Differential quadrature method for space-fractional diffusion equations on 2D irregular domains

In mathematical physics, the space-fractional diffusion equations are of particular interest in the studies of physical phenomena modelled by L\'{e}vy processes, which are sometimes called super-diffusion equations. In this article, we develop the differential quadrature (DQ) methods for solving the 2D space-fractional diffusion equations on irregular domains. The methods in presence reduce the original equation into a set of ordinary differential equations (ODEs) by introducing valid DQ formulations to fractional directional derivatives based on the functional values at scattered nodal points on problem domain. The required weighted coefficients are calculated by using radial basis functions (RBFs) as trial functions, and the resultant ODEs are discretized by the Crank-Nicolson scheme. The main advantages of our methods lie in their flexibility and applicability to arbitrary domains. A series of illustrated examples are finally provided to support these points.Comment: 25 pages, 25 figures, 7 table

A Class of Second Order Difference Approximation for Solving Space Fractional Diffusion Equations

A class of second order approximations, called the weighted and shifted Gr\"{u}nwald difference operators, are proposed for Riemann-Liouville fractional derivatives, with their effective applications to numerically solving space fractional diffusion equations in one and two dimensions. The stability and convergence of our difference schemes for space fractional diffusion equations with constant coefficients in one and two dimensions are theoretically established. Several numerical examples are implemented to testify the efficiency of the numerical schemes and confirm the convergence order, and the numerical results for variable coefficients problem are also presented.Comment: 24 Page

An unstructured mesh control volume method for two-dimensional space fractional diffusion equations with variable coefficients on convex domains

In this paper, we propose a novel unstructured mesh control volume method to deal with the space fractional derivative on arbitrarily shaped convex domains, which to the best of our knowledge is a new contribution to the literature. Firstly, we present the finite volume scheme for the two-dimensional space fractional diffusion equation with variable coefficients and provide the full implementation details for the case where the background interpolation mesh is based on triangular elements. Secondly, we explore the property of the stiffness matrix generated by the integral of space fractional derivative. We find that the stiffness matrix is sparse and not regular. Therefore, we choose a suitable sparse storage format for the stiffness matrix and develop a fast iterative method to solve the linear system, which is more efficient than using the Gaussian elimination method. Finally, we present several examples to verify our method, in which we make a comparison of our method with the finite element method for solving a Riesz space fractional diffusion equation on a circular domain. The numerical results demonstrate that our method can reduce CPU time significantly while retaining the same accuracy and approximation property as the finite element method. The numerical results also illustrate that our method is effective and reliable and can be applied to problems on arbitrarily shaped convex domains.Comment: 18 pages, 5 figures, 9 table