空间-时间分数阶对流扩散方程的数值解法

本文考虑一个空间-时间分数阶对流扩散方程.这个方程是将一般的对流扩散方程中的时间一阶导数用α(0＜α＜1)阶导数代替,空间二阶导数用β(1＜β＜2)阶导数代替.本文提出了一个隐式差分格式,验证了这个格式是无条件稳定的,并证明了它的收敛性,其收敛阶为O(ι h).最后给出了数值例子.     

Numerical Solution to the Multi-Term Time Fractional Diffusion Equation in a Finite Domain

This paper deals with numerical solution to the multi-term time fractional diffusion equation in a finite domain. An implicit finite difference scheme is established based on Caputo's definition to the fractional derivatives, and the upper and lower bounds to the spectral radius of the coefficient matrix of the difference scheme are estimated, with which the unconditional stability and convergence are proved. The numerical results demonstrate the effectiveness of the theoretical analysis, and the method and technique can also be applied to other kinds of time/space fractional diffusion equations.     

Detailed analysis of a conservative difference approximation for the time fractional diffusion equation

Diffusion equations that use time fractional derivatives are attractive because they describe a wealth of problems involving non-Markovian Random walks. The time fractional diffusion equation (TFDE) is obtained from the standard diffusion equation by replacing the first-order time derivative with a fractional derivative of order α? (0,1). Developing numerical methods for solving fractional partial differential equations is a new research field and the theoretical analysis of the numerical methods associated with them is not fully developed. In this paper an explicit conservative difference approximation (ECDA) for TFDE is proposed. We give a detailed analysis for this ECDA and generate discrete models of random walk suitable for simulating random variables whose spatial probability density evolves in time according to this fractional diffusion equation. The stability and convergence of the ECDA for TFDE in a bounded domain are discussed. Finally, some numerical examples are presented to show the application of the present technique.     

Analysis of the fractional Kawahara equation using an implicit fully discrete local discontinuous Galerkin method

In this article, an implicit fully discrete local discontinuous Galerkin (LDG) finite element method, on the basis of finite difference method in time and LDG method in space, is applied to solve the time‐fractional Kawahara equation, which is introduced by replacing the integer‐order time derivatives with fractional derivatives. We prove that our scheme is unconditional stable and convergent through analysis. Extensive numerical results are provided to demonstrate the performance of the present method. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

Chebyshev pseudospectral method for computing numerical solution of convection–diffusion equation

A method for computing highly accurate numerical solutions of 1D convection–diffusion equations is proposed. In this method, the equation is first discretized with respect to the spatial variable, transforming the original problem into a set of ordinary differential equations, and then the resulting system is integrated in time by the fourth-order Runge–Kutta method. Spatial discretization is done by using the Chebyshev pseudospectral collocation method. Before describing the method, we review a finite difference-based method by Salkuyeh [D. Khojasteh Salkuyeh, On the finite difference approximation to the convection–diffusion equation, Appl. Math. Comput. 179 (2006) 79–86], and, contrary to the proposal of the author, we show that this method is not suitable for problems involving time dependent boundary conditions, which calls for revision. Stability analysis based on pseudoeigenvalues to determine the maximum time step for the proposed method is also carried out. Superiority of the proposed method over a revised version of Salkuyeh’s method is verified by numerical examples.     

Numerical methods for fractional partial differential equations with Riesz space fractional derivatives

In this paper, we consider the numerical solution of a fractional partial differential equation with Riesz space fractional derivatives (FPDE-RSFD) on a finite domain. Two types of FPDE-RSFD are considered: the Riesz fractional diffusion equation (RFDE) and the Riesz fractional advection–dispersion equation (RFADE). The RFDE is obtained from the standard diffusion equation by replacing the second-order space derivative with the Riesz fractional derivative of order α(1,2]. The RFADE is obtained from the standard advection–dispersion equation by replacing the first-order and second-order space derivatives with the Riesz fractional derivatives of order β(0,1) and of order α(1,2], respectively. Firstly, analytic solutions of both the RFDE and RFADE are derived. Secondly, three numerical methods are provided to deal with the Riesz space fractional derivatives, namely, the L1/L2-approximation method, the standard/shifted Grünwald method, and the matrix transform method (MTM). Thirdly, the RFDE and RFADE are transformed into a system of ordinary differential equations, which is then solved by the method of lines. Finally, numerical results are given, which demonstrate the effectiveness and convergence of the three numerical methods.     

