Title
High-Order Compact Difference Methods for Caputo-Type Variable Coefficient Fractional Sub-diffusion Equations in Conservative Form.
Abstract
A set of high-order compact finite difference methods is proposed for solving a class of Caputo-type fractional sub-diffusion equations in conservative form. The diffusion coefficient of the equation may be spatially variable, and the proposed methods have the global convergence order \(\mathcal{O}(\tau ^{r}+h^{4})\), where \(r\ge 2\) is a positive integer and \(\tau \) and h are the temporal and spatial steps. Such new high-order compact difference methods greatly improve the known methods in the literature. The local truncation error and the solvability of the methods are discussed in detail. By applying a discrete energy technique to the matrix form of the methods, a rigorous theoretical analysis of the stability and convergence of the methods is carried out for the case of \(2\le r\le 6\), and the optimal error estimates in the weighted \(H^{1}\), \(L^{2}\) and \(L^{\infty }\) norms are obtained for the general case of variable coefficient. Applications are given to two model problems, and some numerical results are presented to illustrate the various convergence orders of the methods.
Year
DOI
Venue
2018
10.1007/s10915-018-0647-4
J. Sci. Comput.
Keywords
Field
DocType
Fractional sub-diffusion equation, Variable coefficient, Compact difference method, High-order convergence, Energy method, 65M06, 65M12, 65M15, 35R11
Convergence (routing),Matrix form,Integer,Compact finite difference,Mathematical analysis,Truncation error (numerical integration),Type variable,Energy method,Mathematics
Journal
Volume
Issue
ISSN
76
2
0885-7474
Citations 
PageRank 
References 
1
0.36
21
Authors
2
Name
Order
Citations
PageRank
Yuan-Ming Wang16713.95
Lei Ren2132.66