Exponential quadrature rules for problems with time-dependent fractional source

Fuente: arXiv
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Main Authors: Caliari, Marco, Cassini, Fabio
Format: Preprint
Published: 2025
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author Caliari, Marco
Cassini, Fabio
author_facet Caliari, Marco
Cassini, Fabio
contents 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 $0<r<1$ and $h$ a sufficiently smooth function. To construct the methods, the source term is interpolated at $ν$ collocation points by a suitable non-polynomial function, yielding to time marching schemes that we call Exponential Quadrature Rules for Fractional sources (EQRF$ν$). 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 $1+νr$ 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 $φ$ functions. Several numerical experiments demonstrate the theoretical findings and highlight the effectiveness of the approach.
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id arxiv_https___arxiv_org_abs_2501_18395
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Exponential quadrature rules for problems with time-dependent fractional source
Caliari, Marco
Cassini, Fabio
Numerical Analysis
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 $0<r<1$ and $h$ a sufficiently smooth function. To construct the methods, the source term is interpolated at $ν$ collocation points by a suitable non-polynomial function, yielding to time marching schemes that we call Exponential Quadrature Rules for Fractional sources (EQRF$ν$). 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 $1+νr$ 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 $φ$ functions. Several numerical experiments demonstrate the theoretical findings and highlight the effectiveness of the approach.
title Exponential quadrature rules for problems with time-dependent fractional source
topic Numerical Analysis
url https://arxiv.org/abs/2501.18395