Spectral Deferred Correction Methods for Fractional Differential Equations

Spectral Deferred Correction Methods for Fractional Differential Equations

Year:    2018

Numerical Mathematics: Theory, Methods and Applications, Vol. 11 (2018), Iss. 4 : pp. 729–751

Abstract

In this paper, we propose and analyze a spectral deferred correction method for the fractional differential equation of order α. The proposed method is based on a well-known finite difference method of $(2−α)$-order, see [Sun and Wu, Appl. Numer. Math., 56(2), 2006] and [Lin and Xu, J. Comput. Phys., 225(2), 2007], for prediction of the numerical solution, which is then corrected through a spectral deferred correction method. In order to derive the convergence rate of the prediction-correction iteration, we first derive an error estimate for the $(2−α)$-order finite difference method on some non-uniform meshes. Then the convergence rate of orders $\mathcal{O}(τ^{(2−α)(p+1)})$ and  $\mathcal{O}(τ^{(2−α)+p})$ of the overall scheme is demonstrated numerically for the uniform mesh and the Gauss-Lobatto mesh respectively, where $τ$ is the maximal time step size and $p$ is the number of correction steps. The performed numerical test confirms the efficiency of the proposed method.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/10.4208/nmtma.2018.s03

Numerical Mathematics: Theory, Methods and Applications, Vol. 11 (2018), Iss. 4 : pp. 729–751

Published online:    2018-01

AMS Subject Headings:   

Copyright:    COPYRIGHT: © Global Science Press

Pages:    23

Keywords:   

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