Second-order and nonuniform time-stepping schemes for time fractional evolution equations with time-space dependent coefficients
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Publication:2666014
Fractional derivatives and integrals (26A33) Smoothness and regularity of solutions to PDEs (35B65) 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) Finite difference methods for boundary value problems involving PDEs (65N06)
Abstract: The numerical analysis of time fractional evolution equations with the second-order elliptic operator including general time-space dependent variable coefficients is challenging, especially when the classical weak initial singularities are taken into account. In this paper, we introduce a concise technique to construct efficient time-stepping schemes with variable time step sizes for two-dimensional time fractional sub-diffusion and diffusion-wave equations with general time-space dependent variable coefficients. By means of the novel technique, the nonuniform Alikhanov type schemes are constructed and analyzed for the sub-diffusion and diffusion-wave problems. For the diffusion-wave problem, our scheme is constructed by employing the recently established symmetric fractional-order reduction (SFOR) method. The unconditional stability of proposed schemes is rigorously discussed under mild assumptions on variable coefficients and, based on reasonable regularity assumptions and weak time mesh restrictions, the second-order convergence is obtained with respect to discrete -norm. Numerical experiments are given to demonstrate the theoretical statements.
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Cited in
(6)- Orthogonal spline collocation method for the two-dimensional time fractional mobile-immobile equation
- Factorized schemes for first and second order evolution equations with fractional powers of operators
- Second-order nonuniform time-stepping schemes for time-fractional evolution equations with general elliptic operator
- A weighted ADI scheme with variable time steps for diffusion-wave equations
- A high‐order and fast scheme with variable time steps for the time‐fractional Black‐Scholes equation
- A variable-step high-order scheme for time-fractional advection-diffusion equation with mixed derivatives
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