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Uniform convergence of multigrid finite element method for time-dependent Riesz tempered fractional problem

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arxiv 1711.08209 v2 pith:6I3D43J3 submitted 2017-11-22 math.NA cs.NA

Uniform convergence of multigrid finite element method for time-dependent Riesz tempered fractional problem

classification math.NA cs.NA
keywords convergencefractionalmethodtime-dependentelementfinitemultigridproblem
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In this article a theoretical framework for the Galerkin finite element approximation to the time-dependent Riesz tempered fractional problem is provided without the fractional regularity assumption. Because the time-dependent problems should become easier to solve as the time step $\tau \rightarrow 0$, which correspond to the mass matrix dominant [R. E. Bank and T. Dupont, {\em Math. Comp.}, 153 (1981), pp. 35--51]. Based on the introduced and analysis of the fractional $\tau$-norm, the uniform convergence estimates of the V-cycle multigrid method with the time-dependent fractional problem is strictly proved, which means that the convergence rate of the V-cycle MGM is independent of the mesh size $h$ and the time step $\tau$. The numerical experiments are performed to verify the convergence with only $\mathcal{O}(N \mbox{log} N)$ complexity by the fast Fourier transform method, where $N$ is the number of the grid points. To the best of our knowledge, this is the first proof for the convergence rate of the V-cycle multigrid finite element method with $\tau\rightarrow 0$.

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