arXiv subjects

Jiankang Shi

Publications and source records attributed to Jiankang Shi.

13 recordsLinked to original sources

arXiv2025

Correction of weighted and shifted seven-step BDF for parabolic equations with nonsmooth data

It is well known that the seven-step backward difference formula (BDF) is unstable for the parabolic equations, since it is not even zero-stable. However, a linear combination of two non zero-stable schemes, namely the seven-step BDF and its shifted counterpart, can yield $A(α)$ stable. Based on this observation, the authors [Akrivis, Chen, and Yu, IMA J. Numer. Anal., DOI:10.1093/imanum/drae089] propose the weighted and shifted seven-step BDF methods for the parabolic equations, which stability regions are larger than the standard BDF. Nonetheless, this approach is not directly applicable for the parabolic equations with nonsmooth data, which may suffer from severe order reduction. This motivates us to design proper correction time-stepping schemes to restore the desired $k$th-order convergence rate of the $k$-step weighted and shifted BDF ($k\leq 7$) convolution quadrature for the parabolic problems. We prove that the desired $k$th-order convergence can be recovered even if the source term is discontinuous and the initial value is nonsmooth data. Numerical experiments illustrate the theoretical results.

math.NA↗

arXiv2025

A Second-order method on graded meshes for fractional Laplacian via Riesz fractional derivative with a singular source term

The high-order numerical analysis for fractional Laplacian via the Riesz fractional derivative, under the low regularity solution, has presented significant challenges in the past decades. To fill in this gap, we design a grid mapping function on graded meshes to analyse the local truncation errors, which are far less than second-order convergence at the boundary layer. To restore the second-order global errors, we construct an appropriate right-preconditioner for the resulting matrix algebraic equation. We prove that the proposed scheme achieves second-order convergence on graded meshes even if the source term is singular or hypersingular. Numerical experiments illustrate the theoretical results. The proposed approach is applicable for multidimensional fractional diffusion equations, gradient flows and nonlinear equations.

math.NA↗

arXiv2024

Error analysis of a collocation method on graded meshes for nonlocal diffusion problems with weakly singular kernels

Can graded meshes yield more accurate numerical solution than uniform meshes? A time-dependent nonlocal diffusion problem with a weakly singular kernel is considered using collocation method. For its steady-state counterpart, under the sufficiently smooth solution, we first clarify that the standard graded meshes are worse than uniform meshes and may even lead to divergence; instead, an optimal convergence rate arises in so-called anomalous graded meshes. Furthermore, under low regularity solutions, it may suffer from a severe order reduction in (Chen, Qi, Shi and Wu, IMA J. Numer. Anal., 41 (2021) 3145--3174). In this case, conversely, a sharp error estimates appears in standard graded meshes, but offering far less than first-order accuracy. For the time-dependent case, however, second-order convergence can be achieved on graded meshes. The related analysis are easily extended for certain multidimensional problems. Numerical results are provided that confirm the sharpness of the error estimates.

math.NA↗

arXiv2024

High-order BDF convolution quadrature for stochastic fractional evolution equations driven by integrated additive noise

The numerical analysis of stochastic time fractional evolution equations presents considerable challenges due to the limited regularity of the model caused by the nonlocal operator and the presence of noise. The existing time-stepping methods exhibit a significantly low order convergence rate. In this work, we introduce a smoothing technique and develop the novel high-order schemes for solving the linear stochastic fractional evolution equations driven by integrated additive noise. Our approach involves regularizing the additive noise through an $m$-fold integral-differential calculus, and discretizing the equation using the $k$-step BDF convolution quadrature. This novel method, which we refer to as the ID$m$-BDF$k$ method, is able to achieve higher-order convergence in solving the stochastic models. Our theoretical analysis reveals that the convergence rate of the ID$2$-BDF2 method is $O(τ^{α+ γ-1/2})$ for $1< α+ γ\leq 5/2$, and $O(τ^{2})$ for $5/2< α+ γ<3$, where $α\in (1, 2)$ and $γ\in (0, 1)$ denote the time fractional order and the order of the integrated noise, respectively. Furthermore, this convergence rate could be improved to $O(τ^{α+ γ-1/2})$ for any $α\in (1, 2)$ and $γ\in (0, 1)$, if we employ the ID$3$-BDF3 method. The argument could be easily extended to the subdiffusion model with $α\in (0, 1)$. Numerical examples are provided to support and complement the theoretical findings.

math.NA↗

arXiv2023

High-order BDF convolution quadrature for fractional evolution equations with hyper-singular source term

