1.
Introduction
Fractional calculus has been increasingly gaining attention from researchers due to its widespread applications in fields such as physics, chemistry and biology [1,2,3,4,5]. The most commonly used approaches entail the use of the Riemann-Liouville integral/derivative, Caputo derivative, Riesz derivative and fractional Laplacian. However, there is another type of fractional calculus that was discovered in 1892 but largely overlooked, and it is Hadamard calculus [6]. It was only in recent years that people realized its ability to provide more accurate descriptions of complex processes, such as Lomnitz's logarithmic creep law for special materials [7] and ultra-low diffusion processes [8]. As a result, it has gradually come into the spotlight [9,10].
The Allen-Cahn equation (AC equation) was originally proposed by Allen and Cahn in 1979 while studying the motion of phase boundaries in crystalline solids as a model for phase separation processes in binary alloys at a given temperature [11,12]. Over the years, it has become one of the most widely used phase field models for describing physical phenomena in materials science and fluid mechanics [13]. Early studies of the AC model primarily focused on the following integer-order partial differential equation:
where ε>0 represents the interface width parameter and F(u)=14(1−u2)2 denotes a double-well potential [14,15,16]. The particle motion in model (1.1) follows Brownian motion, meaning that the mean square displacement (MSD) satisfies ⟨(x(t))2⟩≃t), and the forces are spatially local, i.e., long-range interactions between particles are not considered. However, due to the heterogeneity of the medium, non-local interaction forces unavoidably exist in phase field models, which cannot be described in integer-order models. Therefore, an increasing number of researchers have started to focus on studying fractional AC equations:
where CDα0,t is the Caputo fractional derivative defined by
The fractional AC equation (1.2) describes subdiffusion phenomena in nature, characterized by the power-law growth of the MSD with time (i.e., ⟨(x(t))2⟩≃tα).
However, an equally important and significant fact is that there are also many ultra-low diffusion behaviors in nature. This is because diffusing particles have a heavy-tailed waiting time distribution, which is slower than any power-law decay. Their MSDs exhibit logarithmic growth over time, i.e., ⟨(x(t))2⟩≃(logt)α. Describing these phenomena using Hadamard calculus would be more accurate. Therefore, we consider the following form of the Caputo-Hadamard-type time-fractional AC equation:
where CHDαa,t(0<α<1) represents the Caputo-Hadamard fractional derivative defined in (2.6), and the domain Ω⊂Rd(d≥1) is a bounded and convex polygon.
Although there have been many studies on the AC equation with a time Caputo derivative (see (1.2)), there seems to be no report on the time derivative in the Caputo-Hadamard sense. This paper will focus on the following two goals for this type of situation:
● Provide some theoretical results on the solution of problem (1.3), including the existence, uniqueness and regularity of the solution in certain spaces.
● Consider the numerical solution of problem (1.3), use the local discontinuous Galerkin (LDG) method for spatial approximation and discretize the time direction using a nonuniform difference formula to obtain the corresponding fully discrete scheme. The stability and convergence of this scheme are demonstrated through numerical examples.
The organization of this article is as follows. In Section 2, we provide some symbols and definitions. By utilizing the modified Laplace transform and its inverse form, the mild solution of (1.3) is derived. Section 3 mainly focuses on some theoretical analysis of (1.3). In Section 4, we present a nonuniform L1/LDG scheme for (1.3) with generalized alternating numerical fluxes. The stability analysis and error estimation of this scheme are investigated. Numerical examples are presented in Section 5. A brief summary is provided in the final section.
2.
Preliminaries
In this section, we review some common symbols and definitions and provide a representation for the solution of (1.3).
For any measurable subset ω of Ω, let (⋅,⋅)ω be the L2 inner product on ω and ‖⋅‖ω denote the L2(ω) norm defined by ‖v‖2ω=(v,v)ω. Here, we omit the subscript when ω=Ω. For each nonnegative integer r, Hr(ω) denotes the usual Sobolev space with its associated norm ‖⋅‖r.
Suppose S is a real Banach space with norm ‖⋅‖S. C([a,T];S) represents the space consisting of all continuous functions v:[a,T]→S, whose norm is defined as
To simplify the notation, in this paper we assume that ε=1 in (1.3). Set X=L2(Ω), D=H10(Ω)∩H2(Ω) and A=Δ, with a homogeneous Dirichlet boundary condition. Then the operator A satisfies the following resolvent estimate [17]:
where ‖⋅‖X→X is the operator norm on the space X, I is the identity operator and Σθ:={z∈C∖{0}:|arg(z)|≤θ}. One can thus get from (2.2) that
Definition 2.1 ([18]). The Hadamard fractional integral of a given function f(t) with order α>0 is defined as
where Γ(⋅) is the usual Gamma function.
