16,709 research outputs found
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 , where 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
Numerical Methods for the Fractional Laplacian: a Finite Difference-quadrature Approach
The fractional Laplacian is a non-local operator which
depends on the parameter and recovers the usual Laplacian as . A numerical method for the fractional Laplacian is proposed, based on
the singular integral representation for the operator. The method combines
finite difference with numerical quadrature, to obtain a discrete convolution
operator with positive weights. The accuracy of the method is shown to be
. Convergence of the method is proven. The treatment of far
field boundary conditions using an asymptotic approximation to the integral is
used to obtain an accurate method. Numerical experiments on known exact
solutions validate the predicted convergence rates. Computational examples
include exponentially and algebraically decaying solution with varying
regularity. The generalization to nonlinear equations involving the operator is
discussed: the obstacle problem for the fractional Laplacian is computed.Comment: 29 pages, 9 figure
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