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Weihua Deng

Publications and source records attributed to Weihua Deng.

At least 37 records · Page 2Linked to original sources
arXiv2021

A unified convergence analysis for the fractional diffusion equation driven by fractional Gaussion noise with Hurst index $H\in(0,1)$

Here, we provide a unified framework for numerical analysis of stochastic nonlinear fractional diffusion equation driven by fractional Gaussian noise with Hurst index $H\in(0,1)$. A novel estimate of the second moment of the stochastic integral with respect to fractional Brownian motion is constructed, which greatly contributes to the regularity analyses of the solution in time and space for $H\in(0,1)$. Then we use spectral Galerkin method and backward Euler convolution quadrature to discretize the fractional Laplacian and Riemann-Liouville fractional derivative, respectively. The sharp error estimates of the built numerical scheme are also obtained. Finally, the extensive numerical experiments verify the theoretical results.

math.NA↗
arXiv2021

Finite difference method for inhomogeneous fractional Dirichlet problem

We make the split of the integral fractional Laplacian as $(-Δ)^s u=(-Δ)(-Δ)^{s-1}u$, where $s\in(0,\frac{1}{2})\cup(\frac{1}{2},1)$. Based on this splitting, we respectively discretize the one- and two-dimensional integral fractional Laplacian with the inhomogeneous Dirichlet boundary condition and give the corresponding truncation errors with the help of the interpolation estimate. Moreover, the suitable corrections are proposed to guarantee the convergence in solving the inhomogeneous fractional Dirichlet problem and an $\mathcal{O}(h^{1+α-2s})$ convergence rate is obtained when the solution $u\in C^{1,α}(\barΩ^δ_{n})$, where $n$ is the dimension of the space, $α\in(\max(0,2s-1),1]$, $δ$ is a fixed positive constant, and $h$ denotes mesh size. Finally, the performed numerical experiments confirm the theoretical results.

math.NA↗
arXiv2021

Numerical analysis for stochastic time-space fractional diffusion equation driven by fractional Gaussion noise

In this paper, we consider the strong convergence of the time-space fractional diffusion equation driven by fractional Gaussion noise with Hurst index $H\in(\frac{1}{2},1)$. A sharp regularity estimate of the mild solution and the numerical scheme constructed by finite element method for integral fractional Laplacian and backward Euler convolution quadrature for Riemann-Liouville time fractional derivative are proposed. With the help of inverse Laplace transform and fractional Ritz projection, we obtain the accurate error estimates in time and space. Finally, our theoretical results are accompanied by numerical experiments.

math.NA↗
arXiv2020

Lévy-walk-like Langevin dynamics affected by a time-dependent force

Lévy walk is a popular and more `physical' model to describe the phenomena of superdiffusion, because of its finite velocity. The movements of particles are under the influences of external potentials almost at anytime and anywhere. In this paper, we establish a Langevin system coupled with a subordinator to describe the Lévy walk in the time-dependent periodic force field. The effects of external force are detected and carefully analyzed, including nonzero first moment (even though the force is periodic), adding an additional dispersion on the particle position, the consistent influence on the ensemble- and time-averaged mean-squared displacement, etc. Besides, the generalized Klein-Kramers equation is obtained, not only for the time-dependent force but also for space-dependent one.

cond-mat.stat-mech↗
arXiv2020

Lévy walk dynamics in mixed potentials from the perspective of random walk theory

Lévy walk process is one of the most effective models to describe superdiffusion, which underlies some important movement patterns and has been widely observed in the micro and macro dynamics. From the perspective of random walk theory, here we investigate the dynamics of Lévy walks under the influences of the constant force field and the one combined with harmonic potential. Utilizing Hermite polynomial approximation to deal with the spatiotemporally coupled analysis challenges, some striking features are detected, including non Gaussian stationary distribution, faster diffusion, and still strongly anomalous diffusion, etc.

cond-mat.stat-mech↗
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

Numerical methods for the two-dimensional Fokker-Planck equation governing the probability density function of the tempered fractional Brownian motion

In this paper, we study the numerical schemes for the two-dimensional Fokker-Planck equation governing the probability density function of the tempered fractional Brownian motion. The main challenges of the numerical schemes come from the singularity in the time direction. When $0<H<0.5$, a change of variables $\partial \left(t^{2H}\right)=2Ht^{2H-1}\partial t$ avoids the singularity of numerical computation at $t=0$, which naturally results in nonuniform time discretization and greatly improves the computational efficiency. For $0.5<H<1$, the time span dependent numerical scheme and nonuniform time discretization are introduced to ensure the effectiveness of the calculation and the computational efficiency. By numerically solving the corresponding Fokker-Planck equation, we obtain the mean squared displacement of stochastic processes, which conforms to the characteristics of the tempered fractional Brownian motion.

