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A QSC method for fractional subdiffusion equations with fractional boundary conditions and its application in parameters identification

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  • Liu, Jun
  • Fu, Hongfei
  • Zhang, Jiansong

Abstract

A quadratic spline collocation (QSC) method combined with L1 time discretization, named QSC-L1, is proposed to solve fractional subdiffusion equations with artificial boundary conditions. A novel norm-based stability and convergence analysis is carefully discussed, which shows that the QSC-L1 method is unconditionally stable in a discrete space–time norm, and has a convergence order O(τ2−α+h2), where τ and h are the temporal and spatial step sizes, respectively. Then, based on fast evaluation of the Caputo fractional derivative (see, Jiang et al., 2017), a fast version of QSC-L1 which is called QSC-FL1 is proposed to improve the computational efficiency. Two numerical examples are provided to support the theoretical results. Furthermore, an inverse problem is considered, in which some parameters of the fractional subdiffusion equations need to be identified. A Levenberg–Marquardt (L–M) method equipped with the QSC-FL1 method is developed for solving the inverse problem. Numerical tests show the effectiveness of the method even for the case that the observation data is contaminated by some levels of random noise.

Suggested Citation

  • Liu, Jun & Fu, Hongfei & Zhang, Jiansong, 2020. "A QSC method for fractional subdiffusion equations with fractional boundary conditions and its application in parameters identification," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 174(C), pages 153-174.
  • Handle: RePEc:eee:matcom:v:174:y:2020:i:c:p:153-174
    DOI: 10.1016/j.matcom.2020.02.019
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    References listed on IDEAS

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    1. Wenyu Sun & Ya-Xiang Yuan, 2006. "Optimization Theory and Methods," Springer Optimization and Its Applications, Springer, number 978-0-387-24976-6, June.
    2. Sayevand, K. & Arjang, F., 2016. "Finite volume element method and its stability analysis for analyzing the behavior of sub-diffusion problems," Applied Mathematics and Computation, Elsevier, vol. 290(C), pages 224-239.
    3. Liu, Jun & Fu, Hongfei & Chai, Xiaochao & Sun, Yanan & Guo, Hui, 2019. "Stability and convergence analysis of the quadratic spline collocation method for time-dependent fractional diffusion equations," Applied Mathematics and Computation, Elsevier, vol. 346(C), pages 633-648.
    4. Wei, T. & Li, Y.S., 2018. "Identifying a diffusion coefficient in a time-fractional diffusion equation," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 151(C), pages 77-95.
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    Cited by:

    1. Xu, Da, 2023. "The long time error estimates for the second order backward difference approximation to sub-diffusion equations with boundary time delay and feedback gain," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 208(C), pages 186-206.

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