/mrow〉〈none〉〈/none〉〈none〉〈/none〉〈mrow〉〈mn〉2〈/mn〉〈mi〉τ〈/mi〉〈/mrow〉〈mprescripts〉〈/mprescripts〉〈mrow〉〈mn〉0〈/mn〉〈/mrow〉〈none〉〈/none〉〈/mmultiscripts〉〈mi〉u〈/mi〉〈mo〉+〈/mo〉〈msubsup〉〈mrow〉〈mo〉∑〈/mo〉〈/mrow〉〈mrow〉〈mi〉i〈/mi〉〈mo〉=〈/mo〉〈mn〉1〈/mn〉〈/mrow〉〈mrow〉〈mi〉d〈/mi〉〈/mrow〉〈/msubsup〉〈mo stretchy="false"〉[〈/mo〉〈msub〉〈mrow〉〈msub〉〈mrow〉〈mi〉c〈/mi〉〈/mrow〉〈mrow〉〈msub〉〈mrow〉〈mi〉l〈/mi〉〈/mrow〉〈mrow〉〈mi〉i〈/mi〉〈/mrow〉〈/msub〉〈/mrow〉〈/msub〉〈/mrow〉〈mrow〉〈msub〉〈mrow〉〈mi〉a〈/mi〉〈/mrow〉〈mrow〉〈mi〉i〈/mi〉〈/mrow〉〈/msub〉〈/mrow〉〈/msub〉〈msubsup〉〈mrow〉〈mi mathvariant="script"〉D〈/mi〉〈/mrow〉〈mrow〉〈msub〉〈mrow〉〈mi〉x〈/mi〉〈/mrow〉〈mrow〉〈mi〉i〈/mi〉〈/mrow〉〈/msub〉〈/mrow〉〈mrow〉〈mn〉2〈/mn〉〈msub〉〈mrow〉〈mi〉μ〈/mi〉〈/mrow〉〈mrow〉〈mi〉i〈/mi〉〈/mrow〉〈/msub〉〈/mrow〉〈/msubsup〉〈mi〉u〈/mi〉〈mo〉+〈/mo〉〈msub〉〈mrow〉〈msub〉〈mrow〉〈mi〉c〈/mi〉〈/mrow〉〈mrow〉〈msub〉〈mrow〉〈mi〉r〈/mi〉〈/mrow〉〈mrow〉〈mi〉i〈/mi〉〈/mrow〉〈/msub〉〈/mrow〉〈/msub〉〈/mrow〉〈mrow〉〈msub〉〈mrow〉〈mi〉x〈/mi〉〈/mrow〉〈mrow〉〈mi〉i〈/mi〉〈/mrow〉〈/msub〉〈/mrow〉〈/msub〉〈msubsup〉〈mrow〉〈mi mathvariant="script"〉D〈/mi〉〈/mrow〉〈mrow〉〈msub〉〈mrow〉〈mi〉b〈/mi〉〈/mrow〉〈mrow〉〈mi〉i〈/mi〉〈/mrow〉〈/msub〉〈/mrow〉〈mrow〉〈mn〉2〈/mn〉〈msub〉〈mrow〉〈mi〉μ〈/mi〉〈/mrow〉〈mrow〉〈mi〉i〈/mi〉〈/mrow〉〈/msub〉〈/mrow〉〈/msubsup〉〈mi〉u〈/mi〉〈mo stretchy="false"〉]〈/mo〉〈mo〉+〈/mo〉〈mi〉γ〈/mi〉〈mspace width="0.2em"〉〈/mspace〉〈mspace width="0.2em"〉〈/mspace〉〈mi〉u〈/mi〉〈mo〉=〈/mo〉〈msubsup〉〈mrow〉〈mo〉∑〈/mo〉〈/mrow〉〈mrow〉〈mi〉j〈/mi〉〈mo〉=〈/mo〉〈mn〉1〈/mn〉〈/mrow〉〈mrow〉〈mi〉d〈/mi〉〈/mrow〉〈/msubsup〉〈mo stretchy="false"〉[〈/mo〉〈msub〉〈mrow〉〈msub〉〈mrow〉〈mi〉κ〈/mi〉〈/mrow〉〈mrow〉〈msub〉〈mrow〉〈mi〉l〈/mi〉〈/mrow〉〈mrow〉〈mi〉j〈/mi〉〈/mrow〉〈/msub〉〈/mrow〉〈/msub〉〈/mrow〉〈mrow〉〈msub〉〈mrow〉〈mi〉a〈/mi〉〈/mrow〉〈mrow〉〈mi〉j〈/mi〉〈/mrow〉〈/msub〉〈/mrow〉〈/msub〉〈msubsup〉〈mrow〉〈mi