Skip to main content

Finite Difference Method for Solving the Time Fractional Diffusion Equation

  • Conference paper

Part of the book series: Communications in Computer and Information Science ((CCIS,volume 325))

Abstract

Fractional diffusion equations are generalizations of classical diffusion equations, treating super-diffusive flow processes. In this paper, we develop a difference scheme based on Hermite formula for solving one-dimensional time fractional diffusion equation. Stability and convergence results of the difference scheme are discussed. Finally, a numerical example is carried out to confirm the theoretical results.

The Project Supported by ‘QingLan’ Talent Engineering Funds of Tianshui Normal University.

This is a preview of subscription content, log in via an institution.

Buying options

Chapter
USD   29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD   39.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD   54.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Learn about institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. Chen, C.M., Liu, F., Burrage, K.: Finite difference methods and a fourier analysis for the fractional reaction-subdiffusion equation. Appl. Math. Comput. 198, 754–769 (2008)

    Article  MathSciNet  MATH  Google Scholar 

  2. Chen, C.M., Liu, F., Turner, I., Anh, V.: A Fourier method for the fractional diffusion equation describing sub-diffusion. J. Comput. Phys. 227(2), 886–897 (2007)

    Article  MathSciNet  MATH  Google Scholar 

  3. Duan, J.S., Xu, M.Y.: Solution of semiboundless mixed problem of fractional diffusion equation. Appl. Math. J. Chinese Univ. Ser. A 18(3), 259–266 (2003)

    MathSciNet  MATH  Google Scholar 

  4. Gorenflo, R., Luchko, Y., Mainardi, F.: Wright function as scale-invariant solutions of the diffusionwave equation. J. Comput. Appl. Math. 118, 175–191 (2000)

    Article  MathSciNet  MATH  Google Scholar 

  5. Hilfer, R.: Applications of Fractional Calculus in Physics. World Scientific, Singapore (2000)

    Book  MATH  Google Scholar 

  6. Henry, B.I., Wearne, S.L.: Fractional reaction-diffusion. Physica A 276, 448–455 (2000)

    Article  MathSciNet  Google Scholar 

  7. Lynch, V.E., Carreras, B.A., Hicks, H.R.: Numerical methods for the solution of partial differential equations of fractional order. J. Comput. Phys. 192, 406–421 (2003)

    Article  MathSciNet  MATH  Google Scholar 

  8. Langlands, T.A.M., Henry, B.I.: The accuracy and stability of an implicit solution method for the fractional diffusion equation. J. Comput. Phys. 205, 719–736 (2005)

    Article  MathSciNet  MATH  Google Scholar 

  9. Luchko, Y.F., Srivastava, H.M.: The exact solution of certain differential equations of fractional order by using operational calculus. Comput. Math. Appl. 29(8), 73–85 (1995)

    Article  MathSciNet  MATH  Google Scholar 

  10. Liu, F., Anh, V., Turner, I.: Numerical solution of the space fractional Fokker-Planck equation. J. Comput. Appl. Math. 166, 209–219 (2004)

    Article  MathSciNet  MATH  Google Scholar 

  11. Liu, F., Zhuang, P., Anh, V., Turner, I., Burrage, K.: Stability and convergence of the difference methods for the space-time fractional advection-diffusion equation. Appl. Math. Comp. 191, 12–20 (2007)

    Article  MathSciNet  MATH  Google Scholar 

  12. Mainardi, F., Luchko, Y.F., Pagnini, G.: The fundamental solution of the space-time fractional diffusion equation. Fract. Calculus Appl. Anal. 4(2), 153–192 (2001)

    MathSciNet  MATH  Google Scholar 

  13. Miller, K.S., Ross, B.: An Introduction to the Fractional Calculus and Fractional Differential Equations. John Wiley, New York (1993)

    MATH  Google Scholar 

  14. Oldman, K.B., Spanier, J.: The Fractional Calculus. Academic Press (1974)

    Google Scholar 

  15. Podlubny, I.: Fractional Differential Equations. Academic Press (1999)

    Google Scholar 

  16. Richtmyer, R.D., Morton, K.W.: Difference Methods for Initial-value Problems. Interscience Publishers, New York (1967)

    MATH  Google Scholar 

  17. Scherer, R., Kalla, S.L., Boyadjiev, L., Al-Saqabi, B.: Numerical treatment of fractional heat equations. Appl. Numer. Math. 58, 1212–1223 (2008)

    Article  MathSciNet  MATH  Google Scholar 

  18. Samko, S.G., Kilbas, A.A., Marichev, O.I.: Fractional Integrals and Derivatives: Theory and Applications. Gordon and Breach, Newark (1993)

    MATH  Google Scholar 

  19. Yuste, S.B., Acedo, L.: An explicit finite difference method and a new von Neumann-type stability analysis for fractional diffusion equations. SIAM J. Numer. Anal. 42(5), 1862–1874 (2005)

    Article  MathSciNet  MATH  Google Scholar 

  20. Zhang, W.S.: Finite Difference Methods for Partial Differential Equations in Science computation. Higher Education Press, Beijing (2006)

    Google Scholar 

  21. Zhuang, P., Liu, F., Anh, V., Turner, I.: New solution and analytical techniques of the implicit numerical method for the anomalous subdiffusion equation. SIAM J. Numer. Anal. 46(2), 1079–1095 (2008)

    Article  MathSciNet  MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2012 Springer-Verlag Berlin Heidelberg

About this paper

Cite this paper

Zhang, Yx., Ding, H. (2012). Finite Difference Method for Solving the Time Fractional Diffusion Equation. In: Xiao, T., Zhang, L., Fei, M. (eds) AsiaSim 2012. AsiaSim 2012. Communications in Computer and Information Science, vol 325. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-34387-2_14

Download citation

  • DOI: https://doi.org/10.1007/978-3-642-34387-2_14

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-34386-5

  • Online ISBN: 978-3-642-34387-2

  • eBook Packages: Computer ScienceComputer Science (R0)

Publish with us

Policies and ethics