A fast second-order accurate method for a two-sided space-fractional diffusion equation with variable coefficients
Description
In this paper, we consider a type of fractional diffusion equation (FDE) with variable coefficients on a finite domain. Firstly, we utilize a second-order scheme to approximate the Riemann–Liouville fractional derivative and present the finite difference scheme. Specifically, we discuss the Crank–Nicolson scheme and solve it in matrix form. Secondly, we prove the stability and convergence of the scheme and conclude that the scheme is unconditionally stable and convergent with the second-order accuracy of O(τ2+h2)O(τ2+h2). Furthermore, we develop a fast accurate iterative method for the Crank–Nicolson scheme, which only requires storage of O(m)O(m) and computational cost of O(mlogm)O(mlogm) while retaining the same accuracy and approximation property as Gauss elimination, where m=1/hm=1/h is the partition number in space direction. Finally, several numerical examples are given to show the effectiveness of the numerical method, and the results are in excellent agreement with the theoretical analysis.
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ID Code: | 101615 | ||||||||
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Item Type: | Contribution to Journal (Journal Article) | ||||||||
Refereed: | Yes | ||||||||
ORCID iD: |
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Measurements or Duration: | 17 pages | ||||||||
Keywords: | Crank-Nicolson scheme, Fast Bi-CGSTAB algorithm, Finite difference method, Fractional diffusion equation, Riemann-Liouville fractional derivative, Variable coefficients | ||||||||
DOI: | 10.1016/j.camwa.2016.06.007 | ||||||||
ISSN: | 0898-1221 | ||||||||
Pure ID: | 33189239 | ||||||||
Divisions: | Past > Institutes > Institute for Future Environments Past > QUT Faculties & Divisions > Science & Engineering Faculty |
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Copyright Owner: | Consult author(s) regarding copyright matters | ||||||||
Copyright Statement: | This work is covered by copyright. Unless the document is being made available under a Creative Commons Licence, you must assume that re-use is limited to personal use and that permission from the copyright owner must be obtained for all other uses. If the document is available under a Creative Commons License (or other specified license) then refer to the Licence for details of permitted re-use. It is a condition of access that users recognise and abide by the legal requirements associated with these rights. If you believe that this work infringes copyright please provide details by email to qut.copyright@qut.edu.au | ||||||||
Deposited On: | 21 Nov 2016 00:07 | ||||||||
Last Modified: | 02 Apr 2024 15:48 |
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