Polynomial spectral collocation method for space fractional advection-diffusion equation
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Publication:5407979
convergencenumerical examplesCaputo fractional derivativeRiemann-Liouville fractional derivativespectral collocation methodfractional advection-diffusion equationdifferentiation matrixLévy-Feller advection-diffusionspace fractional Fokker-Planck equation
Initial-boundary value problems for second-order parabolic equations (35K20) Nonlinear parabolic equations (35K55) Fractional partial differential equations (35R11) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70)
Abstract: This paper discusses the spectral collocation method for numerically solving nonlocal problems: one dimensional space fractional advection-diffusion equation; and two dimensional linear/nonlinear space fractional advection-diffusion equation. The differentiation matrixes of the left and right Riemann-Liouville and Caputo fractional derivatives are derived for any collocation points within any given interval. The stabilities of the one dimensional semi-discrete and full-discrete schemes are theoretically established. Several numerical examples with different boundary conditions are computed to testify the efficiency of the numerical schemes and confirm the exponential convergence; the physical simulations for L'evy-Feller advection-diffusion equation are performed; and the eigenvalue distributions of the iterative matrix for a variety of systems are displayed to illustrate the stabilities of the numerical schemes in more general cases.
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