Second order finite difference approximations for the two-dimensional time-space Caputo-Riesz fractional diffusion equation

In this paper, we discuss the time-space Caputo-Riesz fractional diffusion equation with variable coefficients on a finite domain. The finite difference schemes for this equation are provided. We theoretically prove and numerically verify that the implicit finite difference scheme is unconditionally stable (the explicit scheme is conditionally stable with the stability condition $\frac{\tau^{\gamma}}{(\Delta x)^{\alpha}}+\frac{\tau^{\gamma}}{(\Delta y)^{\beta}} <C$) and 2nd order convergent in space direction, and $(2-\gamma)$-th order convergent in time direction, where $\gamma \in(0,1]$.Comment: 27 page

A PDE approach to fractional diffusion: a space-fractional wave equation

We study solution techniques for an evolution equation involving second order derivative in time and the spectral fractional powers, of order $s \in (0,1)$, of symmetric, coercive, linear, elliptic, second-order operators in bounded domains $\Omega$. We realize fractional diffusion as the Dirichlet-to-Neumann map for a nonuniformly elliptic problem posed on the semi-infinite cylinder $\mathcal{C} = \Omega \times (0,\infty)$. We thus rewrite our evolution problem as a quasi-stationary elliptic problem with a dynamic boundary condition and derive space, time, and space-time regularity estimates for its solution. The latter problem exhibits an exponential decay in the extended dimension and thus suggests a truncation that is suitable for numerical approximation. We propose and analyze two fully discrete schemes. The discretization in time is based on finite difference discretization techniques: trapezoidal and leapfrog schemes. The discretization in space relies on the tensorization of a first-degree FEM in $\Omega$ with a suitable $hp$-FEM in the extended variable. For both schemes we derive stability and error estimates

An alternating direction implicit spectral method for solving two dimensional multi-term time fractional mixed diffusion and diffusion-wave equations

In this paper, we consider the initial boundary value problem of the two dimensional multi-term time fractional mixed diffusion and diffusion-wave equations. An alternating direction implicit (ADI) spectral method is developed based on Legendre spectral approximation in space and finite difference discretization in time. Numerical stability and convergence of the schemes are proved, the optimal error is $O(N^{-r}+\tau^2)$, where $N, \tau, r$ are the polynomial degree, time step size and the regularity of the exact solution, respectively. We also consider the non-smooth solution case by adding some correction terms. Numerical experiments are presented to confirm our theoretical analysis. These techniques can be used to model diffusion and transport of viscoelastic non-Newtonian fluids