Searcharxiv⌕ Search

arXiv subjects

Łukasz Płociniczak

Publications and source records attributed to Łukasz Płociniczak.

At least 19 recordsLinked to original sources

Error of discretization of Caputo fractional derivative in weighted spaces

We establish uniform error bounds of the L1 discretization of the Caputo fractional derivative of the function from the weighted Sobolev space with weight belonging to the Mucknenhoupt class. We present how our framework works for several examples of weight, which belong to the Muckenhoupt class. As and application, we show the convergence of the L1 scheme for the Fractional ODE. Finally, we verify the theoretical results with numerical illustrations.

math.NA↗

Self-similar solutions to the time-fractional Porous-Medium Equation

We show the existence of self-similar solutions with constant finite mass to the time-fractional Porous-Medium Equation for all spatial dimensions $d \ge 1$ and all exponents $m>m_c=(d-2)_+/d$. This range is optimal. We find two types of solution depending on the exponent: compactly supported solutions in the slow-diffusion range $m > 1$ and positive solutions with heavy tails in the sub-critical fast-diffusion range $m_c < m < 1$. The self-similar solutions in the linear case $m=1$ were already known explicitly obtained by the Fourier transform, and we discuss their properties in our settings and the limit $m \to 1$.

math.AP↗

A Unified Model for Blood and Lymph Flow with Coupled Nonsmooth Biochemical Dynamics

We present a unified mathematical framework for modeling blood and lymph flow in biological vessels, with a particular focus on lymph transport through lymphangions. Starting from first principles, we rigorously derive a system of partial differential equations (PDEs) that govern the fluid dynamics using perturbative methods. To capture the active regulation of lymphangion valves, we couple these PDEs with a system of two nonlinear ordinary non-smooth differential equations (ODEs) describing the chemical kinetics of calcium ions and nitric oxide. These biochemical species play a critical role in valve opening and closing, influencing lymph propulsion. We further analyze a reduced model consisting of two non-smooth ODEs, identifying parameter regimes that guarantee the existence of a stable limit cycle. This oscillatory behavior aligns with experimental observations of lymphatic pumping, providing theoretical validation and new insights into lymphatic physiology. Our results offer a comprehensive mathematical description of lymph flow regulation and open possibilities for future studies on pathological conditions and therapeutic interventions.

math.AP↗

Asymmetric Lévy walks driven by convex combination of fractional material derivatives

We analyze a class of linear partial differential equations that arise as deterministic descriptions of the scaling limits of Lévy walks, in which transport is driven by a convex combination of fractional material derivatives and a source term. Using techniques of Fourier-Laplace transforms, we first prove the existence of mild solutions for continuous initial data. Using a recently obtained pointwise representation of the fractional material derivative, we then identify a necessary and sufficient condition on the source term that guaranties the solution to remain a probability density for all times (non-negativity and unit mass). Motivated by the need to preserve these probabilistic properties in computations, we construct a finite-volume discretization that is probability conservative by construction. We establish discrete stability and a convergence result for the continuous weak solution as space and time steps tend to zero. Extensive numerical experiments validate the scheme: total mass is conserved, non-negativity is maintained, and the computed solutions reproduce the known analytic representations of the probability density functions associated with the Lévy walk process. The combined theoretical and numerical framework provides a reliable tool for studying anomalous transport governed by fractional dynamics.

math.NA↗

Parareal in time and spectral in space fast L1 quasilinear subdiffusion solver

We consider the initial-boundary value problem for a quasilinear time-fractional diffusion equation, and develop a fully discrete solver combining the parareal algorithm in time with a L1 finite-difference approximation of the Caputo derivative and a spectral Galerkin discretization in space. Our main contribution is the first rigorous convergence proof for the parareal-L1 scheme in this nonlinear subdiffusive setting. By constructing suitable energy norms and exploiting the orthogonality of the spectral basis, we establish that the parareal iterations converge exactly to the fully serial L1-spectral solution in a finite number of steps, with rates independent of the fractional exponent. The spectral spatial discretization yields exponential accuracy in space, while the parareal structure induces a clock speedup proportional to the number of processors, making the overall method highly efficient. Numerical experiments for both subdiffusive and classical diffusion problems confirm our theoretical estimates and demonstrate up to an order of magnitude reduction in computational time compared to the conventional sequential solver. We observe that the speedup of the parareal method increases linearly with the fine integrator degrees of freedom.

math.NA↗

Generalized capillary-rise models: existence and fast solvers in integral Hölder spaces