Anomalous diffusion in the presence or absence of an external force field is often modelled in terms of the fractional evolution equations, which can involve the hyper-singular source term. For this case, conventional time stepping methods may exhibit a severe order reduction. Although a second-order numerical algorithm is provided for the subdiffusion model with a simple hyper-singular source term $t^μ$, $-2<μ<-1$ in [arXiv:2207.08447], the convergence analysis remain to be proved. To fill in these gaps, we present a simple and robust smoothing method for the hyper-singular source term, where the Hadamard finite-part integral is introduced. This method is based on the smoothing/ID$m$-BDF$k$ method proposed by the authors [Shi and Chen, SIAM J. Numer. Anal., to appear] for subdiffusion equation with a weakly singular source term. We prove that the $k$th-order convergence rate can be restored for the diffusion-wave case $γ\in (1,2)$ and sketch the proof for the subdiffusion case $γ\in (0,1)$, even if the source term is hyper-singular and the initial data is not compatible. Numerical experiments are provided to confirm the theoretical results.

math.NA↗

arXiv2023

High-order BDF convolution quadrature for subdiffusion models with a singular source term

Anomalous diffusion is often modelled in terms of the subdiffusion equation, which can involve a weakly singular source term. For this case, many predominant time stepping methods, including the correction of high-order BDF schemes [{\sc Jin, Li, and Zhou}, SIAM J. Sci. Comput., 39 (2017), A3129--A3152], may suffer from a severe order reduction. To fill in this gap, we propose a smoothing method for time stepping schemes, where the singular term is regularized by using a $m$-fold integral-differential calculus and the equation is discretized by the $k$-step BDF convolution quadrature, called ID$m$-BDF$k$ method. We prove that the desired $k$th-order convergence can be recovered even if the source term is a weakly singular and the initial data is not compatible. Numerical experiments illustrate the theoretical results.

math.NA↗

arXiv2022

Modified BDF2 schemes for subdiffusion models with a singular source term

The aim of this paper is to study the time stepping scheme for approximately solving the subdiffusion equation with a weakly singular source term. In this case, many popular time stepping schemes, including the correction of high-order BDF methods, may lose their high-order accuracy. To fill in this gap, in this paper, we develop a novel time stepping scheme, where the source term is regularized by using a $k$-fold integral-derivative and the equation is discretized by using a modified BDF2 convolution quadrature. We prove that the proposed time stepping scheme is second-order, even if the source term is nonsmooth in time and incompatible with the initial data. Numerical results are presented to support the theoretical results.

math.NA↗

arXiv2022

Analysis of (shifted) piecewise quadratic polynomial collocation for nonlocal diffusion model

The piecewise quadratic polynomial collocation is used to approximate the nonlocal model, which generally obtain the {\em nonsymmetric indefinite system} [Chen et al., IMA J. Numer. Anal., (2021)]. In this case, the discrete maximum principle is not satisfied, which might be trickier for the stability analysis of the high-order numerical schemes [D'Elia et al., Acta Numer., (2020); Leng et al., SIAM J. Numer. Anal., (2021)]. Here, we present the modified (shifted-symmetric) piecewise quadratic polynomial collocation for solving the linear nonlocal diffusion model, which has the {\em symmetric positive definite system} and satisfies the discrete maximum principle. Using Faulhaber's formula and Riemann zeta function, the perturbation error for symmetric positive definite system and nonsymmetric indefinite systems are given. Then the detailed proof of the convergence analysis for the nonlocal models with the general horizon parameter $δ=\mathcal{O}\left(h^β\right)$, $β\geq0$ are provided. More concretely, the global error is $\mathcal{O}\left(h^{\min\left\{2,1+β\right\}}\right)$ if $δ$ is not set as a grid point, but it shall recover $\mathcal{O}\left(h^{\max\left\{2,4-2β\right\}}\right)$ when $δ$ is set as a grid point. We also prove that the shifted-symmetric scheme is asymptotically compatible, which has the global error $\mathcal{O}\left(h^{\min\left\{2,2β\right\}}\right)$ as $δ,h\rightarrow 0$. The numerical experiments (including two-dimensional case) are performed to verify the convergence.

math.NA↗

arXiv2021

Correction of high-order $L_k$ approximation for subdiffusion

The subdiffusion equations with a Caputo fractional derivative of order $α\in (0,1)$ arise in a wide variety of practical problems, which is describing the transport processes, in the force-free limit, slower than Brownian diffusion. In this work, we derive the correction schemes of the Lagrange interpolation with degree $k$ ($k\leq 6$) convolution quadrature, called $L_k$ approximation, for the subdiffusion, which are easy to implement on variable grids. The key step of designing correction algorithm is to calculate the explicit form of the coefficients of $L_k$ approximation by the polylogarithm function or Bose-Einstein integral. To construct a $τ_8$ approximation of Bose-Einstein integral, the desired $(k+1-α)$th-order convergence rate can be proved for the correction $L_k$ scheme with nonsmooth data, which is higher than $k$th-order BDF$k$ method in [Jin, Li, and Zhou, SIAM J. Sci. Comput., 39 (2017), A3129--A3152; Shi and Chen, J. Sci. Comput., (2020) 85:28]. The numerical experiments with spectral method are given to illustrate theoretical results.