Definition 2.2 ([18]). The Hadamard fractional derivative of a given function f(t) with order α(n−1<α<n∈Z+) is defined as
where δng(x)=(xd/dx)ng(x)=δ(δn−1g(x)).
Definition 2.3 ([8,19]). The Caputo-Hadamard fractional derivative of a given function f(t) with order α(n−1<α<n∈Z+) is defined as
For more information on Definitions 2.1–2.3, one may refer to [20,21,22,23].
Definition 2.4 ([21]). The modified Laplace transform of a given function f(t) with t∈[a,+∞)(a>0) is defined by
The inverse modified Laplace transform is given by
Definition 2.5 ([21]). For the given functions f(t) and g(t) defined on [a,+∞)(a>0), the convolution is defined by
From the definition of operator δ, it is easy to see that
Let w=u−ua. Then, one can get from (1.3) that w satisfies the following equations:
By virtue of the modified Laplace transform, one has
which further yields
According to the inverse modified Laplace transform and the convolution rule, one gets
where the operators E(t),F(t):X→X are defined as
For fixed ϑ>0 and θ∈(π2,π), Γθ,ϑ is given by
in which Im s increases.
As a consequence, the mild solution of (1.3) can be derived, that is,
Here and hereafter u(t)=u(x,t) with x∈Ω.
Now we study the properties of the operators F(t) and E(t).
Lemma 2.1. The operators E(t) and F(t) defined in (2.14) satisfy the following properties:
(ⅰ) For t∈[a,T], F(t):X→D is continuous and AF(a)=0.
(ⅱ) For t∈(a,T], it holds that
(ⅲ) For t∈(a,T], it holds that
(ⅳ) For t∈(a,T], E(t):X→D is continuous.
Proof. (ⅰ) For t∈[a,T], Sakamoto and Yamamoto have shown in [24, Theorem 2.1] that AF(t)=F(t)A:X→X is continuous. Thus, F(t):X→D is continuous with respect to t∈[a,T]. Letting f(u)=0 in (2.16), and taking the limit as t→a, one can deduce AF(a)=0.
(ⅱ) Notice that A(zα−A)−1=−I+zα(zα−A)−1, and choose ϑ=(logt−loga)−1 in the contour Γθ,ϑ; then, for any nonnegative integers k, one has
So we get (ⅱ).
(ⅲ) Because E(t)=δF(t), (ⅲ) follows from (2.17).
(ⅳ) Using the equivalent norm ‖v‖D∼‖v‖X+‖Av‖X,∀v∈D, the conclusion in (iv) can be obtained.
3.
Regularity Analysis
In order to provide a theoretical basis for the numerical analysis that follows, we will consider the existence, uniqueness and regularity of solutions to (1.3) in the present section.
Theorem 3.1. Suppose f:R→R is a Lipschitz continuous function, i.e.,
Assume that ua∈H10(Ω)∩H2(Ω). Then, (1.3) has a unique solution u that satisfies
where C is a positive constant.
Proof. First, we prove the existence of a unique solution to (1.3). For any fixed λ>0, we denote by C([a,T];X)λ the weighted norm space of function v∈C([a,T];X), equipped with the norm
Let M:C([a,T];X)λ→C([a,T];X)λ be a nonlinear map defined as
Then, for any v1(t),v2(t)∈C([a,T];X)λ, by virtue of Lemma 2.1 and the Lipschitz continuity of f, we have
Thus, by choosing a sufficiently large λ, the following inequality holds:
which means that M is a contractive mapping on the space C([a,T];X)λ. Then, based on the contraction mapping principle and the equivalence of spaces C([a,T];X)λ and C([a,T];X), we obtain that (2.16) has a unique fixed point u∈C([a,T];X).
We now prove that there exists a positive constant C such that
When s=t, (3.6) obviously holds. We focus on proving the case of a≤s<t≤T. The same can be obtained for the other case. According to (2.16), one has
For the first term, we apply Lemma 2.1–(ⅱ) and the Minkowski inequality to get
For the second term, we can obtain from Lemma 2.1–(ⅱ) that
Similarly, the third term can be bounded as
Denoting
and substituting (3.8)–(3.10) into (3.7) yield
Hence, by choosing a sufficiently large λ, we can achieve the desired result.
