A novel second order finite difference discrete scheme for fractal mobile/immobile transport model based on equivalent transformative Caputo formulation ZhengguangLiua,XiaoliLia,∗ aSchoolofMathematics,ShandongUniversity,Jinan,Shandong250100,China. 7 1 0 Abstract 2 In this article, we present a new second order finite difference discrete scheme for fractal mobile/immobile n transport model based on equivalent transformative Caputo formulation. The new transformative formulation a takesthesingularkernelawaytomaketheintegralcalculationmoreefficient. Furthermore,thisdefinitionisalso J effective where α is a positive integer. Besides, the T-Caputo derivative also helps to increase the convergence 5 rate of the discretization of α-order(0 < α < 1) Caputo derivative from O(τ2−α) to O(τ3−α), where τ is the ] timestep. Fornumerical analysis, aCrank-Nicholson finitedifferenceschemeto solve fractalmobile/immobile P transport model is introduced and analyzed. The unconditional stability and a priori estimates of the scheme A are given rigorously. Moreover, the applicability and accuracy of the scheme are demonstrated by numerical h. experimentstosupportourtheoreticalanalysis. t a Keywords: m Transformativeformulation, Singularkernel,mobile/immobiletransportmodel,Unconditionalstability, [ Estimates 2010MSC: 65M06,65M12,65M15,26A33 1 v 3 8 2 1. Introductions 1 0 In recent years, many problems in physical science, electromagnetism, electrochemistry, diffusion and gen- . 1 eral transport theory can be solved by the fractional calculus approach, which gives attractive applications as 0 a new modeling tool in a variety of scientific and engineering fields. Roughly speaking, the fractional models 7 can be classified into two principal kinds: space-fractional differential equation and time-fractional one. Nu- 1 : mericalmethodsandtheoryofsolutions oftheproblemsforfractionaldifferentialequations havebeenstudied v extensively bymany researchers which mainly coverfiniteelement methods[1–4],mixedfiniteelement meth- i X ods [5–8], finite difference methods [9–12], finite volume (element) methods [13, 14], (local) discontinuous r Galerkin(L)DGmethods[15],spectralmethods[16,17]andsoon. a The singular kernel of Caputo fractional derivative causes a lot of difficult problems both in integral cal- culation and discretization. To take singular kernel away, Caputo and Fabrizio [18] suggest a new definition of fractional derivative by changing the kernel (t−s)−α with the function exp(−αt−s) and 1 with M(α). 