Reduced spline method based on a proper orthogonal decomposition technique for fractional sub-diffusion equations

Abstract

In this paper, a reduced spline (RS) method based on a proper orthogonal decomposition (POD) technique for numerical solution of time fractional sub-diffusion equations is investigated. Combining POD with polynomial and non-polynomial spline methods yield a new model with lower dimensions and sufficiently high accuracy, so that the amount of computations and the calculation time decrease in comparison with usual spline methods. Although, the classical L1 scheme on uniform meshes is one of the most successful methods for approximation of the Caputo fractional derivative in time, due to the fact that the solution of time fractional sub-diffusion equations typically has a singularity at the origin, a weak convergence will conclude for such scheme. To overcome this difficulty, we use the L1 scheme on graded meshes in time, such that considered time steps are very small near the origin which compensate the singularity of the solution. Also, the error estimates between the POD approximate solution of the RS scheme and the exact solution of fractional sub-diffusion equation are established for two types of uniform and graded meshes in time. Numerical examples are given to illustrate the feasibility and efficiency of the proposed method.