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arXiv 1408.6364math.NAcs.NA
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四阶拟紧差分格式用于( tempered )空间分数扩散方程

Fourth order quasi-compact difference schemes for (tempered) space fractional diffusion equations

Lanzhou University(兰州大学)

Yanyan Yu, Weihua Deng, Yujiang Wu

AI总结:

本文提出四阶拟紧差分格式用于求解空间分数扩散方程及其 tempered 版本,理论和数值验证了方案的稳定性与收敛性。

摘要:

连续时间随机游走(CTRW)是非平衡统计物理中许多基本过程的基础。当CTRW的跳跃长度服从幂律分布时,其对应的福克-普朗克方程具有空间分数导数,这描述了莱维飞行。有时莱维飞行的无限方差使其不适合作为物理方法;对CTRW的幂律跳跃长度进行指数衰减可使其更‘物理’,从而出现 tempered 空间分数扩散方程。本文提供了推导高阶拟紧离散化用于空间分数导数和 tempered 空间分数导数的基本策略。四阶拟紧离散化用于求解空间分数扩散方程,并理论和数值验证了该方案的无条件稳定性和收敛性。此外,通过四阶拟紧方案求解 tempered 空间分数扩散方程,并通过数值验证了收敛阶。

英文摘要:

The continuous time random walk (CTRW) underlies many fundamental processes in non-equilibrium statistical physics. When the jump length of CTRW obeys a power-law distribution, its corresponding Fokker-Planck equation has space fractional derivative, which characterizes Lévy flights. Sometimes the infinite variance of Lévy flight discourages it as a physical approach; exponentially tempering the power-law jump length of CTRW makes it more `physical' and the tempered space fractional diffusion equation appears. This paper provides the basic strategy of deriving the high order quasi-compact discretizations for space fractional derivative and tempered space fractional derivative. The fourth order quasi-compact discretization for space fractional derivative is applied to solve space fractional diffusion equation and the unconditional stability and convergence of the scheme are theoretically proved and numerically verified. Furthermore, the tempered space fractional diffusion equation is effectively solved by its counterpart of the fourth order quasi-compact scheme; and the convergence orders are verified numerically.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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