arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 1909.07064math.NAcs.NA
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求解变系数广义时空分数阶扩散方程的快速隐式差分格式

A fast implicit difference scheme for solving the generalized time-space fractional diffusion equations with variable coefficients

Xian-Ming Gu, Ting-Zhu Huang, Yong-Liang Zhao, Pin Lyu, Bruno Carpentieri

摘要:

本文首先提出了求解变系数广义时空分数阶扩散方程(GTSFDEs)的一个无条件稳定的隐式差分格式。数值格式在时间离散上采用广义Caputo分数阶导数的$L1$型公式,在空间离散上采用二阶加权移位Grünwald差分(WSGD)公式。理论结果和数值试验分别验证了$(2 - γ)$ -阶和2-阶时空收敛性与$γ\in(0,1)$ Caputo分数阶导数的一致性。为了加速隐式差分格式的收敛速度,本文还发展了广义Caputo分数阶导数和Toeplitz类系数矩阵的快速指数逼近和逼近.数值实验表明了所提出的数值格式的有效性及其在大规模模拟GTSFDEs方面的良好潜力。

英文摘要:

In this paper, we first propose an unconditionally stable implicit difference scheme for solving generalized time-space fractional diffusion equations (GTSFDEs) with variable coefficients. The numerical scheme utilizes the $L1$-type formula for the generalized Caputo fractional derivative in time discretization and the second-order weighted and shifted Grünwald difference (WSGD) formula in spatial discretization, respectively. Theoretical results and numerical tests are conducted to verify the $(2 - γ)$-order and 2-order of temporal and spatial convergence with $γ\in(0,1)$ the order of Caputo fractional derivative, respectively. The fast sum-of-exponential approximation of the generalized Caputo fractional derivative and Toeplitz-like coefficient matrices are also developed to accelerate the proposed implicit difference scheme. Numerical experiments show the effectiveness of the proposed numerical scheme and its good potential for large-scale simulation of GTSFDEs.

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