×

A fourth-order compact ADI scheme for solving a two-dimensional time-fractional reaction-subdiffusion equation. (English) Zbl 07914746

Summary: This article aims at developing a computational scheme for solving the time fractional reaction-subdiffusion (TFRSD) equation in two space dimensions. The Caputo fractional derivative is used to describe the time-fractional derivative appearing in the problem and it is approximated by using the \(L1\) scheme. A compact difference scheme of order four is utilized for discretization of the spatial derivatives. Some test problems are solved to investigate the accuracy of the scheme. The computed results confirm that the scheme has convergence of order four in space and an order of \(\min \{ 2-\alpha ,1+\alpha\}\) in the time direction, where \(\alpha \in (0,1)\) is the order of fractional derivative. Moreover, the computed results are compared with those obtained by other methods in order to justify the advantage of proposed algorithm.

MSC:

65L10 Numerical solution of boundary value problems involving ordinary differential equations
34A08 Fractional ordinary differential equations
26A33 Fractional derivatives and integrals
Full Text: DOI

References:

[1] Podlubny, I., Fractional Differential Equations, 1999, New York: Academic, New York · Zbl 0918.34010
[2] Giona, M.; Cerbelli, S.; Roman, HE, Fractional diffusion equation and relaxation in complex viscoelastic materials, Phys. A, 191, 449-453, 1992
[3] Mainardi, F., Fractals and Fractional Calculus Continuum Mechanics, 291-348, 1997, New York: Springer, New York · Zbl 0917.73004
[4] Bagley, RL; Torvik, PJ, On the appearance of the fractional derivative in the behavior of real materials, J. Appl. Mech., 51, 294-298, 1984 · Zbl 1203.74022
[5] Roul, P.; Madduri, H.; Obaidurrahman, K., An implicit finite difference method for solving the corrected fractional neutron point kinetics equations, Prog. Nucl. Energy, 114, 234-247, 2019
[6] Roul, P.; Goura, VMKP; Madduri, H.; Obaidurrahman, K., Design and stability analysis of an implicit non-standard finite difference scheme for fractional neutron point kinetic equation, Appl. Numer. Math., 145, 201-226, 2019 · Zbl 1428.82076
[7] Roul, P., Numerical solutions of time-fractional degenerate parabolic equations by variational iteration method with Jumarie modified Reimann-Liouville derivative, Math. Method Appl. Sci., 34, 1025-1035, 2011 · Zbl 1218.35015
[8] Ma, CY; Shiri, B.; Wu, GC; Baleanu, D., New fractional signal smoothing equations with short memory and variable order, Optik., 218, 2020
[9] Roul, P., A robust adaptive moving mesh technique for a time-fractional reaction-diffusion model, Commun. Nonlinear. Sci. Numer. Simul., 109, 2022 · Zbl 07840929
[10] Roul, P., Design and analysis of a high order computational technique for time-fractional Black-Scholes model describing option pricing, Math. Method. Appl. Sci., 45, 9, 5592-5611, 2022 · Zbl 1527.91180
[11] Bao, NT; Baleanu, D.; Minh, DLT; Huy, TN, Regularity results for fractional diffusion equations involving fractional derivative with Mittag-Leffler kernel, Math. Method Appl. Sci., 43, 12, 7208-7226, 2020 · Zbl 1447.35346
[12] Roul, P.; Prasad Goura, VMK, A compact finite difference scheme for fractional Black-Scholes option pricing model, Appl. Numer. Math., 166, 40-60, 2021 · Zbl 1467.91215
[13] Roul, P.; Rohil, V.; Espinosa-Paredes, G.; Goura, VMKP; Gedam, RS; Obaidurrahman, K., Design and analysis of a numerical method for fractional neutron diffusion equation with delayed neutrons, Appl. Numer. Math., 157, 634-653, 2020 · Zbl 1446.65117