1−α Γ(1−α) 1−α The Caputo-Fabrizo derivative can portray substance heterogeneities and configurations with different scales, which noticeably cannot be managing with the renowned local theories. And some related articles have been consideredbymanyauthors. Atangana[19]introducestheapplicationtononlinearFishera˛´rsreaction-diffusion equation based on the new fractional derivative. He [20] also analyzes the extension of the resistance, induc- tance, capacitance electrical circuit to this fractional derivative without singular kernel. A numerical solution ∗Correspondingauthor. Emailaddresses:[email protected](ZhengguangLiu),[email protected](XiaoliLi) for the model of resistance, inductance, capacitance(RLC) circuit via the fractional derivative without singular kernel is considered by Atangana [21]. However, we observe that there are many different actions between Caputo-FabrizioderivativeandCaputoderivative. Thetwodefinitionsarenotequivalent andcannottransform intoeachotherinanycases. Inthispaper,wesuggestanewtransformativeformulationoffractionalderivativenamedT-Caputoforluma, whichisequivalent withCaputofractionalderivativeinsomecases. Furthermore,thetwodefinitionscantrans- form into each other. More importantly, the T-Caputo formula also helps to increase the convergence rate of thediscretization of α-order(0<α<1)Caputo derivative fromO(τ2−α) toO(τ3−α),where τ is thetimestep. Fornumericalanalysis,wepresentaCrank-Nicholsonfinitedifferenceschemetosolvefractalmobile/immobile transport model. The unconditional stability and a priori estimates of the scheme are given rigorously. More- over, the applicability and accuracy of the scheme are demonstrated by numerical experiments to support our theoreticalanalysis. A fractal mobile/immobile transport model is a type of second order partial differential equations (PDEs), describing a wide family of problems including heat diffusion and ocean acoustic propagation, in physical or mathematical systems with a time variable, which behave essentially like heat diffusing through a solid [22]. Significantprogresshasalreadybeenmadeintheapproximationofthetimefractionalorderdispersionequation, see [23]. Schumer [24] firstly developes the fractional-order, mobile/immobile (MIM) model. The time drift term∂u/∂tisaddedtodescribethemotiontimeandthushelpstodistinguishthestatusofparticlesconveniently. This equation is the limiting equation that governs continuous time random walks with heavy tailed random waitingtimes. Inmostcases,itisdifficult,orinfeasible,tofindtheanalyticalsolutionorgoodnumericalsolution of the problems. Numerical solutions or approximate analytical solutions become necessary. Liu et al. [25] givearadialbasisfunctions(RBFs)meshlessapproachformodelingafractalmobile/immobiletransportmodel. Numericalsimulationofthefractionalordermobile/immobileadvection-dispersionmodelisconsinderedbyLiu