A Galerkin Finite Element Method for a Class of Time–Space Fractional Differential Equation with Nonsmooth Data

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• 作者：Zhengang Zhao ; Yunying Zheng ; Peng Guo
• 关键词：Time–space fractional differential equation ; Riesz fractional derivative ; Crank–Nicolson scheme ; Product trapezoidal method ; Fractional Ritz–Volterra projection ; Galerkin finite element method
• 刊名：Journal of Scientific Computing
• 出版年：2017
• 出版时间：January 2017
• 年：2017
• 卷：70
• 期：1
• 页码：386-406
• 全文大小：
• 刊物类别：Mathematics and Statistics
• 刊物主题：Algorithms; Computational Mathematics and Numerical Analysis; Appl.Mathematics/Computational Methods of Engineering; Theoretical, Mathematical and Computational Physics;
• 出版者：Springer US
• ISSN：1573-7691
• 卷排序：70

文摘

In this article, a Galerkin finite element approximation for a class of time–space fractional differential equation is studied, under the assumption that \(u_{tt}, u_{ttt}, u_{2\alpha ,tt}\) are continuous for \(\varOmega \times (0,T]\), but discontinuous at time \(t=0\). In spatial direction, the Galerkin finite element method is presented. And in time direction, a Crank–Nicolson time-stepping is used to approximate the fractional differential term, and the product trapezoidal method is employed to treat the temporal fractional integral term. By using the properties of the fractional Ritz projection and the fractional Ritz–Volterra projection, the convergence analyses of semi-discretization scheme and full discretization scheme are derived separately. Due to the lack of smoothness of the exact solution, the numerical accuracy does not achieve second order convergence in time, which is \(O(k^{3-\beta }+k^{3}t_{n+1}^{-\beta }+k^{3}t_{n+1}^{-\beta -1})\), \(n=0,1,\ldots ,N-1\). But the convergence order in time is shown to be greater than one. Numerical examples are also included to demonstrate the effectiveness of the proposed method.