Efficient numerical algorithms for three-dimensional fractional partial differential equations

DOI10.4208/JCM.1401-M3893MaRDI QIDQ5497962zbMATH OpenOpenAlexFDO

Authors Weihua Deng, Minghua Chen

Publication date 11 February 2015

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

Full work available at URL https://arxiv.org/abs/1303.4628

zbMATH Keywords

algorithmconvergenceCrank-Nicolsonfractional advection diffusion equationfractional partial differential equationslocally one dimensional methodnumerical stabilityRiesz fractional diffusion equation

Mathematics Subject Classification ID

Heat equation (35K05) Fractional partial differential equations (35R11) 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) Method of lines for initial value and initial-boundary value problems involving PDEs (65M20)

Abstract: This paper detailedly discusses the locally one-dimensional numerical methods for efficiently solving the three-dimensional fractional partial differential equations, including fractional advection diffusion equation and Riesz fractional diffusion equation. The second order finite difference scheme is used to discretize the space fractional derivative and the Crank-Nicolson procedure to the time derivative. We theoretically prove and numerically verify that the presented numerical methods are unconditionally stable and second order convergent in both space and time directions. In particular, for the Riesz fractional diffusion equation, the idea of reducing the splitting error is used to further improve the algorithm, and the unconditional stability and convergency are also strictly proved and numerically verified for the improved scheme.

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Cited in

(16)

• Numerical simulation for the three-dimension fractional sub-diffusion equation
• The numerical analysis of two-sided space-fractional wave equation with improved moving least-square Ritz method
• Efficient second-order ADI difference schemes for three-dimensional Riesz space-fractional diffusion equations
• A note on the stability of a second order finite difference scheme for space fractional diffusion equations
• Fast iterative method with a second-order implicit difference scheme for time-space fractional convection-diffusion equation
• A weighted finite difference method for the fractional diffusion equation based on the Riemann-Liouville derivative
• A weighted numerical algorithm for two and three dimensional two-sided space fractional wave equations
• Second-order explicit difference schemes for the space fractional advection diffusion equation
• A finite difference method for fractional diffusion equations with Neumann boundary conditions
• Estimation of the smallest eigenvalue in fractional escape problems: semi-analytics and fits
• Stability and convergence of finite difference schemes for a class of time-fractional sub-diffusion equations based on certain superconvergence
• Second-order BDF time approximation for Riesz space-fractional diffusion equations
• A non‐standard finite difference method for space fractional advection–diffusion equation
• Midpoint splitting methods for nonlinear space fractional diffusion equations
• An efficient preconditioned iterative method for solving discretized fourth-order Riesz spatial fractional reaction-dispersion equations with variable coefficients
• Fast numerical solution for fractional diffusion equations by exponential quadrature rule

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