The Finite Volume Element Method for Time-Fractional Nonlinear Fourth-Order Diffusion Equation with Time Delay ()
1. Introduction
Nowadays, researchers have placed more attention on the development of fractional differential equations as these equations are widely used in fractal media, mathematical biology, chemistry, statistical mechanics, engineering and so on [1]-[7]. Time delay occurs in many real-life applications such as population ecology, cell biology, control theory [8]-[13]. Therefore, development of numerical methods for fractional equations with time delay seems to be vital and essential.
In recent years, various numerical methods and theory of fractional differential equations have been studied extensively by researchers and their study comprises numerical methods such as finite difference, finite volume, finite element and so on. In [14], Danumjaya P et al. applied the mixed finite element methods to a fourth order reaction diffusion equation with different types of boundary conditions and established some priori bounds with the help of Lyapunov functional. In [15], Yang Liu et al. presented a finite difference/finite element algorithm, which is based on a finite difference approximation in time direction and finite element method in spatial direction, and discussed the numerical solutions of a time-fractional fourth-order reaction-diffusion problem with a nonlinear reaction term. Tie Zhang et al. in [16] studied the finite volume method for solving the time-fractional diffusion equations and analyzed a fully discrete numerical scheme which is based on the linear finite volume method and the L1 difference. Xinfei Liu et al. in [17] considered the nonlinear time-fractional stochastic fourth-order reaction-diffusion equation perturbed by noises based on the mixed finite element in spatial direction and the generalized BDF2-
in temporal discretization, and obtained the semi- and fully-discrete schemes.
There have been many studies on nonlinear time delay differential equations with spatial second derivative [18]-[21]. However, limited work has been done for nonlinear fourth-order differential equations with time delay. Sarita Nandal et al. in [22] constructed a compact difference scheme for one-dimensional time-fractional fourth-order nonlinear sub-diffusion wave equation with time delay and conducted the numerical analysis of the scheme using discrete energy method. In [23] Hongxia Xie et al. constructed a compact difference scheme for two-dimensional time-fractional nonlinear fourth-order diffusion equation with time delay and proved the convergence rate in time and space.
In this article, we take into account the following time-fractional nonlinear fourth-order diffusion equation with time delay,
(1.1a)
(1.1b)
(1.1c)
where
,
,
is delay and
stands for nonlinear time delay source term,
is given and sufficiently smooth function. The fractional derivative
is considered in Caputo sense as follows
Throughout the article, we assume that the source function
is sufficiently smooth likewise considered in the following sense:
The partial derivatives
and
are continuous in the
neighborhood of the solution and let
(1.2)
2. Preliminary
To construct a finite volume element method for problem (1.1), we firstly divide the region
. Taking a positive integer
, we define the temporal step size
and
.
Suppose
is a polygonal region with boundary
. Divide
into a sum of finite number of small triangles called elements that they have no overlapping internal region. All the elements constitute a triangulation of
, denoted by
, where
is the maximum length of all the sides. Then we construct a dual decomposition
related to
. Let
be a node of a triangle,
the adjacent nodes of
. Choose the barycenter
of the triangle
and the midpoint
of
and connect successively to form a dual element
as shown in Figure 1. All the dual elements constitute the dual grid
.
Figure 1. Barycenter dual decomposition.
In this paper, we denote by
the set of the nodes of the decomposition
,
the set of the interior nodes, and
the set of the nodes of the dual decomposition
. We assume that
and
are quasi-uniform, i.e. let
and
be the areas of the triangular element
and dual element
respectively, there exist constants
independent of
that
Lemma 2.1 [20]. The
approximation formula for Caputo fractional derivative of
order is given by
(2.1)
where
, and
(2.2)
The following statements hold for
:
(2.3)
Lemma 2.2 [24]. Let
and
be nonnegative sequences. If
then it holds that
where
is a nonnegative constant.
