时间分数阶次扩散方程的多层扩充算法

The Multilevel Augmentation Method for Solving Time Fractional Subdiffusion Equation

  • 摘要: 基于L1公式和多尺度Galerkin方法, 对具有α阶Caputo导数的时间分数阶次扩散方程建立了全离散格式;证明了全离散格式存在唯一解和具有最优收敛阶O(hr+τ2-α), r为分片多项式的次数;在每个时间层,对全离散格式所得线性方程组, 设计了多层扩充算法进行高效求解, 并保持着最优收敛阶;最后, 给出数值算例来验证理论分析的正确性.

     

    Abstract: Based on L1 formula and the multiscale Galerkin method, a fully-discrete scheme is proposed for solving time fractional subdiffusion equations with α order Caputo fractional derivative. The existence and uniqueness of the solution of the fully-discrete scheme are proved, and the optimal convergence order O(hr+ τ 2-α) is also deduced, where r is the order of piecewise polynomials. A multilevel augmentation method (MAM) is developed to solve the linear systems resulting from the fully-discrete scheme at each time step, and MAM preserves the optimal convergence order. A numerical experiment is presented at last to show the validity of the theoretical analysis.

     

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