A formally second order BDF ADI difference scheme for the three-dimensional time-fractional heat equation

2019 ◽  
Vol 97 (5) ◽  
pp. 1100-1117 ◽  
Author(s):  
Hongbin Chen ◽  
Da Xu ◽  
Jiliang Cao ◽  
Jun Zhou
Author(s):  
Ibrahim Karatay ◽  
Nurdane Kale ◽  
Serife Bayramoglu

AbstractIn this paper, we consider the numerical solution of a time-fractional heat equation, which is obtained from the standard diffusion equation by replacing the first-order time derivative with the Caputo derivative of order α, where 0 < α < 1. The main purpose of this work is to extend the idea on the Crank-Nicholson method to the time-fractional heat equations. By the method of the Fourier analysis, we prove that the proposed method is stable and the numerical solution converges to the exact one with the order O(τ 2-α + h 2), conditionally. Numerical experiments are carried out to support the theoretical claims.


Symmetry ◽  
2019 ◽  
Vol 11 (2) ◽  
pp. 269 ◽  
Author(s):  
Xiaojing Zhang ◽  
Vladimir Gerdt ◽  
Yury Blinkov

By using symbolic algebraic computation, we construct a strongly-consistent second-order finite difference scheme for steady three-dimensional Stokes flow and a Cartesian solution grid. The scheme has the second order of accuracy and incorporates the pressure Poisson equation. This equation is the integrability condition for the discrete momentum and continuity equations. Our algebraic approach to the construction of difference schemes suggested by the second and the third authors combines the finite volume method, numerical integration, and difference elimination. We make use of the techniques of the differential and difference Janet/Gröbner bases for performing related computations. To prove the strong consistency of the generated scheme, we use these bases to correlate the differential ideal generated by the polynomials in the Stokes equations with the difference ideal generated by the polynomials in the constructed difference scheme. As this takes place, our difference scheme is conservative and inherits permutation symmetry of the differential Stokes flow. For the obtained scheme, we compute the modified differential system and use it to analyze the scheme’s accuracy.


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