<p>This paper deals with the numerical solution of nonlinear time-fractional reaction–subdiffusion initial-boundary value problems posed on the space-time domain <InlineEquation ID="IEq1"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10092_2025_634_Article_IEq1.gif" Format="GIF" Height="19" Rendition="HTML" Resolution="72" Type="Linedraw" Width="71" /> </InlineMediaObject> <EquationSource Format="TEX">\(\Omega \times [0,T]\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi mathvariant="normal">Ω</mi> <mo>×</mo> <mo stretchy="false">[</mo> <mn>0</mn> <mo>,</mo> <mi>T</mi> <mo stretchy="false">]</mo> </mrow> </math></EquationSource> </InlineEquation>; the time derivative is a Caputo fractional derivative of order <InlineEquation ID="IEq2"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10092_2025_634_Article_IEq2.gif" Format="GIF" Height="19" Rendition="HTML" Resolution="72" Type="Linedraw" Width="69" /> </InlineMediaObject> <EquationSource Format="TEX">\(\alpha \in (0,1)\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>α</mi> <mo>∈</mo> <mo stretchy="false">(</mo> <mn>0</mn> <mo>,</mo> <mn>1</mn> <mo stretchy="false">)</mo> </mrow> </math></EquationSource> </InlineEquation>. First, the problem is transformed into an equivalent integro-differential equation of Volterra type. For this problem a second-order implicit–explicit (IMEX) time-stepping method is combined with the standard 3-point discretisation of the spatial derivative to compute a numerical solution. Under some reasonable assumptions on the data, it is shown that the solution of this method is <InlineEquation ID="IEq3"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10092_2025_634_Article_IEq3.gif" Format="GIF" Height="20" Rendition="HTML" Resolution="72" Type="Linedraw" Width="58" /> </InlineMediaObject> <EquationSource Format="TEX">\(O(N^{-2})\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>O</mi> <mo stretchy="false">(</mo> <msup> <mi>N</mi> <mrow> <mo>-</mo> <mn>2</mn> </mrow> </msup> <mo stretchy="false">)</mo> </mrow> </math></EquationSource> </InlineEquation> convergent for <InlineEquation ID="IEq4"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10092_2025_634_Article_IEq4.gif" Format="GIF" Height="19" Rendition="HTML" Resolution="72" Type="Linedraw" Width="85" /> </InlineMediaObject> <EquationSource Format="TEX">\(\alpha \in (1/2,1)\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>α</mi> <mo>∈</mo> <mo stretchy="false">(</mo> <mn>1</mn> <mo stretchy="false">/</mo> <mn>2</mn> <mo>,</mo> <mn>1</mn> <mo stretchy="false">)</mo> </mrow> </math></EquationSource> </InlineEquation> in the discrete <InlineEquation ID="IEq5"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10092_2025_634_Article_IEq5.gif" Format="GIF" Height="20" Rendition="HTML" Resolution="72" Type="Linedraw" Width="114" /> </InlineMediaObject> <EquationSource Format="TEX">\(L^\infty (0,T; L^2(\Omega ))\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <msup> <mi>L</mi> <mi>∞</mi> </msup> <mrow> <mo stretchy="false">(</mo> <mn>0</mn> <mo>,</mo> <mi>T</mi> <mo>;</mo> <msup> <mi>L</mi> <mn>2</mn> </msup> <mrow> <mo stretchy="false">(</mo> <mi mathvariant="normal">Ω</mi> <mo stretchy="false">)</mo> </mrow> <mo stretchy="false">)</mo> </mrow> </mrow> </math></EquationSource> </InlineEquation> norm when implemented on suitably graded temporal meshes with <i>N</i> points; this result is a significant improvement on the <InlineEquation ID="IEq6"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10092_2025_634_Article_IEq6.gif" Format="GIF" Height="21" Rendition="HTML" Resolution="72" Type="Linedraw" Width="84" /> </InlineMediaObject> <EquationSource Format="TEX">\(O(N^{-(2-\alpha )})\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>O</mi> <mo stretchy="false">(</mo> <msup> <mi>N</mi> <mrow> <mo>-</mo> <mo stretchy="false">(</mo> <mn>2</mn> <mo>-</mo> <mi>α</mi> <mo stretchy="false">)</mo> </mrow> </msup> <mo stretchy="false">)</mo> </mrow> </math></EquationSource> </InlineEquation> optimal convergence rate of the well-known L1 scheme. To derive this convergence result a novel error analysis is used, based on subtracting two consecutive steps of our method. Numerical examples are given to illustrate our theoretical result and to provide a comparison with the L1 discretisation. These examples show that <InlineEquation ID="IEq7"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10092_2025_634_Article_IEq7.gif" Format="GIF" Height="20" Rendition="HTML" Resolution="72" Type="Linedraw" Width="58" /> </InlineMediaObject> <EquationSource Format="TEX">\(O(N^{-2})\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>O</mi> <mo stretchy="false">(</mo> <msup> <mi>N</mi> <mrow> <mo>-</mo> <mn>2</mn> </mrow> </msup> <mo stretchy="false">)</mo> </mrow> </math></EquationSource> </InlineEquation> accuracy is obtained when <InlineEquation ID="IEq8"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10092_2025_634_Article_IEq8.gif" Format="GIF" Height="19" Rendition="HTML" Resolution="72" Type="Linedraw" Width="67" /> </InlineMediaObject> <EquationSource Format="TEX">\(\alpha \in (0,1]\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>α</mi> <mo>∈</mo> <mo stretchy="false">(</mo> <mn>0</mn> <mo>,</mo> <mn>1</mn> <mo stretchy="false">]</mo> </mrow> </math></EquationSource> </InlineEquation>; to prove this result when <InlineEquation ID="IEq9"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10092_2025_634_Article_IEq9.gif" Format="GIF" Height="19" Rendition="HTML" Resolution="72" Type="Linedraw" Width="92" /> </InlineMediaObject> <EquationSource Format="TEX">\(\alpha \in (0,/1/2]\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>α</mi> <mo>∈</mo> <mo stretchy="false">(</mo> <mn>0</mn> <mo>,</mo> <mo stretchy="false">/</mo> <mn>1</mn> <mo stretchy="false">/</mo> <mn>2</mn> <mo stretchy="false">]</mo> </mrow> </math></EquationSource> </InlineEquation> remains an open problem.</p>

