Abstract
This paper aims to numerically study the time-fractional Allen-Cahn equation, where the time-fractional derivative is in the sense of Caputo with order . Considering the weak singularity of the solution at the starting time, i.e., its first and/or second derivatives with respect to time blowing-up as albeit the function itself being right continuous at , two well-known difference formulas, including the nonuniform L1 formula and the nonuniform L2- formula, which are used to approximate the Caputo time-fractional derivative, respectively, and the local discontinuous Galerkin (LDG) method is applied to discretize the spatial derivative. With the help of discrete fractional Gronwall-type inequalities, the stability and optimal error estimates of the fully discrete numerical schemes are demonstrated. Numerical experiments are presented to validate the theoretical results.
1. Introduction
The classical Allen-Cahn equation, originally proposed by Allen and Cahn [1] to describe the motion of antiphase boundaries in crystalline solids, has subsequently been used in a wide variety of problems such as vesicle membranes, nucleation of solids, and a mixture of two incompressible fluids [2]. It has become a fundamental model equation for diffusion interface methods in materials science to study phase transitions and interface dynamics [3]. Since the Allen-Cahn equation is a nonlinear equation and it is not easy to obtain its analytical solution, various numerical methods have been proposed to solve it, for example, finite difference methods [4], finite element methods [5], local discontinuous Galerkin (LDG) methods [6], and so on. Most of these studies focused on integer-order phase-field models, implicitly assuming that the motion of the underlying particles is normal diffusion and that the spatial interactions between them are local. However, in the original formulation of the physical model [7], nonlocal interactions were part of the phase-field model, and thus in the following decades, the phase-field model was approximated by the local model by assuming slow spatial variations. Meanwhile, it has been reported that the presence of nonlocal operators in time [8] or space [9] in the phase-field model may significantly change the diffusion dynamics.
In this paper, we consider the LDG method for the following time-fractional Allen-Cahn equation
where is an interface width parameter and is a bounded domain of with . The operator denotes the Caputo-type fractional derivative of order in time, which is a typical example of nonlocal operators and defined as [10]
The nonlinear term is the interficial (or potential) energy. To facilitate the mathematical and numerical analysis of phase-field model, the following Ginzburg-Landau double-well potential has often been used [11,12]
This is a relatively simple phenomenological double-well potential that is commonly used in physical and geometrical applications. It was first shown in [13] that the time-fractional Allen-Cahn equation satisfies the following energy law
where is the total energy defined by
For the time-fractional Allen-Cahn Equation (1), several numerical studies have been done. In [8], Liu et al. proposed an efficient finite-difference scheme and a Fourier spectral scheme for the time-fractional Allen-Cahn and Cahn-Hilliard phase-field equations, but there was no stability analysis or error estimate in this paper. In [13], Tang et al. proposed a class of finite difference schemes for the time-fractional phase-field equation. They also proved for the first time that the fractional phase-field model does admit an integral-type energy dissipation law. In [14], Liu et al. considered a fast algorithm based on a two-mesh finite element format for numerically solving the nonlinear spatial-fractional Allen-Cahn equation with smooth and nonsmooth solutions. In [11], Du et al. first studied the well-posedness and regularity of the time-fractional Allen-Cahn equation, and then developed several unconditionally solvable and stable numerical schemes to solve it. In [15], Huang and Stynes presented a numerical scheme to solve the time-fractional Allen-Cahn equation, which is based on the Galerkin finite element method in space and the nonuniform L1 formula in time. In [16], Hou et al. constructed a first-order scheme and a th-order scheme for the time-fractional Allen-Cahn equation. In [17], Jiang et al. considered the Legendre spectral method for the time-fractional Allen-Cahn equation. In a series of works [18,19,20], Liao et al. proposed several efficient finite difference schemes to solve the time-fractional phase-field type models.
The LDG method is a special class of discontinuous Galerkin (DG) methods, introduced first by Cockburn and Shu [21]. This type of method not only inherits the advantages of DG methods, but it can easily handle meshes with hanging nodes, cells of general shape, and different types of local spaces, so it is flexible for -adaptivity [22,23]. In addition, the LDG scheme is locally solvable, i.e., the auxiliary variables of the derivatives of the approximate solution can be eliminated locally. Therefore, we would like to extend the LDG method to the numerical calculation of the time-fractional Allen-Cahn Equation (1) and further enrich the numerical methods for solving such an equation. Specifically, we construct two fully discrete numerical schemes for problem (1). For the first scheme, we utilize the nonuniform L1 formula to compute the time-fractional derivative and apply the LDG method to approximate the spatial derivative. With the aid of the discrete fractional Gronwall inequality, we show that the constructed scheme is numerically stable and the optimal error estimate is proved detailedly (i.e., th-order accurate in time and th-order accurate in space when piecewise polynomials of up to k are used). If the solution of Equation (1) has better regularity in the time direction, we approximate the time-fractional derivative by the nonuniform L2- formula and still use the LDG method to approach the spatial derivative. The stability and convergence analysis of the scheme are also carefully investigated, and it is proved that this scheme can achieve second-order accuracy in the time direction.
