Piecewise-linear, discontinuous Galerkin method for a fractional diffusion equation (Q625537)

This paper is concerned with time discretization of a fractional diffusion equation involving a parameter \(\alpha\) in the range \(-1<\alpha<0\). The approximation method relies on the discontinuous Galerkin method with piecewise linear elements. The first two sections of the paper contain the setting of the problem together with the setting of the fractional diffusion equation. In Section 3 the authors study the error from the time discretization by means of an interpolation operator. In the main result of this section the authors prove that the error is of order \(k^{2+\alpha}\) uniformly in \(t\), where \(k\) is the maximum step size. In Section 4 the authors develop an approximating scheme that is continuous in time but is spatially discrete by using continuous piecewise-linear finite elements on a quasi-uniform partition with elements of size \(h\). In this framework it is proved that the error is of order \(h^2\). Section 5 is concerned with a fully-discrete, piecewise-linear scheme by combining the discrete Galerkin method in time with the standard (continuous) finite element method in space. In this case an error bound obtained by the authors is of order \(k^{2+\alpha}+ h^2(k)\) using a suitable mesh grading in time. Various numerical examples are presented in the last section.