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Finite Difference Schemes for the Variable Coefficients Single and Multi-Term Time-Fractional Diffusion Equations with Non-Smooth Solutions on Graded and Uniform Meshes

Finite Difference Schemes for the Variable Coefficients Single and Multi-Term Time-Fractional Diffusion Equations with Non-Smooth Solutions on Graded and Uniform Meshes

Year:    2019

Numerical Mathematics: Theory, Methods and Applications, Vol. 12 (2019), Iss. 3 : pp. 845–866

Abstract

Finite difference scheme for the variable coefficients subdiffusion equations with non-smooth solutions is constructed and analyzed. The spatial derivative is discretized on a uniform mesh, and L1 approximation is used for the discretization of the fractional time derivative on a possibly graded mesh. Stability of the proposed scheme is given using the discrete energy method. The numerical scheme is O (N−min{2−α,rα}) accurate in time, where α (0 < α < 1) is the order of the fractional time derivative, r is an index of the mesh partition, and it is second order accurate in space. Extension to multi-term time-fractional problems with nonhomogeneous boundary conditions is also discussed, with the stability and error estimate proved both in the discrete l2-norm and the l-norm on the nonuniform temporal mesh. Numerical results are given for both the two-dimensional single and multi-term time-fractional equations.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/10.4208/nmtma.OA-2018-0046

Numerical Mathematics: Theory, Methods and Applications, Vol. 12 (2019), Iss. 3 : pp. 845–866

Published online:    2019-01

AMS Subject Headings:   

Copyright:    COPYRIGHT: © Global Science Press

Pages:    22

Keywords:    Fractional diffusion equation graded mesh multi-term variable coefficients low regularity stability and convergence analysis.

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