Compact finite difference scheme for the solution of time fractional advection-dispersion equation

In this paper, a compact finite difference method is proposed for the solution of time fractional advection-dispersion equation which appears extensively in fluid dynamics. In this approach the time fractional derivative of mentioned equation is approximated by a scheme of order O(τ ^2???α ), 0?<?α?<?1, and spatial derivatives are replaced with a fourth order compact finite difference scheme. We will prove the unconditional stability and solvability of proposed scheme. Also we show that the method is convergence with convergence order O(τ ^2???α ?+?h ⁴). Numerical examples confirm the theoretical results and high accuracy of proposed scheme.     

Fast second-order accurate difference schemes for time distributed-order and Riesz space fractional diffusion equations

The aim of this paper is to develop fast second-order accurate difference schemes for solving one- and two-dimensional time distributed-order and Riesz space fractional diffusion equations. We adopt the same measures for one- and two-dimensional problems as follows: we first transform the time distributed-order fractional diffusion problem into the multi-term time-space fractional diffusion problem with the composite trapezoid formula. Then, we propose a second-order accurate difference scheme based on the interpolation approximation on a special point to solve the resultant problem. Meanwhile, the unconditional stability and convergence of the new difference scheme in $L_2$-norm are proved. Furthermore, we find that the discretizations lead to a series of Toeplitz systems which can be efficiently solved by Krylov subspace methods with suitable circulant preconditioners. Finally, numerical results are presented to show the effectiveness of the proposed difference methods and demonstrate the fast convergence of our preconditioned Krylov subspace methods.     

Implicit difference approximation for the time fractional diffusion equation

In this paper, we consider a time fractional diffusion equation on a finite domain. The equation is obtained from the standard diffusion equation by replacing the first-order time derivative by a fractional derivative (of order 0 < α < 1 ). We propose a computationally effective implicit difference approximation to solve the time fractional diffusion equation. Stability and convergence of the method are discussed. We prove that the implicit difference approximation (IDA) is unconditionally stable, and the IDA is convergent withO(Τ +h ²), where Τ andh are time and space steps, respectively. Some numerical examples are presented to show the application of the present technique.     

Finite difference scheme for time-space fractional diffusion equation with fractional boundary conditions

In this paper, the finite difference scheme is developed for the time-space fractional diffusion equation with Dirichlet and fractional boundary conditions. The time and space fractional derivatives are considered in the senses of Caputo and Riemann-Liouville, respectively. The stability and convergence of the proposed numerical scheme are strictly proved, and the convergence order is O(τ^2−α+h²). Numerical experiments are performed to confirm the accuracy and efficiency of our 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.     

A nonuniform L2 formula of Caputo derivative and its application to a fractional Benjamin–Bona–Mahony-type equation with nonsmooth solutions

To recover the full accuracy of discretized fractional derivatives, nonuniform mesh technique is a natural and simple approach to efficiently resolve the initial singularities that always appear in the solutions of time-fractional linear and nonlinear differential equations. We first construct a nonuniform L2 approximation for the fractional Caputo's derivative of order 1 < α < 2 and present a global consistency analysis under some reasonable regularity assumptions. The temporal nonuniform L2 formula is then utilized to develop a linearized difference scheme for a time-fractional Benjamin–Bona–Mahony-type equation. The unconditional convergence of our scheme on both uniform and nonuniform (graded) time meshes are proven with respect to the discrete H¹-norm. Numerical examples are provided to justify the accuracy.     

Bäcklund transformation of fractional Riccati equation and its applications to the space–time FDEs

In this paper, the Bäcklund transformation of fractional Riccati equation is presented to establish traveling wave solutions for two nonlinear space–time fractional differential equations in the sense of modified Riemann–Liouville derivatives, namely, the space–time fractional generalized reaction duffing equation and the space–time fractional diffusion reaction equation with cubic nonlinearity. The proposed method is effective and convenient for solving nonlinear evolution equations with fractional order. Copyright © 2014 John Wiley & Sons, Ltd.     

Solving a final value fractional diffusion problem by boundary condition regularization

The evolution process of fractional order describes some phenomenon of anomalous diffusion and transport dynamics in complex system. The equation containing fractional derivatives provides a suitable mathematical model for describing such a process. The initial boundary value problem is hard to solve due to the nonlocal property of the fractional order derivative. We consider a final value problem in a bounded domain for fractional evolution process with respect to time, which means to recover the initial state for some slow diffusion process from its present status. For this ill-posed problem, we construct a regularizing solution using quasi-reversible method. The well-posedness of the regularizing solution as well as the convergence property is rigorously analyzed. The advantage of the proposed scheme is that the regularizing solution is of the explicit analytic solution and therefore is easy to be implemented. Numerical examples are presented to show the validity of the proposed scheme.     

