Time-stepping error bounds for fractional diffusion problems with non-smooth initial data

DOI10.1016/J.JCP.2014.08.050MaRDI QIDQ349922zbMATHOpenAlexFDO

Authors William Mclean, Kassem Mustapha

Publication date 5 December 2016

Published in Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1405.2140

zbMATH Keywords

Laplace transformpolylogarithmdiscontinuous Galerkin methodimplicit Euler method

Mathematics Subject Classification ID

Fractional partial differential equations (35R11) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Higher logarithm functions (33B30)

Abstract: We apply the piecewise constant, discontinuous Galerkin method to discretize a fractional diffusion equation with respect to time. Using Laplace transform techniques, we show that the method is first order accurate at the $n$th time level $t_n$, but the error bound includes a factor $t_n^{-1}$ if we assume no smoothness of the initial data. We also show that for smoother initial data the growth in the error bound as $t_n$ decreases is milder, and in some cases absent altogether. Our error bounds generalize known results for the classical heat equation and are illustrated for a model problem.

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