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Local discontinuous Galerkin methods for fractional ordinary differential equations

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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Author information

Correspondence to Weihua Deng.

Additional information

Supported by NSFC 11271173, NSF DMS-1115416, and OSD/AFOSR FA9550-09-1-0613.

Communicated by Jan Nordström.

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Deng, W., Hesthaven, J.S. Local discontinuous Galerkin methods for fractional ordinary differential equations. Bit Numer Math 55, 967–985 (2015). https://doi.org/10.1007/s10543-014-0531-z

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Keywords

  • Fractional ordinary differential equation
  • Local discontinuous Galerkin methods
  • Downwind points
  • Superconvergence
  • Generalized Mittag-Leffler function

Mathematics Subject Classification

  • 34A08
  • 65L60
  • 33E12