The rest of the paper is organized as follows. In Section 2, we will introduce some necessary notations, projections, and corresponding interpolation properties. In Section 3 and Section 4, we consider the LDG method for the time-fractional Allen-Cahn Equation (1). The stability and optimal convergence results are obtained. In Section 5, we perform some numerical experiments to verify the theoretical statements. A brief concluding remark is given in Section 6.
2. Preliminaries
Let us start by presenting some notations for the mesh, function space, and norm. We also present some projections and certain corresponding interpolation properties for the finite element spaces which will be used for the convergence analysis.
2.1. Finite Element Space and Notations
Let be a shape-regular subdivision of with elements K, denotes the union of the boundary of elements , i.e., . Let e be a face shared by the “left” and “right” elements and . Define the normal vectors and on e pointing exterior to and , respectively. If is a function on and , but possibly discontinuous across e, let denote and denote , the left and right trace, respectively. The associated finite element space is defined as
where denotes the space of polynomials of degrees at most defined on K. In particular, for one-dimensional case, we have .
We define the inner product over the element K by
for scalar variables u, v and vector variables , respectively. The inner products on are defined as
Furthermore, the norm on the domain and the boundary are given by
For any nonnegative integer m, denotes the standard Sobolev space with its associated norm and seminorm .
2.2. Projections and Interpolation Properties
In this subsection, we follow [24] to define the projections in one- and two-dimensional space, respectively.
One-dimensional case. Assume that the mesh consisting of cells , for , where , covers =. Denote , , and . We assume is quasi-uniform mesh in this case; namely, there exists a fixed positive constant independent of h such that for , as h goes to zero. We introduce the standard projection of a function into the finite element space , denoted by , which is a unique function in satisfying
For any given function and an arbitrary element , the special Gauss-Radau projection of u, denoted by , is the unique function in satisfying, for each j,
Two-dimensional case. Let denote a subdivision of with rectangular element , where and , with the length and width . Let and denote . We also assume is quasi-uniform in this case; namely, there exists a fixed positive constant independent of h such that for and . Similar to the one-dimensional case, we need to introduce a suitable projection . The projection for the scalar function is defined as
where the subscripts x and y indicate that the one-dimensional projection defined by (5) is applied with respect to the corresponding variable.
Let and be the standard projections in the x and y directions, respectively. The projection for vector-valued function is defined by
which satisfies
where is the outward unit normal vector of the domain integrated.
Interpolation properties. The projections defined above have the following approximation properties. If , we have (see Lemma 2.4 in [25])
The projection on the Cartesian meshes has the following superconvergence property (see Lemma 3.7 in [25]).
Lemma 1.
Assume , , then the projection defined by (6) satisfies
where the “hat" term is the numerical flux.
3. Nonuniform L1–LDG Scheme
In this section, Equation (1) is first transformed into a first-order system of differential equations. Then the L1 method on nonuniform meshes is applied to the time-fractional derivative and the spatial derivative is approximated by the LDG method, and a fully discrete numerical scheme is obtained. The stability analysis and error estimate of the scheme is given by choosing suitable numerical fluxes.
3.1. The Fully Discrete Numerical Scheme and Its Stability Analysis
The usual notations of the nonuniform L1 formula are introduced here. Let M be a positive integer. Set for , where the temporal mesh grading parameter is chosen by the user. Denote , be the time mesh sizes. It is easy to see that when , the mesh is uniform.
For , we approximate the Caputo fractional derivative by the well-known L1 formula [26]
where for . For simplicity, if there is no confusion, we denote .
Set for and
Therefore, the approximate scheme (10) can be written as for . It follows from Lemma 2.1 in the literature [27] that the coefficient coefficients satisfies
Denote the truncation error as
Lemma 2
([26]). Assume that for . Then the following identity holds
Lemma 3
([27]). Assume that and for . Then the following identity holds
As the usual treatment, we would like to introduce the auxiliary variable and consider the equivalent first-order system
Then the weak formulation of (13) at can be written as
where v, are test functions.