etal. [26]. Furthermore,ZhangandLiu[27]presentanovelnumericalmethodforthetimevariablefractional order mobile–immobile advection–dispersion model. Thefinitedifference schemesare usedby Ashyralyev and Cakir [28] for solving one-dimensional fractional parabolic partial differential equations. They [29] also give theFDMforfractionalparabolicequationswiththeNeumanncondition. The paper is organized as follows. In Sect.2, we give the definitions and some notations. We introduce a Crank-Nicholson finite difference scheme for a fractal mobile/immobile transport model in Sect.3. Then in Sect.4,wegivetheanalysisofstabilityanderrorestimatesforthepresentedmethod. InSect.5,somenumerical experimentsforthesecondorderfinitedifferencediscretizationarecarriedout. 2. Somenotationsanddefinitions Firstly,wegivesomedefinitionswhichareusedinthefollowinganalysis. LetusrecalltheusualCaputofractionaltimederivativeoforderα,givenby t 1 CDαu(t)= u′(s)(t−s)−αds, 0<α<1. 0 t Γ(1−α) Z0 Here,wegivethefollowingnewtransformativeformulationoffractionalderivative. Definition1. Letu(t)∈C2(0,T),α∈(0,1),thenthenewtransformativeformulaoffractionalorderisdefinedas: t 1 TCDαu(t)= u′′(s)(t−s)1−αds, 0<α<1. 0 t Γ(2−α) Z0 From the above definition of fractional order transformative formula, we know that the singular kernel (t−τ)−αinCaputoderivativeisreplacedwith(t−τ)1−α innewonewhichdoesnothavesingularityfor t=τ. Lemma2. Supposeu(t)∈C2(0,T),α∈(0,1),thenwehave u′(0)t1−α TCDαu(t)=CDαu(t)− . 0 t 0 t Γ(2−α) 2 Inparticular,ifthefunctionissuchthatu′(0)=0,thenwehave TCDαu(t)=CDαu(t). 0 t 0 t Proof: Notingthat ∂[u′(s)(t−s)1−α] =u′′(s)(t−s)1−α−(1−α)u′(s)(t−s)−α. ∂s Thenitiseasytoget 1 ∂[u′(s)(t−s)1−α] u′(s)(t−s)−α= u′′(s)(t−s)1−α− . 1−α ∂s – ™ ThustheCaputoderivativecanberewrittenas t 1 CDαu(t)= u′(s)(t−s)−αds 0 t Γ(1−α) Z0 1 t ∂[u′(s)(t−s)1−α] = u′′(s)(t−s)1−α− ds Γ(2−α) ∂s Z0 – ™ =TCDαu(t)−u′(s)(t−s)1−α t 0 t 0 u′(0)t1−α (cid:12) =TCDαu(t)+ . (cid:12) 0 t Γ(2−α) Thiscompletestheproof. Definition3. Suppose u(t)∈ Cn+1(0,T), if n>1, and α∈(n−1,n), the fractional transformative formulation TCDαu(t)isdefinedby 0 t t 1 TCDαu(t)= u(n+1)(s)(t−s)n−αds, n−1<α<n. 0 t Γ(n+1−α) Z0 Lemma4. Supposeu(t)∈Cn+1(0,T),α∈(n−1,n),thenwehave u(n)(0)tn−α TCDαu(t)=CDαu(t)− . 