Explicit and implicit TVD schemes for conservation laws with Caputo derivatives

DOI10.1007/S10915-017-0356-4MaRDI QIDQ2399162zbMATH OpenOpenAlexFDO

Authors Jian-Guo Liu, Zheng Ma, Zhennan Zhou

Publication date 22 August 2017

Published in Journal of Scientific Computing (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1610.03025

zbMATH Keywords

Caputo derivativeCFL-type stability conditionconservation lawexplicit upwind schemefinite difference methodmemory effectnumerical examplesTVD schemes

Mathematics Subject Classification ID

Hyperbolic conservation laws (35L65) 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)

Abstract: In this paper, we investigate numerical approximations of the scalar conservation law with the Caputo derivative, which introduces the memory effect. We construct the first order and the second order explicit upwind schemes for such equations, which are shown to be conditionally $el{l}^1$ contracting and TVD. However, the Caputo derivative leads to the modified CFL-type stability condition, $(Deltat{)}^{alpha}=O(Deltax)$, where $alphain(0,1]$ is the fractional exponent in the derivative. When $alpha$ small, such strong constraint makes the numerical implementation extremely impractical. We have then proposed the implicit upwind scheme to overcome this issue, which is proved to be unconditionally $el{l}^1$ contracting and TVD. Various numerical tests are presented to validate the properties of the methods and provide more numerical evidence in interpreting the memory effect in conservation laws.

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Cited in

(8)

• An implicit difference scheme and algorithm implementation for the one-dimensional time-fractional Burgers equations
• \(L1\)-multiscale Galerkin's scheme with multilevel augmentation algorithm for solving time fractional Burgers' equation
• An accurate, robust, and efficient finite difference scheme with graded meshes for the time-fractional Burgers' equation
• Positivity preserving schemes for the fractional Klein-Kramers equation with boundaries
• Upwind finite difference schemes for linear conservation law with memory
• Approximation of Hamilton-Jacobi equations with the Caputo time-fractional derivative
• A Discretization of Caputo Derivatives with Application to Time Fractional SDEs and Gradient Flows
• Multigrid methods for time fractional conservation laws

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