An analysis of the Crank-Nicolson method for subdiffusion

From MaRDI portal



Abstract: In this work, we analyze a Crank-Nicolson type time stepping scheme for the subdiffusion equation, which involves a Caputo fractional derivative of order alphain(0,1) in time. It hybridizes the backward Euler convolution quadrature with a heta-type method, with the parameter heta dependent on the fractional order alpha by heta=alpha/2, and naturally generalizes the classical Crank-Nicolson method. We develop essential initial corrections at the starting two steps for the Crank-Nicolson scheme, and together with the Galerkin finite element method in space, obtain a fully discrete scheme. The overall scheme is easy to implement, and robust with respect to data regularity. A complete error analysis of the fully discrete scheme is provided, and a second-order accuracy in time is established for both smooth and nonsmooth problem data. Extensive numerical experiments are provided to illustrate its accuracy, efficiency and robustness, and a comparative study also indicates its competitive with existing schemes.




Cited in
(64)








This page was built for publication: An analysis of the Crank-Nicolson method for subdiffusion

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4555946)