Incomplete Iterative Solution of the Subdiffusion Problem (1906.06497v2)

Abstract: In this work, we develop an efficient incomplete iterative scheme for the numerical solution of the subdiffusion model involving a Caputo derivative of order $\alpha\in(0,1)$ in time. It is based on piecewise linear Galerkin finite element method in space and backward Euler convolution quadrature in time and solves one linear algebraic system inexactly by an iterative algorithm at each time step. We present theoretical results for both smooth and nonsmooth solutions, using novel weighted estimates of the time-stepping scheme. The analysis indicates that with the number of iterations at each time level chosen properly, the error estimates are nearly identical with that for the exact linear solver, and the theoretical findings provide guidelines on the choice. Illustrative numerical results are presented to complement the theoretical analysis.