The Numerical Simulation of Space-Time Variable Fractional Order Diffusion Equation

The Numerical Simulation of Space-Time Variable Fractional Order Diffusion Equation

Year:    2013

Numerical Mathematics: Theory, Methods and Applications, Vol. 6 (2013), Iss. 4 : pp. 571–585

Abstract

Many physical processes appear to exhibit fractional order behavior that may vary with time or space. The continuum of order in the fractional calculus allows the order of the fractional operator to be considered as a variable. Numerical methods and analysis of stability and convergence of numerical scheme for the variable fractional order partial differential equations are quite limited and difficult to derive. This motivates us to develop efficient numerical methods as well as stability and convergence of the implicit numerical methods for the space-time variable fractional order diffusion equation on a finite domain. It is worth mentioning that here we use the Coimbra-definition variable time fractional derivative which is more efficient from the numerical standpoint and is preferable for modeling dynamical systems. An implicit Euler approximation is proposed and then the stability and convergence of the numerical scheme are investigated.  Finally, numerical examples are provided to show that the implicit Euler approximation is computationally efficient.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/10.4208/nmtma.2013.y12107

Numerical Mathematics: Theory, Methods and Applications, Vol. 6 (2013), Iss. 4 : pp. 571–585

Published online:    2013-01

AMS Subject Headings:   

Copyright:    COPYRIGHT: © Global Science Press

Pages:    15

Keywords:    Variable fractional derivative diffusion equation implicit Euler scheme stability convergence.

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