High-order compact difference schemes for the modified anomalous subdiffusion equation

DOI10.1002/NUM.21992zbMATH Open1339.65109arXiv1408.5591OpenAlexW1953136735WikidataQ115398132 ScholiaQ115398132MaRDI QIDQ2804373FDOQ2804373

Authors: Changpin Li, Hengfei Ding 

Publication date: 29 April 2016

Published in: Numerical Methods for Partial Differential Equations (Search for Journal in Brave)

Abstract: In this paper, two kinds of high-order compact finite difference schemes for second-order derivative are developed. Then a second-order numerical scheme for Riemann-Liouvile derivative is established based on fractional center difference operator. We apply these methods to fractional anomalous subdiffusion equation to construct two kinds of novel numerical schemes. The solvability, stability and convergence analysis of these difference schemes are studied by Fourier method in details. The convergence orders of these numerical schemes are $mathcalO(a{u}^2+h^6)$ and $mathcalO(a{u}^2+h^8)$, respectively. Finally, numerical experiments are displayed which are in line with the theoretical analysis.

Full work available at URL: https://arxiv.org/abs/1408.5591

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zbMATH Keywords

convergencestabilitynumerical exampleFourier methodRiemann-Liouville derivative[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=Gr%EF%BF%BD%EF%BF%BDnwald-Letnikov+derivative&go=Go Gr��nwald-Letnikov derivative]high-order compact difference schemesmodified anomalous subdiffusion equation

Mathematics Subject Classification ID

Initial-boundary value problems for second-order parabolic equations (35K20) 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 (26)

• Direct meshless local Petrov-Galerkin (DMLPG) method for time-fractional fourth-order reaction-diffusion problem on complex domains
• Integrated radial basis functions to simulate modified anomalous sub‐diffusion equation
• Compact difference schemes for the modified anomalous fractional sub-diffusion equation and the fractional diffusion-wave equation
• ANALYSIS AND IMPLEMENTATION OF NUMERICAL SCHEME FOR THE VARIABLE-ORDER FRACTIONAL MODIFIED SUB-DIFFUSION EQUATION
• Analysis of local discontinuous Galerkin method for time-space fractional convection-diffusion equations
• Alternating direction implicit-spectral element method (ADI-SEM) for solving multi-dimensional generalized modified anomalous sub-diffusion equation
• High-order numerical approximation formulas for Riemann-Liouville (Riesz) tempered fractional derivatives: construction and application (I)
• Finite element approximation for a modified anomalous subdiffusion equation
• Local RBF-FD technique for solving the two-dimensional modified anomalous sub-diffusion equation
• A compact finite difference scheme for variable order subdiffusion equation
• Analysis of the element free Galerkin (EFG) method for solving fractional cable equation with Dirichlet boundary condition
• High-order compact finite difference schemes for the time-fractional Black-Scholes model governing European options
• Fast high-order difference scheme for the modified anomalous subdiffusion equation based on fast discrete sine transform
• Two high-order compact difference schemes with temporal graded meshes for time-fractional Black-Scholes equation
• A spatial sixth-order numerical scheme for solving fractional partial differential equation
• A high-order and unconditionally stable scheme for the modified anomalous fractional sub-diffusion equation with a nonlinear source term
• Two efficient Galerkin finite element methods for the modified anomalous subdiffusion equation
• Numerical methods for fractional partial differential equations
• Fast TT-M fourth-order compact difference schemes for a two-dimensional space fractional Gray-Scott model
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• Fourth-order compact difference schemes for the two-dimensional nonlinear fractional mobile/immobile transport models
• Element free Galerkin approach based on the reproducing kernel particle method for solving 2D fractional Tricomi-type equation with Robin boundary condition
• Fitted reproducing kernel Hilbert space method for the solutions of some certain classes of time-fractional partial differential equations subject to initial and Neumann boundary conditions
• Second-order approximation scheme combined with \(H^1\)-Galerkin MFE method for nonlinear time fractional convection-diffusion equation
• Optimal control problem of the two-dimensional modified anomalous subdiffusion equation with discontinuous Galerkin approximation
• Modified implicit fractional difference scheme for 2D modified anomalous fractional sub-diffusion equation

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