论文标题

L2型方法中的圆形错误问题

Roundoff error problem in L2-type methods for time-fractional problems

论文作者

Quan, Chaoyu, Wang, Shijie, Wu, Xu

论文摘要

循环误差问题经常发生在时间划分方程的插值方法中,这可能导致不良结果,例如最佳收敛的失败。这些问题本质上是由灾难性的消除引起的。当前,避免这些取消的一种可行方法是使用高斯 - kronrod正交正常来近似系数的积分公式,而不是直接在L2型方法中直接计算显式公式。但是,这增加了计算成本,并出现了其他集成错误。在这项工作中,在计算一般非均匀网格的标准和快速L2型方法的系数时,提出了一个新的框架来处理灾难性取消。我们提出了一个$δ$续签的概念,然后提出了一些阈值条件,以确保不会发生$δ$ - 现实。如果不满足阈值条件,则提出了泰勒膨胀技术,以避免$Δ$估算。数值实验表明,我们所提出的方法的性能与高斯 - kronrod正交方法一样准确,同时更有效。这使我们能够在短时间内完成数十万个时间步长的长时间模拟。

Roundoff error problems have occurred frequently in interpolation methods of time-fractional equations, which can lead to undesirable results such as the failure of optimal convergence. These problems are essentially caused by catastrophic cancellations. Currently, a feasible way to avoid these cancellations is using the Gauss--Kronrod quadrature to approximate the integral formulas of coefficients rather than computing the explicit formulas directly for example in the L2-type methods. This nevertheless increases computational cost and arises additional integration errors. In this work, a new framework to handle catastrophic cancellations is proposed, in particular, in the computation of the coefficients for standard and fast L2-type methods on general nonuniform meshes. We propose a concept of $δ$-cancellation and then some threshold conditions ensuring that $δ$-cancellations will not happen. If the threshold conditions are not satisfied, a Taylor-expansion technique is proposed to avoid $δ$-cancellation. Numerical experiments show that our proposed method performs as accurate as the Gauss--Kronrod quadrature method and meanwhile much more efficient. This enables us to complete long time simulations with hundreds of thousands of time steps in short time.

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