A Crank-Nicolson-type compact difference method and its extrapolation for time fractional Cattaneo convection-diffusion equations with smooth solutions

Abstract

A high-order Crank-Nicolson-type compact difference method is proposed for a class of time fractional Cattaneo convection-diffusion equations with smooth solutions. The convection coefficient of the equation may be spatially variable. A suitable transformation is adopted to transform the original equation into a reaction-diffusion equation, which is then discretized by a fourth-order compact difference approximation for the spatial derivative and by a second-order Crank-Nicolson-type difference approximation for the time first derivative and the Caputo time fractional derivative. The local truncation error and the solvability of the resulting scheme are discussed in detail. The (almost) unconditional stability of the method and its convergence of second order in time and fourth order in space are rigorously proved using a discrete energy analysis method. A Richardson extrapolation algorithm, including its rigorous convergence analysis, is presented. This extrapolation algorithm improves the temporal accuracy of the computed solution to the third order. An application of the proposed method to the non-smooth solution which has a weak singularity at the initial time is also discussed by introducing a correction term. Numerical results demonstrate the accuracy of the new method and the high efficiency of the Richardson extrapolation algorithm.