Partially explicit time discretization for time fractional diffusion equation

DOI10.1007/S13540-022-00092-6MaRDI QIDQ2110565zbMATH OpenOpenAlexFDO

Authors Jiuhua Hu, Anatoly A. Alikhanov, Wing Tat Leung, Y. Efendiev

Publication date 21 December 2022

Published in Fractional Calculus \ Applied Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2108.12989

zbMATH Keywords

partial diffusion equationpartial explicit methodstability analysis

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) 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) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60)

Abstract: Time fractional PDEs have been used in many applications for modeling and simulations. Many of these applications are multiscale and contain high contrast variations in the media properties. It requires very small time step size to perform detailed computations. On the other hand, in the presence of small spatial grids, very small time step size is required for explicit methods. Explicit methods have many advantages as we discuss in the paper. In this paper, we propose a partial explicit method for time fractional PDEs. The approach solves the forward problem on a coarse computational grid, which is much larger than spatial heterogeneities, and requires only a few degrees of freedom to be treated implicitly. Via the construction of appropriate spaces and careful stability analysis, we can show that the time step can be chosen not to depend on the contrast or scale as the coarse mesh size. Thus, one can use larger time step size in an explicit approach. We present stability theory for our proposed method and our numerical results confirm the stability findings and demonstrate the performance of the approach.

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Cited in

(10)

• A discrete comparison principle for the time-fractional diffusion equation
• Time Discretization of a Tempered Fractional Feynman--Kac Equation with Measure Data
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