Time two-grid technique combined with temporal second order difference method for two-dimensional semilinear fractional sub-diffusion equations

Abstract

In this paper, we construct a high order difference scheme for two-dimensional semilinear fractional sub-diffusion equations at first. To reduce the computation time, an efficient time two-grid algorithm is then proposed. The global convergence order of the two-grid scheme reaches O(τF2+τC4+h12+h22), where τF and τC represent the time-step sizes on the fine and coarse grids respectively, while h1 and h2 are the space-step sizes. Furthermore, stability and convergence of the scheme are carefully studied by some skills. At last, the theoretical statements are verified by numerical experiments.