A Compact Scheme Combining the Fast Time Stepping Method for Solving 2D Fractional Subdiffusion Equations

Abstract

In this paper, in order to improve the calculation accuracy and efficiency of α-order Caputo fractional derivative (0 α ≤ 1), we developed a compact scheme combining the fast time stepping method for solving 2D fractional nonlinear subdiffusion equations. In the temporal direction, a time stepping method was applied. It can reach second-order accuracy. In the spatial direction, we utilized the compact difference scheme, which can reach fourth-order accuracy. Some properties of coefficients are given, which are essential for the theoretical analysis. Meanwhile, we rigorously proved the unconditional stability of the proposed scheme and gave the sharp error estimate. To overcome the intensive computation caused by the fractional operators, we combined a fast algorithm, which can reduce the computational complexity from O(N2) to O(Nlog(N)), where N represents the number of time steps. Considering that the solution of the subdiffusion equation is weakly regular in most cases, we added correction terms to ensure that the solution can achieve the optimal convergence accuracy.

Keywords

• time stepping method
• compact difference scheme
• fractional nonlinear subdiffusion equation
• fast algorithm
• correction terms