We study a class of nonlinear Volterra integral equations that generalize the classical capillary rise models, allowing for nonsmooth kernels and nonlinearities. To accommodate such generalities, we work in two families of function spaces: spaces with prescribed modulus of continuity and integral Hölder spaces. We establish existence results for solutions within the integral Hölder space framework. Furthermore, we analyze the behavior of linear interpolation in these spaces and provide, for the first time, sharp error estimates, demonstrating their optimality. Building on this foundation, we propose a piecewise linear collocation method tailored to solutions in integral Hölder spaces and prove its convergence. For problems admitting smoother solutions, we develop an efficient spectral collocation scheme based on Legendre nodes. Finally, several numerical experiments illustrate the theoretical results and highlight the performance of the proposed methods.

math.NA↗

Barenblatt solutions for the time-fractional porous medium equation: approach via integral equations

This paper explores Barenblatt solutions of the time-fractional porous medium equation, characterized by a Caputo-type time derivative. Employing an integral equation approach, we rigorously prove the existence of these solutions and establish several fundamental properties, including upper and lower estimates, mass conservation, regularity, and monotonicity. To bridge theory and practice, we introduce a family of convergent numerical schemes specifically designed to compute the Barenblatt solutions, ensuring reliable and efficient approximations. The theoretical framework is enriched with various examples that illustrate the concepts and validate the effectiveness of the proposed numerical methods, enhancing the understanding and applicability of our results.

math.NA↗

Convolution Quadrature for the quasilinear subdiffusion equation

We construct a Convolution Quadrature (CQ) scheme for the quasilinear subdiffusion equation of order $α$ and supply it with the fast and oblivious implementation. In particular, we find a condition for the CQ to be admissible and discretize the spatial part of the equation with the Finite Element Method. We prove the unconditional stability and convergence of the scheme and find a bound on the error. Our estimates are globally optimal for all $0<α<1$ and pointwise for $α\geq 1/2$ in the sense that they reduce to the well-known results for the linear equation. For the semilinear case, our estimates are optimal both globally and locally. As a passing result, we also obtain a discrete Grönwall inequality for the CQ, which is a crucial ingredient in our convergence proof based on the energy method. The paper is concluded with numerical examples verifying convergence and computation time reduction when using fast and oblivious quadrature.

math.NA↗

Functional equation arising in behavioral sciences: solvability and collocation scheme in Hölder spaces

We consider a generalization of a functional equation that models the learning process in various animal species. The equation can be considered nonlocal, as it is built with a convex combination of the unknown function evaluated at mixed arguments. This makes the equation contain two terms with vanishing delays. We prove the existence and uniqueness of the solution in the Hölder space which is a natural function space to consider. In the second part of the paper, we devise an efficient numerical collocation method used to find an approximation to the main problem. We prove the convergence of the scheme and, in passing, several properties of the linear interpolation operator acting on the Hölder space. Numerical simulations verify that the order of convergence of the method (measured in the supremum norm) is equal to the order of Hölder continuity.

math.NA↗

Collocation method for a functional equation arising in behavioral sciences

We consider a nonlocal functional equation that is a generalization of the mathematical model used in behavioral sciences. The equation is built upon an operator that introduces a convex combination and a nonlinear mixing of the function arguments. We show that, provided some growth conditions of the coefficients, there exists a unique solution in the natural Lipschitz space. Furthermore, we prove that the regularity of the solution is inherited from the smoothness properties of the coefficients. As a natural numerical method to solve the general case, we consider the collocation scheme of piecewise linear functions. We prove that the method converges with the error bounded by the error of projecting the Lipschitz function onto the piecewise linear polynomial space. Moreover, provided sufficient regularity of the coefficients, the scheme is of the second order measured in the supremum norm. A series of numerical experiments verify the proved claims and show that the implementation is computationally cheap and exceeds the frequently used Picard iteration by orders of magnitude in the calculation time.

math.NA↗

Existence and uniqueness of solutions in the Lipschitz space of a functional equation and its application to the behavior of the paradise fish

In this paper, we examine the solvability of a functional equation in a Lipschitz space. As an application, we use our result to determine the existence and uniqueness of solutions to an equation describing a specific type of choice behavior model for the learning process of the paradise fish. Finally, we present some concrete examples where, using numerical techniques, we obtain approximations to the solution of the functional equation. As the straightforward Picard's iteration can be very expensive, we show that an analytical suboptimal least-squares approximation can be chosen in practice, resulting in very good accuracy.

math.FA↗

Fractional material derivative: pointwise representation and a finite volume numerical scheme