Let be the approximation of and , respectively. Based on (14), a fully discrete nonuniform L1–LDG method is: find such that for all test functions ,
All the “hat” terms are numerical fluxes which are yet to be determined. The freedom in choosing numerical fluxes can be utilized for designing a scheme that enjoys a certain stability property. Here alternative flux is chosen
or
Summing Equation (15) over all elements yields
Next, we study the stability of scheme (18) using the numerical flux (16). The case of choosing numerical flux (17) is almost the same, so is omitted here. Firstly, we state a discrete fractional Gronwall inequality and a property of the nonuniform L1 scheme.
Lemma 4
([28]). For any finite time and a given nonnegative sequence , assume that there exists a constant λ, independent of time-steps, such that . Suppose that the grid function satisfies
where are nonnegative sequences. If the maximum time-step , it holds that, for ,
Lemma 5
([29]). Let the functions be in for . Then, one has the following inequality
Theorem 1.
The solution of the fully discrete nonuniform L1–LDG scheme (18) satisfies
Proof.
Taking the test functions in scheme (18) as and , we obtain
Adding the two equations in (21) and using (16), we have that
which indicates that
Invoking Lemma 5, we derive that
Therefore, applying Lemma 4 with , , , and for , we have
It completes the proof. □
Remark 1.
- (i)
- We point out that the stability analysis in Theorem 1 can be further improved by mathematical induction. Following the discussions given in (Theorem 4.4 in [30]), we deduce that
- (ii)
- It could be interesting to check the energy stability (i.e., for all , where ) of the fully discrete numerical scheme (18), although we cannot give the theoretical analysis at present. As seen in [19], the main difficulty is to prove the positive semi-definite of the quadratic form . In fact, with the help of Lemma 3.1 in [13], we can show the energy stability for the uniform case (i.e., the L1 formula on uniform meshes for the time-fractional derivative and the LDG method for the space approximation).
- (iii)
- The stability mentioned in Theorem 1 is about the initial value, so we can regard this stability as a priori stability.
3.2. Optimal Error Estimate
Suppose the exact solution of Equation (1) has the following smoothness properties:
Such a regularity assumption with respect to time t is often used, see for instance [15,19,30,31,32,33,34,35,36,37,38,39]. It implies that the solution likely behaves a weak singularity at the starting time , i.e., and /or blow up as albeit is continuous on . Since it has been shown in [13] that the time-fractional Allen-Cahn Equation (1) satisfies the maximum principle, namely,
we assume that the nonlinear term satisfies
where L is a positive constant. For simplicity, we denote
We choose the projection as follows
which are defined in Section 2.2.
Subtracting (18) from (14), we have the error equation
Now we show the error estimate for Equation (29).
Theorem 2.
Proof.
By taking the test functions and in (29) and applying (27), we arrive at
where and
Making use of flux (16) and the property of projections, it is obvious to see that
By using Cauchy-Schwarz inequality and Lemma 1, can be estimated as follows
where C is a positive constant dependent on .
Now we estimate the nonlinear term in (31). It is obvious to see that
where with . Then, using the Cauchy-Schwarz inequality, Young’s inequality, interpolation property (8), and (26), we can derive
It follows from the definition of (i.e., ) that
Therefore, can be rewritten as
From (26) and the Cauchy-Schwarz inequality, it is obvious to see that
Combining Equations (31), (34), (36), (38) and (39), we have
Invoking Lemma 5, one has
Letting , , , , and in Lemma 4, we can obtain from (41) that
provided that the maximum time-step . With the help of Lemma 3 and inequality (11), we have
By using the interpolation property (8) and the triangle inequality, the desired estimate follows immediately. □
As a conclusion of this section, we present the Algorithm 1 based on the nonuniform L1–LDG scheme (15).
