A second-order difference scheme for the time fractional substantial diffusion equation

DOI10.1016/J.CAM.2016.09.006MaRDI QIDQ344247zbMATH OpenOpenAlexFDO

Authors Guang Lin, Zhaopeng Hao, Wanrong Cao

Publication date 22 November 2016

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1607.07098

zbMATH Keywords

stability analysisfractional substantial derivativehigh-order finite difference methodnonsmooth solutionweighted average operator

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Multigrid methods; domain decomposition for initial value and initial-boundary value problems involving PDEs (65M55) Numerical methods for discrete and fast Fourier transforms (65T50)

Abstract: In this work, a second-order approximation of the fractional substantial derivative is presented by considering a modified shifted substantial Gr"{u}nwald formula and its asymptotic expansion. Moreover, the proposed approximation is applied to a fractional diffusion equation with fractional substantial derivative in time. With the use of the fourth-order compact scheme in space, we give a fully discrete Gr"{u}nwald-Letnikov-formula-based compact difference scheme and prove its stability and convergence by the energy method under smooth assumptions. In addition, the problem with nonsmooth solution is also discussed, and an improved algorithm is proposed to deal with the singularity of the fractional substantial derivative. Numerical examples show the reliability and efficiency of the scheme.

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Cited in

(25)

• A Lagrange-quadratic spline optimal collocation method for the time tempered fractional diffusion equation
• A class of second order difference approximations for solving space fractional diffusion equations
• Superconvergence analysis of anisotropic finite element method for the time fractional substantial diffusion equation with smooth and nonsmooth solutions
• Correction of high-order BDF convolution quadrature for fractional Feynman-Kac equation with Lévy flight
• Numerical methods for forward fractional Feynman-Kac equation
• Robustness of fractional difference schemes via the Caputo subdiffusion-reaction equations
• A generalized Laguerre spectral Petrov-Galerkin method for the time-fractional subdiffusion equation on the semi-infinite domain
• Second order compact difference scheme for time fractional sub-diffusion fourth-order neutral delay differential equations
• Generalized substantial fractional operators and well-posedness of Cauchy problem
• Analysis of a WSGD scheme for backward fractional Feynman-Kac equation with nonsmooth data
• Convergence analysis of the \textit{hp}-version spectral collocation method for a class of nonlinear variable-order fractional differential equations
• Temporal second order difference schemes for the multi-dimensional variable-order time fractional sub-diffusion equations
• A second-order BDF compact difference scheme for fractional-order Volterra equation
• Finite difference method for two-dimensional nonlinear time-fractional subdiffusion equation
• Additive difference scheme for two-dimensional fractional in time diffusion equation
• A fully discrete local discontinuous Galerkin method with the generalized numerical flux to solve the tempered fractional reaction-diffusion equation
• Some temporal second order difference schemes for fractional wave equations
• High order algorithms for the fractional substantial diffusion equation with truncated Lévy flights
• Two \(L1\) schemes on graded meshes for fractional Feynman-Kac equation
• Numerical Algorithms for Time-Fractional Subdiffusion Equation with Second-Order Accuracy
• A Second-Order Accurate Implicit Difference Scheme for Time Fractional Reaction-Diffusion Equation with Variable Coefficients and Time Drift Term
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