Skip to main content
Log in

Efficient spatial second-/fourth-order finite difference ADI methods for multi-dimensional variable-order time-fractional diffusion equations

  • Published:
Advances in Computational Mathematics Aims and scope Submit manuscript

Abstract

Variable-order time-fractional diffusion equations (VO-tFDEs), which can be used to model solute transport in heterogeneous porous media are considered. Concerning the well-posedness and regularity theory (cf., Zheng & Wang, Anal. Appl., 2020), two finite difference ADI and compact ADI schemes are respectively proposed for the two-dimensional VO-tFDE. We show that the two schemes are unconditionally stable and convergent with second and fourth orders in space with respect to corresponding discrete norms. Besides, efficiency and practical computation of the ADI schemes are also discussed. Furthermore, the ADI and compact ADI methods are extended to model three-dimensional VO-tFDE, and unconditional stability and convergence are also proved. Finally, several numerical examples are given to validate the theoretical analysis and show efficiency of the ADI methods.

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

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Adams, R.A., Fournier, J.J.F.: Sobolev Spaces. Elsevier, San Diego (2003)

    MATH  Google Scholar 

  2. Bhrawy, A., Zaky, M.: An improved collocation method for multi-dimensional space time variable-order fractional Schrdinger equations. Appl. Number. Math. 111, 197–218 (2017)

    Article  MATH  Google Scholar 

  3. Coimbra, C.: Mechanics with variable-order differential operators. Ann. Phys. Berlin. 12, 692–703 (2010)

    Article  MathSciNet  MATH  Google Scholar 

  4. Chen, C., Liu, F., Anh, V., Turner, I.: Numerical schemes with high spatial accuracy for a variable-order anomalous subdiffusion equation. SIAM J. Sci. Comput 32, 1740–1760 (2010)

    Article  MathSciNet  MATH  Google Scholar 

  5. Chen, W., Zhang, J., Zhang, J.: A variable-order time-fractional derivative model for chloride ions sub-diffusion in concrete structures. Fract. Calc. Appl. Anal. 16, 76–92 (2013)

    Article  MathSciNet  MATH  Google Scholar 

  6. Chen, C., Liu, H., Zheng, X., Wang, H., A two-grid, M.M.O.C.: finite element method for nonlinear variable-order time-fractional mobile/immobile advection-diffusion equations. Comput. Math. Appl. 79, 2771–2783 (2019)

    Article  Google Scholar 

  7. Chen, Y., Wei, Y., Liu, D., Yu, H.: Numerical solution for a class of nonlinear variable order fractional differential equations with Legendre wavelets. Appl. Math. Lett. 46, 83–88 (2015)

    Article  MathSciNet  MATH  Google Scholar 

  8. Cui, M.: Compact alternating direction implicit method for two-dimensional time fractional diffusion equation. J. Comput. Phys. 231, 2621–2633 (2012)

    Article  MathSciNet  MATH  Google Scholar 

  9. Du, R., Alikhanov, A.A., Sun, Z.: Temporal second order difference schemes for the multi-dimensional variable-order time fractional sub-diffusion equations. Comput. Math. Appl 79, 2952–2972 (2020)

    Article  MathSciNet  MATH  Google Scholar 

  10. Deng, W.: Finite element method for the space and time fractional Fokker-Planck equation. SIAM J. Numer. Anal. 47, 204–226 (2008)

    Article  MathSciNet  MATH  Google Scholar 

  11. Fang, Z., Sun, H., Wang, H.: A fast method for variable-order Caputo fractional derivative with applications to time-fractional diffusion equations. Comput. Math. Appl. 80, 1443–1458 (2020)

    Article  MathSciNet  MATH  Google Scholar 

  12. Fu, H., Wang, H.: A preconditioned fast parareal finite difference method for space-time fractional partial differential equation. J. Sci. Comput. 78, 1724–1743 (2019)

    Article  MathSciNet  MATH  Google Scholar 

  13. Hajipour, M., Jajarmi, A., Baleanu, D., Sun, H.: On an accurate discretization of a variable-order fractional reaction-diffusion equation. Commun. Nonlinear. Sci. 69, 119–133 (2018)

    Article  MathSciNet  MATH  Google Scholar 

  14. Hu, Y., Oksendal, B.: Factional white noise calculus and applicationa to finance. Inf. Dim. Anal. Quantum Probab. Related Topics 6, 1–32 (2003)