Applying the operator A to both sides of (2.16), and noting that
we get
By directly applying Lemma 2.1–(ⅰ), we can obtain Φ1(t)∈C([a,T];X) and
In view of Lemma 2.1–(ⅲ), one has
which implies that Φ2(t) is continuous at t=a. Meanwhile, by using Lemma 2.1–(ⅳ), we know that Φ2(t) is continuous for t∈(a,T]. Therefore, Φ2(t)∈C([a,T];X). Combining the previous three estimates, we can see that
This, together with (1.3), also show that CHDαa,tu∈C([a,T];L2(Ω)).
Finally, the term ‖δu(t)‖ has not been estimated yet. By differentiating (2.16) with respect to variable t, we obtain
Multiplying both sides of this equation by e−λ(logt−loga)(logt−loga)1−α, and by using Lemma 2.1, one gets
By taking maximum of the left-hand side over t∈[a,T] and choosing a sufficiently large λ, we obtain
All of this completes the proof.
Lemma 3.1. Let Dv(t)=(logt−loga)δv(t). Then, the following relation holds:
Proof. Recalling Definition 2.4, the following relation holds:
Lemma 3.2 (Gronwall inequality [25]). Suppose that f(t) and g(t) are nonnegative integrable functions on [a,b]. If there exists a nonnegative constant C1 such that
then
In particular, if g(t) is non-decreasing, then
Based on the above lemmas, we next show that the solution u(x,t) of (1.3) satisfies higher regularity.
Theorem 3.2. Assume that f satisfies the condition in Theorem 3.1 and ua∈H10(Ω)∩H4(Ω). Then, for t∈(a,T], it holds that
and
where C is a positive constant.
Proof. Step 1. By applying the operator D on both sides of (2.16) and utilizing Lemma 3.1, one gets
Applying the Laplace operator A to both sides of (3.17) further implies the following
Recalling the Sobolev embedding formula ‖u‖L∞(Ω)+‖∇u‖L4(Ω)≤C‖u‖2, and by using the fact that u∈C([a,T];H10(Ω)∩H2(Ω)) from (3.2), one has
Likewise,
Combining (3.18)–(3.20) and Lemma 2.1, one gets
By virtue of Lemma 3.2, we obtain
which confirms the case of l=1 in (3.15).
Step 2. In view of the definition of the Caputo-Hadamard fractional derivative in (2.6), we obtain
where the second inequality is derived by (3.22). As a result, we get from (1.3) and (3.19) that
By virtue of (1.3), we know that CHDαa,tu|∂Ω=Au|∂Ω=0 for t∈[a,T]. Noting that Ω is a bounded convex polygonal domain, we can therefore prove that (3.16) holds according to (3.23) and (3.24).
Step 3. Now, we demonstrate the case l=2 in (3.15). Apply operator δ on both sides of (3.17) to obtain that
Then, applying the Laplace operator A on both sides of (3.25) further leads to
From (3.20) and (3.22), one can deduce that
Again use the embedding theorem ‖u‖L∞(Ω)+‖∇u‖L4(Ω)≤C‖u‖2 to show that
Similar to the proof of (3.20), one can get that
Therefore, by the assumption ua∈H4(Ω), (3.26)–(3.29) and Lemma 2.1, one can derive that
This, together with Lemma 3.2, leads to the desired result.
4.
Nonuniform L1/LDG Discretization of the Time-Fractional AC Equation
As shown in Theorems 3.1 and 3.2, the solution u(x,t) of problem (1.3) may behave as weakly regular at the starting time t=a. Thus, we utilize the L1 scheme on nonuniform meshes (see [21] for more information about this scheme) to discretize the time Caputo-Hadamard derivative and by using the LDG method in space. Without loss of generality, suppose that the bounded domain Ω=(−1,1)d in (1.3) and f(u) satisfies
where C is a positive constant.
In the next analysis, we will consider the cases d=1 and 2. The more general case d>2, which can also be obtained by changing the tensor product structure of the mesh, is omitted here.
4.1. Nonuniform L1 Approximation in the Logarithmic Sense
For r≥1, denote tn=a(T/a)(n/M)r, where n=0,1,⋯,M, M∈N. We divide the interval [a,T] into a grading mesh in the logarithmic sense, that is, loga=logt0<logt1<⋯<logtn−1<logtn<⋯<logtM=logT with
Let τn=logtn−logtn−1, n=1,…,M be the time mesh sizes.