0 t 0 t Γ(n+1−α) Inparticular,ifthefunctionissuchthatu(n)(0)=0,thenwehave TCDαu(t)=CDαu(t), n−1<α<n. 0 t 0 t Proof: Similarly analysisintheproofofLemma1,wehave ∂[u(n)(s)(t−s)n−α] =u(n+1)(s)(t−s)n−α−(n−α)u(n)(s)(t−s)n−1−α. ∂s Thenitiseasytoget 1 ∂[u(n)(s)(t−s)n−α] u(n)(s)(t−s)n−1−α= u(n+1)(s)(t−s)n−α− . n−α ∂s – ™ 3 Thustheα-orderCaputoderivativecanberewrittenas t 1 CDαu(t)= u(n)(s)(t−s)n−1−αds 0 t Γ(n−α) Z0 1 t ∂[u(n)(s)(t−s)n−α] = u(n+1)(s)(t−s)n−α− ds Γ(n+1−α) ∂s Z0 – ™ =TCDαu(t)−u(n)(s)(t−s)n−α t 0 t 0 u(n)(0)tn−α (cid:12) =TCDαu(t)+ . (cid:12) 0 t Γ(n+1−α) Thiscompletestheproof. Lemma5. Forthenewfractionalordertransformativeformulation,α∈(0,1)wehave D(n)(TCDαu(t))=CDα(D(n)u(t)). t 0 t 0 t t Inparticular,ifthefunctionissuchthatu′(0)=0,thenwehave D(n)(TCDαu(t))=TCDα(D(n)u(t)). t 0 t 0 t t Proof: Webeginconsidering n=1,thenfromdefinition(1)ofTCDαu(t),weobtain 0 t t d 1 D(1)(TCDαu(t))= u′′(s)(t−s)1−αds t 0 t dt Γ(2−α) ‚ Z0 Œ t 1 = u′′(s)(t−s)1−α + (1−α)u′′(s)(t−s)−αds Γ(2−α) s=t – Z0 ™ t (cid:12) 1 (cid:12) = u′′(s)(t−s)−αds Γ(1−α) Z0 =CDα(D(1)u(t)). 0 t t Particularly,FromLemma2,weknow TCDαu(t)=CDαu(t)ifu′(0)=0. Thuswehave 0 t 0 t D(1)(TCDαu(t))=TCDα(D(1)u(t)). t 0 t 0 t t Itiseasytogeneralizetheproofforany n>1. Lemma6. Forthenewfractionalordertransformativeformulation,ifα=n,wehave TCDnu(t)=u(n)(t)−u(n)(0). 0 t Proof: FromDefinition3,weobtain t 1 TCDαu(t)= u(n+1)(s)(t−s)n−αds 0 t Γ(n+1−α) Z0 .=u(n)(s) t s=0 =u(n)(t)(cid:12)−u(n)(0). (cid:12) FromtheLemma6,weobtain t 1 TCDαu(t)= u(n+1)(s)(t−s)n−αds 0 t Γ(n+1−α) Z0 u(n)(0)tn−α CDαu(t)− , n−1<α<n, = 0 t Γ(n+1−α) u(n)(t)−u(n)(0) α=n. 4 Letusconsider, thetransformative formulationofaparticular function,asu(t)=cos(t)fordifferentα(0< α<1). Itiseasytogetthatu′(0)=sin(0)=0. FromFigure1,weobservetherearenodifferentactionsbetween transformativeformulationandCaputoderivative. Wealsoconsideranotherfunctionasu(t)=sin(t)whichhas u′′(0)=0fordifferentα(1<α<2). FromFigure2,transformativeformulationandCaputoderivativehavethe exactsamesetofstates. 1 1 γ=0.1 γ=0.1 γ=0.3 γ=0.3 γ=0.6 γ=0.6 0.5 γ=0.9 0.5 γ=0.9 0 0 αT-Caputo: Du(t)-0.5 αCaputo: Du(t)-0.5 -1 -1 -1.5 -1.5 -2 -2 0 2 4 6 8 10 12 14 16 18 20 0 2 4 6 8 10 12 14 16 18 20 t t Figure1:Simulationoftransformativeformulation(left)andCaputoderivative,withα=0.1,0.3,0.6,0.9inthetimeinterval[0,20]. 1 1 γ=1.1 γ=1.1 γ=1.3 γ=1.3 γ=1.6 γ=1.6 0.5 γ=1.9 0.5 γ=1.9 0 0 αT-Caputo: Du(t)-0.5 αCaputo: Du(t)-0.5 -1 -1 -1.5 -1.5 -2 -2 0 2 4 6 8 10 12 14 16 18 20 0 2 4 6 8 10 12 14 16 18 20 t t Figure2:Simulationoftransformativeformulation(left)andCaputoderivative,withα=1.1,1.3,1.6,1.9inthetimeinterval[0,20]. 