Compact difference scheme for semi-linear delayed diffusion wave equation with fractional order in time Ahmed S. Hendy1,2 Vladimir G. Pimenov1,3 ahmed.hendy@fsc.bu.edu.eg v.g.pimenov@urfu.ru 1 – Institute of Natural Sciences and Mathematics, Ural Federal University (Yekaterinburg, Russia) 2 – Department of Mathematics, Benha University (Benha, Egypt) 3 – Krasovskii Institute of Mathematics and Mechanics (Yekaterinburg, Russia) Abstract A compact difference scheme for a class of non-linear fractional diffusion-wave equations with fixed time delay is considered. Analysis of the constructed difference scheme is done in L∞ -norm by means of the discrete energy method. A numerical test example is introduced to illustrate the accuracy and efficiency of the proposed method. 1 Introduction An important class of fractional differential equations which has been studied widely in recent years is the time fractional diffusion-wave equation (FDWE). The time FDWE is obtained from the classical diffusion-wave equation by replacing the second-order time derivative term by a fractional derivative of order 1 < α ≤ 2. The fractional diffusion equation was introduced in physics by Nigmatullin [16] to describe diffusion in media with fractal geometry, which is a special type of porous media. Gorenflo et al. [10] presented the scale-invariant solutions for the time-fractional diffusion-wave equation in terms of the generalized Wright function. Agrawal [2] extended this formulation to a diffusion-wave equation that contains a fourth-order space derivative term in a bounded space domain. Recently, simulations of the approximation solutions of time-fractional wave, forced wave (shear wave) and damped wave equations are given in [1]. A novel fractional diffusion-wave equation with non- local regularization for noise removal was presented in [24]. The existence and uniqueness of solutions for Dirichlet initial-boundary value problem associated to the semi linear fractional wave equation was recently studied in [14]. As a numerical approach to solve FDWE, Sun and his co-authors proposed a high order difference methods for the fractional diffusion-wave equation [8]. Also, in [22], the efforts of the authors were devoted to the application of fractional multi-step method to obtain a numerical solution of time fractional diffusion-wave equation. Compact finite difference schemes for the modified anomalous fractional sub-diffusion equation and fractional diffusion- wave equation were studied in [21]. A numerical solution for a general class of diffusion problem was considered in [3], where the standard time derivative is replaced by a fractional one. An efficient numerical method was constructed in [26] to solve this moving boundary problem. Time delay occurs in many realistic applications which are modeled mathematically, e.g. [9, 6, 13, 4, 15, 5]. Reaction-diffusion equations with time delay effect have been proposed as models for the population ecology, the cell biology and the control theory in recent years [19]. The existence of mild solutions for initial value problem for nonlinear time fractional non-autonomous evolution equations with delay in Banach space E was studied in [7]. Numerically, a linearized quasi-compact difference scheme was proposed for semi-linear space-fractional Copyright c by the paper’s authors. Copying permitted for private and academic purposes. In: A.A. Makhnev, S.F. Pravdin (eds.): Proceedings of the International Youth School-conference «SoProMat-2017», Yekaterinburg, Russia, 06-Feb-2017, published at http://ceur-ws.org 325 diffusion equations with a fixed time delay [11]. A linearized compact finite difference scheme was presented for the semi-linear