The nonuniform L1 approximation in the logarithmic sense for the Caputo-Hadamard derivative [21] at t=tn is defined as
where the discrete coefficients and the local truncation error are given, respectively, by
and
Denote a(n)n−k=bn,n−k+1/Γ(2−α), k=1,2,⋯,n, and
Letting ωβ(t)=tβ−1/Γ(β), we use (4.2) to obtain
Similar to [26, Lemma 2.1–(ⅱ)], one can prove that
In view of the integral mean-value theorem, one has
For simplicity, we denote un=u(x,tn); then, the nonuniform L1 approximation scheme given in (4.2) can be rewritten as
Lemma 4.1. [21] Let the function u(x,t) satisfy that |δlu(⋅,t)|≤C(1+(logt−loga)α−l) for l=0,1,2 and all t∈(a,T]. Then, it holds that
Lemma 4.2. Assume that u(⋅,t)∈C2(a,T] and |δlu(⋅,t)|≤C(1+(logt−loga)α−l) for l=0,1,2 and all t∈(a,T]. Then for n=1,2,⋯,M, the following inequality holds:
Proof. The proof of this lemma is analoguous to that of (3.12) in [26], so is omitted here.
Lemma 4.3 (Discrete Gronwall inequality). Let (λl)M−1l=0 be a nonnegative sequence and there exist a constant λ independent of time steps such that ∑M−1l=0λl≤λ. Assume that the sequences {ϕn}Mn=1 and {ψn}Mn=1 are nonnegative, and that the grid function {vn}Mn=1 satisfies
If the maximum time-step τM≤(2Γ(2−α)λ)−1/α, the following holds:
where Eα,1(z) is the well-known Mittag-Leffler function.
Proof. Denote
If vn≤Ψ∗:=√Γ(1−α)max1≤k≤n{(logtk−loga)α/2ψk}, then (4.9) is directly obtained from Enα≥2. For the alternative case vn>Ψ∗, we have vn>√Γ(1−α){(logtn−loga)α/2ψk}, and the inequality (4.8) can be rewritten as
Using [27, Lemma 3.6] with
we get from (4.4) that
The proof is completed.
Remark 4.1. The conclusion in Lemma 4.3 provides the theoretical support for the numerical approach to the Caputo-Hadamard fractional differential equation. The results are almost identical to the usual nonuniform L1 formula (for Caputo fractional derivative, see [28, Theorem 2.3] for details).
4.2. Notations and Projections of the LDG Method
Let us denote by Ωh={K} a shape-regular subdivision of Ω, and set ∂Ωh={∂K:K∈Ωh}. Suppose that the "left" and "right" elements KL and KR share a face e, and φ is a function defined on KL and KR, but may be discontinuous on e. Then, we use φL and φR to denote the traces of e from the left and right direction, respectively. The finite element space associated with the mesh Ωh is of the form
where Qk(K) is a tensor product space defined over K with maximal k-th polynomial. When d = 1, Qk(K)=Pk(K).
Case A (d=1): For an arbitrary element K:=Ij=(xj−12,xj+12) with j=1,2,⋯,N, we denote xj=(xj−12+xj+12)/2, hj=xj+12−xj−12 and h=max1≤j≤Nhj. Obviously, x12=−1 and xN+12=1. Let Ωh be a quasi-uniform mesh, that is, there exists a fixed positive constant ρ independent of h such that ρh≤hj≤h for j=1,2,⋯,N as h→0.
Let Ph:L2(Ω)→Vh represent the standard L2 projection, defined as
The Gauss-Radau projections P±h:H1(Ω)→Vh are given by [29]
and
Case B (d=2): For an arbitrary rectangular element K:=Kij=Ii×Jj=(xi−12−xi+12)×(yj−12,yj+12), we denote hxi=xi+12−xi−12 and hyj=yj+12−yj−12. Analogous to the one-dimensional case, hij=max{hxi,hyj} and h=maxKij∈Ωhhij are well defined. We also list the projections that will be used [30].
− The projection Π−h:H1(Ω)→Vh for scalar functions is defined as
where P−h,x and P−h,y represent the one-dimensional projection P−h given in (4.14) on a two-dimensional rectangular element Kij.
− Let Ph,x and Ph,y be the standard L2 projections in the x and y directions, respectively.
− The projection Π+h=P+h,x⊗Ph,y:[H1(Ω)]2→Vh for vector-valued functions is defined as
where →n denotes the outward unit normal vector.
As shown in [31, Lemma 2.4], the projections mentioned above satisfy the following approximation properties:
where Qh=P±h, Π−h, or Π+h. Moreover, the projection Π−h also has the following superconvergence property (see [31, Lemma 3.7]):
The "hat" term here is the numerical flux, which will be given later.
4.3. Numerical Analysis
Rewrite (1.3) into the following equivalent first-order system:
Then the weak form of (4.16) at tn can be formulated as follows:
in which v and w are test functions. The fully discrete nonuniform L1/LDG scheme is defined as follows: find (unh,pnh)∈Vh×Vh such that
hold for any (vh,wh)∈Vh×Vh. The alternating numerical fluxes are chosen, namely,
or
It is now time to present the stability and error estimate for the scheme (4.20) in the L2-norm.
