A Second-Order Scheme with Nonuniform Time Steps for a Linear Reaction-Subdiffusion Problem

Stability and convergence of a time-weighted discrete scheme with nonuniform time steps are established for linear reaction-subdiffusion equations. The Caupto derivative is approximated at an offset point by using linear and quadratic polynomial interpolation. Our analysis relies on two tools: a discrete fractional Gr\"{o}nwall inequality and the global consistency analysis. The new consistency analysis makes use of an interpolation error formula for quadratic polynomials, which leads to a convolution-type bound for the local truncation error. To exploit these two tools, some theoretical properties of the discrete kernels in the numerical Caputo formula are crucial and we investigate them intensively in the nonuniform setting. Taking the initial singularity of the solution into account, we obtain a sharp error estimate on nonuniform time meshes. The fully discrete scheme generates a second-order accurate solution on the graded mesh provided a proper grading parameter is employed. An example is presented to show the sharpness of our analysis.

[1]  Jose L. Gracia,et al.  Error Analysis of a Finite Difference Method on Graded Meshes for a Time-Fractional Diffusion Equation , 2017, SIAM J. Numer. Anal..

[2]  Jiwei Zhang,et al.  Sharp Error Estimate of the Nonuniform L1 Formula for Linear Reaction-Subdiffusion Equations , 2018, SIAM J. Numer. Anal..

[3]  Jiwei Zhang,et al.  Unconditional Convergence of a Fast Two-Level Linearized Algorithm for Semilinear Subdiffusion Equations , 2018, Journal of Scientific Computing.

[4]  Martin Stynes,et al.  Too much regularity may force too much uniqueness , 2016, 1607.01955.

[5]  N. Ford,et al.  An approach to construct higher order time discretisation schemes for time fractional partial differential equations with nonsmooth data , 2017 .

[6]  Hermann Brunner,et al.  The numerical solution of weakly singular Volterra integral equations by collocation on graded meshes , 1985 .

[7]  Fawang Liu,et al.  Numerical Algorithms for Time-Fractional Subdiffusion Equation with Second-Order Accuracy , 2015, SIAM J. Sci. Comput..

[8]  W. McLean Regularity of solutions to a time-fractional diffusion equation , 2010 .

[9]  Ying Zhao,et al.  A Weighted ADI Scheme for Subdiffusion Equations , 2016, J. Sci. Comput..

[10]  Ivan G. Graham,et al.  Galerkin methods for second kind integral equations with singularities , 1982 .

[11]  Jiwei Zhang,et al.  A Discrete Grönwall Inequality with Applications to Numerical Schemes for Subdiffusion Problems , 2018, SIAM J. Numer. Anal..

[12]  Zhi-Zhong Sun,et al.  A new fractional numerical differentiation formula to approximate the Caputo fractional derivative and its applications , 2014, J. Comput. Phys..

[13]  Bangti Jin,et al.  Correction of High-Order BDF Convolution Quadrature for Fractional Evolution Equations , 2017, SIAM J. Sci. Comput..

[14]  Chuanju Xu,et al.  Error Analysis of a High Order Method for Time-Fractional Diffusion Equations , 2016, SIAM J. Sci. Comput..

[15]  Anatoly A. Alikhanov,et al.  A new difference scheme for the time fractional diffusion equation , 2014, J. Comput. Phys..

[16]  R. Hilfer Applications Of Fractional Calculus In Physics , 2000 .

[17]  William McLean,et al.  Time-stepping error bounds for fractional diffusion problems with non-smooth initial data , 2014, J. Comput. Phys..

[18]  Ying Zhao,et al.  Stability of fully discrete schemes with interpolation-type fractional formulas for distributed-order subdiffusion equations , 2017, Numerical Algorithms.

[19]  Masahiro Yamamoto,et al.  Initial value/boundary value problems for fractional diffusion-wave equations and applications to some inverse problems , 2011 .

[20]  William McLean,et al.  A second-order accurate numerical method for a fractional wave equation , 2006, Numerische Mathematik.