Chaos gray-coded genetic algorithm and its application for pollution source identifications in convection–diffusion equation

In order to reduce the computational amount and improve computational precision for nonlinear optimizations and pollution source identification in convection–diffusion equation, a new algorithm, chaos gray-coded genetic algorithm (CGGA) is proposed, in which initial population are generated by chaos mapping, and new chaos mutation and Hooke–Jeeves evolution operation are used. With the shrinking of searching range, CGGA gradually directs to an optimal result with the excellent individuals obtained by gray-coded genetic algorithm. Its convergence is analyzed. It is very efficient in maintaining the population diversity during the evolution process of gray-coded genetic algorithm. This new algorithm overcomes any Hamming-cliff phenomena existing in other encoding genetic algorithm. Its efficiency is verified by application of 20 nonlinear test functions of 1–20 variables compared with standard binary-coded genetic algorithm and improved genetic algorithm. The position and intensity of pollution source are well found by CGGA. Compared with Gray-coded hybrid-accelerated genetic algorithm and pure random search algorithm, CGGA has rapider convergent speed and higher calculation precision.     

Uniformly Convergent Multigrid Methods for Convection–Diffusion Problems without Any Constraint on Coarse Grids

We construct a class of multigrid methods for convection–diffusion problems. The proposed algorithms use first order stable monotone schemes to precondition the second order standard Galerkin finite element discretization. To speed up the solution process of the lower order schemes, cross-wind-block reordering of the unknowns is applied. A V-cycle iteration, based on these algorithms, is then used as a preconditioner in GMRES. The numerical examples show that this method is convergent without imposing any constraint on the coarsest grid and the convergence of the preconditioned method is uniform.     

Fast high order difference schemes for the time fractional telegraph equation

In this paper, a fast high order difference scheme is first proposed to solve the time fractional telegraph equation based on the ℱℒ 2-1_σ formula for the Caputo fractional derivative, which reduces the storage and computational cost for calculation. A compact scheme is then presented to improve the convergence order in space. The unconditional stability and convergence in maximum norm are proved for both schemes, with the accuracy order and , respectively. Difficulty arising from the two Caputo fractional derivatives is overcome by some detailed analysis. Finally, we carry out numerical experiments to show the efficiency and accuracy, by comparing with the ℒ 2-1_σ method.     

A meshless method for solving three-dimensional time fractional diffusion equation with variable-order derivatives

In this study a new framework for solving three-dimensional (3D) time fractional diffusion equation with variable-order derivatives is presented. Firstly, a θ-weighted finite difference scheme with second-order accuracy is introduced to perform temporal discretization. Then a meshless generalized finite difference (GFD) scheme is employed for the solutions of remaining problems in the space domain. The proposed scheme is truly meshless and can be used to solve problems defined on an arbitrary domain in three dimensions. Preliminary numerical examples illustrate that the new method proposed here is accurate and efficient for time fractional diffusion equation in three dimensions, particularly when high accuracy is desired.     

A uniformly convergent B-spline collocation method on a nonuniform mesh for singularly perturbed one-dimensional time-dependent linear convection–diffusion problem

A numerical method is proposed for solving singularly perturbed one-dimensional parabolic convection–diffusion problems. The method comprises a standard implicit finite difference scheme to discretize in temporal direction on a uniform mesh by means of Rothe's method and B-spline collocation method in spatial direction on a piecewise uniform mesh of Shishkin type. The method is shown to be unconditionally stable and accurate of order O((Δx)²+Δt). An extensive amount of analysis has been carried out to prove the uniform convergence with respect to the singular perturbation parameter. Several numerical experiments have been carried out in support of the theoretical results. Comparisons of the numerical solutions are performed with an upwind finite difference scheme on a piecewise uniform mesh and exponentially fitted method on a uniform mesh to demonstrate the efficiency of the method.     

Convergence of the Grünwald–Letnikov scheme for time-fractional diffusion

Using bivariate generating functions, we prove convergence of the Grünwald–Letnikov difference scheme for the fractional diffusion equation (in one space dimension) with and without central linear drift in the Fourier–Laplace domain as the space and time steps tend to zero in a well-scaled way. This implies convergence in distribution (weak convergence) of the discrete solution towards the probability of sojourn of a diffusing particle. The difference schemes allow also interpretation as discrete random walks. For fractional diffusion with central linear drift we show that in the Fourier–Laplace domain the limiting ordinary differential equation coincides with that for the solution of the corresponding diffusion equation.