Skip to main content
Erschienen in: Numerical Algorithms 3/2021

27.04.2020 | Original Paper

Numerical correction of finite difference solution for two-dimensional space-fractional diffusion equations with boundary singularity

verfasst von: Zhaopeng Hao, Wanrong Cao, Shengyue Li

Erschienen in: Numerical Algorithms | Ausgabe 3/2021

Einloggen

Aktivieren Sie unsere intelligente Suche, um passende Fachinhalte oder Patente zu finden.

search-config
loading …

Abstract

In this paper, an efficient algorithm is presented by adopting the extrapolation technique to improve the accuracy of finite difference schemes for two-dimensional space-fractional diffusion equations with non-smooth solution. The popular fractional centered difference scheme is revisited and the stability and error estimation of numerical solution are given in maximum norm. Based on the analysis of leading singularity of exact solution for the underlying problem, the extrapolation technique and numerical correction method are exploited to enhance the accuracy and convergence rate of the computation. Two numerical examples are provided to validate the theoretical prediction and efficiency of the algorithm. It is shown that, by using the proposed algorithm, both accuracy and convergence rate of numerical solutions can be significantly improved and the second-order accuracy can even be recovered for the equations with large fractional orders.

Sie haben noch keine Lizenz? Dann Informieren Sie sich jetzt über unsere Produkte:

Springer Professional "Wirtschaft"

Online-Abonnement

Mit Springer Professional "Wirtschaft" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 340 Zeitschriften

aus folgenden Fachgebieten:

  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Versicherung + Risiko




Jetzt Wissensvorsprung sichern!

Springer Professional "Technik"

Online-Abonnement

Mit Springer Professional "Technik" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 390 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Maschinenbau + Werkstoffe




 

Jetzt Wissensvorsprung sichern!

Springer Professional "Wirtschaft+Technik"

Online-Abonnement

Mit Springer Professional "Wirtschaft+Technik" erhalten Sie Zugriff auf:

  • über 102.000 Bücher
  • über 537 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Maschinenbau + Werkstoffe
  • Versicherung + Risiko

Jetzt Wissensvorsprung sichern!