3. Formula of the Finite Volume Element Scheme
In this section, we will present the derivation of the finite volume element scheme approximating problem (1.1). Let
be an auxiliary variable and the problem (1.1) can be rewritten as the following system:
(3.1a)
(3.1b)
(3.1c)
(3.1d)
Making use of Green’s formula, the corresponding weak formulation of (3.1) is to seek
satisfying, for any
(3.2a)
(3.2b)
with , where
. Define the space
as the set of piecewise-linear polynomials with respect to
, which can be expressed by

where
is the set of all linear polynomials on
. It is obvious that
is the subspace of
. Then we choose the test function space
as the piecewise constant function space corresponding to
:
Set
Let
be the interpolation project from
to
:
(3.3)
where
is the characteristic function of the set
.
We define
. Using Taylor’s series, the following equations can be easily obtained
For
with
when
:
Case 1:
Case 2:
Denote
and

Linearization of the non-linear source term
by Taylor’s series yields
We denote
and
.
The semidiscrete finite volume scheme is to find a pair
such that
(3.4a)
(3.4b)
(3.4c)
where .
Denote
. Applying Lemme 2.1, consider the completely discretization finite volume scheme as follows: find
, such that:
(3.5a)
(3.5b)
(3.5c)
where
and
are approximation of
and
, respectively. The projection
will be defined lately.
Lemma 3.1 [25]. The bilinear form
is symmetric and positive definite:
Lemma 3.2 [25]. There hold the following statements:
(i) .
(ii) Set
. Then
is equivalent to
on
, that is, there exist positive constants
and
such that
Applying Hölder inequality, it’s obvious that
Theorem 3.1. The finite volume scheme (3) is uniquely solvable.
proof. Since the finite volume scheme is linear, we can obtain the unique solvability by proving that the relevant homogeneous problem:
(3.6a)
(3.6b)
admits solely trivial solution. Setting
and
in (3.6a) and (3.6b), respectively. Using Lemma 2.3, we have
Multiplying (3.6b) by
, then we substract the resulting equation from (3.6a) to obtain
Applying Lemma 2.4, we arrive at
, then it can be easily obtained that
From the above equality, it is obvious that
. Therefore we show that the solution of (3.6a)-(3.6b) is zero which implies that the scheme (3.5) is uniquely solvable. This proves the theorem.
4. Convergence and Stability Analysis
In this subsection, to analyze and discuss fully discrete a priori error results, we need to introduce an auxiliary projection
defined by
(4.1)
Lemma 4.1 [25]. Let
be the auxiliary projection of
defined by (4.1) and
then
Theorem 4.1. Let
be the solution of (1) and
be the solution of the finite volume scheme (3) with
respectively, then the optimal error result in
-norm hold
(4.2)
where
is independent of
and
.
proof. To simplify the process of writing in the proof, we now split the errors as
Using (4.1), we note that
Substracting the Equation (3.5) from (3.1), we obtain the error equations as follows
(4.3a)
(4.3b)
Setting
and
, substracting the Equations (4.3b) from (4.3a), we arrive at
(4.4)
based on the result
obtained by Lemma 3.1.
Substituting the definition of
and multiplying the equations by
, we obtain that
(4.5)
Making use of Cauchy-Schwarz inequality and Lemma 3.2 and multiplying the equations by 4, we get
(4.6)
From Lemma 2.1, we see that
Hence we can rewrite (4.6) as follows
(4.7)
Choosing
, using
-Cauchy inequality and (4.7), we obtain
(4.8)
Applying Lemma 3.2 yields
(4.9)
For the next process, now we need to consider
-
.
Considering
, based on the initial condition, it’s clear that
(4.10)
For
, we can easily get the following inequality by Lemma 4.1,
(4.11)
For
, we rewrite
as the following form
Using Lemma 2.1, we obtain
and
Applying Lemma 4.1, it yields
and
Then we use the triangle inequality to derive
(4.12)
For
, it follows from the definition of
:
Similarly,
Noting that
and
, by the triangle inequality and Taylor’s series, we can check that the following inequalities hold :
Case 1: if
and
Thus
Case 2: if
Case 3: if
Applying Lemma 4.1, we obtain that
for
.