fractional delay convection-reaction–diffusion equation in [23]. The authors of the manuscript at hand, recently proposed a difference scheme for a class of non-linear delay distributed order fractional diffusion equations in [17]. As an extension to this contribution and depending on Sun ’s work [20], we seek to derive a compact linear difference scheme to solve numerically FDWE effected with a non-linear delayed source function, more specific we consider ∂ α u(x, t) ∂ 2 u(x, t) α =K + f (x, t, u(x, t), u(x, t − s)), t > 0, 0 ≤ x ≤ L, (1a) ∂t ∂x2 with the following initial and boundary conditions ∂u(x, 0) ∂ r̃(x, t) u(x, t) = r̃(x, t), 0 ≤ x ≤ L, t ∈ [−s, 0], = ψ̃(x) = lim , (1b) ∂t t→−0 ∂t u(0, t) = φ0 (t), u(L, t) = φL (t), t > 0, (1c) where s > 0 is the delay parameter, K is a positive constant. The fractional derivative of order 1 < α ≤ 2 is defined in Caputo sense. In order to transform (1) to a system with zero Dirichlet boundary conditions, we define h(x, t) := φ0 (t) + x L (φL (t) − φ0 (t)) and introduce the new function v(x, t) = u(x, t) − h(x, t). Hence, we have ∂ α v(x, t) ∂ 2 v(x, t) = K + f (x, t, v(x, t), v(x, t − s)), t > 0, 0 ≤ x ≤ L, (2a) ∂tα ∂x2 with the following initial and boundary conditions ∂v(x, 0) ∂r(x, t) v(x, t) = r(x, t), 0 ≤ x ≤ L, t ∈ [−s, 0], = ψ(x) = lim , (2b) ∂t t→−0 ∂t v(0, t) = v(L, t) = 0, t > 0. (2c) We need to overcome two degrees of complexity; how to employ a suitable approximation of the time fractional derivative on the one hand, and how to approximate the non linear delay source function linearly on the other, in order to obtain a numerical solution for (2). Throughout this work and by the aid of [23], we suppose that the function f (x, t, µ, v) and the solution u(x, t) of (2) are sufficiently smooth in the following sense: • Let m be an integer Smsatisfying ms ≤ T < (m + 1)s, define Ir = (rs, (r + 1)s), for r = −1, 0, . . . , m − 1, Im = (ms, T ), I = q=−1 Iq and assume that u(x, t) ∈ C (6,3) ([0, L] × [0, T ]), • The partial derivatives fµ (x, t, µ, v) and fv (x, t, µ, v) are continuous in the 0 -neighborhood of the solution. Define c1 = sup |fµ (x, t, u(x, t) + 1 , u(x, t − s) + 2 )| , (3a) 0 |aij |; j6=i 10 bα0 K 1 bα0 K aii = + 2, ai+1,i = − 2 = ai−1,i . 12 µ̄τ h 12 µ̄τ 2h Therefore, the coefficient matrix is nonsingular and the theorem is readily proved by strong induction.  3 Convergence and stability for the difference scheme Now, we introduce the uniqueness, stability and convergence theorems in L∞ -norm using the discrete energy method for the proposed difference scheme. The spatial domain [0, L] is covered by Ωh = {xi | 0 ≤ i ≤ M, } and let Vh = {v | v = (v0 , . . . , vM ), v0 = vM = 0} be a grid function space on Ωh . For any u, v ∈ Vh , define the discrete inner products and corresponding norms as M X −1 M X hu, vi = h ui vi , hδx u, δx vi = h (δx ui−1/2 )(δx vi−1/2 ), i=1 i=1 1 hδx2 u, vi = −hδx u, δx vi, δx ui = (ui − ui−1 ), h p p kuk = hu, ui, |u|1 = hδx u, δx ui, kuk∞ = max |u|, 0≤i≤M and denote v v u M u M −1 u X u X 2 |v|1 = th (δx vi )2 , kδx vk∞ = th (δx2 vi )2 . i=1 i=1 According to [25], the following inequalities are fulfilled √ L L kuk∞ ≤ |u|1 , kuk ≤ √ |u|1 . (11) 2 6 For the analysis of the difference scheme, we will use the following lemmas: Lemma 3. Let v ∈ Vh , we have kδx2 vk ≤ h2 |v|1 . √ Lemma 4. [18] Let v ∈ Vh and v0 = vM = 0. Then, we have kvk∞ ≤ 2L |v|1 . Lemma 5. [20] For any G = {G1 , G2 , G3 , . . .