Literatur
1.
Zurück zum Zitat Acosta, G., Borthagaray, J. P.: A fractional Laplace equation: regularity of solutions and finite element approximations. SIAM J. Numer. Anal. 55, 472–495 (2017)MathSciNetCrossRef Acosta, G., Borthagaray, J. P.: A fractional Laplace equation: regularity of solutions and finite element approximations. SIAM J. Numer. Anal. 55, 472–495 (2017)MathSciNetCrossRef
2.
Zurück zum Zitat Antunes, P. R. S., Ferreira, R. A. C.: An augmented-RBF method for solving fractional Sturm-Liouville eigenvalue problems. SIAM J. Sci. Comput. 37, A515–A535 (2015)MathSciNetCrossRef Antunes, P. R. S., Ferreira, R. A. C.: An augmented-RBF method for solving fractional Sturm-Liouville eigenvalue problems. SIAM J. Sci. Comput. 37, A515–A535 (2015)MathSciNetCrossRef
3.
Zurück zum Zitat Bu, W., Tang, Y., Yang, J.: Galerkin finite element method for two-dimensional Riesz space fractional diffusion equations. J. Comput. Phys. 276, 26–38 (2014)MathSciNetCrossRef Bu, W., Tang, Y., Yang, J.: Galerkin finite element method for two-dimensional Riesz space fractional diffusion equations. J. Comput. Phys. 276, 26–38 (2014)MathSciNetCrossRef
4.
Zurück zum Zitat Chen, X., Zeng, F., Karniadakis, G. E.: A tunable finite difference method for fractional differential equations with non-smooth solutions. Comput. Methods Appl. Mech. Engrg. 318, 193–214 (2017)MathSciNetCrossRef Chen, X., Zeng, F., Karniadakis, G. E.: A tunable finite difference method for fractional differential equations with non-smooth solutions. Comput. Methods Appl. Mech. Engrg. 318, 193–214 (2017)MathSciNetCrossRef
5.
Zurück zum Zitat Deng, W., Li, B., Tian, W., Zhang, P.: Boundary problems for the fractional and tempered fractional operators. Multiscale Model Simul. 16, 125–149 (2018)MathSciNetCrossRef Deng, W., Li, B., Tian, W., Zhang, P.: Boundary problems for the fractional and tempered fractional operators. Multiscale Model Simul. 16, 125–149 (2018)MathSciNetCrossRef
6.
Zurück zum Zitat Ding, H., Li, C., Chen, Y.: High-order algorithms for Riesz derivative and their applications (II). J. Comput. Phys. 293, 218–237 (2015)MathSciNetCrossRef Ding, H., Li, C., Chen, Y.: High-order algorithms for Riesz derivative and their applications (II). J. Comput. Phys. 293, 218–237 (2015)MathSciNetCrossRef
7.
Zurück zum Zitat Epps, B. P., Cushman-Roisin, B.: Turbulence modeling via the fractional Laplacian. arXiv:1803.05286v1 (2018) Epps, B. P., Cushman-Roisin, B.: Turbulence modeling via the fractional Laplacian. arXiv:1803.​05286v1 (2018)
8.
Zurück zum Zitat Ervin, V. J., Heuer, N., Roop, J. P.: Regularity of the solution to 1-D fractional order diffusion equations. Math. Comp. 87, 2273–2294 (2018)MathSciNetCrossRef Ervin, V. J., Heuer, N., Roop, J. P.: Regularity of the solution to 1-D fractional order diffusion equations. Math. Comp. 87, 2273–2294 (2018)MathSciNetCrossRef
9.
Zurück zum Zitat Ervin, V. J., Roop, J. P.: Variational formulation for the stationary fractional advection dispersion equation. Numer. Meth. Part. Diff. Eq. 22, 558–576 (2006)MathSciNetCrossRef Ervin, V. J., Roop, J. P.: Variational formulation for the stationary fractional advection dispersion equation. Numer. Meth. Part. Diff. Eq. 22, 558–576 (2006)MathSciNetCrossRef
10.
Zurück zum Zitat Gatto, P., Hesthaven, J. S.: Numerical approximation of the fractional Laplacian via hp-finite elements, with an application to image denoising. J. Sci. Comput. 65, 249–270 (2015)MathSciNetCrossRef Gatto, P., Hesthaven, J. S.: Numerical approximation of the fractional Laplacian via hp-finite elements, with an application to image denoising. J. Sci. Comput. 65, 249–270 (2015)MathSciNetCrossRef
11.
Zurück zum Zitat Ghanbari, B., Kumar, S., Kumar, R.: A study of behavior for immune and tumor cells in immunogenetic tumor model with non-singular fractional derivative. Chaos Solitons & Fractals. 133, 109619 (2020)MathSciNetCrossRef Ghanbari, B., Kumar, S., Kumar, R.: A study of behavior for immune and tumor cells in immunogenetic tumor model with non-singular fractional derivative. Chaos Solitons & Fractals. 133, 109619 (2020)MathSciNetCrossRef
12.
Zurück zum Zitat Gunzburger, M., Jiang, N., Xu, F.: Analysis and approximation of a fractional Laplacian-based closure model for turbulent flows and its connection to Richardson pair dispersion. Comput. Math. Appl. 75, 1973–2001 (2018)MathSciNetCrossRef Gunzburger, M., Jiang, N., Xu, F.: Analysis and approximation of a fractional Laplacian-based closure model for turbulent flows and its connection to Richardson pair dispersion. Comput. Math. Appl. 75, 1973–2001 (2018)MathSciNetCrossRef
