Efficient spatial second-/fourth-order finite difference ADI methods for multi-dimensional variable-order time-fractional diffusion equations

被引:7
作者
Fu, Hongfei [1 ]
Zhu, Chen [2 ]
Liang, Xueting [2 ]
Zhang, Bingyin [2 ]
机构
[1] Ocean Univ China, Sch Math Sci, Qingdao 266100, Shandong, Peoples R China
[2] China Univ Petr East China, Coll Sci, Qingdao 266580, Shandong, Peoples R China
基金
中国国家自然科学基金;
关键词
Variable-order time-fractional diffusion equations; Finite difference method; ADI method; Compact ADI method; Stability and convergence; SUB-DIFFUSION; COLLOCATION METHOD; CONSTANT-ORDER; ELEMENT-METHOD; SCHEMES; SPACE; DISCRETIZATION; ACCURACY; CALCULUS; MODEL;
D O I
10.1007/s10444-021-09881-8
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Variable-order time-fractional diffusion equations (VO-tFDEs), which can be used to model solute transport in heterogeneous porous media are considered. Concerning the well-posedness and regularity theory (cf., Zheng & Wang, Anal. Appl., 2020), two finite difference ADI and compact ADI schemes are respectively proposed for the two-dimensional VO-tFDE. We show that the two schemes are unconditionally stable and convergent with second and fourth orders in space with respect to corresponding discrete norms. Besides, efficiency and practical computation of the ADI schemes are also discussed. Furthermore, the ADI and compact ADI methods are extended to model three-dimensional VO-tFDE, and unconditional stability and convergence are also proved. Finally, several numerical examples are given to validate the theoretical analysis and show efficiency of the ADI methods.
引用
收藏
页数:33
相关论文
共 46 条
[11]   Mechanics with variable-order differential operators [J].
Coimbra, CFM .
ANNALEN DER PHYSIK, 2003, 12 (11-12) :692-703
[12]   Compact alternating direction implicit method for two-dimensional time fractional diffusion equation [J].
Cui, Mingrong .
JOURNAL OF COMPUTATIONAL PHYSICS, 2012, 231 (06) :2621-2633
[13]   FINITE ELEMENT METHOD FOR THE SPACE AND TIME FRACTIONAL FOKKER-PLANCK EQUATION [J].
Deng, Weihua .
SIAM JOURNAL ON NUMERICAL ANALYSIS, 2008, 47 (01) :204-226
[14]   Temporal second order difference schemes for the multi-dimensional variable-order time fractional sub-diffusion equations [J].
Du, Ruilian ;
Alikhanov, Anatoly A. ;
Sun, Zhi-Zhong .
COMPUTERS & MATHEMATICS WITH APPLICATIONS, 2020, 79 (10) :2952-2972
[15]   A fast method for variable-order Caputo fractional derivative with applications to time-fractional diffusion equations [J].
Fang, Zhi-Wei ;
Sun, Hai-Wei ;
Wang, Hong .
COMPUTERS & MATHEMATICS WITH APPLICATIONS, 2020, 80 (05) :1443-1458
[16]   A Preconditioned Fast Parareal Finite Difference Method for Space-Time Fractional Partial Differential Equation [J].
Fu, Hongfei ;
Wang, Hong .
JOURNAL OF SCIENTIFIC COMPUTING, 2019, 78 (03) :1724-1743
[17]   On an accurate discretization of a variable-order fractional reaction-diffusion equation [J].
Hajipour, Mojtaba ;
Jajarmi, Amin ;
Baleanu, Dumitru ;
Sun, HongGuang .
COMMUNICATIONS IN NONLINEAR SCIENCE AND NUMERICAL SIMULATION, 2019, 69 :119-133
[18]   Fractional white noise calculus and applications to finance [J].
Hu, YZ ;
Oksendal, B .
INFINITE DIMENSIONAL ANALYSIS QUANTUM PROBABILITY AND RELATED TOPICS, 2003, 6 (01) :1-32
[19]   CORRECTION OF HIGH-ORDER BDF CONVOLUTION QUADRATURE FOR FRACTIONAL EVOLUTION EQUATIONS [J].
Jin, Bangti ;
Li, Buyang ;
Zhou, Zhi .
SIAM JOURNAL ON SCIENTIFIC COMPUTING, 2017, 39 (06) :A3129-A3152
[20]   Alternating direction implicit Galerkin finite element method for the two-dimensional fractional diffusion-wave equation [J].
Li, Limei ;
Xu, Da ;
Luo, Man .
JOURNAL OF COMPUTATIONAL PHYSICS, 2013, 255 :471-485