math.NA↗
arXiv2020

Strong convergence order for the scheme of fractional diffusion equation driven by fractional Gaussion noise

Fractional Gaussian noise models the time series with long-range dependence; when the Hurst index $H>1/2$, it has positive correlation reflecting a persistent autocorrelation structure. This paper studies the numerical method for solving stochastic fractional diffusion equation driven by fractional Gaussian noise. Using the operator theoretical approach, we present the regularity estimate of the mild solution and the fully discrete scheme with finite element approximation in space and backward Euler convolution quadrature in time. The $\mathcal{O}(τ^{H-ρα})$ convergence rate in time and $\mathcal{O}(h^{\min(2,2-2ρ,\frac{H}α)})$ in space are obtained, showing the relationship between the regularity of noise and convergence rates, where $ρ$ is a parameter to measure the regularity of noise and $α\in(0,1)$. Finally, numerical experiments are performed to support the theoretical results.

math.NA↗
arXiv2020

Higher order approximation for stochastic wave equation

The infinitesimal generator (fractional Laplacian) of a process obtained by subordinating a killed Brownian motion catches the power-law attenuation of wave propagation. This paper studies the numerical schemes for the stochastic wave equation with fractional Laplacian as the space operator, the noise term of which is an infinite dimensional Brownian motion or fractional Brownian motion (fBm). Firstly, we establish the regularity of the mild solution of the stochastic fractional wave equation. Then a spectral Galerkin method is used for the approximation in space, and the space convergence rate is improved by postprocessing the infinite dimensional Gaussian noise. In the temporal direction, when the time derivative of the mild solution is bounded in the sense of mean-squared $L^p$-norm, we propose a modified stochastic trigonometric method, getting a higher strong convergence rate than the existing results, i.e., the time convergence rate is bigger than $1$. Particularly, for time discretization, the provided method can achieve an order of $2$ at the expenses of requiring some extra regularity to the mild solution. The theoretical error estimates are confirmed by numerical experiments.

math.NA↗
arXiv2020

High-order BDF fully discrete scheme for backward fractional Feynman-Kac equation with nonsmooth data

The Feynman-Kac equation governs the distribution of the statistical observable -- functional, having wide applications in almost all disciplines. After overcoming challenges from the time-space coupled nonlocal operator and the possible low regularity of functional, this paper develops the high-order fully discrete scheme for the backward fractional Feynman-Kac equation by using backward difference formulas (BDF) convolution quadrature in time, finite element method in space, and some correction terms. With a systematic correction, the high convergence order is achieved up to $6$ in time, without deteriorating the optimal convergence in space and without the regularity requirement on the solution. Finally, the extensive numerical experiments validate the effectiveness of the high-order schemes.

math.NA↗
arXiv2020

Characterization of Image Spaces of Riemann-Liouville Fractional Integral Operators on Sobolev Spaces $W^{m,p}(Ω)$

Fractional operators are widely used in mathematical models describing abnormal and nonlocal phenomena. Although there are extensive numerical methods for solving the corresponding model problems, theoretical analysis such as the regularity result, or the relationship between the left-side and right-side fractional operators are seldom mentioned. In stead of considering the fractional derivative spaces, this paper starts from discussing the image spaces of Riemann-Liouville fractional integrals of $L_p(Ω)$ functions, since the fractional derivative operators that often used are all pseudo-differential. Then high regularity situation---the image spaces of Riemann-Liouville fractional integral operators on $W^{m,p}(Ω)$ space are considered. Equivalent characterizations of the defined spaces, as well as of the intersection of the left-side and right-side spaces are given. The behavior of the functions in the defined spaces at both the nearby boundary point/ponits and the points in the domain are demonstrated in a clear way. Besides, tempered fractional operators show to be reciprocal to the corresponding Riemann-Liouville fractional operators, which is expected to make some efforts on theoretical support for relevant numerical methods. Last, we also provide some instructions on how to take advantage of the introduced spaces when numerically solving fractional equations.

math.NA↗
arXiv2020

Lévy walk dynamics in an external harmonic potential

Lévy walks (LWs) are spatiotemporally coupled random-walk processes describing superdiffusive heat conduction in solids, propagation of light in disordered optical materials, motion of molecular motors in living cells, or motion of animals, humans, robots, and viruses. We here investigate a key feature of LWs, their response to an external harmonic potential. In this generic setting for confined motion we demonstrate that LWs equilibrate exponentially and may assume a bimodal stationary distribution. We also show that the stationary distribution has a horizontal slope next to a reflecting boundary placed at the origin, in contrast to correlated superdiffusive processes. Our results generalize LWs to confining forces and settle some long-standing puzzles around LWs.

