A novel high-order numerical scheme and its analysis for the two-dimensional time-fractional reaction-subdiffusion equation | Numerical Algorithms Skip to main content
Log in

A novel high-order numerical scheme and its analysis for the two-dimensional time-fractional reaction-subdiffusion equation

  • Original Paper
  • Published:
Numerical Algorithms Aims and scope Submit manuscript

Abstract

This paper deals with the design and analysis of a high-order numerical scheme for the two-dimensional time-fractional reaction-subdiffusion equation. The time-fractional derivative of order α, (α ∈ (0,1)) in the model problem is approximated by means of the L2 − 1σ scheme and the space derivatives are discretized by means of a compact alternating direction implicit (ADI) finite difference scheme. Convergence and stability of the method are analyzed. Five numerical examples are provided to demonstrate the applicability and accuracy of the method. It is shown that the method is unconditionally stable and is of \(\mathcal {O}({\Delta } t^{1+\alpha }+{h_{x}^{4}}+{h_{y}^{4}})\) accuracy, where Δt is the temporal step size and hx and hy are the spatial step sizes. The computed results are in good agreement with the theoretical analysis. Moreover, the comparison with the corresponding results of existing methods demonstrates that our method has advantages in convergence order and error improvement when solving the time-fractional reaction-subdiffusion equation. The CPU time consumed by the proposed method is provided.

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

Access this article

Subscribe and save

Springer+ Basic
¥17,985 /Month
  • Get 10 units per month
  • Download Article/Chapter or eBook
  • 1 Unit = 1 Article or 1 Chapter
  • Cancel anytime
Subscribe now

Buy Now

Price includes VAT (Japan)

Instant access to the full article PDF.

Fig. 1
Fig. 2
Fig. 3
Fig. 4
Fig. 5
Fig. 6
Fig. 7
Fig. 8
Fig. 9
Fig. 10
Fig. 11
Fig. 12
Fig. 13
Fig. 14
Fig. 15

Similar content being viewed by others

References

  1. Podlubny, I.: Fractional Differential Equations. Academic, New York (1999)

    MATH  Google Scholar 

  2. Giona, M., Cerbelli, S., Roman, H.E.: Fractional diffusion equation and relaxation in complex viscoelastic materials. Phys. A 191, 449–453 (1992)

    Article  Google Scholar 

  3. Mainardi, F.: Fractals and Fractional Calculus Continuum Mechanics, pp 291–348. Springer, Berlin (1997)

    Book  Google Scholar 

  4. Bagley, R.L., Torvik, P.J.: On the appearance of the fractional derivative in the behavior of real materials. J. Appl. Mech. 51, 294–298 (1984)

    Article  Google Scholar 

  5. Roul, P., Madduri, H., Obaidurrahman, K.: An implicit finite difference method for solving the corrected fractional neutron point kinetics equations. Prog. Nucl. Energy 114, 234–247 (2019)

    Article  Google Scholar 

  6. Roul, P., Goura, V.M.K.P., Madduri, H., Obaidurrahman, K.: Design and stability analysis of an implicit non-standard finite difference scheme for fractional neutron point kinetic equation. Appl. Numer. Math. 145, 201–226 (2019)

    Article  MathSciNet  Google Scholar 

  7. Roul, P., Goura, V.M.K.P., Cavoretto, R.: A numerical technique based on B-spline for a class of time-fractional diffusion equation. Numer. Methods Partial Differ. Equ. https://doi.org/10.1002/num.22790 (2021)

  8. Roul, P., Goura, V.M.K.P.: A compact finite difference scheme for fractional Black-Scholes option pricing model. Appl. Numer. Math. 166, 40–60 (2021)

    Article  MathSciNet  Google Scholar 

  9. Roul, P.: A high accuracy numerical method and its convergence for time-fractional Black-Scholes equation governing European options. Appl. Numer. Math. 151, 472–493 (2020)

    Article  MathSciNet  Google Scholar 

  10. Meerschaert, M.M., Scheffler, H.P., Tadjeran, C.: Finite difference methods for two-dimensional fractional dispersion equation. J. Comput. Phys. 220(2), 249–261 (2006)

    Article  MathSciNet  Google Scholar 

  11. Tadjeran, C., Meerschaert, M.M.: A second-order accurate numerical method for the two-dimensional fractional diffusion equation. J. Comput. Phys. 220(2), 813–823 (2007)

    Article  MathSciNet  Google Scholar 

  12. Zhuang, P., Liu, F.: Finite difference approximation for two-dimensional time fractional diffusion equation. J. Algorithms Comput. Technol. 1 (1), 1–15 (2007)

    Article  Google Scholar 

  13. Chen, S., Liu, F.: ADI-Euler and extrapolation methods for the two-dimensional fractional advection dispersion equation. J. Appl. Math. Comput. 26 (1-2), 295–311 (2008)

    Article  MathSciNet  Google Scholar 

  14. Chen, C.M., Liu, F., Turner, I., Anh, V.: Numerical schemes and multivariate extrapolation of a two dimensional anomalous sub-diffusion equation. Numer Algorithms 54(1), 1–21 (2010)

