Differential quadrature method for space-fractional diffusion equations on 2D irregular domains

DOI10.1007/S11075-017-0464-0arXiv1703.10308MaRDI QIDQ6284947FDOQ6284947

Authors: Xiaogang Zhu, Zhan-Bin Yuan, Fawang Liu, Yufeng Nie 

Publication date: 30 March 2017

Abstract: In mathematical physics, the space-fractional diffusion equations are of particular interest in the studies of physical phenomena modelled by L'{e}vy processes, which are sometimes called super-diffusion equations. In this article, we develop the differential quadrature (DQ) methods for solving the 2D space-fractional diffusion equations on irregular domains. The methods in presence reduce the original equation into a set of ordinary differential equations (ODEs) by introducing valid DQ formulations to fractional directional derivatives based on the functional values at scattered nodal points on problem domain. The required weighted coefficients are calculated by using radial basis functions (RBFs) as trial functions, and the resultant ODEs are discretized by the Crank-Nicolson scheme. The main advantages of our methods lie in their flexibility and applicability to arbitrary domains. A series of illustrated examples are finally provided to support these points.

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Numerical integration (65D30) Fractional derivatives and integrals (26A33) Integro-partial differential equations (35R09) Fractional partial differential equations (35R11) Finite difference and finite volume methods for ordinary differential equations (65L12) Numerical differentiation (65D25) Numerical methods for partial differential equations, initial value and time-dependent initial-boundary value problems (65M99) Numerical radial basis function approximation (65D12)

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