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

Error analysis of a high-order fully discrete method for two-dimensional time-fractional convection-diffusion equations exhibiting weak initial singularity

This study presents a novel high-order numerical method designed for solving the two-dimensional time-fractional convection-diffusion (TFCD) equation. The Caputo definition is employed to characterize the time-fractional derivative. A weak singularity at the initial time ($t=0$) is encountered in the considered problem, which is effectively managed by adopting a discretization approach for the time-fractional derivative, where Alikhanov's high-order L2-1$_\sigma$ formula is applied on a non-uniform fitted mesh, resulting in successful tackling of the singularity. A high-order two-dimensional compact operator is implemented to approximate the spatial variables. The alternating direction implicit (ADI) approach is then employed to solve the resulting system of equations by decomposing the two-dimensional problem into two separate one-dimensional problems. The theoretical analysis, encompassing both stability and convergence aspects, has been conducted comprehensively, and it has shown that method is convergent with an order $\mathcal O\left(N_t^{-\min\{3-\alpha,\theta\alpha,1+2\alpha,2+\alpha\}}+h_x^4+h_y^4\right)$, where $\alpha\in(0,1)$ represents the order of the fractional derivative, $N_t$ is the temporal discretization parameter and $h_x$ and $h_y$ represent spatial mesh widths. Moreover, the parameter $\theta$ is utilized in the construction of the fitted mesh.Comment: 21 page

HIGH-ORDER FINITE DIFFERENCE METHOD APPLIED TO THE SOLUTION OF THE THREE-DIMENSIONAL HEAT TRANSFER EQUATION AND TO THE STUDY OF HEAT EXCHANGERS

Numerical experiments for four test problems are carried out to demonstrate the performance of the present method and to compare it with the others classical methods. The numerical solutions obtained are compared with the analytical solution as well as the results by other numerical schemes with emphasis on the application involving heat exchange in a rectangular channel. It can be easily seen that the proposed method is simple to implement and very efficient

Crank-Nicolson finite difference method for two-dimensional fractional sub-diffusion equation

A Crank-Nicolson finite difference method is presented to solve the time fractional two-dimensional sub-diffusion equation in the case where the Gr¨unwald-Letnikov definition is used for the time-fractional derivative. The stability and convergence of the proposed Crank-Nicolson scheme are also analyzed. Finally, numerical examples are presented to test that the numerical scheme is accurate and feasible

Higher-Order Linear-Time Unconditionally Stable Alternating Direction Implicit Methods for Nonlinear Convection-Diffusion Partial Differential Equation Systems

We introduce a class of alternating direction implicit (ADI) methods, based on approximate factorizations of backward differentiation formulas (BDFs) of order p≥2, for the numerical solution of two-dimensional, time-dependent, nonlinear, convection-diffusion partial differential equation (PDE) systems in Cartesian domains. The proposed algorithms, which do not require the solution of nonlinear systems, additionally produce solutions of spectral accuracy in space through the use of Chebyshev approximations. In particular, these methods give rise to minimal artificial dispersion and diffusion and they therefore enable use of relatively coarse discretizations to meet a prescribed error tolerance for a given problem. A variety of numerical results presented in this text demonstrate high-order accuracy and, for the particular cases of p=2,3, unconditional stability

Non-oscillatory Spatial Solutions Criterion for Convection-Diffusion Problem

The fact that the convection-diffusion problems are essential in nature is supported by the presence of such problems in vast number of applications in both science as well as engineering. Some of these applications involve the computational domain’s grid structure issues in the numerical experiment of fluid dynamics. The paper highlights the important role of convection-diffusion flow parameters in the construction of the grid structure. We propose the a priori criterion formulation to avoid non-oscillatory solutions which is based on both Peclet and grid  numbers, and serves as a systematic approach in setting grid related parameters of interest. Aiming at a more efficient process in choosing grid structure for computational domain, the criterion functions as a standard which also eliminates heuristic process in the scalar concentration prediction. The test cases’ calculated results verify the consistency of the criterion