A discontinuous Petrov-Galerkin method for time-fractional diffusion equations

TL;DR

This paper introduces a discontinuous Petrov-Galerkin method for solving time-fractional diffusion equations, achieving high-order convergence through graded time meshes and finite element spatial discretization.

Contribution

The paper develops and analyzes a novel combined time-stepping discontinuous Petrov-Galerkin and finite element method for time-fractional diffusion problems, with proven stability and error estimates.

Findings

Global convergence order of $k^{m+rac{eta}{2}}+h^{r+1}$ for graded meshes

Numerical results show actual error orders of ~$k^{m+1}+h^{r+1}$

Method effectively handles singular behavior near $t=0$

Abstract

We propose and analyze a time-stepping discontinuous Petrov-Galerkin method combined with the continuous conforming finite element method in space for the numerical solution of time-fractional subdiffusion problems. We prove the existence, uniqueness and stability of approximate solutions, and derive error estimates. To achieve high order convergence rates from the time discretizations, the time mesh is graded appropriately near~$t=0$ to compensate the singular (temporal) behaviour of the exact solution near $t=0$ caused by the weakly singular kernel, but the spatial mesh is quasiuniform. In the $L_\infty((0,T);L_2(\Omega))$-norm ($(0,T)$ is the time domain and $\Omega$ is the spatial domain), for sufficiently graded time meshes, a global convergence of order $k^{m+\alpha/2}+h^{r+1}$ is shown, where $0<\alpha<1$ is the fractional exponent, $k$ is the maximum time step, $h$ is the maximum diameter of the spatial finite elements, and $m$ and $r$ are the degrees of approximate solutions in time and spatial variables, respectively. Numerical experiments indicate that our theoretical error bound is pessimistic. We observe that the error is of order ~$k^{m+1}+h^{r+1}$, that is, optimal in both variables.