@Article{EAJAM-8-4, author = {Shen, Jin-Ye and Zhi-Zhong, Sun and Rui, Du}, title = {Fast Finite Difference Schemes for Time-Fractional Diffusion Equations with a Weak Singularity at Initial Time}, journal = {East Asian Journal on Applied Mathematics}, year = {2018}, volume = {8}, number = {4}, pages = {834--858}, abstract = {
A sharp estimate for the L1 formula on graded meshes, which approximates the Caputo derivatives of functions with a weak singularity at t = 0 is obtained. Combining such approximations with the sum-of-exponential approximations of the kernel, we develop fast difference schemes for one- and two-dimensional fractional diffusion equations, the solutions of which have a weak singularity at the starting time. The proof of the stability and convergence is based on the maximum principle. Numerical examples confirm theoretical estimates.
}, issn = {2079-7370}, doi = {https://doi.org/10.4208/eajam.010418.020718}, url = {https://global-sci.com/article/82682/fast-finite-difference-schemes-for-time-fractional-diffusion-equations-with-a-weak-singularity-at-initial-time} }