A contour method for time-fractional PDEs and an application to fractional viscoelastic beam equations

We develop a rapid and accurate contour method for the solution of time-fractional PDEs. The method inverts the Laplace transform via an optimised stable quadrature rule, suitable for infinitedimensional operators, whose error decreases like exp(−cN/ log(N)) for N quadrature points. The method is parallisable, avoids having to resolve singularities of the solution as t ↓ 0, and avoids the large memory consumption that can be a challenge for time-stepping methods applied to time-fractional PDEs. The ODEs resulting from quadrature are solved using adaptive sparse spectral methods that converge exponentially with optimal linear complexity. These solutions of ODEs are reused for different times. We provide a complete analysis of our approach for fractional beam equations used to model small-amplitude vibration of viscoelastic materials with a fractional Kelvin–Voigt stress-strain relationship. We calculate the system’s energy evolution over time and the surface deformation in cases of both constant and non-constant viscoelastic parameters. An infinite-dimensional “solve-then-discretise” approach considerably simplifies the analysis, which studies the generalisation of the numerical range of a quasi-linearisation of a suitable operator pencil. This allows us to build an efficient algorithm with explicit error control. The approach can be readily adapted to other time-fractional PDEs and is not constrained to fractional parameters in the range 0 < ν < 1.

[1]  Weihua Deng,et al.  Finite Element Method for the Space and Time Fractional Fokker-Planck Equation , 2008, SIAM J. Numer. Anal..

[2]  Stephen P. Timoshenko,et al.  History of strength of materials : with a brief account of the history of theory of elasticity and theory of structures , 1983 .

[3]  George E. Karniadakis,et al.  Fractional Spectral Collocation Method , 2014, SIAM J. Sci. Comput..

[4]  Stepa Paunović,et al.  A novel approach for vibration analysis of fractional viscoelastic beams with attached masses and base excitation , 2019, Journal of Sound and Vibration.

[5]  Time-fractional Cahn-Hilliard equation: Well-posedness, degeneracy, and numerical solutions , 2021, Comput. Math. Appl..

[6]  L. Trefethen,et al.  Talbot quadratures and rational approximations , 2006 .

[7]  Alex Townsend,et al.  FEAST for Differential Eigenvalue Problems , 2019, SIAM J. Numer. Anal..

[8]  Matthew J. Colbrook,et al.  Computing Spectral Measures and Spectral Types , 2019, Communications in Mathematical Physics.

[9]  Sheehan Olver,et al.  A Fast and Well-Conditioned Spectral Method , 2012, SIAM Rev..

[10]  Y. Watanabe,et al.  IV , 2018, Out of the Shadow.

[11]  Chuanju Xu,et al.  Finite difference/spectral approximations for the time-fractional diffusion equation , 2007, J. Comput. Phys..

[12]  The foundations of spectral computations via the Solvability Complexity Index hierarchy: Part II , 2019, 1908.09598.

[13]  Neville J. Ford,et al.  The numerical solution of fractional differential equations: Speed versus accuracy , 2001, Numerical Algorithms.

[14]  Matthew J. Colbrook Computing semigroups with error control , 2021, SIAM J. Numer. Anal..

[15]  Lloyd N. Trefethen,et al.  The Exponentially Convergent Trapezoidal Rule , 2014, SIAM Rev..

[16]  M. Meerschaert,et al.  Finite difference approximations for two-sided space-fractional partial differential equations , 2006 .

[17]  K. J. in 't Hout,et al.  A Contour Integral Method for the Black-Scholes and Heston Equations , 2009, SIAM J. Sci. Comput..

[18]  V. Thomée,et al.  Numerical solution via Laplace transforms of a fractional order evolution equation , 2010 .

[19]  V. Thomée,et al.  Maximum-norm error analysis of a numerical solution via Laplace transformation and quadrature of a fractional-order evolution equation , 2010 .

[20]  Y. Garini,et al.  Transient anomalous diffusion of telomeres in the nucleus of mammalian cells. , 2009, Physical review letters.

[21]  M. López-Fernández,et al.  A quadrature based method for evaluating exponential-type functions for exponential methods , 2010 .

