In this paper, we consider the numerical resolution of a time and space fractional diffusion equation. The main purpose of this work is to construct an efficient accurate numerical solution by using spline function and then we analyze the stability of the obtained scheme for the time-space fractional diffusion equation. Numerical experiments are carried out to support the theoretical claims.
AgrawalOP (2002) Solution for a fractional diffusion–wave equation defined in a bounded domain. Journal of Nonlinear Dynamics29: 145–155.
2.
AmblardFMaggsACYurkeBPargellisANLeiblerS (1996) Subdiffusion and anomalous local viscoelastic in action networks. Physical Review Letters77: 4470–4470.
3.
Bar-YosephPMosesEZrahiaUYarinAL (1995) Space-time spectral element methods for one-dimensional nonlinear advection-diffusion problems. Journal of Computational Physics119: 62–74.
4.
BarkaiEMetzlerRKlafterJ (2000) From continuous time random walks to the fractional Fokker- Planck equation. Physical Review E61: 132–138.
5.
BernardiCMadayY (1992) Approximations spectrales de problemes aux limites elliptiques, Berlin: Springer-Verlag.
6.
BurdenRLFairesJD (2005) Numerical Analysis, 8th edn. New York: Thomson Brooks/Cole.
7.
DengW (2010) Smoothness and stability of the solutions for nonlinear fractional differential equations. Nonlinear Analysis72: 1768–1777.
8.
DiethelmK (2004) The Analysis of Fractional Differential Equations: An Application-Oriented Exposition Using Differential Operators of Caputo Type, New York: Springer Heidelberg Dordrecht, London, pp. 116–116.
9.
DiethelmK (2007) Smoothness properties of solutions of Caputo-type fractional differential equations. Fractional calculus and applied anaylysis. An International Journal for Theory and Applications10(2): 151–160.
10.
DiethelmKFreedAD (2006) An efficient algorithm for the evaluation of convolution integrals. Computers and Mathematics with Applications51: 51–72.
11.
El DanafTSAbdel AlaalFEI (2009) Non-polynomial spline method for the solution of the dissipative wave equation. International Journal of Numerical methods for Heat and Fluid Flow19: 950–959.
12.
El-DanafTSHadhoudAR (2012) Parametric spline functions for the solution of the one time fractional Burgers’ equation. Applied Mathematical Modelling36(10): 4557–4564.
13.
ErvinVJRoopJP (2007) Variational solution of fractional advection dispersion equations on bounded domains in Rd. Numerical Methods for Partial Differential Equations23(2): 256–281.
14.
FordNJSimpsonAC (2001) The numerical solution of fractional differential equations: speed versus accuracy. Numerical Algorithms26: 333–346.
15.
GlennIBrianSRodneyW (1992) Spectral methods in time for a class of parabolic partial differential equations. Journal of Computational Physics102: 88–97.
16.
GorenfloRMainardiFMorettiDParadisiP (2002) Time fractional diffusion: a discrete random walk approach. Nonlinear Dynamics29(1–4): 129–143.
17.
GorenfloRLuchkoYMainardiF (2000) Wright functions as scale-invariant solutions of the diffusion- wave equation. Journal of Computational and Applied Mathematics118(1–2): 175–191.
HenryBWearneS (2002) Existence of turing instabilities in a two-species fractional reaction-diffusion system. SIAM Journal of Applied Mathematics62(3): 870–887.
20.
JeormeSOldhamKB (1974) The fractional calculus, London: Academic Press, Inc.
21.
KimCHChoiUJ (1998) Spectral collocation methods for a partial integro-differential equation with a weakly singular kernel. Australian Mathematical Society - Series B39(3): 408–430.
22.
LanglandsTAMHenryBI (2005) The accuracy and stability of an implicit solution method for the fractional diffusion equation. Journal of Computational Physics205(2): 719–736.
23.
LiuFAnhVTurnerIZhuangP (2003) Time fractional advection dispersion equation. Journal of Applied Mathematics and Computing13: 233–245.
