The unified theory of shifted convolution quadrature for fractional calculus

Abstract

The convolution quadrature theory is a systematic approach to analyse the approximation of the Riemann-Liouville fractional operator $I^{\alpha }$ at node $x_n$. In this paper, we develop the shifted convolution quadrature ($SCQ$) theory which generalizes the theory of convolution quadrature by introducing a shifted parameter $\theta$ to cover as many numerical schemes that approximate the operator $I^{\alpha }$ with an integer convergence rate as possible. The constraint on the parameter $\theta$ is discussed in detail and the phenomenon of superconvergence for some schemes is examined from a new perspective. For some technique purposes when analysing the stability or convergence estimates of a method applied to PDEs, we design some novel formulas with desired properties under the framework of the $SCQ$. Finally, we conduct some numerical tests with nonsmooth solutions to further confirm our theory.

21 pages, 15 figures