| Algorithm 1 The nonuniform L1–LDG scheme for solving the time-fractional Allen-Cahn equation. |
| Input: the order of time-fractional derivative , interface width parameter , temporal mesh grading parameter r. |
| Output: nodal values of numerical solution at . |
| 1: Construct a shape-regular subdivision of with elements and define basis functions . |
| 2: Give the global number and coordinates of nodes. |
| 3: fordo |
| 4: Compute the mass and convection matrices , , and on K with components
|
| 5: end for |
| 6: Construct nonuniform time meshes , with time mesh sizes , . |
| 7: Introduce a vector with unknown coefficients (nodal values of , and ) as components, where , and are vectors consisting of , and , respectively. |
| 8: Choose initial value . |
| 9: fordo |
| 10: Set . |
| 11: fordo |
| 12: Calculate of the matrix corresponding to nonlinear term on K at the time level with components
|
| 13: end for |
| 14: Define a zero matrix of size . Then the global stiffness matrix and the global load vector are
|
| 15: Solve
|
| 16: end for |
| 17: fordo |
| 18: Set . |
| 19: fordo |
| 20: Assemble the matrices and associated with the nonlinear term at moments and , respectively. Their components on K are
|
| 21: end for |
| 22: Assemble the global stiffness matrix and the global load vector
|
| 23: Solve
|
| 24: end for |
From Theorem 2, it can be seen that the scheme (18) can reach the optimal convergence order in the time direction when the grid parameter . However, the numerical solution generated by (18) will be limited to th-order accurate in time, even if the solution is sufficiently smooth. Therefore, in the next section, we will study a higher-order numerical algorithm for the time-fractional Allen-Cahn Equation (1).
4. Nonuniform L2-1–LDG Scheme
In the section, we propose a fully discrete nonuniform L2-1–LDG scheme for solving the time-fractional Allen-Cahn Equation (1), which is based on the L2- approximation in the temporal direction and the LDG method in the spatial direction. The stability and the convergence of the scheme are proved rigorously.
4.1. The Fully Discrete Numerical Scheme and Its Stability Analysis
The usual notations of the nonuniform L2- formula are introduced here. Let M be a positive integer. Set for , where the temporal mesh grading parameter is chosen by the user. Denote , be the time mesh sizes. Set , , and for , .
The Caputo fractional derivative can be approximated at the point by the L2- formula [35]
Here , , and for , it holds that
Define the discrete convolution kernel , for and . Then, the L2- discretization can be rewritten as
By referring to [40], the discrete convolution kernel are defined as
The discrete convolution kernels satisfy the following properties
and
where and is a positive constant.
Let , then the weak form of the time-fractional Allen-Cahn Equation (1) at is formulated as
where v, are test functions.
By using the LDG method presented in Section 3 for the spatial discretization and the nonuniform L2- formula to time. Then we can define the fully discrete nonuniform L2-–LDG scheme as follows: find such that for all test functions and
Here the “numerical fluxes” are chosen as (16).
To show the stability of the proposed nonuniform L2-–LDG scheme, we need some important lemmas.
Lemma 6
([28]). For any finite time and a given nonnegative sequence , assume that there exists a constant Λ, independent of time-steps, such that . Let and suppose that the grid function satisfies
where are nonnegative sequences. If the maximum time-step , it holds that, for ,
Here is the Mittag-Leffler function.
Lemma 7
([29]). Suppose . For any function , we have the following inequality
Theorem 3.
If the graded mesh satisfies the maximum time-step condition , then the solution of the fully discrete nonuniform L2-–LDG scheme (48) satisfies
Proof.
Taking the test functions in (48) and integrating by parts, we get
By virtue of Lemma 7 and Cauchy-Schwarz inequality, we obtain
Using Lemma 6, it follows from (49) that
The proof is completed. □
4.2. Optimal Error Estimate
In this subsection, we give the optimal error estimate for the fully discrete nonuniform L2-–LDG scheme (48) of Equation (1). Suppose the exact solution of (1) has the following smoothness properties
The same as the nonuniform L1–LDG scheme, we assume that the nonlinear term satisfies the condition (26).
Lemma 8
([33]). Suppose . Then for any function , one has
where
and is the quadratic polynomial that interpolates to at the points , and .
Lemma 9
In Section 3.2, we give the convergence analysis for the nonuniform L1–LDG scheme. The same proof idea can be extended to the nonuniform L2-–LDG scheme. However, the proof would be somewhat more complicated. Following the similar line as before, we obtain the following error equation
where are test functions, , and are the errors with the decompositions
Here P and are the projections defined in (28).
Theorem 4.
Assume that the solution u of the problem (1) satisfies the condition (50) and . Let be the numerical solution of the fully discrete LDG scheme (48). Suppose , satisfies the condition (26), and the nonuniform mesh satisfies the maximum time-step condition , then for , the following estimate holds
where C is a positive constant independent of M and h.
Proof.