Based on the above derivation, we reach that
(4.13)
For
, we have
(4.14)
Substitute the results for
-
into (4.9) to obtain
(4.15)
Using Lemma 2.2, we have
(4.16)
Denoting
, we obtain that
(4.17)
Applying Lemma 4.1, we conclude that
(4.18)
Thus the proof of the theorem is completed.
Next, we analyze the numerical stability of the finite volume scheme (3.5). The numerical stability means that a small perturbation of the initial value implies a small perturbation of the numerical solution.
Theorem 4.2. we suppose that
is the solution of perturbation equation and
is a small perturbation of
, denoting
,
, the following stability result hold
(4.19)
This theorem can be proved by using the same way as the proof of Theorem 4.1.
5. Numerical Experiments
We now present some numerical experiments to verify our theoretical statements. For the purpose of manifesting the stability and convergence rate of the proposed scheme, we first consider an example in which the exact solutions are known. Then in the second example, we consider a more realistic problem for which the exact solution is not given beforehand. In addition, we choose
and
for all examples.
Example 1. Choose the exact solution for the problem (1.1) to be
associated with the following source function
In Table 1 and Table 2, the error in
-norms are listed with delay parameter
. To testify the convergence order in spatial direction, we keep varying
and
. Similarly, to testify the convergence order in temporal direction, we keep varying
and
. From the numerical results we can see that the scheme (3) is stable and has the convergence rate of
. In order to present a comparison with our scheme, this example is also numerically solved by a central difference scheme and the results of it are listed in Table 3 and Table 4. By comparison, we can find that our scheme is more advantageous in accuracy, the comparison between the two methods is presented in Figure 2. Furthermore, The numerical solutions and exact solutions are plotted in Figure 3.
Table 1. Errors and spatial convergence orders of finite volume scheme with
at
.
s |
|
h |
|
order |
0.2 |
0.3 |
|
3.6198E−03 |
|
|
|
|
9.0193E−04 |
2.00 |
|
|
|
4.0061E−04 |
2.00 |
|
|
|
2.2529E−04 |
2.00 |
|
0.5 |
|
3.6134E−03 |
|
|
|
|
9.0018E−04 |
2.01 |
|
|
|
3.9981E−04 |
2.00 |
|
|
|
2.2485E−04 |
2.00 |
|
0.7 |
|
3.6089E−03 |
|
|
|
|
8.9874E−04 |
2.01 |
|
|
|
3.9910E−04 |
2.00 |
|
|
|
2.2449E−04 |
2.00 |
Table 2. Errors and time convergence orders of finite volume scheme with
at
.
s |
|
|
|
order |
0.2 |
0.3 |
|
3.5423E−03 |
|
|
|
|
8.8172E−04 |
2.01 |
|
|
|
3.9178E−04 |
2.00 |
|
|
|
2.2045E−04 |
2.00 |
|
0.5 |
|
3.5672E−03 |
|
|
|
|
8.9237E−04 |
2.00 |
|
|
|
3.9809E−04 |
1.99 |
|
|
|
2.2476E−04 |
1.99 |
|
0.9 |
|
3.7612E−03 |
|
|
|
|
9.9265E−04 |
1.92 |
|
|
|
4.6512E−04 |
1.87 |
|
|
|
2.7484E−04 |
1.83 |
Table 3. Errors and spatial convergence orders of central difference scheme with
at
.
s |
|
h |
|
order |
0.2 |
0.3 |
|
8.3102E−03 |
|
|
|
|
2.0635E−03 |
2.01 |
|
|
|
9.1595E−04 |
2.00 |
|
|
|
5.1498E−04 |
2.00 |
|
0.5 |
|
8.3036E−03 |
|
|
|
|
2.0618E−03 |
2.01 |
|
|
|
9.1516E−04 |
2.00 |
|
|
|
5.1456E−04 |
2.00 |
|
0.7 |
|
8.2989E−03 |
|
|
|
|
2.0603E−03 |
2.01 |
|
|
|
9.1444E−04 |
2.00 |
|
|
|
5.1419E−04 |
2.00 |
Table 4. Errors and time convergence orders of central difference scheme with
at
.
