Numerical algorithms for time-fractional subdiffusion equation with second-order accuracy


Autoria(s): Zeng, Fanhai; Li, Changpin; Liu, Fawang; Turner, Ian
Data(s)

2015

Resumo

This article aims to fill in the gap of the second-order accurate schemes for the time-fractional subdiffusion equation with unconditional stability. Two fully discrete schemes are first proposed for the time-fractional subdiffusion equation with space discretized by finite element and time discretized by the fractional linear multistep methods. These two methods are unconditionally stable with maximum global convergence order of $O(\tau+h^{r+1})$ in the $L^2$ norm, where $\tau$ and $h$ are the step sizes in time and space, respectively, and $r$ is the degree of the piecewise polynomial space. The average convergence rates for the two methods in time are also investigated, which shows that the average convergence rates of the two methods are $O(\tau^{1.5}+h^{r+1})$. Furthermore, two improved algorithms are constrcted, they are also unconditionally stable and convergent of order $O(\tau^2+h^{r+1})$. Numerical examples are provided to verify the theoretical analysis. The comparisons between the present algorithms and the existing ones are included, which show that our numerical algorithms exhibit better performances than the known ones.

Formato

application/pdf

Identificador

http://eprints.qut.edu.au/82650/

Publicador

Society for Industrial and Applied Mathematics

Relação

http://eprints.qut.edu.au/82650/1/SN3_P3_SIAM_JSC_ZLLT_Y14m3d27.pdf

DOI:10.1137/14096390X

Zeng, Fanhai, Li, Changpin, Liu, Fawang, & Turner, Ian (2015) Numerical algorithms for time-fractional subdiffusion equation with second-order accuracy. SIAM Journal on Scientific Computing, 37(1), A55-A78.

Direitos

Copyright 2015 Society for Industrial and Applied Mathematics

Fonte

ARC Centre of Excellence for Mathematical & Statistical Frontiers (ACEMS); School of Mathematical Sciences; Science & Engineering Faculty

Palavras-Chave #010204 Dynamical Systems in Applications #010301 Numerical Analysis #finite element method, fractional linear multistep method, fractional derivative, subdiffusion, unconditional stability, convergence
Tipo

Journal Article