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Published in: BIT Numerical Mathematics 4/2015

01-12-2015

Local discontinuous Galerkin methods for fractional ordinary differential equations

Authors: Weihua Deng, Jan S. Hesthaven

Published in: BIT Numerical Mathematics | Issue 4/2015

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Abstract

This paper discusses the upwinded local discontinuous Galerkin methods for the one-term/multi-term fractional ordinary differential equations (FODEs). The natural upwind choice of the numerical fluxes for the initial value problem for FODEs ensures stability of the methods. The solution can be computed element by element with optimal order of convergence \(k+1\) in the \(L^2\) norm and superconvergence of order \(k+1+\min \{k,\alpha \}\) at the downwind point of each element. Here \(k\) is the degree of the approximation polynomial used in an element and \(\alpha \) (\(\alpha \in (0,1]\)) represents the order of the one-term FODEs. A generalization of this includes problems with classic \(m\)’th-term FODEs, yielding superconvergence order at downwind point as \(k+1+\min \{k,\max \{\alpha ,m\}\}\). The underlying mechanism of the superconvergence is discussed and the analysis confirmed through examples, including a discussion of how to use the scheme as an efficient way to evaluate the generalized Mittag-Leffler function and solutions to more generalized FODE’s.

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Metadata
Title
Local discontinuous Galerkin methods for fractional ordinary differential equations
Authors
Weihua Deng
Jan S. Hesthaven
Publication date
01-12-2015
Publisher
Springer Netherlands
Published in
BIT Numerical Mathematics / Issue 4/2015
Print ISSN: 0006-3835
Electronic ISSN: 1572-9125
DOI
https://doi.org/10.1007/s10543-014-0531-z

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