A numerical study for tempered time-fractional advection-dispersion equation on graded meshes

Abstract

In this paper, we develop a second-order accurate time-stepping scheme for the tempered time-fractional advection-dispersion equation based on a sum-of-exponentials (SOE) approximation to the convolution kernel involved in the fractional derivative. To effectively resolve the weak initial-time singularity at t=0, graded temporal meshes are employed. A fully discrete scheme is constructed by coupling the proposed half-time-level temporal discretization with a finite difference method in space. Compared with the classical L1 scheme, the proposed SOE-based method achieves the same global convergence order while reducing both storage requirements and computational cost. Specifically, the storage demand is reduced from O(MN) to O(MN_exp), and the computational complexity is lowered from O(MN^2) to O(MN N_exp), where M and N denote the numbers of spatial and temporal grid points, respectively, and N_exp is the number of exponential terms used in the SOE approximation. The unique solvability, stability and accuracy of the resulting scheme are rigorously analyzed. Several numerical results are presented to confirm the sharpness of the error analysis and to demonstrate the efficiency of the proposed method.