Explicit and implicit TVD schemes for conservation laws with Caputo derivatives

DOI10.1007/S10915-017-0356-4zbMATH Open1371.65083arXiv1610.03025OpenAlexW2531323189MaRDI QIDQ2399162FDOQ2399162

Authors: Jian-Guo Liu, Zheng Ma, Zhennan Zhou 

Publication date: 22 August 2017

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

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.

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

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zbMATH Keywords

numerical examplesconservation lawfinite difference methodCaputo derivativeTVD schemesmemory effectexplicit upwind schemeCFL-type stability condition

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)

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Cited In (8)

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

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