Stable Numerical Schemes For Time-Fractional Diffusion Equation With Generalized Memory Kernel

Author(s):  
Nikki Kedia ◽  
Anatoly A. Alikhanov ◽  
Vineet Kumar Singh
2017 ◽  
Vol 17 (4) ◽  
pp. 647-660 ◽  
Author(s):  
Anatoly A. Alikhanov

AbstractIn this paper, an a priori estimate for the corresponding differential problem is obtained by using the method of the energy inequalities. We construct a difference analog of the Caputo fractional derivative with generalized memory kernel (L1 formula). The basic properties of this difference operator are investigated and on its basis some difference schemes generating approximations of the second and fourth order in space and the {(2-\alpha)}-th order in time for the generalized time-fractional diffusion equation with variable coefficients are considered. Stability of the suggested schemes and also their convergence in the grid {L_{2}}-norm with the rate equal to the order of the approximation error are proved. The obtained results are supported by numerical calculations carried out for some test problems.


2012 ◽  
Vol 22 (04) ◽  
pp. 1250085 ◽  
Author(s):  
HONGGUANG SUN ◽  
WEN CHEN ◽  
CHANGPIN LI ◽  
YANGQUAN CHEN

Variable-order fractional diffusion equation model is a recently developed and promising approach to characterize time-dependent or concentration-dependent anomalous diffusion, or diffusion process in inhomogeneous porous media. To further study the properties of variable-order time fractional subdiffusion equation models, the efficient numerical schemes are urgently needed. This paper investigates numerical schemes for variable-order time fractional diffusion equations in a finite domain. Three finite difference schemes including the explicit scheme, the implicit scheme and the Crank–Nicholson scheme are studied. Stability conditions for these three schemes are provided and proved via the Fourier method, rigorous convergence analysis is also performed. Two numerical examples are offered to verify the theoretical analysis of the above three schemes and illustrate the effectiveness of suggested schemes. The numerical results illustrate that, the implicit scheme and the Crank–Nicholson scheme can achieve high accuracy compared with the explicit scheme, and the Crank–Nicholson scheme claims highest accuracy in most situations. Moreover, some properties of variable-order time fractional diffusion equation model are also shown by numerical simulations.


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