<p>The authors of Roul et al. (J Math Chem 61:2146–2175, 2023) developed a numerical method for the time-fractional diffusion equation. In this method, the <i>L</i>1 scheme is employed on a uniform mesh for time discretization and a compact finite difference scheme for spatial discretization. They have ignored the initial weak singularity at <InlineEquation ID="IEq2"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10910_2025_1752_Article_IEq2.gif" Format="GIF" Height="14" Rendition="HTML" Resolution="72" Type="Linedraw" Width="38" /> </InlineMediaObject> <EquationSource Format="TEX">\(t=0\)</EquationSource> </InlineEquation>. The present study applies the <InlineEquation ID="IEq3"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10910_2025_1752_Article_IEq1.gif" Format="GIF" Height="16" Rendition="HTML" Resolution="72" Type="Linedraw" Width="42" /> </InlineMediaObject> <EquationSource Format="TEX">\(L2\text {-}1_{\sigma }\)</EquationSource> </InlineEquation> scheme on a graded temporal mesh, providing an improvement over the <i>L</i>1 scheme by accurately approximating the Caputo time-fractional derivative and capturing the initial-time singularity. Spatial derivatives are approximated using a high-order compact finite difference scheme. The stability and convergence of the proposed scheme are rigorously proven using the energy method, in contrast to the Von-Neumann analysis used in Roul et al. (J Math Chem 61:2146–2175, 2023), which is limited to periodic and homogeneous boundary conditions. The proposed scheme achieves a temporal accuracy of <InlineEquation ID="IEq4"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10910_2025_1752_Article_IEq4.gif" Format="GIF" Height="19" Rendition="HTML" Resolution="72" Type="Linedraw" Width="86" /> </InlineMediaObject> <EquationSource Format="TEX">\(\min \{r\alpha ,\,2\}\)</EquationSource> </InlineEquation>, with <InlineEquation ID="IEq5"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10910_2025_1752_Article_IEq5.gif" Format="GIF" Height="19" Rendition="HTML" Resolution="72" Type="Linedraw" Width="69" /> </InlineMediaObject> <EquationSource Format="TEX">\(\alpha \in (0,1)\)</EquationSource> </InlineEquation>, and fourth-order spatial accuracy. Numerical experiments validate the theoretical findings, and comparisons with Roul et al. (J Math Chem 61:2146–2175, 2023) and Roul (J Comput Appl Math 451:116033,2024) demonstrate the superior accuracy of the proposed approach.</p>

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A high-accuracy \(L2\text {-}1_{\sigma }\) approach for time-fractional diffusion equations on non-uniform mesh

  • Pradip Roul,
  • Vikas Kumar

摘要

The authors of Roul et al. (J Math Chem 61:2146–2175, 2023) developed a numerical method for the time-fractional diffusion equation. In this method, the L1 scheme is employed on a uniform mesh for time discretization and a compact finite difference scheme for spatial discretization. They have ignored the initial weak singularity at \(t=0\) . The present study applies the \(L2\text {-}1_{\sigma }\) scheme on a graded temporal mesh, providing an improvement over the L1 scheme by accurately approximating the Caputo time-fractional derivative and capturing the initial-time singularity. Spatial derivatives are approximated using a high-order compact finite difference scheme. The stability and convergence of the proposed scheme are rigorously proven using the energy method, in contrast to the Von-Neumann analysis used in Roul et al. (J Math Chem 61:2146–2175, 2023), which is limited to periodic and homogeneous boundary conditions. The proposed scheme achieves a temporal accuracy of \(\min \{r\alpha ,\,2\}\) , with \(\alpha \in (0,1)\) , and fourth-order spatial accuracy. Numerical experiments validate the theoretical findings, and comparisons with Roul et al. (J Math Chem 61:2146–2175, 2023) and Roul (J Comput Appl Math 451:116033,2024) demonstrate the superior accuracy of the proposed approach.