[14] Meerschaert, MM; Scheffler, HP; Tadjeran, C., Finite difference methods for two-dimensional fractional dispersion equation, J. Comput. Phys., 220, 2, 249-261, 2006 · Zbl 1085.65080
[15] Tadjeran, C.; Meerschaert, MM, A second-order accurate numerical method for the two-dimensional fractional diffusion equation, J. Comput. Phys., 220, 2, 813-823, 2007 · Zbl 1113.65124
[16] Zhuang, P.; Liu, F., Finite difference approximation for two-dimensional time fractional diffusion equation, J. Algorithms Comput. Technol., 1, 1, 1-15, 2007
[17] Chen, S.; Liu, F., ADI-Euler and extrapolation methods for the two-dimensional fractional advection dispersion equation, J. Appl. Math. Comput., 26, 1-2, 295-311, 2008 · Zbl 1146.76037
[18] Chen, CM; Liu, F.; Turner, I.; Anh, V., Numerical schemes and multivariate extrapolation of a two-dimensional anomalous sub-diffusion equation, Numer. Algor., 54, 1-21, 2010 · Zbl 1191.65116
[19] Zhang, Y.; Sun, Z., Alternating direction implicit schemes for the two-dimensional fractional sub-diffusion equation, J. Comput. Phys., 230, 24, 8713-8728, 2011 · Zbl 1242.65174
[20] Chen, CM; Liu, F.; Anh, V.; Turner, I., Numerical methods for solving a two-dimensional variable order anomalous subdiffusion equation, Math. Comput., 81, 277, 345-366, 2011 · Zbl 1241.65077
[21] Zhang, YN; Sun, ZZ; Zhao, X., Compact alternating direction implicit scheme for the two-dimensional fractional diffusion-wave equation, SIAM J. Numer. Anal., 50, 3, 1535-1555, 2012 · Zbl 1251.65126
[22] Cui, MR, Convergence analysis of high-order compact alternating direction implicit schemes for the two-dimensional time fractional diffusion equation, Numer. Algorithms, 62, 3, 383-409, 2013 · Zbl 1264.65143
[23] Zeng, F.; Liu, F.; Li, CP; Burrage, K.; Turner, I.; Anh, V., A Crank-Nicolson ADI spectral method for a two-dimensional Riesz space fractional nonlinear reaction-diffusion equation, SIAM J. Numer. Anal., 52, 2599-2622, 2014 · Zbl 1382.65349
[24] Roul, P.; Rohil, V., A high order numerical technique and its analysis for nonlinear generalized Fisher’s equation, J. Comput. Appl. Math., 406, 2022 · Zbl 1524.65680
[25] Roul, P.; Goura, VMKP; Agarwal, R., A high-order compact finite difference scheme and its analysis for the time-fractional diffusion equation, J. Math. Chem., 61, 2146-2175, 2023 · Zbl 07745943
[26] Roul, P.; Kumari, T.; Rohil, V., A computational technique for solving the time-fractional Fokker-Planck equation, Math. Method Appl. Sci., 45, 16, 9736-9752, 2022 · Zbl 1538.65427
[27] Santra, S.; Mohapatra, J.; Das, P.; Choudhuri, D., Higher order approximations for fractional order integro-parabolic partial differential equations on an adaptive mesh with error analysis, Comput. Math Appl., 150, 87-101, 2023 · Zbl 07772637
[28] Srivastava, HM; Nain, AK; Vats, RK; Das, P., A theoretical study of the fractional-order p-Laplacian nonlinear Hadamard type turbulent flow models having the Ulam-Hyers stability, Rev. Real Acad. Cienc. Exactas Fis. Nat. Ser. A, 117, 160, 2023 · Zbl 1542.34009
[29] Das, P.; Ran, S.; Ramos, H., On the approximate solutions of a class of fractional order nonlinear Volterra integro-differential initial value problems and boundary value problems of first kind and their convergence analysis, J. Comput. Appl. Math., 89, 113116, 2020 · Zbl 1481.65265
[30] Das, P.; Rana, S., Theoretical prospects of fractional order weakly singular Volterra Integro differential equations and their approximations with convergence analysis, Math. Methods Appl. Sci., 44, 11, 9419-9440, 2021 · Zbl 1512.65132
