Second-order Stable Finite Difference Schemes for the Time-fractional Diffusion-wave Equation

We propose two stable and one conditionally stable finite difference schemes of second-order in both time and space for the time-fractional diffusion-wave equation. In the first scheme, we apply the fractional trapezoidal rule in time and the central difference in space. We use the generalized Newton-Gregory formula in time for the second scheme and its modification for the third scheme. While the second scheme is conditionally stable, the first and the third schemes are stable. We apply the methodology to the considered equation with also linear advection-reaction terms and also obtain second-order schemes both in time and space. Numerical examples with comparisons among the proposed schemes and the existing ones verify the theoretical analysis and show that the present schemes exhibit better performances than the known ones

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

Numerical methods for time-fractional evolution equations with nonsmooth data: a concise overview

Over the past few decades, there has been substantial interest in evolution equations that involving a fractional-order derivative of order $\alpha\in(0,1)$ in time, due to their many successful applications in engineering, physics, biology and finance. Thus, it is of paramount importance to develop and to analyze efficient and accurate numerical methods for reliably simulating such models, and the literature on the topic is vast and fast growing. The present paper gives a concise overview on numerical schemes for the subdiffusion model with nonsmooth problem data, which are important for the numerical analysis of many problems arising in optimal control, inverse problems and stochastic analysis. We focus on the following aspects of the subdiffusion model: regularity theory, Galerkin finite element discretization in space, time-stepping schemes (including convolution quadrature and L1 type schemes), and space-time variational formulations, and compare the results with that for standard parabolic problems. Further, these aspects are showcased with illustrative numerical experiments and complemented with perspectives and pointers to relevant literature.Comment: 24 pages, 3 figure

Novel numerical analysis of multi-term time fractional viscoelastic non-Newtonian fluid models for simulating unsteady MHD Couette flow of a generalized Oldroyd-B fluid

In recent years, non-Newtonian fluids have received much attention due to their numerous applications, such as plastic manufacture and extrusion of polymer fluids. They are more complex than Newtonian fluids because the relationship between shear stress and shear rate is nonlinear. One particular subclass of non-Newtonian fluids is the generalized Oldroyd-B fluid, which is modelled using terms involving multi-term time fractional diffusion and reaction. In this paper, we consider the application of the finite difference method for this class of novel multi-term time fractional viscoelastic non-Newtonian fluid models. An important contribution of the work is that the new model not only has a multi-term time derivative, of which the fractional order indices range from 0 to 2, but also possesses a special time fractional operator on the spatial derivative that is challenging to approximate. There appears to be no literature reported on the numerical solution of this type of equation. We derive two new different finite difference schemes to approximate the model. Then we establish the stability and convergence analysis of these schemes based on the discrete $H^1$ norm and prove that their accuracy is of $O(\tau+h^2)$ and $O(\tau^{\min\{3-\gamma_s,2-\alpha_q,2-\beta\}}+h^2)$, respectively. Finally, we verify our methods using two numerical examples and apply the schemes to simulate an unsteady magnetohydrodynamic (MHD) Couette flow of a generalized Oldroyd-B fluid model. Our methods are effective and can be extended to solve other non-Newtonian fluid models such as the generalized Maxwell fluid model, the generalized second grade fluid model and the generalized Burgers fluid model.Comment: 19 pages, 8 figures, 3 table