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Asymptotically compatible energy of variable-step fractional BDF2 formula for time-fractional Cahn-Hilliard model

Hong-lin Liao, Nan Liu, Xuan Zhao

TL;DR

The paper addresses time-fractional Cahn-Hilliard dynamics with Caputo derivatives of order $α∈(0,1)$ by designing a high-order, variable-step FBDF2 scheme that preserves a discrete energy law. A local-nonlocal splitting yields a discrete gradient structure for both local and nonlocal components, enabling energy dissipation at each time step and asymptotic compatibility with the classical CH energy as $α\to1^-$. Under step-ratio constraints, the scheme is unconditionally solvable with a convex energy framework, and numerical tests show $O(τ^{3-α})$ accuracy and effective adaptive stepping for long-time simulations. The discrete energy $E_α$ converges to the Ginzburg-Landau energy $E$ and the discrete energy law converges to its integer-order counterpart, ensuring practical reliability and relevance for multiscale diffusion processes.

Abstract

A new discrete energy dissipation law of the variable-step fractional BDF2 (second-order backward differentiation formula) scheme is established for time-fractional Cahn-Hilliard model with the Caputo's fractional derivative of order $α\in(0,1)$, under a weak step-ratio constraint $0.4753\le τ_k/τ_{k-1}<r^*(α)$, where $τ_k$ is the $k$-th time-step size and $r^*(α)\ge4.660$ for $α\in(0,1)$.We propose a novel discrete gradient structure by a local-nonlocal splitting technique, that is, the fractional BDF2 formula is split into a local part analogue to the two-step backward differentiation formula of the first derivative and a nonlocal part analogue to the L1-type formula of the Caputo's derivative. More interestingly, in the sense of the limit $α\rightarrow1^-$, the discrete energy and the corresponding energy dissipation law are asymptotically compatible with the associated discrete energy and the energy dissipation law of the variable-step BDF2 method for the classical Cahn-Hilliard equation, respectively. Numerical examples with an adaptive stepping procedure are provided to demonstrate the accuracy and the effectiveness of our proposed method.

Asymptotically compatible energy of variable-step fractional BDF2 formula for time-fractional Cahn-Hilliard model

TL;DR

The paper addresses time-fractional Cahn-Hilliard dynamics with Caputo derivatives of order by designing a high-order, variable-step FBDF2 scheme that preserves a discrete energy law. A local-nonlocal splitting yields a discrete gradient structure for both local and nonlocal components, enabling energy dissipation at each time step and asymptotic compatibility with the classical CH energy as . Under step-ratio constraints, the scheme is unconditionally solvable with a convex energy framework, and numerical tests show accuracy and effective adaptive stepping for long-time simulations. The discrete energy converges to the Ginzburg-Landau energy and the discrete energy law converges to its integer-order counterpart, ensuring practical reliability and relevance for multiscale diffusion processes.

Abstract

A new discrete energy dissipation law of the variable-step fractional BDF2 (second-order backward differentiation formula) scheme is established for time-fractional Cahn-Hilliard model with the Caputo's fractional derivative of order , under a weak step-ratio constraint , where is the -th time-step size and for .We propose a novel discrete gradient structure by a local-nonlocal splitting technique, that is, the fractional BDF2 formula is split into a local part analogue to the two-step backward differentiation formula of the first derivative and a nonlocal part analogue to the L1-type formula of the Caputo's derivative. More interestingly, in the sense of the limit , the discrete energy and the corresponding energy dissipation law are asymptotically compatible with the associated discrete energy and the energy dissipation law of the variable-step BDF2 method for the classical Cahn-Hilliard equation, respectively. Numerical examples with an adaptive stepping procedure are provided to demonstrate the accuracy and the effectiveness of our proposed method.
Paper Structure (9 sections, 10 theorems, 86 equations, 5 figures)

This paper contains 9 sections, 10 theorems, 86 equations, 5 figures.

Key Result

Lemma 2.1

For any fractional index $\alpha\in(0,1)$, it holds that where $r^*=r^*(\alpha)$ be the unique root of the equation $1/\alpha+(1+1/\alpha)r^*- (r^*)^{2-\frac{\alpha}{2}}=0$.

Figures (5)

  • Figure 1: Solution curves of $g_1(r^*,\alpha)=0$ and $g_1(2^{\gamma_{\max}}-1,\alpha)=0$.
  • Figure 2: Log-log plots of time accuracy for two different fractional orders.
  • Figure 3: Energy curves by uniform step and adaptive strategy with different parameters $\eta$.
  • Figure 4: Energy curves of Example 2 with different fractional orders $\alpha$.
  • Figure 5: Snapshots of dynamic coarsening processes for different fractional orders $\alpha$.

Theorems & Definitions (28)

  • Lemma 2.1
  • proof
  • Remark 1
  • Remark 2
  • Lemma 2.2
  • proof
  • Lemma 2.3
  • proof
  • Theorem 2.1
  • proof
  • ...and 18 more