Error Estimate of a Fully Discrete Local Discontinuous Galerkin Method for Variable-Order Time-Fractional Diffusion Equations
Leilei Wei, Shuying Zhai, Xindong Zhang
Communications on Applied Mathematics and Computation ›› 2020, Vol. 3 ›› Issue (3) : 429-443.
Error Estimate of a Fully Discrete Local Discontinuous Galerkin Method for Variable-Order Time-Fractional Diffusion Equations
The aim of this paper is to develop a fully discrete local discontinuous Galerkin method to solve a class of variable-order fractional diffusion problems. The scheme is discretized by a weighted-shifted Grünwald formula in the temporal discretization and a local discontinuous Galerkin method in the spatial direction. The stability and the $L^2$-convergence of the scheme are proved for all variable-order $\alpha (t)\in (0,1)$. The proposed method is of accuracy-order $O(\tau ^3+h^{k+1})$ , where $\tau$, h, and k are the temporal step size, the spatial step size, and the degree of piecewise $P^k$ polynomials, respectively. Some numerical tests are provided to illustrate the accuracy and the capability of the scheme.
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