No Arabic abstract
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.
In the current work we build a difference analog of the Caputo fractional derivative with generalized memory kernel ($_lambda$L2-1$_sigma$ formula). The fundamental features of this difference operator are studied and on its ground some difference schemes generating approximations of the second order in time for the generalized time-fractional diffusion equation with variable coefficients are worked out. We have proved stability and convergence of the given schemes in the grid $L_2$ - norm with the rate equal to the order of the approximation error. The achieved results are supported by the numerical computations performed for some test problems.
In this paper, we develop a robust fast method for mobile-immobile variable-order (VO) time-fractional diffusion equations (tFDEs), superiorly handling the cases of small or vanishing lower bound of the VO function. The valid fast approximation of the VO Caputo fractional derivative is obtained using integration by parts and the exponential-sum-approximation method. Compared with the general direct method, the proposed algorithm ($RF$-$L1$ formula) reduces the acting memory from $mathcal{O}(n)$ to $mathcal{O}(log^2 n)$ and computational cost from $mathcal{O}(n^2)$ to $mathcal{O}(n log^2 n)$, respectively, where $n$ is the number of time levels. Then $RF$-$L1$ formula is applied to construct the fast finite difference scheme for the VO tFDEs, which sharp decreases the memory requirement and computational complexity. The error estimate for the proposed scheme is studied only under some assumptions of the VO function, coefficients, and the source term, but without any regularity assumption of the true solutions. Numerical experiments are presented to verify the effectiveness of the proposed method.
In this paper, a second-order backward difference formula (abbr. BDF2) is used to approximate first-order time partial derivative, the Riesz fractional derivatives are approximated by fourth-order compact operators, a class of new alternating-direction implicit difference scheme (abbr. ADI) is constructed for two-dimensional Riesz space fractional nonlinear reaction-diffusion equation. Stability and convergence of the numerical method are analyzed. Numerical experiments demonstrate that the proposed method is effective.
We propose a novel method to compute a finite difference stencil for Riesz derivative for artibitrary speed of convergence. This method is based on applying a pre-filter to the Grunwald-Letnikov type central difference stencil. The filter is obtained by solving for the inverse of a symmetric Vandemonde matrix and exploiting the relationship between the Taylors series coefficients and fast Fourier transform. The filter costs Oleft(N^{2}right) operations to evaluate for Oleft(h^{N}right) of convergence, where h is the sampling distance. The higher convergence speed should more than offset the overhead with the requirement of the number of nodal points for a desired error tolerance significantly reduced. The benefit of progressive generation of the stencil coefficients for adaptive grid size for dynamic problems with the Grunwald-Letnikov type difference scheme is also kept because of the application of filtering. The higher convergence rate is verified through numerical experiments.
We examine initial-boundary value problems for diffusion equations with distributed order time-fractional derivatives. We prove existence and uniqueness results for the weak solution to these systems, together with its continuous dependency on initial value and source term. Moreover, under suitable assumption on the source term, we establish that the solution is analytic in time.