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arXiv · 2309.13316

High order approximation to Caputo derivative on graded mesh and time-fractional diffusion equation for non-smooth solutions

Shweta Kumari·Abhishek Kumar Singh·Vaibhav Mehandiratta·Mani Mehra
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Abstract

In this paper, a high-order approximation to Caputo-type time-fractional diffusion equations involving an initial-time singularity of the solution is proposed. At first, we employ a numerical algorithm based on the Lagrange polynomial interpolation to approximate the Caputo derivative on the non-uniform mesh. Then truncation error rate and the optimal grading constant of the approximation on a graded mesh are obtained as $\min\{4-\alpha,r\alpha\}$ and $\frac{4-\alpha}{\alpha}$, respectively, where $\alpha\in(0,1)$ is the order of fractional derivative and $r\geq 1$ is the mesh grading parameter. Using this new approximation, a difference scheme for the Caputo-type time-fractional diffusion equation on graded temporal mesh is formulated. The scheme proves to be uniquely solvable for general $r$. Then we derive the unconditional stability of the scheme on uniform mesh. The convergence of the scheme, in particular for $r=1$, is analyzed for non-smooth solutions and concluded for smooth solutions. Finally, the accuracy of the scheme is verified by analyzing the error through a few numerical examples.

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Shweta Kumari, Abhishek Kumar Singh, Vaibhav Mehandiratta, Mani Mehra. 2023-09-23. High order approximation to Caputo derivative on graded mesh and time-fractional diffusion equation for non-smooth solutions. https://arxiv.org/abs/2309.13316

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