s |
|
|
|
order |
0.2 |
0.3 |
|
8.2269E−03 |
|
|
|
|
2.0429E−03 |
2.01 |
|
|
|
9.0707E−04 |
2.00 |
|
|
|
5.1014E−04 |
2.00 |
|
0.5 |
|
8.2519E−03 |
|
|
|
|
2.0536E−03 |
2.01 |
|
|
|
9.1338E−04 |
2.00 |
|
|
|
5.1445E−04 |
2.00 |
|
0.9 |
|
8.4475E−03 |
|
|
|
|
2.1541E−03 |
1.97 |
|
|
|
9.8047E−04 |
1.94 |
|
|
|
5.6455E−04 |
1.92 |
Figure 2. Error comparison between the two methods when
. (a) Spatial errors for
; (b) Temporal errors for
.
Figure 3. Numerical solution and exact solution in Example 1 at
with
,
. (a) Numerical solution
; (b) Numerical solution
; (c) Exact solution
; (d) Exact solution
.
Example 2. We consider the problem (1.1) with the following initial and boundary conditions
and source function
We choose the numerical solution with
and
as the approximating exact solution.
In Table 5 and Table 6, the error in
-norms are listed with delay parameter
Table 5. Errors and spatial convergence orders of finite volume scheme with
at
.
s |
|
h |
|
order |
0.3 |
0.2 |
|
1.5841E−06 |
|
|
|
|
6.8489E−07 |
1.21 |
|
|
|
3.2876E−07 |
1.81 |
|
|
|
1.8257E−07 |
2.04 |
0.5 |
0.2 |
|
1.1614E−06 |
|
|
|
|
5.0213E−07 |
1.21 |
|
|
|
2.4103E−07 |
1.81 |
|
|
|
1.3385E−07 |
2.04 |
0.7 |
0.2 |
|
6.8891E−07 |
|
|
|
|
2.9784E−07 |
1.21 |
|
|
|
1.4297E−07 |
1.81 |
|
|
|
7.9394E−08 |
2.04 |
Table 6. Errors and time convergence orders of finite volume scheme with
at
.
s |
|
|
|
order |
0.3 |
0.2 |
|
1.5708E−06 |
|
|
|
|
6.7389E−07 |
1.22 |
|
|
|
3.2117E−07 |
1.83 |
|
|
|
1.7739E−07 |
2.06 |
0.5 |
0.2 |
|
1.1452E−06 |
|
|
|
|
4.8876E−07 |
1.23 |
|
|
|
2.3183E−07 |
1.84 |
|
|
|
1.2759E−07 |
2.08 |
0.7 |
0.2 |
|
6.7562E−07 |
|
|
|
|
2.8683E−07 |
1.24 |
|
|
|
1.3542E−07 |
1.85 |
|
|
|
7.4271E−08 |
2.09 |
Figure 4. Numerical solution in Example 2 with
,
. (a) t = 0.2; (b) t = 0.4; (c) t = 0.6; (d) t = 0.8.
Figure 5. Numerical solution in Example 2 with
,
. (a) t = 0.2; (b) t = 0.4; (c) t = 0.6; (d) t = 0.8.
. To testify the convergence order in spatial direction, we keep varying
and
. Similarly, to testify the convergence order in temporal direction, we keep varying
and
. From tables we can see that numerical results are consistent with the theoretical results. In Figure 4 and Figure 5, the numerical solution with the time evolution are plotted when the delay s = 0.2, 0.5, respectively. It indicate that the delay effect on the behavior of the numerical solution.
6. Conclusion
In this article, a finite volume element scheme, which can achieve the convergence rate of
, has been derived for the two-dimensional time-fractional nonlinear fourth-order diffusion equation with time delay. The stability and convergence analyses of our scheme are proved by Gronwall lemma. Then, the numerical experiments are given to verify the effectiveness of the proposed scheme.