Tailored finite point method for time fractional convection dominated diffusion problems with boundary layers

Abstract

We propose a tailored finite point method (TFPM) for solving time fractional convection dominated diffusion equations in this paper. The main idea of TFPM is to firstly approximate the diffusion, convection coefficient near each grid by a constant, and then determine the weights of the finite difference scheme by using the exact solution of the convection diffusion equation with constant coefficients. This adaptation perfectly captures the rapid transition of the solutions which contain sharp boundary layers even with coarse meshes. The accuracy and stability of the scheme are rigorously analyzed. Numerical examples are shown to verify the accuracy and reliability of the proposed scheme.