An indirect collocation method for variable-order fractional wave equations on uniform or graded meshes and its optimal error estimates

Abstract

We develop an indirect collocation method for a variable-order fractional wave equation. Fractional differential equations are well known to exhibit initial weak singularity, which makes it unrealistic to carry out error estimates of their numerical approximations based on the smoothness assumptions of the true solutions. In this paper, we analyze the convergence behaviour of the method without artificially assuming the (often untrue) full regularity of the true solution of the problem, but only based on the behaviour of the coefficients and variable order of the problem. More precisely, we prove the following results: (i) If the variable order has an integer initial value, the method discretized on a uniform partition has an optimal-order convergence rate in the norm. (ii) Otherwise, the method discretized on a uniform mesh has only a sub-optimal order convergence rate. The method discretized on a graded mesh with the mesh grading parameter determined by the initial value of the variable order has an optimal-order convergence rate in the norm. Numerical experiments are performed to substantiate the theoretical results.