A Cα finite difference method for the Caputo time‐fractional diffusion equation

DOI10.1002/NUM.22686MaRDI QIDQ6087785zbMATH OpenOpenAlexFDO

Authors Wesley Davis, Richard D. Noren, Ke Shi

Publication date 12 December 2023

Published in Numerical Methods for Partial Differential Equations (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1811.12910

zbMATH Keywords

Caputo fractionalfinite differenceintegral equation

Mathematics Subject Classification ID

Partial differential equations (35-XX) Numerical analysis (65-XX)

Abstract: We begin with a treatment of the Caputo time-fractional diffusion equation, by using the Laplace transform, to obtain a Volterra intego-differential equation where we may examine the weakly singular nature of this convolution kernel.iffalse The order of fractional derivative, $alpha$, is tied to finite difference methods and is of great interest.fi We examine this new equation and utilize a numerical scheme that is derived in parallel to the L1-method for the time variable and a usual fourth order approximation in the spatial variable. The main method derived in this paper has a rate of convergence of $O(k^2+h^4)$ for $u(x,t)in{C}^6(Omega)imes{C}^2[0,T]$, which improves previous estimates by a factor of $k^{alpha}$. We also present a novel alternative method for a first order approximation in time, which allows us to relax our regularity assumption to $u(x,t)in{C}^6(Omega)imes{C}^1[0,T]$, while exhibiting order of convergence slightly less than $O(k^{1+alpha})$ in time. This allows for a much wider class of functions to be analyzed which was previously not possible under the L1-method. We present numerical examples demonstrating these results and discuss future improvements and implications by using these techniques.

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Cited in

(8)

• Double Laplace decomposition method and finite difference method of time-fractional Schrödinger pseudoparabolic partial differential equation with Caputo derivative
• Stable and convergent difference schemes for weakly singular convolution integrals
• A finite element approximation for a class of Caputo time-fractional diffusion equations
• An analysis of galerkin proper orthogonal decomposition for subdiffusion
• scientific article; zbMATH DE number 7370395 (Why is no real title available?)
• n a Difference Scheme for Solution of the Dirichlet Problem for Diffusion Equation with a Fractional Caputo Derivative in the Multidimensional Case in a Domain with an Arbitrary Boundary
• Fully Finite Element Adaptive AMG Method for Time-Space Caputo-Riesz Fractional Diffusion Equations
• A Fast High Order Method for the Time-Fractional Diffusion Equation

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