Discrete gradient structure of a second-order variable-step method for nonlinear integro-differential models

Abstract

The discrete gradient structure and the positive definiteness of discrete fractional integrals or derivatives are fundamental to the numerical stability in long-time simulation of nonlinear integro-differential models. We build up a discrete gradient structure for a class of second-order variable-step approximations of fractional Riemann-Liouville integral and fractional Caputo derivative. Then certain variational energy dissipation laws at discrete levels of the corresponding variable-step Crank-Nicolson type methods are established for time-fractional Allen-Cahn and time-fractional Klein-Gordon type models. They are shown to be asymptotically compatible with the associated energy laws of the classical Allen-Cahn and Klein-Gordon equations in the associated fractional order limits.Numerical examples together with an adaptive time-stepping procedure are provided to demonstrate the effectiveness of our second-order methods.