High order schemes for the tempered fractional diffusion equations

DOI10.1007/S10444-015-9434-ZzbMATH Open1347.65136arXiv1402.0064OpenAlexW2118072570MaRDI QIDQ295372FDOQ295372

Weihua Deng, Can Li

Publication date: 13 June 2016

Published in: Advances in Computational Mathematics (Search for Journal in Brave)

Abstract: L'{e}vy flight models whose jumps have infinite moments are mathematically used to describe the superdiffusion in complex systems. Exponentially tempering the Levy measure of L'{e}vy flights leads to the tempered stable L'{e}vy processes which combine both the $alpha$-stable and Gaussian trends; and the very large jumps are unlikely and all their moments exist. The probability density functions of the tempered stable L'{e}vy processes solve the tempered fractional diffusion equation. This paper focuses on designing the high order difference schemes for the tempered fractional diffusion equation on bounded domain. The high order difference approximations, called the tempered and weighted and shifted Gr"{u}nwald difference (tempered-WSGD) operators, in space are obtained by using the properties of the tempered fractional calculus and weighting and shifting their first order Gr"{u}nwald type difference approximations. And the Crank-Nicolson discretization is used in the time direction. The stability and convergence of the presented numerical schemes are established; and the numerical experiments are performed to confirm the theoretical results and testify the effectiveness of the schemes.

Full work available at URL: https://arxiv.org/abs/1402.0064

zbMATH Keywords

Crank-Nicolson discretizationtempered fractional diffusion equationtempered Grunwald difference

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Fractional ordinary differential equations (34A08) 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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