Stability and convergence of finite difference schemes for a class of time-fractional sub-diffusion equations based on certain superconvergence

摘要

This paper is devoted to the construction and analysis of finite difference methods for solving a class of time-fractional subdiffusion equations. Based on the certain superconvergence at some particular points of the fractional derivative by the traditional first-order Grunwald-Letnikov formula, some effective finite difference schemes are derived. The obtained schemes can achieve the global second-order numerical accuracy in time, which is independent of the values of anomalous diffusion exponent alpha (0 < alpha < 1) in the governing equation. The spatial second-order scheme and the spatial fourth-order compact scheme, respectively, are established for the one-dimensional problem along with the strict analysis on the unconditional stability and convergence of these schemes by the discrete energy method. Furthermore, the extension to the two-dimensional case is also considered. Numerical experiments support the correctness of the theoretical analysis and effectiveness of the new developed difference schemes. (C) 2014 Elsevier Inc. All rights reserved.