    Article  MATH  Google Scholar 

  15. Kassem, M., William, M.: Uniform convergence for a discontinuous Galerkin, time-stepping method applied to a fractional diffusion equation. IMA J. Numer. Anal. 32, 906–925 (2012)

    Article  MathSciNet  MATH  Google Scholar 

  16. Jin, B., Li, B., Zhou, Z.: Correction of high-order BDF convolution quadrature for fractional evolution equations. SIAM J. Sci. Comput. 39, A3129–A3152 (2017)

    Article  MathSciNet  MATH  Google Scholar 

  17. Li, L., Xu, D., Luo, M.: Alternating direction implicit Galerkin finite element method for the two-dimensional fractional diffusion-wave equation. J. Comput. Phys. 255, 471–485 (2013)

    Article  MathSciNet  MATH  Google Scholar 

  18. Liao, H., Li, D., Zhang, J.: Sharp error estimate of nonuniform L1 formula for time-fractional reaction-subdiffusion equations. SIAM J. Numer. Anal. 56, 1112–1133 (2018)

    Article  MathSciNet  MATH  Google Scholar 

  19. Lin, Y., Xu, C.: Finite difference/spectral approximations for the time-fractional diffusion equation. J. Comput. Phys. 225, 1533–1552 (2007)

    Article  MathSciNet  MATH  Google Scholar 

  20. Liu, H., Cheng, A., Wang, H.: A parareal finite volume method for variable-order time-fractional diffusion equations. J. Sci. Comput. 85, 19 (2020)

    Article  MathSciNet  MATH  Google Scholar 

  21. Lorenzo, C., Hartley, T.: Variable order and distributed order fractional operators. Nonlinear Dynam. 29, 57–98 (2002)

    Article  MathSciNet  MATH  Google Scholar 

  22. Magin, R.: Fractional Calculus in Bioengineering. Redding, Begell House (2006)

    Google Scholar 

  23. Mustapha, K.: An implicit finite-difference time-stepping method for a sub-diffusion equation, with spatial discretization by finite elements. IMA J. Numer. Anal. 31, 719–739 (2011)

    Article  MathSciNet  MATH  Google Scholar 

  24. Obembe, A., Hossain, M., Abu-Khamsin, S.: Variable-order derivative time fractional diffusion model for heterogeneous porous media. J. Petrol. Sci. Eng. 152, 391–405 (2017)

    Article  Google Scholar 

  25. Sakamoto, K., Yamamoto, M.: Initial value/boundary value problems for fractional diffusion-wave equations and applications to some inverse problems. J. Math. Anal. Appl. 382, 426–447 (2011)

    Article  MathSciNet  MATH  Google Scholar 

  26. Samko, S., Ross, B.: Integration and differentiation to a variable fractional order. Integr. Transf. Spec. F. 4, 277–300 (1993)

    Article  MathSciNet  MATH  Google Scholar 

  27. Schumer, R., Benson, D.A., Meerschaert, M.M., Baeumer, B.: Fractal mobile/immobile solute transport. Water Resour. Res. 39, 1–12 (2003)

    Article  Google Scholar 

  28. Stynes, M., O’Riordan, E., Gracia, J.: Error analysis of a finite difference method on graded mesh for a time-fractional diffusion equation. SIAM J. Numer. Anal. 55, 1057–1079 (2017)

    Article  MathSciNet  MATH  Google Scholar 

  29. Sun, H., Chen, W., Wei, H., Chen, Y.: A comparative study of constant-order and variable-order fractional models in characterizing memory property of systems. Eur. Phys. J. Spec. Top. 193, 185–192 (2011)

    Article  Google Scholar 

  30. Sun, Z.: Numerical Methods of Partial Differential Equations (in Chinese). Science Press, Beijing (2012)

    Google Scholar 

  31. Sun, Z., Wu, X.: A fully discrete difference scheme for a diffusion-wave system. Appl. Numer. Math. 56, 193–209 (2016)

    Article  MathSciNet  MATH  Google Scholar 

  32. Tarasov, V.: Review of some promising fractional physical models. Int. J. Mod. Phys. B. 27, 1330005 (2013)

    Article  MathSciNet  MATH  Google Scholar 

  33. Thomée, V.: Galerkin finite element methods for parabolic problems lecture notes in mathematics, vol. 1054. Springer-Verlag, New York (1984)

