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Mathematics  2015 

An Analysis of Galerkin Proper Orthogonal Decomposition for Subdiffusion

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Abstract:

In this work, we develop a novel Galerkin-L1-POD scheme for the subdiffusion model with a Caputo fractional derivative of order $\alpha\in (0,1)$ in time, which arises in modeling anomalous diffusion processes in heterogeneous media. The nonlocality of the fractional derivative requires storing all the solutions from time zero. The proposed scheme is based on continuous piecewise linear finite elements, L1 time stepping, and proper orthogonal decomposition (POD). By constructing an effective reduced-order scheme, it can significantly reduce the computational complexity and storage requirement. We shall provide a complete error analysis of the scheme under realistic regularity assumptions, using a novel energy argument. Numerical experiments are presented to verify the convergence analysis and the efficiency of the proposed scheme.

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