<p>In this work, we present efficient and high-order numerical schemes for sub-diffusion equation involving tempered fractional derivative. In particular, we establish the equivalence between the sub-diffusion equation with tempered fractional derivative in a <i>d</i> dimensional space and integer-order extended parametric sub-diffusion equation in a <InlineEquation ID="IEq1"> <EquationSource Format="TEX">\((d+1)\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mo stretchy="false">(</mo> <mi>d</mi> <mo>+</mo> <mn>1</mn> <mo stretchy="false">)</mo> </mrow> </math></EquationSource> </InlineEquation> dimensional space, following our previous work [<i>J. Sci. Comput.</i>,105(2025)82]. We apply the BDF-<i>k</i> scheme for time discretization and conduct a rigorous stability analysis for the semi-discrete schemes. Motivated by the high-regularity with respect to the extended <InlineEquation ID="IEq2"> <EquationSource Format="TEX">\(\theta \)</EquationSource> <EquationSource Format="MATHML"><math> <mi>θ</mi> </math></EquationSource> </InlineEquation> direction established in [<i>J. Sci. Comput.</i>,105(2025)82], we employ a Jacobi spectral method for the extended <InlineEquation ID="IEq3"> <EquationSource Format="TEX">\(\theta \)</EquationSource> <EquationSource Format="MATHML"><math> <mi>θ</mi> </math></EquationSource> </InlineEquation> direction and Fourier spectral method for the spatial direction, respectively. Additionally, we provide an error estimate for the full discretization scheme, showing a convergence order of <InlineEquation ID="IEq4"> <EquationSource Format="TEX">\(\mathcal {O}\left( \Delta t^{k} + M^{-m} + N^{-q}\right) , \, 1\le k \le 5, \, 0&lt;m\le M\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi mathvariant="script">O</mi> <mfenced close=")" open="("> <mi mathvariant="normal">Δ</mi> <msup> <mi>t</mi> <mi>k</mi> </msup> <mo>+</mo> <msup> <mi>M</mi> <mrow> <mo>-</mo> <mi>m</mi> </mrow> </msup> <mo>+</mo> <msup> <mi>N</mi> <mrow> <mo>-</mo> <mi>q</mi> </mrow> </msup> </mfenced> <mo>,</mo> <mspace width="0.166667em" /> <mn>1</mn> <mo>≤</mo> <mi>k</mi> <mo>≤</mo> <mn>5</mn> <mo>,</mo> <mspace width="0.166667em" /> <mn>0</mn> <mo>&lt;</mo> <mi>m</mi> <mo>≤</mo> <mi>M</mi> </mrow> </math></EquationSource> </InlineEquation>, where <InlineEquation ID="IEq5"> <EquationSource Format="TEX">\(\Delta t\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi mathvariant="normal">Δ</mi> <mi>t</mi> </mrow> </math></EquationSource> </InlineEquation>, <i>M</i>, and <i>N</i> represent the time-step size, the number of nodes for the Jacobi spectral method and Fourier spectral method, respectively, <i>q</i> is determined by the regularity of the solution in the spatial direction. To accelerate the computation, we apply a generalized characteristic decomposition to the fully discrete scheme, which yields <i>M</i> independent discrete Poisson systems. The computational cost and storage requirements of our proposed algorithm are essentially the same as those for discrete Poisson systems, namely, <InlineEquation ID="IEq6"> <EquationSource Format="TEX">\(\mathcal {O}\left( N_TN^2\log (N^2)\right) \)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi mathvariant="script">O</mi> <mfenced close=")" open="("> <msub> <mi>N</mi> <mi>T</mi> </msub> <msup> <mi>N</mi> <mn>2</mn> </msup> <mo>log</mo> <mrow> <mo stretchy="false">(</mo> <msup> <mi>N</mi> <mn>2</mn> </msup> <mo stretchy="false">)</mo> </mrow> </mfenced> </mrow> </math></EquationSource> </InlineEquation> in cost and <InlineEquation ID="IEq7"> <EquationSource Format="TEX">\(\mathcal {O}\left( N^2\right) \)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi mathvariant="script">O</mi> <mfenced close=")" open="("> <msup> <mi>N</mi> <mn>2</mn> </msup> </mfenced> </mrow> </math></EquationSource> </InlineEquation> in storage, where <InlineEquation ID="IEq8"> <EquationSource Format="TEX">\(N_T\)</EquationSource> <EquationSource Format="MATHML"><math> <msub> <mi>N</mi> <mi>T</mi> </msub> </math></EquationSource> </InlineEquation> is the number of time-step. We present several numerical examples to demonstrate the effectiveness of the proposed method.</p>

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Stability and Error Estimates of BDF-k Numerical Schemes for Sub-diffusion Equation with Tempered Fractional Derivative

  • Peng Ding,
  • Qingxia Liu,
  • Zhiping Mao

摘要

In this work, we present efficient and high-order numerical schemes for sub-diffusion equation involving tempered fractional derivative. In particular, we establish the equivalence between the sub-diffusion equation with tempered fractional derivative in a d dimensional space and integer-order extended parametric sub-diffusion equation in a \((d+1)\) ( d + 1 ) dimensional space, following our previous work [J. Sci. Comput.,105(2025)82]. We apply the BDF-k scheme for time discretization and conduct a rigorous stability analysis for the semi-discrete schemes. Motivated by the high-regularity with respect to the extended \(\theta \) θ direction established in [J. Sci. Comput.,105(2025)82], we employ a Jacobi spectral method for the extended \(\theta \) θ direction and Fourier spectral method for the spatial direction, respectively. Additionally, we provide an error estimate for the full discretization scheme, showing a convergence order of \(\mathcal {O}\left( \Delta t^{k} + M^{-m} + N^{-q}\right) , \, 1\le k \le 5, \, 0<m\le M\) O Δ t k + M - m + N - q , 1 k 5 , 0 < m M , where \(\Delta t\) Δ t , M, and N represent the time-step size, the number of nodes for the Jacobi spectral method and Fourier spectral method, respectively, q is determined by the regularity of the solution in the spatial direction. To accelerate the computation, we apply a generalized characteristic decomposition to the fully discrete scheme, which yields M independent discrete Poisson systems. The computational cost and storage requirements of our proposed algorithm are essentially the same as those for discrete Poisson systems, namely, \(\mathcal {O}\left( N_TN^2\log (N^2)\right) \) O N T N 2 log ( N 2 ) in cost and \(\mathcal {O}\left( N^2\right) \) O N 2 in storage, where \(N_T\) N T is the number of time-step. We present several numerical examples to demonstrate the effectiveness of the proposed method.