Numerical Solution of the Time-Fractional Sub-Diffusion Equation on an Unbounded Domain in Two-Dimensional Space

Numerical Solution of the Time-Fractional Sub-Diffusion Equation on an Unbounded Domain in Two-Dimensional Space

Year:    2017

East Asian Journal on Applied Mathematics, Vol. 7 (2017), Iss. 3 : pp. 439–454

Abstract

The numerical solution of the time-fractional sub-diffusion equation on an unbounded domain in two-dimensional space is considered, where a circular artificial boundary is introduced to divide the unbounded domain into a bounded computational domain and an unbounded exterior domain. The local artificial boundary conditions for the fractional sub-diffusion equation are designed on the circular artificial boundary by a joint Laplace transform and Fourier series expansion, and some auxiliary variables are introduced to circumvent high-order derivatives in the artificial boundary conditions. The original problem defined on the unbounded domain is thus reduced to an initial boundary value problem on a bounded computational domain. A finite difference and L1 approximation are applied for the space variables and the Caputo time-fractional derivative, respectively. Two numerical examples demonstrate the performance of the proposed method.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/10.4208/eajam.031116.080317a

East Asian Journal on Applied Mathematics, Vol. 7 (2017), Iss. 3 : pp. 439–454

Published online:    2017-01

AMS Subject Headings:   

Copyright:    COPYRIGHT: © Global Science Press

Pages:    16

Keywords:    Fractional sub-diffusion equation unbounded domain local artificial boundary conditions finite difference method Caputo time-fractional derivative.

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