[22]  C. Lubich,et al.  On the Stability of Linear Multistep Methods for Volterra Convolution Equations , 1983 .

[23]  Matthew J. Colbrook,et al.  Computing spectral measures of self-adjoint operators , 2020, SIAM Rev..

[24]  Dongwoo Sheen,et al.  A parallel method for time discretization of parabolic equations based on Laplace transformation and quadrature , 2003 .

[25]  W. Voigt,et al.  Ueber innere Reibung fester Körper, insbesondere der Metalle , 1892 .

[26]  C. Lubich Discretized fractional calculus , 1986 .

[27]  Yongpeng Tai,et al.  Vibration analysis of complex fractional viscoelastic beam structures by the wave method , 2020 .

[28]  Santos B. Yuste,et al.  An Explicit Finite Difference Method and a New von Neumann-Type Stability Analysis for Fractional Diffusion Equations , 2004, SIAM J. Numer. Anal..

[29]  Matthew J. Colbrook,et al.  On the Solvability Complexity Index Hierarchy and Towers of Algorithms , 2015 .

[30]  H. Haddadpour,et al.  Application of radial basis functions and sinc method for solving the forced vibration of fractional viscoelastic beam , 2016 .

[31]  Guozhong Zhao,et al.  Elastic-viscoelastic Composite Structures Analysis with An Improved Burgers Model , 2018 .

[32]  M. Janev,et al.  On the thermodynamical restrictions in isothermal deformations of fractional Burgers model , 2020, Philosophical Transactions of the Royal Society A.

[33]  Mingrong Cui,et al.  Compact finite difference method for the fractional diffusion equation , 2009, J. Comput. Phys..

[34]  Hai-Wei Sun,et al.  Fast Numerical Contour Integral Method for Fractional Diffusion Equations , 2016, J. Sci. Comput..

[35]  Fanhai Zeng,et al.  Numerical Methods for Fractional Calculus , 2015 .

[36]  Sheehan Olver,et al.  A Fast and Spectrally Convergent Algorithm for Rational-Order Fractional Integral and Differential Equations , 2016, SIAM J. Sci. Comput..

[37]  Olga Martin,et al.  Stability approach to the fractional variational iteration method used for the dynamic analysis of viscoelastic beams , 2019, J. Comput. Appl. Math..

[38]  Nicola Guglielmi,et al.  Pseudospectral roaming contour integral methods for convection-diffusion equations , 2021, J. Sci. Comput..

[39]  Matthew J. Colbrook,et al.  How to Compute Spectra with Error Control. , 2019, Physical review letters.

[40]  Benedict Dingfelder,et al.  An improved Talbot method for numerical Laplace transform inversion , 2013, Numerical Algorithms.

[41]  Sondipon Adhikari,et al.  Non-local finite element analysis of damped beams , 2007 .

[42]  Xin Yu,et al.  A Numerical Method of the Euler-Bernoulli Beam with Optimal Local Kelvin-Voigt Damping , 2014, J. Appl. Math..

[43]  F. Stenger Numerical Methods Based on Sinc and Analytic Functions , 1993 .

[44]  Kangsheng Liu,et al.  Spectrum and Stability for Elastic Systems with Global or Local Kelvin-Voigt Damping , 1998, SIAM J. Appl. Math..

[45]  Keith B. Oldham,et al.  Fractional differential equations in electrochemistry , 2010, Adv. Eng. Softw..

[46]  Brian R. Mace,et al.  Wave reflection and transmission in beams , 1984 .

[47]  Alex Townsend,et al.  Continuous analogues of matrix factorizations , 2015, Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences.

[48]  S. Olver,et al.  Spectra of Jacobi Operators via Connection Coefficient Matrices , 2017, Communications in Mathematical Physics.

[49]  Hyoseop Lee,et al.  Laplace Transform Method for Parabolic Problems with Time-Dependent Coefficients , 2013, SIAM J. Numer. Anal..

[50]  Mark M. Meerschaert,et al.  A second-order accurate numerical method for the two-dimensional fractional diffusion equation , 2007, J. Comput. Phys..