13.
Zurück zum Zitat Hao, Z., Cao, W.: An improved algorithm based on finite difference schemes for fractional boundary value problems with nonsmooth solution. J. Sci. Comput. 73, 395–415 (2017)MathSciNetCrossRef Hao, Z., Cao, W.: An improved algorithm based on finite difference schemes for fractional boundary value problems with nonsmooth solution. J. Sci. Comput. 73, 395–415 (2017)MathSciNetCrossRef
14.
Zurück zum Zitat Hao, Z., Lin, G., Zhang, Z.: Error estimates of a spectral Petrov-Galerkin method for two-sided fractional reaction-diffusion equations. Appl. Math. Comput. 374, 125045 (2020)MathSciNetMATH Hao, Z., Lin, G., Zhang, Z.: Error estimates of a spectral Petrov-Galerkin method for two-sided fractional reaction-diffusion equations. Appl. Math. Comput. 374, 125045 (2020)MathSciNetMATH
15.
Zurück zum Zitat Hao, Z., Zhang, Z.: Optimal regularity and error estimates of a spectral Galerkin method for fractional advection-diffusion-reaction equations. SIAM J. Numer. Anal. 58, 211–233 (2020)MathSciNetCrossRef Hao, Z., Zhang, Z.: Optimal regularity and error estimates of a spectral Galerkin method for fractional advection-diffusion-reaction equations. SIAM J. Numer. Anal. 58, 211–233 (2020)MathSciNetCrossRef
16.
Zurück zum Zitat Hao, Z., Sun, Z. -Z., Cao, W.: A fourth-order approximation of fractional derivatives with its applications. J. Comput. Phys. 281, 787–805 (2015)MathSciNetCrossRef Hao, Z., Sun, Z. -Z., Cao, W.: A fourth-order approximation of fractional derivatives with its applications. J. Comput. Phys. 281, 787–805 (2015)MathSciNetCrossRef
18.
Zurück zum Zitat Jin, B., Zhou, Z.: A finite element method with singularity reconstruction for fractional boundary value problems. ESAIM Math. Model. Numer. Anal. 49, 1261–1283 (2015)MathSciNetCrossRef Jin, B., Zhou, Z.: A finite element method with singularity reconstruction for fractional boundary value problems. ESAIM Math. Model. Numer. Anal. 49, 1261–1283 (2015)MathSciNetCrossRef
19.
Zurück zum Zitat Kopteva, N., Stynes, M.: An efficient collocation method for a Caputo two-point boundary value problem. BIT. 55, 1105–1123 (2015)MathSciNetCrossRef Kopteva, N., Stynes, M.: An efficient collocation method for a Caputo two-point boundary value problem. BIT. 55, 1105–1123 (2015)MathSciNetCrossRef
21.
22.
Zurück zum Zitat Liu, F., Anh, V., Turner, I.: Numerical solution of the space fractional Fokker-Planck equation. Proceedings of the International Conference on Boundary and Interior Layers—Computational and Asymptotic Methods (BAIL 2002) 166, 209–219 (2004)MathSciNetMATH Liu, F., Anh, V., Turner, I.: Numerical solution of the space fractional Fokker-Planck equation. Proceedings of the International Conference on Boundary and Interior Layers—Computational and Asymptotic Methods (BAIL 2002) 166, 209–219 (2004)MathSciNetMATH
23.
Zurück zum Zitat Liu, F., Zhuang, P., Turner, I., Anh, V., Burrage, K.: A semi-alternating direction method for a 2-D fractional FitzHugh-Nagumo monodomain model on an approximate irregular domain. J. Comput. Phys. 293, 252–263 (2015)MathSciNetCrossRef Liu, F., Zhuang, P., Turner, I., Anh, V., Burrage, K.: A semi-alternating direction method for a 2-D fractional FitzHugh-Nagumo monodomain model on an approximate irregular domain. J. Comput. Phys. 293, 252–263 (2015)MathSciNetCrossRef
24.
Zurück zum Zitat Magin, R., Abdullah, O., Baleanu, D., Zhou, X. J.: Anomalous diffusion expressed through fractional order differential operators in the Bloch–Torrey equation. J Magn Reson. 190, 255–270 (2008)CrossRef Magin, R., Abdullah, O., Baleanu, D., Zhou, X. J.: Anomalous diffusion expressed through fractional order differential operators in the Bloch–Torrey equation. J Magn Reson. 190, 255–270 (2008)CrossRef
25.
Zurück zum Zitat Mao, Z., Chen, S., Shen, J.: Efficient and accurate spectral method using generalized Jacobi functions for solving Riesz fractional differential equations. Appl. Numer. Math. 106, 165–181 (2016)MathSciNetCrossRef Mao, Z., Chen, S., Shen, J.: Efficient and accurate spectral method using generalized Jacobi functions for solving Riesz fractional differential equations. Appl. Numer. Math. 106, 165–181 (2016)MathSciNetCrossRef
26.
Zurück zum Zitat Song, F., Xu, C.: Spectral direction splitting methods for two-dimensional space fractional diffusion equations. J. Comput. Phys. 299, 196–214 (2015)MathSciNetCrossRef Song, F., Xu, C.: Spectral direction splitting methods for two-dimensional space fractional diffusion equations. J. Comput. Phys. 299, 196–214 (2015)MathSciNetCrossRef
