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Numer. Math. Theor. Meth. Appl., 14 (2021), pp. 945-971.
Published online: 2021-09
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Some well-known L-type formulae, i.e., L1, L1-2, and L1-2-3 formulae, are usually employed to approximate the Caputo fractional derivative of order α ∈ (0, 1). In this paper, we aim to elaborate on the stability and convergence analyses of some finite difference methods (FDMs) for solving the subdiffusion equation, i.e., a diffusion equation which exploits the Caputo time-fractional derivative of order $α$. In fact, the FDMs considered here are based on the usual central difference scheme for the spatial derivative, and the Caputo derivative is approximated by using methods such as the L1, L1-2, and L1-2-3 formulae. Thanks to a specific type of the discrete version of the Gronwall inequality, we show that the FDMs are unconditionally stable in the maximum norm and also discrete $H^1$ norm. Then, we prove that the finite difference method which uses the L1, L1-2, and L1-2-3 formulae has the global order of convergence $2−α$, $3−α$, and 3, respectively. Finally, some numerical tests confirm the theoretical results. A brief conclusion finishes the paper.
}, issn = {2079-7338}, doi = {https://doi.org/10.4208/nmtma.OA-2021-0020}, url = {http://global-sci.org/intro/article_detail/nmtma/19525.html} }Some well-known L-type formulae, i.e., L1, L1-2, and L1-2-3 formulae, are usually employed to approximate the Caputo fractional derivative of order α ∈ (0, 1). In this paper, we aim to elaborate on the stability and convergence analyses of some finite difference methods (FDMs) for solving the subdiffusion equation, i.e., a diffusion equation which exploits the Caputo time-fractional derivative of order $α$. In fact, the FDMs considered here are based on the usual central difference scheme for the spatial derivative, and the Caputo derivative is approximated by using methods such as the L1, L1-2, and L1-2-3 formulae. Thanks to a specific type of the discrete version of the Gronwall inequality, we show that the FDMs are unconditionally stable in the maximum norm and also discrete $H^1$ norm. Then, we prove that the finite difference method which uses the L1, L1-2, and L1-2-3 formulae has the global order of convergence $2−α$, $3−α$, and 3, respectively. Finally, some numerical tests confirm the theoretical results. A brief conclusion finishes the paper.