[51]  Tzer-Ming Chen The hybrid Laplace transform/finite element method applied to the quasi‐static and dynamic analysis of viscoelastic Timoshenko beams , 1995 .

[52]  M. Meerschaert,et al.  Finite difference methods for two-dimensional fractional dispersion equation , 2006 .

[53]  Xianjuan Li,et al.  A Space-Time Spectral Method for the Time Fractional Diffusion Equation , 2009, SIAM J. Numer. Anal..

[54]  Anthony N. Palazotto,et al.  Kelvin-Voigt versus fractional derivative model as constitutive relations for viscoelastic materials , 1995 .

[55]  Barkai,et al.  From continuous time random walks to the fractional fokker-planck equation , 2000, Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics.

[56]  Nicolas Brisebarre,et al.  Validated and Numerically Efficient Chebyshev Spectral Methods for Linear Ordinary Differential Equations , 2018, ACM Trans. Math. Softw..

[57]  B. Guo,et al.  On the spectrum of Euler–Bernoulli beam equation with Kelvin–Voigt damping☆ , 2011 .

[58]  R. Hilfer Applications Of Fractional Calculus In Physics , 2000 .

[59]  William Thomson,et al.  IV. On the elasticity and viscosity of metals , 1865, Proceedings of the Royal Society of London.

[60]  A. Talbot The Accurate Numerical Inversion of Laplace Transforms , 1979 .

[61]  Yubin Yan,et al.  A finite element method for time fractional partial differential equations , 2011 .

[62]  M. Webb Isospectral algorithms, Toeplitz matrices and orthogonal polynomials , 2017 .

[63]  Zhiping Mao,et al.  A Spectral Method (of Exponential Convergence) for Singular Solutions of the Diffusion Equation with General Two-Sided Fractional Derivative , 2018, SIAM J. Numer. Anal..

[64]  Fawang Liu,et al.  Numerical solution of the space fractional Fokker-Planck equation , 2004 .

[65]  Yalçin Aköz,et al.  The mixed finite element method for the quasi‐static and dynamic analysis of viscoelastic timoshenko beams , 1999 .

[66]  Quasi-static and dynamical analysis for viscoelastic Timoshenko beam with fractional derivative constitutive relation , 2002 .

[67]  K. Diethelm,et al.  Fractional Calculus: Models and Numerical Methods , 2012 .

[68]  J. Klafter,et al.  The random walk's guide to anomalous diffusion: a fractional dynamics approach , 2000 .

[69]  S. P. Näsholm,et al.  A causal and fractional all-frequency wave equation for lossy media. , 2011, The Journal of the Acoustical Society of America.

[70]  Sheehan Olver,et al.  GMRES for the Differentiation Operator , 2009, SIAM J. Numer. Anal..

[71]  J. A. C. Weideman,et al.  Optimizing Talbot's Contours for the Inversion of the Laplace Transform , 2006, SIAM J. Numer. Anal..

[72]  F. Mainardi Fractional Calculus and Waves in Linear Viscoelasticity: An Introduction to Mathematical Models , 2010 .

[73]  D. Zorica,et al.  Fractional Burgers models in creep and stress relaxation tests , 2019, Applied Mathematical Modelling.

[74]  Bulk Localised Transport States in Infinite and Finite Quasicrystals via Magnetic Aperiodicity , 2021, 2107.05635.

[75]  Sheehan Olver,et al.  A Practical Framework for Infinite-Dimensional Linear Algebra , 2014, 2014 First Workshop for High Performance Technical Computing in Dynamic Languages.

[76]  I. Podlubny Fractional differential equations : an introduction to fractional derivatives, fractional differential equations, to methods of their solution and some of their applications , 1999 .

[77]  Barbara Wohlmuth,et al.  Solving time-fractional differential equation via rational approximation , 2021, ArXiv.

[78]  John McNamee,et al.  Error-Bounds for the Evaluation of Integrals by the Euler-Maclaurin Formula and by Gauss-Type Formulae , 1964 .

[79]  Nicholas Hale,et al.  The ultraspherical spectral element method , 2020, ArXiv.

