Long-time behavior of numerical solutions to nonlinear fractional ODEs

¹ Department of Mathematics and Center for Nonlinear Studies, Northwest University, 710075 Xi’an, Shaanxi, P.R. China
² Hunan Key Laboratory for Computation and Simulation in Science and Engineering, Xiangtan University, 411105 Xiangtan, Hunan, P.R. China
³ Deptartment of Mathematics, The Chinese University of Hong Kong, Shatin, NT, Hong Kong

^* Corresponding author: zou@math.cuhk.edu.hk

Received: 8 July 2018
Accepted: 24 August 2019

Abstract

In this work, we study the long time behavior, including asymptotic contractivity and dissipativity, of the solutions to several numerical methods for fractional ordinary differential equations (F-ODEs). The existing algebraic contractivity and dissipativity rates of the solutions to the scalar F-ODEs are first improved. In order to study the long time behavior of numerical solutions to fractional backward differential formulas (F-BDFs), two crucial analytical techniques are developed, with the first one for the discrete version of the fractional generalization of the traditional Leibniz rule, and the other for the algebraic decay rate of the solution to a linear Volterra difference equation. By means of these auxiliary tools and some natural conditions, the solutions to F-BDFs are shown to be contractive and dissipative, and also preserve the exact contractivity rate of the continuous solutions. Two typical F-BDFs, based on the Grünwald–Letnikov formula and L1 method respectively, are studied. For high order F-BDFs, including convolution quadrature schemes based on classical second order BDF and product integration schemes based on quadratic interpolation approximation, their numerical contractivity and dissipativity are also developed under some slightly stronger conditions. Numerical experiments are presented to validate the long time qualitative characteristics of the solutions to F-BDFs, revealing very different decay rates of the numerical solutions in terms of the the initial values between F-ODEs and integer ODEs and demonstrating the superiority of the structure-preserving numerical methods.