Skip to content
Licensed Unlicensed Requires Authentication Published by De Gruyter December 11, 2020

Finite Difference Method on Non-Uniform Meshes for Time Fractional Diffusion Problem

  • Haili Qiao and Aijie Cheng EMAIL logo

Abstract

In this paper, we consider the time fractional diffusion equation with Caputo fractional derivative. Due to the singularity of the solution at the initial moment, it is difficult to achieve an ideal convergence rate when the time discretization is performed on uniform meshes. Therefore, in order to improve the convergence order, the Caputo time fractional derivative term is discretized by the L 2 - 1 σ format on non-uniform meshes, with σ = 1 - α 2 , while the spatial derivative term is approximated by the classical central difference scheme on uniform meshes. According to the summation formula of positive integer k power, and considering k = 3 , 4 , 5 , we propose three non-uniform meshes for time discretization. Through theoretical analysis, different time convergence orders O ( N - min { k α , 2 } ) can be obtained, where N denotes the number of time splits. Finally, the theoretical analysis is verified by several numerical examples.

MSC 2010: 35R11; 65M06; 65N12

Award Identifier / Grant number: 91630207

Award Identifier / Grant number: 11971272

Funding statement: This work was supported in part by the National Natural Science Foundation of China under Grants 91630207, 11971272.

References

[1] E. E. Adams and L. W. Gelhar, Field study of dispersion in a heterogeneous aquifer: 2. Spatial moments analysis, Water Resources Res. 28 (1992), no. 12, 3293–3307. 10.1029/92WR01757Search in Google Scholar

[2] A. A. Alikhanov, A new difference scheme for the time fractional diffusion equation, J. Comput. Phys. 280 (2015), 424–438. 10.1016/j.jcp.2014.09.031Search in Google Scholar

[3] H. Brunner, L. Ling and M. Yamamoto, Numerical simulations of 2D fractional subdiffusion problems, J. Comput. Phys. 229 (2010), no. 18, 6613–6622. 10.1016/j.jcp.2010.05.015Search in Google Scholar

[4] H. Chen and M. Stynes, A high order method on graded meshes for a time-fractional diffusion problem, Finite Difference Methods, Lecture Notes in Comput. Sci. 11386, Springer, Cham (2019), 15–27. 10.1007/978-3-030-11539-5_2Search in Google Scholar

[5] H. Chen and M. Stynes, Error analysis of a second-order method on fitted meshes for a time-fractional diffusion problem, J. Sci. Comput. 79 (2019), no. 1, 624–647. 10.1007/s10915-018-0863-ySearch in Google Scholar

[6] N. J. Ford, M. L. Morgado and M. Rebelo, Nonpolynomial collocation approximation of solutions to fractional differential equations, Fract. Calc. Appl. Anal. 16 (2013), no. 4, 874–891. 10.2478/s13540-013-0054-3Search in Google Scholar

[7] N. J. Ford and Y. Yan, An approach to construct higher order time discretisation schemes for time fractional partial differential equations with nonsmooth data, Fract. Calc. Appl. Anal. 20 (2017), no. 5, 1076–1105. 10.1515/fca-2017-0058Search in Google Scholar

[8] G.-H. Gao and Z.-Z. Sun, A compact finite difference scheme for the fractional sub-diffusion equations, J. Comput. Phys. 230 (2011), no. 3, 586–595. 10.1016/j.jcp.2010.10.007Search in Google Scholar

[9] G.-H. Gao, Z.-Z. Sun and H.-W. Zhang, A new fractional numerical differentiation formula to approximate the Caputo fractional derivative and its applications, J. Comput. Phys. 259 (2014), 33–50. 10.1016/j.jcp.2013.11.017Search in Google Scholar

[10] R. Gorenflo, F. Mainardi, D. Moretti and P. Paradisi, Time fractional diffusion: A discrete random walk approach, Nonlinear Dynam. 29 (2002), 129–143. 10.1023/A:1016547232119Search in Google Scholar

[11] Y. Hatano and N. Hatano, Dispersive transport of ions in column experiments: An explanation of long-tailed profiles, Water Resources Res. 34 (1998), no. 5, 1027–1033. 10.1029/98WR00214Search in Google Scholar