math.NA↗

arXiv2020

High order algorithms for Fokker-Planck equation with Caputo-Fabrizio fractional derivative

Based on the continuous time random walk, we derive the Fokker-Planck equations with Caputo-Fabrizio fractional derivative, which can effectively model a variety of physical phenomena, especially, the material heterogeneities and structures with different scales. Extending the discretizations for fractional substantial calculus [Chen and Deng, \emph{ ESAIM: M2AN.} \textbf{49}, (2015), 373--394], we first provide the numerical discretizations of the Caputo-Fabrizio fractional derivative with the global truncation error $\mathcal{O}(τ^ν)$ $ (ν=1,2,3,4)$. Then we use the derived schemes to solve the Caputo-Fabrizio fractional diffusion equation. By analysing the positive definiteness of the stiffness matrices of the discretized Caputo-Fabrizio operator, the unconditional stability and the convergence with the global truncation error $\mathcal{O}(τ^2+h^2)$ are theoretically proved and numerical verified.

math.NA↗

arXiv2020

Correction of BDFk for fractional Feynman-Kac equation with Lévy flight

In this work, we present the correction formulas of the $k$-step BDF convolution quadrature at the starting $k-1$ steps for the fractional Feynman-Kac equation with Lévy flight. The desired $k$th-order convergence rate can be achieved with nonsmooth data. Based on the idea of [{\sc Jin, Li, and Zhou}, SIAM J. Sci. Comput., 39 (2017), A3129--A3152], we provide a detailed convergence analysis for the correction BDF$k$ scheme. The numerical experiments with spectral method are given to illustrate the effectiveness of the presented method. To the best of our knowledge, this is the first proof of the convergence analysis and numerical verified the sapce fractional evolution equation with correction BDF$k$.

math.NA↗

arXiv2019

A sharp error estimate of piecewise polynomial collocation for nonlocal problems with weakly singular kernels

As is well known, using piecewise linear polynomial collocation (PLC) and piecewise quadratic polynomial collocation (PQC), respectively, to approximate the weakly singular integral $$I(a,b,x) =\int^b_a \frac{u(y)}{|x-y|^γ}dy, \quad x \in (a,b) ,\quad 0< γ<1,$$ have the local truncation error $\mathcal{O}\left(h^2\right)$ and $\mathcal{O}\left(h^{4-γ}\right)$. Moreover, for Fredholm weakly singular integral equations of the second kind, i.e., $λu(x)- I(a,b,x) =f(x)$ with $ λ\neq 0$, also have global convergence rate $\mathcal{O}\left(h^2\right)$ and $\mathcal{O}\left(h^{4-γ}\right)$ in [Atkinson and Han, Theoretical Numerical Analysis, Springer, 2009]. Formally, following nonlocal models can be viewed as Fredholm weakly singular integral equations $$\int^b_a \frac{u(x)-u(y)}{|x-y|^γ}dy =f(x), \quad x \in (a,b) ,\quad 0< γ<1.$$ However, there are still some significant differences for the models in these two fields. In the first part of this paper we prove that the weakly singular integral by PQC have an optimal local truncation error $\mathcal{O}\left(h^4η_i^{-γ}\right)$, where $η_i=\min\left\{x_i-a,b-x_i\right\}$ and $x_i$ coincides with an element junction point. Then a sharp global convergence estimate with $\mathcal{O}\left(h\right)$ and $\mathcal{O}\left(h^3\right)$ by PLC and PQC, respectively, are established for nonlocal problems. Finally, the numerical experiments including two-dimensional case are given to illustrate the effectiveness of the presented method.

math.NA↗

arXiv2019

A second-order accurate scheme for two-dimensional space fractional diffusion equations with time Caputo-Fabrizio fractional derivative

We provide and analyze a second order scheme for the model describing the functional distributions of particles performing anomalous motion with exponential Debye pattern and no-time-taking jumps eliminated, and power-law jump length. The model is derived in [M. Chen, J. Shi, W. Deng, arXiv:1809.03263], being called the space fractional diffusion equation with the time Caputo-Fabrizio fractional derivative. The designed schemes are unconditionally stable and have the second order global truncation error with the nonzero initial condition, being theoretically proved and numerically verified by two methods (a prior estimate with $L^2$-norm and mathematical induction with $l_\infty$ norm). Moreover, the optimal estimates are obtained.

math.NA↗