3. Finitedifferenceschemeforfractalmobile/immobiletransportmodel Inthissection,weintroducethebasicideasforthenumericalsolutionofthefractalmobile/immobiletrans- portmodelbythesecondorderfinitedifferencescheme. Weconsiderthefollowingfractalmobile/immobiletransportmodel: ∂u(x,t) ∂2u(x,t) +CDαu(x,t)= + f(x,t), (1) ∂t 0 t ∂x2 where(x,t)∈Ω=[0,L]×[0,T],0<α<1, f ∈C[0,T],withtheinitialconditions u(x,0)=φ(x), 0≤x ≤L, (2) 5 andboundaryconditions u(0,t)=u(L,t)=0, t>0. (3) Letting t =0intheequation(1),weget u′(0)=ψ(x)=φ (x)+ f(x,0). xx UsingLemma2,theabovemodelcanbetransformedintothefollowingformulation: ∂u(x,t) ∂2u(x,t) ψ(x)t1−α +TCDαu(x,t)= + f(x,t)− , (x,t)∈Ω, ∂t 0 t ∂x2 Γ(2−α) u(x,0)=φ(x), 0≤x ≤L, u(0,t)=u(L,t)=0, t>0, ψ(x)=φxx(x)+f(x,0), 0≤ x≤ L. In order to do discretizations, we define Ω ={x |x = ih, h= L/M, 0≤ i ≤ M} to be a uniform mesh of h i i interval[0,L]. Similarly,defineΩ ={t , t =iτ, τ=T/N, 0≤i≤N}tobeauniformmeshofinterval[0,T]. τ n n Thevaluesofthefunctionuatthegridpointsaredenoteduk =u(x ,t ). Uk istheapproximatesolutionatthe j j k j point(x ,t ). Incase, wesuppose V ={V, 0≤i ≤ M,V =V =0} andW ={W, 0≤i ≤N,W =W =0} j k i 0 M i 0 M aretwogridfunctionsonΩ . g={gn, 0≤n≤N}isgridfunctionsonΩ . h τ Forfunctions g,V andW,wegivesomenotations,define L2 discreteinnerproductsandnorms. Define[12] gn−gn−1 M−1 δ gn= , (V,W)= hVW, kVk2=(V,V). t τ i i i=1 X 3.1. TheCrank-Nicholsonfinitedifferencescheme Fromnowon,letC standforapositivenumberindependentofτandh,butpossiblywithdifferentvaluesat differentplaces. Wegivesomelemmaswhichusedinstabilityanalysisanderrorestimates. TheobjectiveofthissectionistoconsidertheCrank-Nicholsonfinitedifferencemethodforequations(1). A discreteapproximation tothenew transformative formulation TCDαu(x,t) at (x ,t ) canbeobtained bythe 0 t i k+1 2 followingapproximation TCDαu(x ,t )= 1 tk+21 u′′(x ,s)(t −s)1−αds 0 t i k+12 Γ(2−α) i k+21 Z0 = 1 k tj+21 u′(xi,tj+21)−u′(xi,tj−12) +(s−t )u(3)(x ,c ) (t −s)1−αds Γ(2−α) τ j t i j k+12 Xj=1Ztj−21 1 t1 + 2 u′′(x,s)(t −s)1−αds Γ(2−α) k+21 Z0 = 1 k tj+21 uij+1−2uij+uij−1 +rj+(s−t )u(3)(x ,c ) (t −s)1−αds (4) Γ(2−α)Xj=1Ztj−21 τ2 j t i j k+12 1 t1 u1−2u0+u−1 + 2 i i i +r0+(s−t )u(3)(x ,c ) (t −s)1−αds Γ(2−α)Z−t1 – τ2 0 t i 0 ™ k+12 2 0 1 − u′′(x,s)(t −s)1−αds, Γ(2−α) k+12 Z−t1 2 6 wherec ∈(x ,x )andforξ ∈(t ,t ),ξ ∈(t ,t ),ξ ∈(t ,t ),ξ ∈(t ,t ),η∈(t ,t ) j j−1 j+1 1 j+1 j+1 2 j j+1 3 j−1 j 4 j−1 j−1 j−1 j+1 2 2 2 2 2 2 2 2 andu(t)∈C4[0,t ],wehave k+1 2 1 rj= τ u(3)(x ,t )−u(3)(x ,t ) 24 t i j+12 t i j−12 1h i + τ2 u(4)(x ,ξ )+u(4)(x ,ξ )−u(4)(x ,ξ )−u(4)(x ,ξ ) 256 t i 1 t i 2 t i 3 t i 4 (5) 1 h i = τ2u(4)(x ,η)+O(τ2) 48 t i =O(τ2). Inparticular,for j=0,denoteu−1=u0−τu′(x,0)=φ−τψ.Usingthesimplelinearinterpolantofuat(−t ,0), 1 sofors∈(−t ,0),wehaveu′′(x,s)=0. Itisasuitablemethodtosatisfytheconditionu−1=u0−τu′(x,0). 