27.
Zurück zum Zitat Stynes, M.: Singularities. In: Karniadakis, G. E. (ed.) Handbook of Fractional Calculus with Applications, vol. 3, pp 287–305. De Gruyter, Berlin (2019) Stynes, M.: Singularities. In: Karniadakis, G. E. (ed.) Handbook of Fractional Calculus with Applications, vol. 3, pp 287–305. De Gruyter, Berlin (2019)
28.
Zurück zum Zitat Sun, H., Sun, Z. Z., Gao, G. H.: Some high order difference schemes for the space and time fractional Bloch-Torrey equations. Appl. Math. Comput. 281, 356–380 (2016)MathSciNetMATH Sun, H., Sun, Z. Z., Gao, G. H.: Some high order difference schemes for the space and time fractional Bloch-Torrey equations. Appl. Math. Comput. 281, 356–380 (2016)MathSciNetMATH
29.
Zurück zum Zitat Tadjeran, C., Meerschaert, M. M., Scheffler, H. -P.: A second-order accurate numerical approximation for the fractional diffusion equation. J. Comput. Phys. 213, 205–213 (2006)MathSciNetCrossRef Tadjeran, C., Meerschaert, M. M., Scheffler, H. -P.: A second-order accurate numerical approximation for the fractional diffusion equation. J. Comput. Phys. 213, 205–213 (2006)MathSciNetCrossRef
30.
Zurück zum Zitat Tian, W., Zhou, H., Deng, W.: A class of second order difference approximations for solving space fractional diffusion equations. Math. Comp. 84, 1703–1727 (2015)MathSciNetCrossRef Tian, W., Zhou, H., Deng, W.: A class of second order difference approximations for solving space fractional diffusion equations. Math. Comp. 84, 1703–1727 (2015)MathSciNetCrossRef
31.
Zurück zum Zitat Wang, H., Wang, K., Sircar, T.: A direct \(o(n\log ^{2N)}\) finite difference method for fractional diffusion equations. J. Comput. Phys. 229, 8095–8104 (2010)MathSciNetCrossRef Wang, H., Wang, K., Sircar, T.: A direct \(o(n\log ^{2N)}\) finite difference method for fractional diffusion equations. J. Comput. Phys. 229, 8095–8104 (2010)MathSciNetCrossRef
32.
Zurück zum Zitat Woyczyński, W. A.: Lévy Processes in the Physical Sciences. In: Barndorff-Nielsen, O.E., Resnick, S. I., Mikosch, T. (eds.) Processes, Lévy, pp 241–266. Birkhäuser, Boston (2001) Woyczyński, W. A.: Lévy Processes in the Physical Sciences. In: Barndorff-Nielsen, O.E., Resnick, S. I., Mikosch, T. (eds.) Processes, Lévy, pp 241–266. Birkhäuser, Boston (2001)
33.
Zurück zum Zitat Xu, C.: Spectral methods for some kinds of fractional differential equations: traditional and Müntz spectral methods. In: Karniadakis, G. E. (ed.) Handbook of Fractional Calculus with Applications, vol. 3, pp 101–126. De Gruyter, Berlin (2019) Xu, C.: Spectral methods for some kinds of fractional differential equations: traditional and Müntz spectral methods. In: Karniadakis, G. E. (ed.) Handbook of Fractional Calculus with Applications, vol. 3, pp 101–126. De Gruyter, Berlin (2019)
34.
Zurück zum Zitat Zayernouri, M., Karniadakis, G. E.: Fractional Sturm-Liouville eigen-problems: theory and numerical approximation. J. Comput. Phys. 252, 495–517 (2013)MathSciNetCrossRef Zayernouri, M., Karniadakis, G. E.: Fractional Sturm-Liouville eigen-problems: theory and numerical approximation. J. Comput. Phys. 252, 495–517 (2013)MathSciNetCrossRef
35.
Zurück zum Zitat Zhao, L., Deng, W.: High order finite difference methods on non-uniform meshes for space fractional operators. Adv. Comput. Math. 42, 425–468 (2016)MathSciNetCrossRef Zhao, L., Deng, W.: High order finite difference methods on non-uniform meshes for space fractional operators. Adv. Comput. Math. 42, 425–468 (2016)MathSciNetCrossRef
36.
Zurück zum Zitat Zhao, X., Sun, Z. Z., Hao, Z.: A fourth-order compact ADI scheme for two-dimensional nonlinear space fractional Schrödinger equation. SIAM J. Sci. Comput. 36, A2865–A2886 (2014)CrossRef Zhao, X., Sun, Z. Z., Hao, Z.: A fourth-order compact ADI scheme for two-dimensional nonlinear space fractional Schrödinger equation. SIAM J. Sci. Comput. 36, A2865–A2886 (2014)CrossRef
Metadaten
Titel
Numerical correction of finite difference solution for two-dimensional space-fractional diffusion equations with boundary singularity
verfasst von
Zhaopeng Hao
Wanrong Cao
Shengyue Li
Publikationsdatum
27.04.2020
Verlag
Springer US
Erschienen in
Numerical Algorithms / Ausgabe 3/2021
Print ISSN: 1017-1398
Elektronische ISSN: 1572-9265
DOI
https://doi.org/10.1007/s11075-020-00923-8

Weitere Artikel der Ausgabe 3/2021

Numerical Algorithms 3/2021 Zur Ausgabe