Theorem 4.1. (Stability) Assume that unh and pnh (n=1,2,⋯,M) are the LDG solutions of (4.20) with numerical flux (4.21). Then, it holds that
Proof. Taking (vh,wh)=(unh,pnh) in (4.20), and by summing over all K, one has
Adding them together and using integration by parts, one gets
which means that
Notice that
This, together with (4.24), yields
Therefore, utilizing Lemma 4.3 with vn=‖unh‖ and ϕn=ψn=0, one has
provided that the maximum time step τM≤(4Γ(2−α))−1/α. The proof is completed.
Theorem 4.2. (Error estimate) Let u(x,tn) be the exact solution of problem (1.3), which satisfies that |δlu(⋅,t)|≤C(1+(logt−loga)α−l) for l=0,1,2 and all t∈(a,T]. unh and pnh (n=1,2,⋯,M) are the LDG solutions of (4.20), with numerical flux given by (4.21). Suppose that f(u) satisfies the condition (4.1). Then, there exists a positive constant C independent of M and h such that
Proof. Let us first denote
Here, the projectors are selected as
Subtracting (4.20) from (4.19) and summing over all K yield the following error equations:
Taking (vh,wh)=(Penu,Πenp) in (4.29), and by noticing the error decomposition (4.27), we obtain
where Υn=CHDαa,tun−Λαlogun. By virtue of (4.21) and the projection properties (4.12)–(4.15), we have
Then, from the Cauchy-Schwarz inequality and superconvergence property given by (4.17) that
On the other hand, for the nonlinear term in (4.32), we can obtain
where ξ=θun+(1−θ)Pun,θ∈[0,1]. Employing the Cauchy-Schwarz inequality and interpolation property (4.16), we have
Notice that f(u)−f(v)=f′(u)(u−v)−(u−v)3+3u(u−v)2. Hence, we derive from (4.1) that
Substituting (4.34)–(4.35) into (4.33) and applying (4.32), we have
This, combined with (4.25), further results in
As a consequence, according to Lemma 4.3 with vn=‖Penu‖, ϕn=2‖Υn‖, ψn=√2Chk+1, λ0=2C and λj=0 for j=1,2,⋯,M−1, as long as τM≤(4CΓ(2−α))−1/α, we will obtain
Then, Lemma 4.2 leads to
By combining the above estimate with the triangle inequality, the desired result can be obtained.
5.
Numerical Experiments
The main purpose of this section is to give a numerical example to demonstrate the validity of the proposed scheme (4.20).
Example 5.1.
where Ω=(−1,1)×(−1,1) and the source term g(x,y,t) is chosen such that the exact solution of the problem is u(x,y,t)=((logt)α+(logt)2)(x+1)2(x−1)2(y+1)2(y−1)2.
We apply the nonuniform L1/LDG scheme (4.20) to solve problem (5.1). Table 1 gives the L2-errors and convergence orders versus M for different values of α(α=0.4,0.6,0.8) and grading parameter r(r=1,2−α2α,2−αα) when taking t=2 and M=Nx=Ny, from which it is obvious that the convergence order in time is min{2−α,rα}. To investigate the spatial convergence order, we utilize (4.20) to solve (5.1) by using both linear and quadratic finite element approximations, respectively. The L2 errors and convergence order are listed in Table 2. The results show that the spatial convergence orders for the L2-norm are close to (k+1).
Comparisons between the numerical solution and the exact solution are depicted in Figures 1–3, and it can be seen that the numerical solution is in good agreement with the exact solution. The numerical solution surfaces for different times t(t=1.2,1.4,1.6,1.8) and α(α=0.1,0.5,0.9) are shown in Figures 4–7. We can observe that the diffusion behavior of uh increases with time, and the maximum peak always appears in the center of the region. But if α is smaller, the diffusion process changes more slowly.
6.
Summary
The article first investigates the existence, uniqueness and regularity of solutions to (1.3). Then, a nonuniform L1/LDG scheme is constructed, and its stability and convergence are proven. Finally, the theoretical analysis is validated through numerical examples. In future work, we will focus on showcasing the physical properties of this numerical scheme and explore the implications of different definitions of α-order fractional derivatives in the original problem. Additionally, we will examine which definition yields better results in terms of effectiveness.
Acknowledgments
The work was supported by the National Natural Science Foundation of China (No. 12101266).
Use of AI tools declaration
The authors declare they have not used Artificial Intelligence (AI) tools in the creation of this article.
Conflict of interest
The authors declare there is no conflict of interest.