The fractional material derivative appears as the fractional operator that governs the dynamics of the scaling limits of Lévy walks - a stochastic process that originates from the famous continuous-time random walks. It is usually defined as the Fourier-Laplace multiplier, therefore, it can be thought of as a pseudo-differential operator. In this paper, we show that there exists a local representation in time and space, pointwise, of the fractional material derivative. This allows us to define it on a space of locally integrable functions which is larger than the original one in which Fourier and Laplace transform exist as functions. We consider several typical differential equations involving the fractional material derivative and provide conditions for their solutions to exist. In some cases, the analytical solution can be found. For the general initial value problem, we devise a finite volume method and prove its stability, convergence, and conservation of probability. Numerical illustrations verify our analytical findings. Moreover, our numerical experiments show superiority in the computation time of the proposed numerical scheme over a Monte Carlo method applied to the problem of probability density function's derivation.

math.NA↗

Optimal strategy for trail running with nutrition and fatigue factors

This paper presents an extension of Keller's classical model to address the dynamics of long-distance trail running, a sport characterized by varying terrains, changing elevations, and the critical influence of in-race nutrition uptake. The optimization of the generalized Keller's model is achieved through rigorous application of optimal control theory, specifically the Pontryagin Maximum Principle. This theoretical framework allows us to derive optimal control strategies that enhance the runner's performance, taking into account the constraints imposed by the changing terrain, nutritional dynamics, and the evolving fatigue factor. To validate the practical applicability of the model, simulations are performed using real-world data obtained from various mountain races. The scenarios cover various trail conditions and elevation profiles. The performance of the model is systematically evaluated against these scenarios, demonstrating its ability to capture the complexities inherent in long-distance trail running and providing valuable insight into optimal race strategies. The error in the total race-time prediction is of the order of several percent, which may give the runner a reliable tool for choosing an optimal strategy before the actual race.

math.OC↗

Numerical methods and regularity properties for viscosity solutions of nonlocal in space and time diffusion equations

We consider a general family of nonlocal in space and time diffusion equations with space-time dependent diffusivity and prove convergence of finite difference schemes in the context of viscosity solutions under very mild conditions. The proofs, based on regularity properties and compactness arguments on the numerical solution, allow to inherit a number of interesting results for the limit equation. More precisely, assuming Hölder regularity only on the initial condition, we prove convergence of the scheme, space-time Hölder regularity of the solution depending on the fractional orders of the operators, as well as specific blow up rates of the first time derivative. Finally, using the obtained regularity results, we are able to prove orders of convergence of the scheme in some cases. These results are consistent with previous studies. The schemes' performance is further numerically verified using both constructed exact solutions and realistic examples. Our experiments show that multithreaded implementation yields an efficient method to solve nonlocal equations numerically.

math.NA↗

Fully discrete Galerkin scheme for a semilinear subdiffusion equation with nonsmooth data and time-dependent coefficient

We couple the L1 discretization of the Caputo fractional derivative in time with the Galerkin scheme to devise a linear numerical method for the semilinear subdiffusion equation. Two important points that we make are: nonsmooth initial data and time-dependent diffusion coefficient. We prove the stability and convergence of the method under weak assumptions concerning regularity of the diffusivity. We find optimal pointwise in space and global in time errors, which are verified with several numerical experiments.

math.NA↗

On a discrete composition of the fractional integral and Caputo derivative

We prove a discrete analogue for the composition of the fractional integral and Caputo derivative. This result is relevant in numerical analysis of fractional PDEs when one discretizes the Caputo derivative with the so-called L1 scheme. The proof is based on asymptotic evaluation of the discrete sums with the use of the Euler-Maclaurin summation formula.

math.NA↗

Time-fractional porous medium equation: Erdélyi-Kober integral equations, compactly supported solutions, and numerical methods

The time-fractional porous medium equation is an important model of many hydrological, physical, and chemical flows. We study its self-similar solutions, which make up the profiles of many important experimentally measured situations. We prove that there is a unique solution to the general initial-boundary value problem in the one-dimensional setting. When supplemented with boundary conditions from the physical models, the problem exhibits a self-similar solution described with the use of the Erdélyi-Kober fractional operator. Using a backward shooting method, we show that there exists a unique solution to our problem. The shooting method is not only useful in deriving the theoretical results. We utilize it to devise an efficient numerical scheme to solve the governing problem along with two ways of discretizing the Erdélyi-Kober fractional derivative. Since the latter is a nonlocal operator, its numerical realization has to include some truncation. We find the correct truncation regime and prove several error estimates. Furthermore, the backward shooting method can be used to solve the main problem, and we provide a convergence proof. The main difficulty lies in the degeneracy of the diffusivity. We overcome it with some regularization. Our findings are supplemented with numerical simulations that verify the theoretical findings.

math.NA↗