TWO FULLY DISCRETE SCHEMES FOR FRACTIONAL DIFFUSION AND DIFFUSION-WAVE EQUATIONS WITH NONSMOOTH DATA

被引:211
|
作者
Jin, Bangti [1 ]
Lazarov, Raytcho [2 ]
Zhou, Zhi [2 ,3 ]
机构
[1] UCL, Dept Comp Sci, Gower St, London WC1E 6BT, England
[2] Texas A&M Univ, Dept Math, College Stn, TX 77843 USA
[3] Columbia Univ, Dept Appl Math & Appl Phys, New York, NY 10027 USA
来源
SIAM JOURNAL ON SCIENTIFIC COMPUTING | 2016年 / 38卷 / 01期
基金
英国工程与自然科学研究理事会;
关键词
fractional diffusion; diffusion wave; finite element method; convolution quadrature; error estimate; FINITE-ELEMENT-METHOD; ORDER PARABOLIC EQUATIONS; INTEGRODIFFERENTIAL EQUATION; CONVOLUTION QUADRATURE; EVOLUTION EQUATION; DIFFERENCE METHOD; GALERKIN METHOD; ERROR ANALYSIS; APPROXIMATIONS; STABILITY;
D O I
10.1137/140979563
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We consider initial/boundary value problems for the subdiffusion and diffusion-ave equations involving a Caputo fractional derivative in time. We develop two fully discrete schemes based on the piecewise linear Galerkin finite element method in space and convolution quadrature in time with the generating function given by the backward Euler method/second-order backward difference method, and establish error estimates optimal with respect to the regularity of problem data. These two schemes are first-and second-order accurate in time for both smooth and nonsmooth data. Extensive numerical experiments for two-dimensional problems confirm the convergence analysis and robustness of the schemes with respect to data regularity.
引用
收藏
页码:A146 / A170
页数:25
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