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arXiv 2007.08660math.NAcs.NA
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时间分数阶扩散方程的Finite Difference算法的稳定性和复杂性分析

Stability and Complexity Analyses of Finite Difference Algorithms for the Time-Fractional Diffusion Equation

Nirupama Bhattacharya, Gabriel A. Silva

摘要:

分数阶微分方程(FDES)是分数阶微积分理论的扩展。然而,由于难以找到解析解,直到最近几十年,FDE才得到广泛的应用。随着计算能力的提高以及数值方法的进步,人们对使用FDE来表示复杂的物理过程越来越感兴趣,其中经典微分方程可能无法准确地捕获动态。时间分数阶扩散方程是一个描述反常扩散的基本物理机制的FDE。但是,寻找易于处理的解析解往往比求解整数阶微分方程的解要复杂得多,并且在许多情况下,不可能以可以容易地模拟或可视化表示的封闭形式表达来框定解。因此,发展数值方法是至关重要的。在以前的工作中,我们实现了完整的二维时间分数扩散方程作为一个向前的时间中心空间有限差分方程使用Grünwald-Letnikov定义的分数阶导数。此外,我们推导出一个自适应的时间步长版本,提高了计算速度,在精度上有一定的权衡。在这里,我们探索和表征这些算法的稳定性,以定义计算参数的界限,这对于执行准确的模拟至关重要。我们还分析了算法的时间复杂度,并描述了一个替代的自适应时间步长的方法,利用链表实现,从而产生更好的算法效率。

英文摘要:

Fractional differential equations (FDEs) are an extension of the theory of fractional calculus. However, due to the difficulty in finding analytical solutions, there have not been extensive applications of FDEs until recent decades. With the advent of increasing computational capacity along with advances in numerical methods, there has been increased interest in using FDEs to represent complex physical processes, where dynamics may not be as accurately captured with classical differential equations. The time-fractional diffusion equation is an FDE that represents the underlying physical mechanism of anomalous diffusion. But finding tractable analytical solutions to FDEs is often much more involved than solving for the solutions of integer order differential equations, and in many cases it is not possible to frame solutions in a closed form expression that can be easily simulated or visually represented. Therefore the development of numerical methods is vital. In previous work we implemented the full 2D time-fractional diffusion equation as a Forward Time Central Space finite difference equation by using the Grünwald-Letnikov definition of the fractional derivative. In addition, we derived an adaptive time step version that improves on calculation speed, with some tradeoff in accuracy. Here, we explore and characterize stability of these algorithms, in order to define bounds on computational parameters that are crucial for performing accurate simulations. We also analyze the time complexity of the algorithms, and describe an alternate adaptive time step approach that utilizes a linked list implementation, which yields better algorithmic efficiency.

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