cond-mat.stat-mech↗
arXiv2019

Numerical approximation for fractional diffusion equation forced by a tempered fractional Gaussian noise

This paper discusses the fractional diffusion equation forced by a tempered fractional Gaussian noise. The fractional diffusion equation governs the probability density function of the subordinated killed Brownian motion. The tempered fractional Gaussian noise plays the role of fluctuating external source with the property of localization. We first establish the regularity of the infinite dimensional stochastic integration of the tempered fractional Brownian motion and then build the regularity of the mild solution of the fractional stochastic diffusion equation. The spectral Galerkin method is used for space approximation; after that the system is transformed into an equivalent form having better regularity than the original one in time. Then we use the semi-implicit Euler scheme to discretize the time derivative. In terms of the temporal-spatial error splitting technique, we obtain the error estimates of the fully discrete scheme in the sense of mean-squared $L^2$-norm. Extensive numerical experiments confirm the theoretical estimates.

math.NA↗
arXiv2019

Galerkin finite element approximation for semilinear stochastic time-tempered fractional wave equations with multiplicative white noise and fractional Gaussian noise

To model wave propagation in inhomogeneous media with frequency-dependent power-law attenuation, it is needed to use the fractional powers of symmetric coercive elliptic operators in space and the Caputo tempered fractional derivative in time. The model studied in this paper is semilinear stochastic space-time fractional wave equations driven by infinite dimensional multiplicative white noise and fractional Gaussian noise, because of the potential fluctuations of the external sources. The purpose of this work is to discuss the Galerkin finite element approximation for the semilinear stochastic fractional wave equation. We first provide a complete solution theory, e.g., existence, uniqueness, and regularity. Then the space-time multiplicative white noise and fractional Gaussian noise are discretized, which results in a regularized stochastic fractional wave equation while introducing a modeling error in the mean-square sense. We further present a complete regularity theory for the regularized equation. A standard finite element approximation is used for the spatial operator, and the mean-square priori estimates for the modeling error and for the approximation error to the solution of the regularized problem are established.

math.NA↗
arXiv2019

Error estimates for backward fractional Feynman-Kac equation with non-smooth initial data

In this paper, we are concerned with the numerical solution for the backward fractional Feynman-Kac equation with non-smooth initial data. Here we first provide the regularity estimate of the solution. And then we use the backward Euler and second-order backward difference convolution quadratures to approximate the Riemann-Liouville fractional substantial derivative and get the first- and second-order convergence in time. The finite element method is used to discretize the Laplace operator with the optimal convergence rates. Compared with the previous works for the backward fractional Feynman-Kac equation, the main advantage of the current discretization is that we don't need the assumption on the regularity of the solution in temporal and spatial directions. Moreover, the error estimates of the time semi-discrete schemes and the fully discrete schemes are also provided. Finally, we perform the numerical experiments to verify the effectiveness of the presented algorithms.

math.NA↗
arXiv2019

Strong anomalous diffusion in two-state process with Lévy walk and Brownian motion

Strong anomalous diffusion phenomena are often observed in complex physical and biological systems, which are characterized by the nonlinear spectrum of exponents $qν(q)$ by measuring the absolute $q$-th moment $\langle |x|^q\rangle$. This paper investigates the strong anomalous diffusion behavior of a two-state process with Lévy walk and Brownian motion, which usually serves as an intermittent search process. The sojourn times in Lévy walk and Brownian phases are taken as power law distributions with exponents $α_+$ and $α_-$, respectively. Detailed scaling analyses are performed for the coexistence of three kinds of scalings in this system. Different from the pure Lévy walk, the phenomenon of strong anomalous diffusion can be observed for this two-state process even when the distribution exponent of Lévy walk phase satisfies $α_+<1$, provided that $α_-<α_+$. When $α_+<2$, the probability density function (PDF) in the central part becomes a combination of stretched Lévy distribution and Gaussian distribution due to the long sojourn time in Brownian phase, while the PDF in the tail part (in the ballistic scaling) is still dominated by the infinite density of Lévy walk.

cond-mat.stat-mech↗
arXiv2019

Numerical algorithm for the model describing anomalous diffusion in expanding media

We provide a numerical algorithm for the model characterizing anomalous diffusion in expanding media, which is derived in [F. Le Vot, E. Abad, and S. B. Yuste, Phys. Rev. E {\bf96} (2017) 032117]. The Sobolev regularity for the equation is first established. Then we use the finite element method to discretize the Laplace operator and present error estimate of the spatial semi-discrete scheme based on the regularity of the solution; the backward Euler convolution quadrature is developed to approximate Riemann-Liouville fractional derivative and error estimates for the fully discrete scheme are established by using the continuity of solution. Finally, the numerical experiments verify the effectiveness of the algorithm.

math.NA↗