    Google Scholar 

  34. Umarov, S., Steinberg, S.: Variable order differential equations with piecewise constant-order function and diffusion with changing modes. J. Math. Anal. Appl. 28, 431–450 (2009)

    MathSciNet  MATH  Google Scholar 

  35. Wang, H., Zheng, X.: Wellposedness and regularity of the variable-order time-fractional diffusion equations. J. Math. Anal. Appl. 475, 1778–1802 (2019)

    Article  MathSciNet  MATH  Google Scholar 

  36. Wu, G., Deng, Z., Baleanu, D., Zeng, D.: New variable-order fractional chaotic systems for fast image encryption. Chaos 29, 083103 (2019)

    Article  MathSciNet  MATH  Google Scholar 

  37. Yang, X., Machado, J.: A new fractional operator of variable order: application in the description of anomalous diffusion. Physica. A. 481, 276–283 (2017)

    Article  MathSciNet  Google Scholar 

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

    Article  MathSciNet  MATH  Google Scholar 

  39. Zhao, X., Sun, Z., Karniadakis, G.: Second-order approximations for variable order fractional derivatives: algorithms and applications. J. Comput. Phys. 293, 184–200 (2015)

    Article  MathSciNet  MATH  Google Scholar 

  40. Zhang, Y., Sun, Z.: Alternating direction implicit schemes for the two-dimensional fractional sub-diffusion equation. J. Comput. Phys. 230, 8713–8728 (2011)

    Article  MathSciNet  MATH  Google Scholar 

  41. Zhang, Y., Sun, Z., Zhao, X.: Compact alternating direction implicit scheme for the two-dimensional fractional diffusion-wave equation. SIAM J. Numer. Anal. 50, 1535–1555 (2012)

    Article  MathSciNet  MATH  Google Scholar 

  42. Zhang, Y., Sun, H., Stowell, H., Zayernouri, M., Hansen, S.: A review of applications of fractional calculus in Earth system dynamics. Chaos Soliton. Fract. 102, 29–46 (2017)

    Article  MathSciNet  MATH  Google Scholar 

  43. Zeng, F., Zhang, Z., Karniadakis, G.: A generalized spectral collocation method with tunable accuracy for variable-order fractional differential equations. SIAM J. Sci. Comput. 37, A2710–A2732 (2015)

    Article  MathSciNet  MATH  Google Scholar 

  44. Zheng, X., Wang, H.: Wellposedness and regularity of a variable-order space-time fractional diffusion equation. Anal. Appl. 18, 615–638 (2020)

    Article  MathSciNet  MATH  Google Scholar 

  45. Zheng, X., Wang, H.: Optimal-order error estimates of finite element approximations to variable-order time-fractional diffusion equations without regularity assumptions of the true solutions. IMA J. Numer. Anal. 41, 1522–1545 (2021)

    Article  MathSciNet  Google Scholar 

  46. Zhuang, P., Liu, F., Anh, V., Turner, I.: Numerical methods for the variable-order fractional advection-diffusion equation with a nonlinear source term. SIAM J. Numer. Anal. 47, 1760–1781 (2009)

    Article  MathSciNet  MATH  Google Scholar 

Download references

Acknowledgements

The authors would like to express their most sincere thanks to the referees for their very helpful comments and suggestions, which greatly improved the quality of this paper.

Funding

This work was supported in part by the National Natural Science Foundation of China (No. 11971482), by the Natural Science Foundation of Shandong Province (No. ZR2017MA006), and by the OUC Scientific Research Program for Young Talented Professionals.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Hongfei Fu.

Ethics declarations

Conflict of interest

The authors declare no competing interests.

Additional information

Communicated by: Bangti Jin

Publisher’s note

Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Fu, H., Zhu, C., Liang, X. et al. Efficient spatial second-/fourth-order finite difference ADI methods for multi-dimensional variable-order time-fractional diffusion equations. Adv Comput Math 47, 58 (2021). https://doi.org/10.1007/s10444-021-09881-8

Download citation

  • Received:

  • Accepted:

  • Published:

  • DOI: https://doi.org/10.1007/s10444-021-09881-8

Keywords

Mathematics Subject Classification (2010)

Navigation