1 2 Combiningtheequation(4)with(5),weobtain TCDαu(x ,t )= τ2−α k uij+1−2uij+uij−1 M + τ2−α u1i −u0i − ψ M +Rk+21 0 t i k+21 Γ(3−α) j=1 τ2 ! k−j Γ(3−α)‚ τ2 τŒ k i X (6) = τ1−α M δ uk+1− k M −M δ uj−M ψ +Rk+21, Γ(3−α) 0 t i k−j k−j+1 t i k i i j=1 X€ Š where M =(j+1)2−α− j2−α, (7) j and Rk+21 = 1 k tj+21 rj+(s−t )u(3)(x ,c ) (t −s)1−αds i Γ(2−α)Xj=0Ztj−21 (cid:16) j t i j (cid:17) k+12 (8) =O(τ3−α). WegivesomeLemmasabout M thatwillbeusedinthefollowinganalysis. j Lemma7. Forthedefinition M ,(j=0,1,2,...,N−1),wehave M >0and M ≥M ,∀j≤k. j j j+1 j Proof: Observing that x2−α is a monotone increasing functionfor 0<α<1, thenwe have M =(j+1)2−α− j j2−α>0. Next,let f(x)=(x+1)2−α−x2−α,wehave f′(x)=(2−α)[(x+1)1−α−x1−α]≥0, ∀x ≤0. Thusweobtain M = f(j+1)≥ f(j)=M . j+1 j Thiscompletestheproof. Lemma8. Forthedefinition M =(j+1)2−α− j2−α,wedenote G =M −M ,(j=0,1,2,...,N−1). Then j j+1 j+1 j itholdsthat G ≥G ≥···≥G ≥0. 1 2 N Proof:Firstly,usingLemma(7),itiseasytogetG ≥0. Next,forfixed0<α<1,wegivethefollowingfunction j f(x)=(x+2)2−α−2(x+1)2−α+x2−α, thenwehave f′(x)=(2−α)[(x+2)1−α−2(x+1)1−α+x1−α]. 7 UsingTaylor’sexpansion,wehave 1 1 (x+2)1−α=(x+1)1−α+(1−α)(x+1)−α− (1−α)α(x+1)−(α+1)+ (1−α)α(α+1)ξ−(α+2), 2! 3! 1 1 1 x1−α=(x+1)1−α−(1−α)(x+1)−α− (1−α)α(x+1)−(α+1)− (1−α)α(α+1)ξ−(α+2), 2! 3! 2 whereξ ∈(x+1,x+2)andξ ∈(x,x+1). 1 2 Thus,wehave 1 f′(x)=(2−α) −(1−α)α(x+1)−(α+1)+ (1−α)α(α+1) ξ−(α+2)−ξ−(α+2) 3! 1 2 (cid:20) (cid:16) (cid:17)(cid:21) ≤−(2−α)(1−α)α(x+1)−(α+1) ≤0, ∀x ≥0, 0<α<1. ItmeansthatG >G ,∀j≥1. Thiscompletestheproof. j j+1 Thediscretizationoffirstordertimederivativeisstatedas: ∂u(xi,tk+21) = uki+1−uki +O(τ2), (9) ∂t τ andthesecondorderspatialderivativeisstatedas: ∂2u(xi,tk+12) = 1 uki++11−2uki+1+uki−+11 + uki+1−2uki +uki−1 +O(h2), (10) ∂x2 2 h2 h2 Combining theequation(6)withequations(9)∼(10),wecanobtainthefollowingfinitedifferencescheme, ∀k=0,1,···N−1, τ1−α k δ Uk+1+ M δ Uk+1− M −M δ Uj−M ψ t i Γ(3−α) 0 t i k−j k−j+1 t i k i j=1 X€ Š (11) = 1 Uik++11−2Uik+1+Uik−+11 + Uik+1−2Uik+Uik−1 + fk+21 − ψi[(k+ 21)τ]1−α. 2 h2 h2 i Γ(2−α) NotethatG =M −M ,(j=0,1,2,...,N−1),thenwehave j+1 j+1 j k 1 k−1 − M −M δ Uj= G Uk| + G −G Uj−G U0| . (12) k−j k−j+1 t i τ 1 i k≥1 k−j+1 k−j i k i k≥1 j=1 j=1 X€ Š X€ Š Letβ = τ1−α ,thenabovescheme(11)canberewrittenas Γ(3−α) τ τ τ − Uk+1+ +1+β Uk+1− Uk+1 2h2 i+1 h2 i 2h2 i−1 • (cid:129) ‹ ˜ τ τ τ k−1 = Uk + − +1+β−G | Uk+ Uk +β G −G Uj+G U0| 2h2 i+1 h2 1 k≥1 i 2h2 i−1 k−j k−j+1 i k i k≥1 (13) (cid:129) ‹ Xj=1€ Š +τβM ψ +τfk+21 − τψi[(k+12)τ]1−α. k i i Γ(2−α) 8 4. Stabilityanalysisandoptimalerrorestimates 4.1. Stabilityanalysis We analyze thestability of thedifferenceschemebya Fourier analysis. Let Uk betheapproximate solution i of(13),anddefine ρk=Uk−Uk, 1≤i≤M, 0≤k≤N. e i i i Thenwehave e τ τ τ − ρk+1+ +1+β ρk+1− ρk+1 2h2 i+1 h2 i 2h2 i−1 • τ (cid:129) τ ‹ ˜ τ k−1 (14) = ρk + − +1+β−βG | ρk+ ρk +β G −G ρj+βG ρ0| . 