Analysis of an Implicit Finite Difference Scheme for Time Fractional Diffusion Equation

Time fractional diffusion equation is usually used to describe the problems involving non-Markovian random walks. This kind of equation is obtained from the standard diffusion equation by replacing the first-order time derivative with a fractional derivative of order α∈(0, 1). In this paper, an implicit finite difference scheme for solving the time fractional diffusion equation with source term is presented and analyzed, where the fractional derivative is described in the Caputo sense. Stability and convergence of this scheme are rigorously established by a Fourier analysis. And using numerical experiments illustrates the accuracy and effectiveness of the scheme mentioned in this paper.     

Convergence on Finite Difference Solution for Semilinear Wave Equation in One Space Variable

61.IntroductionThesemilinearwaveequationareoftenappearinthestudyofphysical,chemical,mechani-cal,biologicalandotherproblems,onespecialexampleisthewell-knownKlein-Gordonequa-tlonutt-u..=f(u)(l)whichtakesanimportantrolesinthestudyofSoliton.Choicedifferentnonlineartermf,thevariousstandardequations['jaregotsuchastakingf(u)=sin(u),then(l)asaSine-Gordonequationandtakingf(u)=u-u3lthen(1)asagi-Wequationwhichisanimportantmodell.insolidphysicsandhighenergyphysics['j.Moreover,takingf(u)=f[sin(u) isin(7)…     

The Numerical Simulation of Space-Time Variable Fractional Order Diffusion Equation

Many physical processes appear to exhibit fractional order behavior that may vary with time or space. The continuum of order in the fractional calculus allows the order of the fractional operator to be considered as a variable. Numerical methods and analysis of stability and convergence of numerical scheme for the variable fractional order partial differential equations are quite limited and difficult to derive. This motivates us to develop efficient numerical methods as well as stability and convergence of the implicit numerical methods for the space-time variable fractional order diffusion equation on a finite domain. It is worth mentioning that here we use the Coimbra-definition variable time fractional derivative which is more efficient from the numerical standpoint and is preferable for modeling dynamical systems. An implicit Euler approximation is proposed and then the stability and convergence of the numerical scheme are investigated. Finally, numerical examples are provided to show that the implicit Euler approximation is computationally efficient.     

Numerical Solution of Fractional Diffusion-Wave Equation

In this article, a novel compact finite difference scheme is mboxconstructed to solve the fractional diffusion-wave equation based on its equivalent integro-differential equation. In the temporal direction, the product trapezoidal scheme is employed to treat the fractional integral term. The convergence and stability of the scheme are proved. Numerical examples are also provided to verify the theoretical analysis.     

High‐order algorithms for Riesz derivative and their applications (V)

In this article, based on the idea of combing symmetrical fractional centred difference operator with compact technique, a series of even‐order numerical differential formulas (named the fractional‐compact formulas) are established for the Riesz derivatives with order . Properties of coefficients in the derived formulas are studied in details. Then applying the constructed fourth‐order formula, a difference scheme is proposed to solve the Riesz spatial telegraph equation. By the energy method, the constructed numerical algorithm is proved to be stable and convergent with order , where τ and h are the temporal and spatial stepsizes, respectively. Finally, several numerical examples are presented to verify the theoretical results.© 2017 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 33: 1754–1794, 2017     

一类非线性反应-扩散方程有限差分格式的稳定性研究

In the article,the fully discrete finite difference scheme for a type of nonlinear reaction-diffusion equation is established.Then the new function space is introduced and the stability problem for the finite difference scheme is discussed by means of variational approximation method in this function space.The approach used is of a simple characteristic in gaining the stability condition of the scheme.     

NUMERICAL SOLUTION OF THE SPACE FRACTIONAL DIFFERENTIAL EQUATION

In this paper, a space fractional differential equation is considered. The equation is obtained from the parabolic equation containing advection, diffusion and reaction terms by replacing the second order derivative in space by a fractional derivative in space of order. An implicit finite difference approximation for this equation is presented. The stability and convergence of the finite difference approximation are proved. A fractional-order method of lines is also presented. Finally, some numerical results are given.     

非线性Sobolev-Galpern方程有限差分格式在t＞0时的长时间收敛性和稳定性

本文讨论了非线性Sobolev-Galpern初边值问题,给出了Sobolev-Galpern方程的有限差分格式在t>0时的长时间收敛性和稳定性的证明．     

On solvability of differential equations with the Riesz fractional derivative

We consider the solvability of fractional differential equations involving the Riesz fractional derivative. Our approach basically relies on the reduction of the problem considered to the equivalent nonlinear mixed Volterra and Cauchy-type singular integral equation and on the theory of fractional calculus. By establishing a compactness property of the Riemann–Liouville fractional integral operator on Lebesgue spaces and using the well-known Krasnoselskii's fixed point theorem, an existence of at least one solution is gleaned. An example is finally included to show the applicability of the theory.     