mathvariant="script"〉D〈/mi〉〈/mrow〉〈mrow〉〈msub〉〈mrow〉〈mi〉x〈/mi〉〈/mrow〉〈mrow〉〈mi〉j〈/mi〉〈/mrow〉〈/msub〉〈/mrow〉〈mrow〉〈mn〉2〈/mn〉〈msub〉〈mrow〉〈mi〉ν〈/mi〉〈/mrow〉〈mrow〉〈mi〉j〈/mi〉〈/mrow〉〈/msub〉〈/mrow〉〈/msubsup〉〈mi〉u〈/mi〉〈mo〉+〈/mo〉〈msub〉〈mrow〉〈msub〉〈mrow〉〈mi〉κ〈/mi〉〈/mrow〉〈mrow〉〈msub〉〈mrow〉〈mi〉r〈/mi〉〈/mrow〉〈mrow〉〈mi〉j〈/mi〉〈/mrow〉〈/msub〉〈/mrow〉〈/msub〉〈/mrow〉〈mrow〉〈msub〉〈mrow〉〈mi〉x〈/mi〉〈/mrow〉〈mrow〉〈mi〉j〈/mi〉〈/mrow〉〈/msub〉〈/mrow〉〈/msub〉〈msubsup〉〈mrow〉〈mi mathvariant="script"〉D〈/mi〉〈/mrow〉〈mrow〉〈msub〉〈mrow〉〈mi〉b〈/mi〉〈/mrow〉〈mrow〉〈mi〉j〈/mi〉〈/mrow〉〈/msub〉〈/mrow〉〈mrow〉〈mn〉2〈/mn〉〈msub〉〈mrow〉〈mi〉ν〈/mi〉〈/mrow〉〈mrow〉〈mi〉j〈/mi〉〈/mrow〉〈/msub〉〈/mrow〉〈/msubsup〉〈mi〉u〈/mi〉〈mo stretchy="false"〉]〈/mo〉〈mo〉+〈/mo〉〈mi〉f〈/mi〉〈/math〉, where 〈math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si2.gif" overflow="scroll"〉〈mn〉2〈/mn〉〈mi〉τ〈/mi〉〈mo〉∈〈/mo〉〈mo stretchy="false"〉(〈/mo〉〈mn〉0〈/mn〉〈mo〉,〈/mo〉〈mn〉2〈/mn〉〈mo stretchy="false"〉)〈/mo〉〈/math〉, 〈math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si3.gif" overflow="scroll"〉〈mn〉2〈/mn〉〈mi〉τ〈/mi〉〈mo〉≠〈/mo〉〈mn〉1〈/mn〉〈/math〉, 〈math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si4.gif" overflow="scroll"〉〈mn〉2〈/mn〉〈msub〉〈mrow〉〈mi〉μ〈/mi〉〈/mrow〉〈mrow〉〈mi〉i〈/mi〉〈/mrow〉〈/msub〉〈mo〉∈〈/mo〉〈mo stretchy="false"〉(〈/mo〉〈mn〉0〈/mn〉〈mo〉,〈/mo〉〈mn〉1〈/mn〉〈mo stretchy="false"〉)〈/mo〉〈/math〉 and 〈math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si5.gif" overflow="scroll"〉〈mn〉2〈/mn〉〈msub〉〈mrow〉〈mi〉ν〈/mi〉〈/mrow〉〈mrow〉〈mi〉j〈/mi〉〈/mrow〉〈/msub〉〈mo〉∈〈/mo〉〈mo stretchy="false"〉(〈/mo〉〈mn〉1〈/mn〉〈mo〉,〈/mo〉〈mn〉2〈/mn〉〈mo stretchy="false"〉)〈/mo〉〈/math〉, in a (〈math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si6.gif" overflow="scroll"〉〈mn〉1〈/mn〉〈mo〉+〈/mo〉〈mi〉d〈/mi〉〈/math〉)-dimensional 〈em〉space–time〈/em〉 hypercube, 〈math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si7.gif" overflow="scroll"〉〈mi〉d〈/mi〉〈mo〉=〈/mo〉〈mn〉1〈/mn〉〈mo〉,〈/mo〉〈mn〉2〈/mn〉〈mo〉,〈/mo〉〈mn〉3〈/mn〉〈mo〉,〈/mo〉〈mo〉⋯〈/mo〉〈/math〉, subject