Substituting (52) into (51), we deduce that
where represents truncation error. Making use of the interpolation properties in Section 2.2, we obtain
Setting in (54) and integrating by parts, we arrive at
Applying the Cauchy-Schwarz inequality, interpolation property (9), and Lemma 1, we can bound the right hand side of (55) by
By using an analysis similar to that in (35), we can obtain the following estimate
According to interpolation property (8), we can get
Next, we estimate . When , it follows from the assumption of u that there exists a constant C such that
When , applying (50) and Lemma 9 in the literature [33], we obtain
where we have used in the second inequality. As a consequence,
Combining the above two cases, we have
By using (58), (59), and Lemmas 8 and 9, we arrive at
Substituting (60) into (57) and applying Lemma 7, we thus get
Then, invoking Lemmas 6 and (46), one has
provided that the maximum time-step . By use of the triangle inequality, the interpolation properties (8) and (9), and utilizing (62) yields the desired result. This completes the proof. □
5. Numerical Examples
The purpose of this section is to numerically validate the accuracy and efficiency of proposed Schemes (18) and (48) for solving the time-fractional Allen-Cahn Equation (1) with initial singularity. All the algorithms are implemented using MATLAB R2016a, which were run in a 3.10 GHz PC having 16GB RAM and Windows 10 operating system.
Example 1.
Consider the following two-dimensional time-fractional Allen-Cahn equation with a source term
where , , and the source term is given by
The analytical solution is given by .
The purpose of Example 1 is to demonstrate the effectiveness of the nonuniform L1–LDG scheme (18) with the numerical flux (16) for the time-fractional Allen-Cahn equation with weak singularity solution. The -norm errors and convergence orders of the numerical solution at are shown in Table 1, Table 2, Table 3 and Table 4. From Table 1 and Table 2, one can see that the convergence orders of scheme (18) in the temporal direction are close to . In Table 3 and Table 4, we take and , and the orders of convergence for are closed to in space. These numerical results coincide with Theorem 2.
Table 1.
The -norm errors and temporal convergence orders for Example 1 using scheme (18), , , , .
Table 2.
The -norm errors and temporal convergence orders for Example 1 using scheme (18), , , , .
Table 3.
The -norm errors and spatial convergence orders for Example 1 using scheme (18), , , , .
Table 4.
The -norm errors and spatial convergence orders for Example 1 using scheme (18), , , , .
Example 2.
Consider the following two-dimensional time-fractional Allen-Cahn equation with a source term
where , , and the source term is given by
The solution solves this equation.
It is clear that the exact solution u of Example 2 satisfies the regularity assumption (50), so we use the proposed nonuniform L2-–LDG scheme (48) to solve this problem. Table 5 and Table 6 report the numerical errors and convergence orders in the temporal direction. The data in these tables demonstrate that the temporal convergence order of the numerical solution is . In order to test the convergence order of the scheme in spatial direction, we fix sufficiently small temporal step ( for and for ) and vary the spatial step sizes. Table 7 and Table 8 list the numerical results for different values of , where the -th order convergence of scheme (48) in spatial direction can be achieved.
Table 5.
The -norm errors and temporal convergence orders for Example 2 using scheme (48), , , , .
Table 6.
The -norm errors and temporal convergence orders for Example 2 using scheme (48), , , , .
Table 7.
The -norm errors and spatial convergence orders for Example 2 using scheme (48), , , , .
Table 8.
The -norm errors and spatial convergence orders for Example 2 using scheme (48), , , , .
6. Concluding Remarks
This paper focuses on the numerical algorithms for the time-fractional Allen-Cahn equation with a weak singularity solution. In the time direction, it is discretized by the nonuniform L1 scheme and the nonuniform L2- scheme, respectively. In the spatial direction, the LDG method is utilized. By the discrete fractional Gronwall-type inequalities, the stability and optimal error estimates of these two schemes are proved in detail. Finally, the efficiency and accuracy of proposed fully discrete schemes are verified by some numerical examples. In future work, we extend the technique of coupling the LDG method with the nonuniform time discretization to solve the space-time fractional phase-field model.
Author Contributions
Conceptualization, Z.W.; methodology, Z.W.; software, Z.W.; validation, L.S. and J.C.; formal analysis, Z.W.; investigation, L.S.; resources, Z.W.; data curation, L.S.; writing—original draft preparation, Z.W.; writing—review and editing, Z.W.; visualization, L.S.; supervision, J.C.; project administration, Z.W. and J.C.; funding acquisition, Z.W. and J.C. All authors have read and agreed to the published version of the manuscript.
Funding
This work was supported by the National Natural Science Foundation of China (NSFC) under grant Nos. 12101266 and 11901266.
Institutional Review Board Statement
Not applicable.
Informed Consent Statement
Not applicable.
Data Availability Statement
All the data were computed using our algorithms.
Conflicts of Interest
The author declares no conflict of interest. The funder had no role in the design of the study; in the collection, analyses, or interpretation of data; in the writing of the manuscript, or in the decision to publish the results.
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