2h2 i+1 h2 1 k≥1 i 2h2 i−1 k−j k−j+1 i k i k≥1 (cid:129) ‹ Xj=1€ Š Asthesamedefinitionin[30],wedefinethegridfunction 0, 0≤ x≤ x , 1 2 ρk(x)= ρik, xi−1 ≤ x≤ xi+1, 1≤i≤M−1, 2 2 0, x ≤ x ≤x . M−1 M 2 Wecanexpandρk(x)inaFourierseries ∞ ρk(x)= dk(l)ei2πLlx, k=1,2,...,N, l=−∞ X wherediscreteFouriercoefficientsd (l)are k L 1 dk(l)= L ρk(ξ)e−i2Lπlξdξ. (15) Z0 ThenwehavetheParsevalequalityforthediscreteFouriertransform L ∞ |ρk(x)|2dx= |d (l)|2. k Z0 l=−∞ X Introducethefollowingnorm M−1 1/2 L 1/2 kρkk = h|ρk|2 = |ρk|2dx . 2 i i i=1 ! Z0 ! X Thenweobtain ∞ kρkk2= |d (l)|2. 2 k l=−∞ X Based on the above analysis, we can suppose the solution of equation (14) has the following form ρk = m d eimhγ where L=1andγ=2πl. k Lemma9. Supposethatd (l)(k=1,2,...,N)aredefinedby(15),thenfor0<α<1,wehave k |d |≤|d |, k=1,2,...,N. k 0 9 Proof: Substitutingρk =d eimhγ intoequation(14),wehave m k τ τ τ − d ei(m+1)hγ+ +1+β d eimhγ− d ei(m−1)hγ 2h2 k+1 h2 k+1 2h2 k+1 • τ (cid:129) τ ‹ τ ˜ = d ei(m+1)hγ+ − +1+β−βG | d eimhγ+ d ei(m−1)hγ 2h2 k h2 1 k≥1 k 2h2 k (16) • (cid:129) ‹ k−1 +β G −G d eimhγ+βG d eimhγ| . k−j k−j+1 j k 0 k≥1 j=1 X€ Š Bysimplycalculation,wecanget τ τ τ τ − (eihγ+e−ihγ)+ +1+β d = (eihγ+e−ihγ)+ − +1+β−βG | d 2h2 h2 k+1 2h2 h2 1 k≥1 k • (cid:129) ‹˜ • k−1 (cid:129) ‹˜ (17) +β G −G d +βG d | . k−j k−j+1 j k 0 k≥1 j=1 X€ Š Notingthateihγ+e−ihγ=2cos(hγ),thusequation(17)canberewrittenasthefollowingformulation: τ τ τ τ − cos(hγ)+ +1+β d = cos(hγ)+ − +1+β−βG | d h2 h2 k+1 h2 h2 1 k≥1 k • (cid:129) ‹˜ • k−1 (cid:129) ‹˜ (18) +β G −G d +βG d | . k−j k−j+1 j k 0 k≥1 j=1 X€ Š Firstly,lettingk=0inequation(18)toobtain τ cos(hγ)− τ +1+β −1−cos(hγ)τ+1+β |d |= h2 h2 |d |= h2 |d |≤|d |. (19) 1 (cid:12)−τ cos(hγ)+ τ +1+β(cid:12) 0 (cid:12) 1−cos(hγ)τ+1+β (cid:12) 0 0 (cid:12) h2 h2 (cid:12) (cid:12)(cid:12) h2 (cid:12)(cid:12) (cid:12) (cid:12) (cid:12) (cid:12) (cid:12) (cid:12) Nowsupposethatwehave(cid:12)provedthat|d |≤|d |,n(cid:12)=1,2,.(cid:12)..,k,thenusingthe(cid:12)equation(18),weobtain n 0 (cid:12) (cid:12) |d |≤ −1−chos2(hγ)τ+1+β−βG1 |d |+ 1 βk−1 G −G |d |+βG |d | . k+1 (cid:12)(cid:12)(cid:12) 1−cohs2(hγ)τ+1+β (cid:12)(cid:12)(cid:12) k |1−chos2(hγ)τ+1+β| Xj=1€ k−j k−j+1Š j k 0 (cid:12) (cid:12) (20) (cid:12) (cid:12) Observin(cid:12)gthatGj≥0andGj−Gj+1(cid:12)≥0inLemma8,thenweobtain k−1 k−1 β G −G |d |+βG |d |≤β G −G +G |d |=βG |d | (21) k−j k−j+1 j k 0 k−j k−j+1 k 0 1 0 j=1 j=1 X€ Š X€ Š Combiningtheequation(20)withequation(21),wecanobtain |−1−cos(hγ)τ+1+β−βG |+βG |d |≤ h2 1 1 |d |. (22) k+1 |1−cos(hγ)τ+1+β| 0 h2 If−1−cos(hγ)τ+1+β−βG >0,thenwehave h2 1 −1−cos(hγ)τ+1+β |d |≤ h2 |d |≤|d |. (23) k+1 |1−cos(hγ)τ+1+β| 0 0 h2 10