[80]  J. A. C. Weideman,et al.  Gauss-Hermite Quadrature for the Bromwich Integral , 2019, SIAM J. Numer. Anal..

[81]  R. Nagel,et al.  One-parameter semigroups for linear evolution equations , 1999 .

[82]  Raytcho D. Lazarov,et al.  Error Estimates for a Semidiscrete Finite Element Method for Fractional Order Parabolic Equations , 2012, SIAM J. Numer. Anal..

[83]  J. A. C. Weideman,et al.  Improved contour integral methods for parabolic PDEs , 2010 .

[84]  Alex Townsend,et al.  Continuous Analogues of Krylov Subspace Methods for Differential Operators , 2019, SIAM J. Numer. Anal..

[85]  I. Sokolov,et al.  Anomalous transport : foundations and applications , 2008 .

[86]  Alan D. Freed,et al.  An efficient algorithm for the evaluation of convolution integrals , 2006, Comput. Math. Appl..

[87]  C. Lubich Convolution quadrature and discretized operational calculus. I , 1988 .

[88]  Yuri Luchko Fractional wave equation and damped waves , 2012, 1205.1199.

[89]  Lloyd N. Trefethen,et al.  Parabolic and hyperbolic contours for computing the Bromwich integral , 2007, Math. Comput..

[90]  Zhi‐zhong Sun,et al.  A fully discrete difference scheme for a diffusion-wave system , 2006 .

[91]  X. Li,et al.  Existence and Uniqueness of the Weak Solution of the Space-Time Fractional Diffusion Equation and a Spectral Method Approximation , 2010 .

[92]  F. Cucker,et al.  ON THE COMPUTATION OF GEOMETRIC FEATURES OF SPECTRA OF LINEAR OPERATORS ON HILBERT SPACES , 2021 .

[93]  Roberto Garrappa,et al.  Numerical Evaluation of Two and Three Parameter Mittag-Leffler Functions , 2015, SIAM J. Numer. Anal..

[94]  Yang Haitian,et al.  Identification of constitutive parameters for fractional viscoelasticity , 2014 .

[95]  R. Lewandowski,et al.  Identification of the parameters of the Kelvin-Voigt and the Maxwell fractional models, used to modeling of viscoelastic dampers , 2010 .

[96]  M. Caputo Linear Models of Dissipation whose Q is almost Frequency Independent-II , 1967 .

[97]  Yuesheng Xu,et al.  Computing highly oscillatory integrals , 2015, Math. Comput..

[98]  R. Gorenflo,et al.  Fractional calculus and continuous-time finance , 2000, cond-mat/0001120.

[99]  Ivan P. Gavrilyuk,et al.  Exponentially Convergent Parallel Discretization Methods for the First Order Evolution Equations , 2001 .

[100]  Nicola Guglielmi,et al.  Numerical inverse Laplace transform for convection-diffusion equations , 2018, Math. Comput..

[101]  Richard L. Magin,et al.  Fractional calculus models of complex dynamics in biological tissues , 2010, Comput. Math. Appl..

[102]  T. Pritz Five-parameter fractional derivative model for polymeric damping materials , 2003 .

[103]  Cesar Palencia,et al.  A spectral order method for inverting sectorial Laplace transforms , 2005 .

[104]  Matthew J. Colbrook,et al.  Scaling laws of passive-scalar diffusion in the interstellar medium , 2016, 1610.06590.

[105]  W. McLean Numerical evaluation of Mittag-Leffler functions , 2021, Calcolo.

[106]  C. Palencia,et al.  On the numerical inversion of the Laplace transform of certain holomorphic mappings , 2004 .

[107]  Jie Shen,et al.  Generalized Jacobi functions and their applications to fractional differential equations , 2014, Math. Comput..

[108]  M. Shitikova,et al.  Application of Fractional Calculus for Dynamic Problems of Solid Mechanics: Novel Trends and Recent Results , 2010 .

[109]  Y. Chen,et al.  Fractional Processes and Fractional-Order Signal Processing: Techniques and Applications , 2011 .

[110]  George E. Karniadakis,et al.  Fractional Sturm-Liouville eigen-problems: Theory and numerical approximation , 2013, J. Comput. Phys..