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A second-order implicit–explicit (IMEX) method on graded meshes for nonlinear time-fractional reaction–subdiffusion problems

  • Yongtao Zhou,
  • Hongyu Qin,
  • Martin Stynes

摘要

This paper deals with the numerical solution of nonlinear time-fractional reaction–subdiffusion initial-boundary value problems posed on the space-time domain \(\Omega \times [0,T]\) Ω × [ 0 , T ] ; the time derivative is a Caputo fractional derivative of order \(\alpha \in (0,1)\) α ( 0 , 1 ) . First, the problem is transformed into an equivalent integro-differential equation of Volterra type. For this problem a second-order implicit–explicit (IMEX) time-stepping method is combined with the standard 3-point discretisation of the spatial derivative to compute a numerical solution. Under some reasonable assumptions on the data, it is shown that the solution of this method is \(O(N^{-2})\) O ( N - 2 ) convergent for \(\alpha \in (1/2,1)\) α ( 1 / 2 , 1 ) in the discrete \(L^\infty (0,T; L^2(\Omega ))\) L ( 0 , T ; L 2 ( Ω ) ) norm when implemented on suitably graded temporal meshes with N points; this result is a significant improvement on the \(O(N^{-(2-\alpha )})\) O ( N - ( 2 - α ) ) optimal convergence rate of the well-known L1 scheme. To derive this convergence result a novel error analysis is used, based on subtracting two consecutive steps of our method. Numerical examples are given to illustrate our theoretical result and to provide a comparison with the L1 discretisation. These examples show that \(O(N^{-2})\) O ( N - 2 ) accuracy is obtained when \(\alpha \in (0,1]\) α ( 0 , 1 ] ; to prove this result when \(\alpha \in (0,/1/2]\) α ( 0 , / 1 / 2 ] remains an open problem.