时间分数阶扩散方程的数值解法

分数阶微分方程在许多应用科学上比整数阶微分方程更能准确地模拟自然现象.考虑时间分数阶扩散方程,将一阶的时间导数用分数阶导数α(0<α<1)替换,给出了一种计算有效的隐式差分格式,并证明了这个隐式差分格式是无条件稳定和无条件收敛的,最后用数值例子说明差分格式是有效的.     

广义非线性Sine-Gordon方程的两个隐式差分格式

本文对一类非线性Sine-Gordon方程的初边值问题提出了两个隐式差分格式．两个隐式差分格式的精度均为O(τ~2 h~2)．我们用离散泛函分析的方法证明了格式的收敛性和稳定性,并证明了求解格式的追赶迭代法的收敛性,最后给出了数值结果．结果表明本文的格式是有效的和可靠的．     

Finite Difference/Collocation Method for Two-Dimensional Sub-Diffusion Equation with Generalized Time Fractional Derivative

In this paper, we propose a finite difference/collocation method for two-dimensional time fractional diffusion equation with generalized fractional operator. The main purpose of this paper is to design a high order numerical scheme for the new generalized time fractional diffusion equation. First, a finite difference approximation formula is derived for the generalized time fractional derivative, which is verified with order $2-\alpha$ $(0<\alpha<1)$. Then, collocation method is introduced for the two-dimensional space approximation. Unconditional stability of the scheme is proved. To make the method more efficient, the alternating direction implicit method is introduced to reduce the computational cost. At last, numerical experiments are carried out to verify the effectiveness of the scheme.     

抛物型方程的一个高精度隐格式

利用待定参数法,对一维抛物型方程构造出了一个截断误差为Ｏ（△ｘ＾４＋△ｘ＾４）的隐式差分格式,格式的稳定性条件为ｒ＝ａ△ｔ／△ｘ＾２≤１／√２,可用追赶法求解。     

IMPLICIT DIFFERENCE APPROXIMATION FOR A TIME FRACTIONAL ADVECTION-DISPERSION EQUATION

In this paper, a time fractional advection-dispersion equation is considered. From the relationship between the Caputo derivative and the Grunwald derivative, the Caputo derivative is approximated by using the Griinwald derivative. An implicit difference approximation for this equation is proposed. We prove that this approximation is unconditionally stable and convergent. Finally, numerical examples are given.     

色散方程两层绝对稳定隐格式

对色散方程ut=auxxx的初边值问题,构造了两组带参数绝对稳定两层四点去心隐式差分格式,其截断误差为0（τ＋h^2）．若适当选取参数,格式的精确度可高达0（τ＋h^3）．若特殊的令某个节点前的系数为0,则得到二阶的半显格式．最后的数例验证了理论分析的正确性．这是两组灵活、实用的差分格式．     

Convergence of a Linearized and Conservative Difference Scheme for the Klein-Gordon-Zakharov Equation

A linearized and conservative finite difference scheme is presented for the initial-boundary value problem of the Klein-Gordon-Zakharov (KGZ) equation. The new scheme is also decoupled in computation, whichmeans that no iteration is needed and parallel computation can be used, so it is expected to be more efficient in implementation. The existence of the difference solution is proved by Browder fixed point theorem. Besides the standard energy method, in order to overcome the difficulty in obtaining a priori estimate, an induction argument is used to prove that the new scheme is uniquely solvable and second order convergent for U in the discrete L^∞- norm, and for N in the discrete L^2-norm, respectively, where U and N are the numerical solutions of the KGZ equation. Numerical results verify the theoretical analysis.     

Alternating Direction Implicit Galerkin Finite Element Method for the Two-Dimensional Time Fractional Evolution Equation

New numerical techniques are presented for the solution of the two-dimensional time fractional evolution equation in the unit square. In these methods, Galerkin finite element is used for the spatial discretization, and, for the time stepping, new alternating direction implicit (ADI) method based on the backward Euler method combined with the first order convolution quadrature approximating the integral term are considered. The ADI Galerkin finite element method is proved to be convergent in time and in the $L^2$ norm in space. The convergence order is$\mathcal{O}$($k$|ln $k$|+$h^r$), where $k$ is the temporal grid size and $h$ is spatial grid size in the $x$ and $y$ directions, respectively. Numerical results are presented to support our theoretical analysis.     

广义Rosenau-Burgers方程的差分算法

对广义Rosenau-Burgers方程的初边值问题进行了数值研究,提出了新的两层隐式差分格式,得到了差分解的存在唯一性,并利用能量方法分析了该格式的二阶收敛性与无条件稳定性,并且给出数值算例进行验证.     

一维Allen-Cahn方程紧差分格式的离散最大化原则和能量稳定性研究

本文主要研究相场模拟中的Allen-Cahn模型,考虑一维Allen-Cahn方程紧差分方法的数值逼近.建立具有O(∫τ2+h4)精度的全离散紧差分格式,证明在合理的步长比和时间步长的约束下,其数值解满足离散最大化原则,在此基础上,研究了全离散格式的能量稳定性.最后给出数值算例.