In this manuscript, we propose newly-derived exponential quadrature rules for stiff linear differential equations with time-dependent fractional sources in the form $h(t^r)$, with $0<1$ and $h$ a sufficiently smooth function. To construct the methods, the source term is interpolated at $\nu$ collocation points by a suitable non-polynomial function, yielding to time marching schemes that we call Exponential Quadrature Rules for Fractional sources (EQRF$\nu$). The error analysis is done in the framework of strongly continuous semigroups. Compared to classical exponential quadrature rules, which in our case of interest converge with order $1+r$ at most, we prove that the new methods may reach order $1+\nu r$ for proper choices of the collocation points. We also show that the proposed integrators can be written in terms of special instances of the Mittag--Leffler functions that we call fractional $\varphi$ functions. Several numerical experiments demonstrate the theoretical findings and highlight the effectiveness of the approach.

Exponential quadrature rules for problems with time-dependent fractional source

Caliari, Marco;Cassini, Fabio
In corso di stampa

Abstract

In this manuscript, we propose newly-derived exponential quadrature rules for stiff linear differential equations with time-dependent fractional sources in the form $h(t^r)$, with $0<1$ and $h$ a sufficiently smooth function. To construct the methods, the source term is interpolated at $\nu$ collocation points by a suitable non-polynomial function, yielding to time marching schemes that we call Exponential Quadrature Rules for Fractional sources (EQRF$\nu$). The error analysis is done in the framework of strongly continuous semigroups. Compared to classical exponential quadrature rules, which in our case of interest converge with order $1+r$ at most, we prove that the new methods may reach order $1+\nu r$ for proper choices of the collocation points. We also show that the proposed integrators can be written in terms of special instances of the Mittag--Leffler functions that we call fractional $\varphi$ functions. Several numerical experiments demonstrate the theoretical findings and highlight the effectiveness of the approach.
In corso di stampa
Linear abstract ODEs, Stiff equations, Order reduction, Exponential quadrature, Fractional phi functions
File in questo prodotto:
File Dimensione Formato  
CC26_compressed.pdf

accesso aperto

Descrizione: paper
Tipologia: Versione dell'editore
Licenza: Creative commons
Dimensione 412.72 kB
Formato Adobe PDF
412.72 kB Adobe PDF Visualizza/Apri

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11562/1169167
Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus 1
  • ???jsp.display-item.citation.isi??? ND
social impact