Efficient and stable numerical methods for multi-term time fractional sub-diffusion equations
Caputo fractional derivativecompact ADI difference schemeconvergencediscrete energy methodmulti-term time fractional sub-diffusion equationsnumerical examplestability
Heat equation (35K05) Fractional partial differential equations (35R11) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15)
The paper deals with the construction and justification of finite difference schemes for the problem NEWLINE\[NEWLINEP(^CD_t)u(x,t)=\Delta u(x,t)+f(x,t),\, x \in \Omega,\, 0<t \leq T,NEWLINE\]NEWLINE NEWLINE\[NEWLINEu(x,0)=\varphi(x), \,x \in \overline{\Omega}=\Omega \cup \partial \Omega,NEWLINE\]NEWLINE NEWLINE\[NEWLINEu(x, t)=\psi(t),\, x \in \partial \OmegaNEWLINE\]NEWLINE in 1D and 2D, where \(P(^CD_t)v(x,t)=\left(^C_{0} D^{\alpha}_{t}+\sum_{i=1}^{s}\alpha_i \; {^C_{0} D^{\alpha_{i}}_{t}} \right) v(x,t)\), \(0<\alpha_s< \cdots<\alpha_1<\alpha<1\), \(\alpha_i \in \mathbb{R}\), \(i=1,2,\dots,s\), is the multi-term fractional operator acting in time, NEWLINE\[NEWLINE^C_{0} D^{\alpha}_{t}v(x,t)=\frac{1}{\Gamma(1-\alpha)}\int_0^t \frac{v^{\prime}(s)}{(t-s)^{\alpha}}dsNEWLINE\]NEWLINE denotes the Caputo fractional derivative of order \(\alpha\) and \(\Delta\) is the Laplace spatial operator. In the case \(s=1\), the authors combine a finite difference approximations of the fractional derivative operators with the classical finite difference approximation of the Laplace operator on the uniform grids with the spatial steps \(h_1, h_2\) and the time step \(\tau\). The stability and convergence results of the temporal orders \(2-\alpha\) in 1D and \(\min\{1+\alpha, 2-\alpha\}\) in 2D and of the spatial orders two and four are proven. The numerical examples are given which confirm the theoretical results.
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