A high-order scheme for time-space fractional diffusion equations with Caputo-Riesz derivatives

被引:6
作者
Sayyar, Golsa [1 ]
Hosseini, Seyed Mohammad [1 ]
Mostajeran, Farinaz [1 ]
机构
[1] Tarbiat Modares Univ, Fac Math Sci, Dept Appl Math, POB 14115-175, Tehran, Iran
关键词
Caputo derivative; Fractional diffusion equation; Riesz derivative; Fractional kinetic equation; Weighted and shifted Grunwald difference method; BOUNDARY-VALUE-PROBLEMS; FINITE-ELEMENT-METHOD; DIFFERENCE-METHODS; SPECTRAL METHOD;
D O I
10.1016/j.camwa.2021.11.002
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper, we present a high-order approach for solving one- and two-dimensional time-space fractional diffusion equations (FDEs) with Caputo-Riesz derivatives. To design the scheme, the Caputo temporal derivative is approximated using a high-order method, and the spatial Riesz derivative is discretized by the second-order weighted and shifted Grunwald difference (WSGD) method. It is proved that the scheme is unconditionally stable and convergent with the order of O (tau(alpha)h(2) + tau(4) ), where tau and h are time and space step sizes, respectively. We illustrate the accuracy and effectiveness of the method by providing several numerical examples.
引用
收藏
页码:34 / 43
页数:10
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