{ "id": "1206.2686", "version": "v1", "published": "2012-06-12T22:38:17.000Z", "updated": "2012-06-12T22:38:17.000Z", "title": "Superconvergence of a discontinuous Galerkin method for fractional diffusion and wave equations", "authors": [ "Kassem Mustapha", "William McLean" ], "comment": "24 pages, 2 figures", "categories": [ "math.NA" ], "abstract": "We consider an initial-boundary value problem for $\\partial_tu-\\partial_t^{-\\alpha}\\nabla^2u=f(t)$, that is, for a fractional diffusion ($-1<\\alpha<0$) or wave ($0<\\alpha<1$) equation. A numerical solution is found by applying a piecewise-linear, discontinuous Galerkin method in time combined with a piecewise-linear, conforming finite element method in space. The time mesh is graded appropriately near $t=0$, but the spatial mesh is quasiuniform. Previously, we proved that the error, measured in the spatial $L_2$-norm, is of order $k^{2+\\alpha_-}+h^2\\ell(k)$, uniformly in $t$, where $k$ is the maximum time step, $h$ is the maximum diameter of the spatial finite elements, $\\alpha_-=\\min(\\alpha,0)\\le0$ and $\\ell(k)=\\max(1,|\\log k|)$. Here, we generalize a known result for the classical heat equation (i.e., the case $\\alpha=0$) by showing that at each time level $t_n$ the solution is superconvergent with respect to $k$: the error is of order $(k^{3+2\\alpha_-}+h^2)\\ell(k)$. Moreover, a simple postprocessing step employing Lagrange interpolation yields a superconvergent approximation for any $t$. Numerical experiments indicate that our theoretical error bound is pessimistic if $\\alpha<0$. Ignoring logarithmic factors, we observe that the error in the DG solution at $t=t_n$, and after postprocessing at all $t$, is of order $k^{3+\\alpha_-}+h^2$.", "revisions": [ { "version": "v1", "updated": "2012-06-12T22:38:17.000Z" } ], "analyses": { "subjects": [ "26A33", "35R09", "45K05", "47G20", "65M12", "65M15", "65M60" ], "keywords": [ "discontinuous galerkin method", "fractional diffusion", "wave equations", "postprocessing step employing lagrange", "step employing lagrange interpolation yields" ], "note": { "typesetting": "TeX", "pages": 24, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2012arXiv1206.2686M" } } }