    Article  MathSciNet  Google Scholar 

  15. Chen, C.M., Liu, F., Anh, V., Turner, I.: Numerical methods for solving a two-dimensional variable order anomalous subdiffusion equation. Math. Comput. 81(277), 345–366 (2011)

    Article  MathSciNet  Google Scholar 

  16. Zhang, Y.N., Sun, Z.Z., Zhao, X.: Compact alternating direction implicit scheme for the two-dimensional fractional diffusion-wave equation. SIAM J. Numer. Anal. 50(3), 1535–1555 (2012)

    Article  MathSciNet  Google Scholar 

  17. Cui, M.R.: Convergence analysis of high-order compact alternating direction implicit schemes for the two-dimensional time fractional diffusion equation. Numer. Algorithms 62(3), 383–409 (2013)

    Article  MathSciNet  Google Scholar 

  18. Zeng, F., Liu, F., Li, C.P., Burrage, K., Turner, I., Anh, V.: A Crank-Nicolson ADI spectral method for a two-dimensional Riesz space fractional nonlinear reaction-diffusion equation. SIAM J. Numer. Anal. 52, 2599–2622 (2014)

    Article  MathSciNet  Google Scholar 

  19. Zhang, Y., Sun, Z.: Alternating direction implicit schemes for the two-dimensional fractional sub-diffusion equation. J. Comput. Phys. 230 (24), 8713–8728 (2011)

    Article  MathSciNet  Google Scholar 

  20. Abbaszadeh, M., Dehghan, M.: A meshless numerical procedure for solving fractional reaction subdiffusion model via a new combination of alternating direction implicit (ADI) approach and interpolating element free Galerkin (EFG) method. Comput. Math. Appl. 70, 2493–2512 (2015)

    Article  MathSciNet  Google Scholar 

  21. Dehghan, M., Abbaszadeh, M., Mohebbi, A.: Error estimate for the numerical solution of fractional reaction-subdiffusion process based on a meshless method. J. Comput. Appl. Math. 280, 14–36 (2015)

    Article  MathSciNet  Google Scholar 

  22. Yu, B., Jiang, X., Xu, H.: A novel compact numerical method for solving the two-dimensional non-linear fractional reaction-subdiffusion equation. Numer. Algorithms 68, 923–950 (2015)

    Article  MathSciNet  Google Scholar 

  23. Oruç, O., Esen, A., Bulut, F.: A haar wavelet approximation for two-dimensional time fractional reaction-subdiffusion equation. Eng. Comput. 35, 75–86 (2019). https://doi.org/10.1007/s00366-018-0584-8

    Article  Google Scholar 

  24. Gao, G., Sun, Z., Zhang, H.: A new fractional numerical differentiation formula to approximate the Caputo fractional derivative and its applications. J. Comput. Phys. 259, 33–50 (2014)

    Article  MathSciNet  Google Scholar 

  25. Alikhanov, A.A.: A new difference scheme for the time fractional diffusion equation. J. Comput. Phys. 280, 424–438 (2015)

    Article  MathSciNet  Google Scholar 

  26. Gao, G., Sun, Z.: Compact difference schemes for heat equation with Neumann boundary conditions (II). Numer. Methods Partial Differ. Equ. 29, 1459–1486 (2013)

    Article  MathSciNet  Google Scholar 

  27. Vong, S., Wang, Z.: A compact difference scheme for a two dimensional fractional Klein-Gordon equation with Neumann boundary conditions. J. Comput. Phys. 274, 268–282 (2014)

    Article  MathSciNet  Google Scholar 

  28. Vong, S., Lyu, P., Wang, Z.: A compact difference scheme for fractional sub-diffusion equations with the spatially variable coefficient under Neumann boundary conditions. J. Sci. Comput. 66, 725–739 (2016)

    Article  MathSciNet  Google Scholar 

  29. Cheng, X., Qin, H., Zhang, J.: A compact ADI Scheme for two-dimensional fractional sub-diffusion equation with Neumann boundary condition. Appl. Numer. Math. 156, 50–62 (2020)

    Article  MathSciNet  Google Scholar 

  30. Numerov, B.: Note on the numerical integration of d2x/dt2 = f(x, t). Astronom. Nachr. 230, 359–364 (1927)

    Article  Google Scholar 

  31. Sun, Z.: Compact difference schemes for heat equation with Neumann boundary conditions. Numer. Methods Partial Differ. Equ. 25, 1320–1341 (2009)

    Article  MathSciNet  Google Scholar 

Download references

Acknowledgements

The authors would like to thank the editor and anonymous referees for their valuable suggestions and comments which helped us to improve the quality of the manuscript.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Pradip Roul.

Additional information

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

Roul, P., Rohil, V. A novel high-order numerical scheme and its analysis for the two-dimensional time-fractional reaction-subdiffusion equation. Numer Algor 90, 1357–1387 (2022). https://doi.org/10.1007/s11075-021-01233-3

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s11075-021-01233-3

Keywords

Navigation