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arXiv 1607.07096math.NAcs.NA
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一种基于有限差分方案的改进算法用于非光滑解的分数边界值问题

An improved algorithm based on finite difference schemes for fractional boundary value problems with non-smooth solution

Southeast University(东南大学)

Zhao-Peng Hao, Wan-Rong Cao

AI总结:

本文提出一种基于 extrapolation 技术的改进算法,提升有限差分方案在非光滑解分数边界值问题中的精度,通过分析精确解的主导奇异性,证明改进后的 WSGD 和 FCD 方案可获得二阶精度,并通过数值实验验证了算法的准确性与收敛性。

摘要:

本文提出了一种高效的算法,通过 extrapolation 技术来提高有限差分方案在求解非光滑解分数边界值问题中的精度。重新审视了两种流行的有限差分方案,即加权移位Grünwald 差分 (WSGD) 方案和分数中心差分 (FCD) 方案,并在最大范数下提供了这两种方案的误差估计。基于对底层问题精确解主导奇性的分析,证明使用所提出的算法后,改进的 WSGD 和 FCD 方案可以恢复非光滑解的二阶精度。给出了若干数值实验以验证我们的理论预测。证明使用所提出的算法可以显著提高数值解的精度和收敛速率。

英文摘要:

In this paper, an efficient algorithm is presented by the extrapolation technique to improve the accuracy of finite difference schemes for solving the fractional boundary value problems with non-smooth solution. Two popular finite difference schemes, the weighted shifted Grünwald difference (WSGD) scheme and the fractional centered difference (FCD) scheme, are revisited and the error estimate of the schemes is provided in maximum norm. Based on the analysis of leading singularity of exact solution for the underlying problem, it is demonstrated that, with the use of the proposed algorithm, the improved WSGD and FCD schemes can recover the second-order accuracy for non-smooth solution. Several numerical examples are given to validate our theoretical prediction. It is shown that both accuracy and convergence rate of numerical solutions can be significantly improved by using the proposed algorithm.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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