} and ψ, we obtain m " k−1 # m 1−αl 2−αl X α X α αl αl tm X tm b0 Gk − (bk−j−1 − bk−j )Gj − bk−1 ψ Gk ≥ l τ G2k − ψ2 . j=1 2(2 − α l ) 2(2 − α l ) k=1 k=1 329 Lemma 6. Gronwall inequality [25]. Suppose that {F k | k ≥ 0} is a nonnegative sequence and satisfies k+1 Pk F ≤ A + Bτ l=1 F l , k ≥ 0, for some nonnegative constants A and B. Then F k+1 ≤ A exp(Bkτ ). Theorem 2. (Convergence). Let v(x, t) ∈ [0, L]×[−s, T ], be the solution of (2) such that v(xi , tk ) = Vik and vi (0 ≤ i ≤ M, −n ≤ k ≤ N ) be the solution of the difference scheme (9), denote eki = Vik − vik , for 0 ≤ i ≤ M , k −n ≤ k ≤ N , r 3L  3T  1 C= exp (5c21 + c22 ) , θ = T α−1 Γ(3 − α), 8θK 8θK 2 then if 1    3−α    41 0 0 τ ≤ τ0 = , h ≤ h0 = , (12) 4C 4C one has that k ek k∞ ≤ C τ 3−α + h4 , 0 ≤ k ≤ N,  (13) where c1 , c2 and 0 are those from (3). The proof uses the previous formulated lemmas in the sense of our results in [12]. To discuss the stability of the difference scheme (9), we also use the discrete energy method in the same way like the discussion of the convergence. Let {zik | 0 ≤ i ≤ M, 0 ≤ k ≤ N } be the solution of    k−1 1 k−1/2 X j−1/2 A  bα 0 δt zi − (bα α k−j−1 − bk−j )δt zi − bα k−1 ψ(xi )  µ̄ j=1   k−1/2 1 1 1 1 = Kδx2 zi + Af xi , tk−1/2 , zik + zik−1 , zik−n−1 + zik−n , (14a) 2 2 2 2 such that 1 ≤ i ≤ M − 1, 1 ≤ k ≤ N, and supplied by appropriate initial and boundary conditions z0k = φ0 (tk ), k zM = φL (tk ), 1 ≤ k ≤ N, (14b) zik = r(xi , tk ) + ρki , 0 ≤ i ≤ M, −n ≤ k ≤ 0, (14c) where ρki is the perturbation of ψ(xi , tk ). Following the same steps as in the proof of the convergence theorem, the stability of the scheme is obtained. Theorem 3. (Stability). Let θik = zik − vik , for 0 ≤ i ≤ M, −n ≤ k ≤ N. Then there exist some arbitrary positive constants c4 , c5 , h0 , τ0 which fulfill v 0 u M −1 k √ X k k u X kθ k∞ ≤ c4 τ kρ k, 0 ≤ k ≤ N, kρ k = th (ρki )2 , k=−n i=1 conditioned by h ≤ h0 , τ ≤ τ0 , max |ρki | ≤ c5 . −n≤k≤0 0≤i≤M 4 Numerical Verification Let νik be the solution of the constructed difference scheme (9) with the step sizes τ and h. Define the maximum norm error by E(τ, h) = max kVik − νik k∞ . Also, define the following error rates 0≤i≤M 0≤k≤N     E(2τ, h) E(τ, 2h) rate1 = log2 , rate2 = log2 . E(τ, h) E(τ, h) Consider the following numerical test example ∂ α u(x, t) ∂ 2 u(x, t) = + f (x, t, u(x, t), u(x, t − s)), t ∈ (0, 1), 0 < x < π, (15a) ∂tα ∂x2 330   Γ(4) f (x, t, u(x, t), u(x, t − s)) = sin(x) (t3 + 2t + 4) + Γ(4−α) t3−α − u(x, t − s) + sin(x)((t − s)3 + 2(t − s) + 4), with the following initial and boundary conditions u(x, t) = (t3 + 2t + 4) sin(x), 0 ≤ x ≤ π, t ∈ [−s, 0), s > 0, (15b) u(0, t) = u(π, t) = 0, t ∈ [0, 1]. (15c) The exact solution of this problem is u(x, t) = (t3 + 2t + 4) sin(x). (16) Results are presented in Tables (1) - (2) (time) and Table 3 (space). From these numerical results, we can see a good agreement between theoretical and numerical results. Table 1: Errors and convergence order of the difference scheme (9) for (15) in time variable with α = 1.25, h = π/3000 and with time delay s = 1. τ E(τ, h) rate1 1 10 0.00015 1 20 0.00004 1.732 1 40 0.00001 1.738 1 80 4.049 × 10−6 1.741 1 160 1.209 × 10−6 1.744 1 320 3.597 × 10−7 1.749 Table 2: Errors and convergence order of the difference scheme (9) for (15) in time variable with α = 1.75, h = π/3000 and with time delay s = 41 . τ E(τ, h) rate1 1 40 0.00003 1 80 0.00001 1.232 1 160 5.415 × 10−6 1.238 1 320 2.288 × 10−6 1.243 1 640 9.625 × 10−7 1.249 Table 3: Errors and convergence order of the difference scheme (9) for (15) in space variable with α = 1.5, τ = 1/10000 and with time delay s = 12 . h E(τ, h) rate2 π 4 0.00027 π 8 0.000018 3.872 π −6 16 1.2525 × 10 3.880 π 32 8.24587 × 10−8 3.925 π 64 5.28023 × 10−9 3.965 π 128 3.33926 × 10−10 3.983 Acknowledgements This work was supported by Government of the Russian Federation Resolution N 211 of March 16, 2013. References [1] E. A. 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