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Finite difference schemes for the variable coefficients single and multi-term time-fractional diffusion equations with non-smooth solutions on graded and uniform meshes. (English) Zbl 1449.65175

Summary: A finite difference scheme for the variable coefficients subdiffusion equations with non-smooth solutions is constructed and analyzed. The spatial derivative is discretized on a uniform mesh, and an \(L1\) approximation is used for the discretization of the fractional time derivative on a possibly graded mesh. The stability of the proposed scheme is given using the discrete energy method. The numerical scheme is \(\mathcal{O} (N^{-\min \{2-\alpha, r\alpha\}})\) accurate in time, where \(\alpha\) \((0 < \alpha < 1)\) is the order of the fractional time derivative, \(r\) is an index of the mesh partition, and it is second order accurate in space. The extension to multi-term time-fractional problems with nonhomogeneous boundary conditions is also discussed, with the stability and error estimate proved both in the discrete \({l^2}\)-norm and the \({l^\infty}\)-norm on the nonuniform temporal mesh. Numerical results are given for both the two-dimensional single and multi-term time-fractional equations.

MSC:

65M06 Finite difference methods for initial value and initial-boundary value problems involving PDEs
65M12 Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs
35R11 Fractional partial differential equations
26A33 Fractional derivatives and integrals
35R05 PDEs with low regular coefficients and/or low regular data
35B65 Smoothness and regularity of solutions to PDEs
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