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A high-order adaptive numerical algorithm for fractional diffusion wave equation on non-uniform meshes

Published: 05 August 2022 Publication History

Abstract 

In this work, our motivation is to design an impressive new numerical approximation on non-uniform grid points for the Caputo fractional derivative in time 0CDtα with the order α ∈ (1,2). An adaptive high-order stable implicit difference scheme is developed for the time-fractional diffusion wave equations (TFDWEs) by using estimation of order O(Ntα-5) for the Caputo derivative in the time domain on non-uniform mesh and well-known second-order central difference approximation for estimating the spatial derivative on a uniform mesh. The designed algorithm allows one to build adaptive nature where the scheme is adjusted according to the behaviour of α in order to keep the numerical errors very small and converge to the solution very fast as compared to the previously investigated scheme. We rigorously analyze the local truncation errors, unconditional stability of the proposed method, and its convergence of (5 − α)-th order in time and second-order in space for all values of α ∈ (1,2). A reduced order technique is implemented by using moving mesh refinement and assemble with the derived scheme in order to improve the temporal accuracy at several starting time levels. Furthermore, the numerical stability of the derived adaptive scheme is verified by imposing random external noises. Some numerical tests are given to show that the numerical results are consistent with the theoretical results.

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          Information & Contributors

          Information

          Published In

          cover image Numerical Algorithms
          Numerical Algorithms  Volume 92, Issue 3
          Mar 2023
          489 pages

          Publisher

          Springer-Verlag

          Berlin, Heidelberg

          Publication History

          Published: 05 August 2022
          Accepted: 29 June 2022
          Received: 15 March 2021

          Author Tags

          1. Caputo fractional derivative
          2. Fractional diffusion wave equation
          3. Adaptive difference algorithm
          4. Unconditional stability
          5. Convergence analysis

          Author Tags

          1. 65D05
          2. 65D15
          3. 65D30
          4. 65M06
          5. 65M12
          6. 65M15

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