[31] P. Roul, V.M.K.P. Goura, R. Cavoretto, A numerical technique based on \(B\)-spline for a class of time-fractional diffusion equation. Numer. Methods Partial Differ. Equ. 39, 45-64 (2023) · Zbl 1533.65199
[32] Abbaszadeh, M.; Dehghan, M., A meshless numerical procedure for solving fractional reaction subdiffusion model via a new combination of alternating direction implicit (ADI) approach and interpolating element free Galerkin (EFG) method, Comput. Math. Appl., 70, 2493-2512, 2015 · Zbl 1443.65189
[33] Dehghan, M.; Abbaszadeh, M.; Mohebbi, A., Error estimate for the numerical solution of fractional reaction-subdiffusion process based on a meshless method, J. Comput. Appl. Math., 280, 14-36, 2015 · Zbl 1305.65211
[34] Yu, B.; Jiang, X.; Xu, H., A novel compact numerical method for solving the two-dimensional non-linear fractional reaction-subdiffusion equation, Numer. Algorithms, 68, 923-950, 2015 · Zbl 1314.65114
[35] Oruç, O.; Esen, A.; Bulut, F., A haar wavelet approximation for two-dimensional time fractional reaction-subdiffusion equation, Eng. Comput., 35, 75-86, 2019 · doi:10.1007/s00366-018-0584-8
[36] Gao, G.; Sun, Z., Compact difference schemes for heat equation with Neumann boundary conditions (II), Numer. Methods Partial Differ. Equ., 29, 1459-1486, 2013 · Zbl 1422.65152
[37] Vong, S.; Wang, Z., A compact difference scheme for a two dimensional fractional Klein-Gordon equation with Neumann boundary conditions, J. Comput. Phys., 274, 268-282, 2014 · Zbl 1352.65273
[38] Vong, S.; Lyu, P.; Wang, Z., A compact difference scheme for fractional sub-diffusion equations with the spatially variable coefficient under Neumann boundary conditions, J. Sci. Comput., 66, 725-739, 2016 · Zbl 1346.65041
[39] Cheng, X.; Qin, H.; Zhang, J., A compact ADI scheme for two-dimensional fractional sub-diffusion equation with Neumann boundary condition, Appl. Numer. Math., 156, 50-62, 2020 · Zbl 1442.65152
[40] Ford, NJ; Xiao, J.; Yan, Y., A finite element method for time fractional partial differential equations, Fract. Calc. Appl. Anal., 14, 454-474, 2011 · Zbl 1273.65142
[41] Lin, Y.; Xu, C., Finite difference/spectral approximations for the time fractional diffusion equation, J. Comput. Phys., 225, 1533-1552, 2007 · Zbl 1126.65121
[42] Ammi, MRS; Jamiai, I.; Torres, DFM, A finite element approximation for a class of Caputo time-fractional diffusion equations, Comput. Math. Appl., 78, 1334-1344, 2019 · Zbl 1442.65274
[43] Luchko, Y., Some uniqueness and existence results for the initial-boundary-value problems for the generalized time-fractional diffusion equation, Comput. Math. Appl., 59, 1766-1772, 2010 · Zbl 1189.35360
[44] Shiromani, R.; Shanthi, V.; Das, P., A higher order hybrid-numerical approximation for a class of singularly perturbed two-dimensional convection-diffusion elliptic problem with non-smooth convection and source terms, Comput. Math. Appl., 142, 152023, 2023 · Zbl 07691983
[45] Das, P., An a posteriori based convergence analysis for a nonlinear singularly perturbed system of delay differential equations on an adaptive mesh, Numer. Algor., 81, 465-487, 2019 · Zbl 1454.65050
[46] Roul, P.; Goura, VMKP, A new higher order compact finite difference method for generalised Black-Scholes partial differential equation: European call option, J. Comput. Appl. Math., 363, 464-484, 2020 · Zbl 1418.91602
[47] Choudhary, R.; Singh, S.; Das, P.; Kumar, D., A higher order stable numerical approximation for time-fractional non-linear Kuramoto-Sivashinsky equation based on quintic B-spline, Math. Method Appl. Sci., 2024 · doi:10.1002/mma.9778
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.