A Second-Order Finite Difference Method for Two-Dimensional Fractional Percolation Equations

2016 ◽  
Vol 19 (3) ◽  
pp. 733-757 ◽  
Author(s):  
Boling Guo ◽  
Qiang Xu ◽  
Ailing Zhu
Keyword(s):  
Finite Difference ◽  
Finite Difference Method ◽  
Difference Method ◽  
Fractional Derivatives ◽  
Second Order ◽  
Stability And Convergence ◽  
Two Dimensional ◽  
Mixed Fractional Derivatives ◽  
The Fourier Transform ◽  
Nicolson Scheme

AbstractA finite difference method which is second-order accurate in time and in space is proposed for two-dimensional fractional percolation equations. Using the Fourier transform, a general approximation for the mixed fractional derivatives is analyzed. An approach based on the classical Crank-Nicolson scheme combined with the Richardson extrapolation is used to obtain temporally and spatially second-order accurate numerical estimates. Consistency, stability and convergence of the method are established. Numerical experiments illustrating the effectiveness of the theoretical analysis are provided.

scholarly journals A comparison of finite-difference and fourier method calculations of synthetic seismograms

1989 ◽  
Vol 79 (4) ◽  
pp. 1210-1230
Author(s):  
C. R. Daudt ◽  
L. W. Braile ◽  
R. L. Nowack ◽  
C. S. Chiang
Keyword(s):  
Finite Difference ◽  
Finite Difference Method ◽  
Group Velocity ◽  
Fourth Order ◽  
Difference Method ◽  
Fourier Method ◽  
Velocity Model ◽  
Second Order ◽  
Heterogeneous Model ◽  
Difference Calculation

Abstract The Fourier method, the second-order finite-difference method, and a fourth-order implicit finite-difference method have been tested using analytical phase and group velocity calculations, homogeneous velocity model calculations for disperson analysis, two-dimensional layered-interface calculations, comparisons with the Cagniard-de Hoop method, and calculations for a laterally heterogeneous model. Group velocity rather than phase velocity dispersion calculations are shown to be a more useful aid in predicting the frequency-dependent travel-time errors resulting from grid dispersion, and in establishing criteria for estimating equivalent accuracy between discrete grid methods. Comparison of the Fourier method with the Cagniard-de Hoop method showed that the Fourier method produced accurate seismic traces for a planar interface model even when a relatively coarse grid calculation was used. Computations using an IBM 3083 showed that Fourier method calculations using fourth-order time derivatives can be performed using as little as one-fourth the CPU time of an equivalent second-order finite-difference calculation. The Fourier method required a factor of 20 less computer storage than the equivalent second-order finite-difference calculation. The fourth-order finite-difference method required two-thirds the CPU time and a factor of 4 less computer storage than the second-order calculation. For comparison purposes, equivalent runs were determined by allowing a group velocity error tolerance of 2.5 per cent numerical dispersion for the maximum seismic frequency in each calculation. The Fourier method was also applied to a laterally heterogeneous model consisting of random velocity variations in the lower half-space. Seismograms for the random velocity model resulted in anticipated variations in amplitude with distance, particularly for refracted phases.

scholarly journals A new second-order midpoint approximation formula for Riemann–Liouville derivative: algorithm and its application

2017 ◽  
Vol 82 (5) ◽  
pp. 909-944 ◽  
Author(s):  
Hengfei Ding ◽  
Changpin Li ◽  
Qian Yi
Keyword(s):  
Fractional Derivatives ◽  
Second Order ◽  
Stability And Convergence ◽  
Approximation Formula ◽  
Finite Difference Schemes ◽  
First Order ◽  
Liouville Derivative ◽  
Two Space Dimensions ◽  
Fractional Differential ◽  
Nicolson Scheme

Abstract Compared to the classical first-order Grünwald–Letnikov formula at time $t_{k+1}\; (\text{or}\; t_{k})$, we firstly propose a second-order numerical approximate formula for discretizing the Riemann–Liouvile derivative at time $t_{k+\frac{1}{2}}$, which is very suitable for constructing the Crank–Nicolson scheme for the fractional differential equations with time fractional derivatives. The established formula has the following form RLD0,tαu(t)| t=tk+12=τ−α∑ℓ=0kϖℓ(α)u(tk−ℓτ)+O(τ2),k=0,1,…,α∈(0,1), where the coefficients $\varpi_{\ell}^{(\alpha)}$$(\ell=0,1,\ldots,k)$ can be determined via the following generating function G(z)=(3α+12α−2α+1αz+α+12αz2)α,|z|<1. Next, applying the formula to the time fractional Cable equations with Riemann–Liouville derivative in one and two space dimensions. Then the high-order compact finite difference schemes are obtained. The solvability, stability and convergence with orders $\mathcal{O}(\tau^2+h^4)$ and $\mathcal{O}(\tau^2+h_x^4+h_y^4)$ are shown, where $\tau$ is the temporal stepsize and $h$, $h_x$, $h_y$ are the spatial stepsizes, respectively. Finally, numerical experiments are provided to support the theoretical analysis.

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