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Sharp error estimates for spatial-temporal finite difference approximations to fractional sub-diffusion equation without regularity assumption on the exact solution

Numerical Analysis 2023-02-07 v1 Numerical Analysis

Abstract

Finite difference method as a popular numerical method has been widely used to solve fractional diffusion equations. In the general spatial error analyses, an assumption uC4(Ωˉ)u\in C^{4}(\bar{\Omega}) is needed to preserve O(h2)\mathcal{O}(h^{2}) convergence when using central finite difference scheme to solve fractional sub-diffusion equation with Laplace operator, but this assumption is somewhat strong, where uu is the exact solution and hh is the mesh size. In this paper, a novel analysis technique is proposed to show that the spatial convergence rate can reach O(hmin(σ+12ϵ,2))\mathcal{O}(h^{\min(\sigma+\frac{1}{2}-\epsilon,2)}) in both l2l^{2}-norm and ll^{\infty}-norm in one-dimensional domain when the initial value and source term are both in H^σ(Ω)\hat{H}^{\sigma}(\Omega) but without any regularity assumption on the exact solution, where σ0\sigma\geq 0 and ϵ>0\epsilon>0 being arbitrarily small. After making slight modifications on the scheme, acting on the initial value and source term, the spatial convergence rate can be improved to O(h2)\mathcal{O}(h^{2}) in l2l^{2}-norm and O(hmin(σ+32ϵ,2))\mathcal{O}(h^{\min(\sigma+\frac{3}{2}-\epsilon,2)}) in ll^{\infty}-norm. It's worth mentioning that our spatial error analysis is applicable to high dimensional cube domain by using the properties of tensor product. Moreover, two kinds of averaged schemes are provided to approximate the Riemann--Liouville fractional derivative, and O(τ2)\mathcal{O}(\tau^{2}) convergence is obtained for all α(0,1)\alpha\in(0,1). Finally, some numerical experiments verify the effectiveness of the built theory.

Keywords

Cite

@article{arxiv.2302.02632,
  title  = {Sharp error estimates for spatial-temporal finite difference approximations to fractional sub-diffusion equation without regularity assumption on the exact solution},
  author = {Daxin Nie and Jing Sun and Weihua Deng},
  journal= {arXiv preprint arXiv:2302.02632},
  year   = {2023}
}

Comments

32 pages

R2 v1 2026-06-28T08:32:45.104Z