to homogeneous Dirichlet initial/boundary conditions. We employ the eigenfunctions of the fractional Sturm–Liouville eigen-problems of the first kind in [1], called 〈em〉Jacobi poly-fractonomial〈/em〉s, as temporal bases, and the eigen-functions of the boundary-value problem of the second kind as temporal test functions. Next, we construct our spatial basis/test functions using Legendre polynomials, yielding mass matrices being independent of the spatial fractional orders (〈math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si8.gif" overflow="scroll"〉〈msub〉〈mrow〉〈mi〉μ〈/mi〉〈/mrow〉〈mrow〉〈mi〉i〈/mi〉〈/mrow〉〈/msub〉〈mo〉,〈/mo〉〈mspace width="0.2em"〉〈/mspace〉〈msub〉〈mrow〉〈mi〉ν〈/mi〉〈/mrow〉〈mrow〉〈mi〉j〈/mi〉〈/mrow〉〈/msub〉〈mo〉,〈/mo〉〈mspace width="0.2em"〉〈/mspace〉〈mi〉i〈/mi〉〈mo〉,〈/mo〉〈mspace width="0.2em"〉〈/mspace〉〈mi〉j〈/mi〉〈mo〉=〈/mo〉〈mn〉1〈/mn〉〈mo〉,〈/mo〉〈mn〉2〈/mn〉〈mo〉,〈/mo〉〈mo〉⋯〈/mo〉〈mo〉,〈/mo〉〈mi〉d〈/mi〉〈/math〉). Furthermore, we formulate a novel unified fast linear solver for the resulting high-dimensional linear system based on the solution of generalized eigen-problem of spatial mass matrices with respect to the corresponding stiffness matrices, hence, making the complexity of the problem optimal, i.e., 〈math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si9.gif" overflow="scroll"〉〈mi mathvariant="script"〉O〈/mi〉〈mo stretchy="false"〉(〈/mo〉〈msup〉〈mrow〉〈mi〉N〈/mi〉〈/mrow〉〈mrow〉〈mi〉d〈/mi〉〈mo〉+〈/mo〉〈mn〉2〈/mn〉〈/mrow〉〈/msup〉〈mo stretchy="false"〉)〈/mo〉〈/math〉. We carry out several numerical test cases to examine the CPU time and convergence rate of the method. The corresponding stability and error analysis of the Petrov–Galerkin method are carried out in [2].〈/p〉〈/div〉
Print ISSN:
0021-9991
Digitale ISSN:
1090-2716
Thema:
Informatik
,
Physik
Permalink