[12] Y. Lin and C. Xu, Finite difference/spectral approximations for the time-fractional diffusion equation, J. Comput. Phys. 225 (2007), no. 2, 1533–1552. 10.1016/j.jcp.2007.02.001Search in Google Scholar

[13] C. Lv and C. Xu, Error analysis of a high order method for time-fractional diffusion equations, SIAM J. Sci. Comput. 38 (2016), no. 5, A2699–A2724. 10.1137/15M102664XSearch in Google Scholar

[14] Z. Mao and J. Shen, Efficient spectral-Galerkin methods for fractional partial differential equations with variable coefficients, J. Comput. Phys. 307 (2016), 243–261. 10.1016/j.jcp.2015.11.047Search in Google Scholar

[15] E. W. Montroll and G. H. Weiss, Random walks on lattices. II, J. Math. Phys. 6 (1965), 167–181. 10.1063/1.1704269Search in Google Scholar

[16] R. R. Nigmatullin, The realization of the generalized transfer equation in a medium with fractal geometry, Phys. Status Solidi B 133 (1986), no. 1, 425–430. 10.1515/9783112495483-049Search in Google Scholar

[17] K. Sakamoto and M. Yamamoto, Initial value/boundary value problems for fractional diffusion-wave equations and applications to some inverse problems, J. Math. Anal. Appl. 382 (2011), no. 1, 426–447. 10.1016/j.jmaa.2011.04.058Search in Google Scholar

[18] M. Stynes, Too much regularity may force too much uniqueness, Fract. Calc. Appl. Anal. 19 (2016), no. 6, 1554–1562. 10.1515/fca-2016-0080Search in Google Scholar

[19] M. Stynes, E. O’Riordan and J. L. Gracia, Error analysis of a finite difference method on graded meshes for a time-fractional diffusion equation, SIAM J. Numer. Anal. 55 (2017), no. 2, 1057–1079. 10.1137/16M1082329Search in Google Scholar

[20] Z.-Z. Sun, Numerical Methods for Partial Differential Equations (in Chinese), 2nd ed., Science Press, New York, 2012. Search in Google Scholar

[21] Y. Xing and Y. Yan, A higher order numerical method for time fractional partial differential equations with nonsmooth data, J. Comput. Phys. 357 (2018), 305–323. 10.1016/j.jcp.2017.12.035Search in Google Scholar

[22] Y. Yang, Y. Yan and N. J. Ford, Some time stepping methods for fractional diffusion problems with nonsmooth data, Comput. Methods Appl. Math. 18 (2018), no. 1, 129–146. 10.1515/cmam-2017-0037Search in Google Scholar

[23] F. Zeng, Z. Zhang and G. E. Karniadakis, A generalized spectral collocation method with tunable accuracy for variable-order fractional differential equations, SIAM J. Sci. Comput. 37 (2015), no. 6, A2710–A2732. 10.1137/141001299Search in Google Scholar

[24] Y.-N. Zhang and Z.-Z. Sun, Alternating direction implicit schemes for the two-dimensional fractional sub-diffusion equation, J. Comput. Phys. 230 (2011), no. 24, 8713–8728. 10.1016/j.jcp.2011.08.020Search in Google Scholar

[25] Y.-N. Zhang, Z.-Z. Sun and H.-L. Liao, Finite difference methods for the time fractional diffusion equation on non-uniform meshes, J. Comput. Phys. 265 (2014), 195–210. 10.1016/j.jcp.2014.02.008Search in Google Scholar

[26] Z. Zhang, F. Zeng and G. E. Karniadakis, Optimal error estimates of spectral Petrov-Galerkin and collocation methods for initial value problems of fractional differential equations, SIAM J. Numer. Anal. 53 (2015), no. 4, 2074–2096. 10.1137/140988218Search in Google Scholar

[27] P. Zhuang and F. Liu, Implicit difference approximation for the time fractional diffusion equation, J. Appl. Math. Comput. 22 (2006), no. 3, 87–99. 10.1007/BF02832039Search in Google Scholar

Received: 2020-05-12
Revised: 2020-10-22
Accepted: 2020-11-04
Published Online: 2020-12-11
Published in Print: 2021-10-01

© 2020 Walter de Gruyter GmbH, Berlin/Boston

Downloaded on 25.4.2024 from https://www.degruyter.com/document/doi/10.1515/cmam-2020-0077/html
Scroll to top button