24.
LiuFShenSAnhVTurnerI (2005) Analysis of a discrete non-Markovian random walk approximation for the time fractional diffusion equation. Anziam Journal46 E: 488–504.
25.
LionsJLMagenesE (1972) Non-homogeneous boundary value problems and applicationsVol. 1. Berlin: Springer-Verlag.
26.
LinYMXuCJ (2007) Finite difference spectral approximation for the time fractional diffusion equations. Journal of Computational Physics2(3): 1533–1552.
27.
Lopez-MarcosJC (1990) A difference scheme for nonlinear partial integro-differential equation. SIAM Journal of Numerical Analysis27(1): 20–31.
28.
MainardiF (1995) Fractional diffusive waves in viscoelastic solids. In: WegnerJLNorwoodFR (eds) Nonlinear Waves in Solids, Fairfield, NJ: ASME Books, pp. 93–97.
29.
MetzlerRKlafterJ (2000) The random walk’s guide to anomalous diffusion: a fractional dynamics approach. Physics Reports339: 1–77.
30.
MomaniS (2005) Analytic and approximate solutions of the space and time fractional Telegraph equation. Applied Mathematics and Computation70(2): 1126–1134.
31.
MűllerHPKimmichRWeisJ (1996) NMR flow velocity mapping in random percolation model objects: evidence for a power-law dependence of the volume-averaged velocity on the probe-volume radius. Physical Review E54: 5278–5285.
32.
MurioDA (2008) Implicit finite difference approximation for time fractional diffusion equations. Computer and Mathematics with Applications56: 1138–1145.
33.
NigmatullinRR (1986) Realization of the generalized transfer equation in a medium with fractal geometry. Physica B133: 425–430.
34.
ÖzdemirNAvciD (2012) Optimal control of a linear time-invariant space-time fractional diffusion process. Journal of Vibration and Control. DOI: 10.1177/1077546312464678. [Published online before print.].
35.
OdibatZMomaniS (2006a) Application of variational iteration method to nonlinear differential equations of fractional order. International Journal of Nonlinear Sciences and Numerical Simulations7(1): 15–27.
36.
OdibatZMomaniS (2006b) Approximation solution of boundary value problems of time fractional wave equation. Applied Mathematics and Computation181: 1351–1358.
SchneiderWRWyssW (1989) Fractional diffusion and wave equations. Journal of Mathematical Physics30(1): 133–134.
42.
ShenJWangLL (2007) Fourierization of the Legendre-Galerkin method and a new space-time spectral method. Applied Numerical Mathematics57(5–7): 710–720.
43.
SunZZWuXN (2006) A fully discrete difference scheme for a diffusion-wave system. Applied Numerical Mathematics56(2): 193–209.
44.
Tal-EzerH (1986) Spectral methods in time for hyperbolic problems. SIAM Journal of Numerical Analysis23: 11–26.
45.
Tal-EzerH (1989) Spectral methods in time for parabolic problems. SIAM Journal of Numerical Analysis26(1): 1–11.
46.
TangT (1993) A finite difference scheme for partial integro-differential equations with a weakly singular kernel. Applied Numerical Mathematics11(4): 309–319.
47.
TangJGMaHP (2006) Single and multi-interval Legendre T-methods in time for parabolic equations. Numerical Methods for Partial Differential Equations22(5): 1007–1034.
48.
TangJGMaHP (2009) A Legendre spectral method in time for first-order hyperbolic equations. Applied Numerical Mathematics57(1): 1–11.
49.
WyssW (1996) The fractional diffusion equation. Journal of Mathematical Physics27(11): 2782–2785.
50.
ZahraWKElkholySM (2012) Quadratic spline solution for boundary value problem of fractional order. Journal of Numerical Algorithms59(3): 373–391.
51.
ZrahiaUBar-YosephP (1994) Space-time spectral element method for solution of second-order hyperbolic equations. Computer Methods in Applied Mechanics and Engineering116: 135–146.