A coercive space-time variational approach to fractional diffusion problems

Abstract

We consider a fractional diffusion problem with temporal nonlocality acting on the diffusive flux. A coercive space--time variational formulation in Bochner-valued fractional Sobolev spaces is derived and the existence, uniqueness, and regularity of solutions are established. We further develop a conforming tensor-product Galerkin discretization and prove quasi-optimal error estimates in the anisotropic energy norm and improved convergence rates in weaker norms using duality arguments. In contrast to some space-time formulations for classical diffusion, the method preserves the causal structure of the evolution problem and leads to a time-stepping procedure with memory terms. On uniform time grids, the discrete history operator has a lower-triangular Toeplitz structure which enables an efficient implementation using fast recursive convolution techniques.