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A sharp $\alpha$-robust $L1$ scheme on graded meshes for two-dimensional time tempered fractional Fokker-Planck equation

Numerical Analysis 2022-06-09 v2 Numerical Analysis

Abstract

In this paper, we are concerned with the numerical solution for the two-dimensional time fractional Fokker-Planck equation with tempered fractional derivative of order α\alpha. Although some of its variants are considered in many recent numerical analysis papers, there are still some significant differences. Here we first provide the regularity estimates of the solution. And then a modified LL1 scheme inspired by the middle rectangle quadrature formula on graded meshes is employed to compensate for the singularity of the solution at t0+t\rightarrow 0^{+}, while the five-point difference scheme is used in space. Stability and convergence are proved in the sence of LL^{\infty} norm, then a sharp error estimate O(τmin{2α,rα})\mathscr{O}(\tau^{\min\{2-\alpha, r\alpha\}}) is derived on graded meshes. Furthermore, unlike the bounds proved in the previous works, the constant multipliers in our analysis do not blow up as the Caputo fractional derivative α\alpha approaches the classical value of 1. Finally, we perform the numerical experiments to verify the effectiveness and convergence order of the presented algorithms.

Keywords

Cite

@article{arxiv.2205.15837,
  title  = {A sharp $\alpha$-robust $L1$ scheme on graded meshes for two-dimensional time tempered fractional Fokker-Planck equation},
  author = {Can Wang and Weihua Deng and Xiangong Tang},
  journal= {arXiv preprint arXiv:2205.15837},
  year   = {2022}
}

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