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Polynomial preserving recovery of an over-penalized symmetric interior penalty Galerkin method for elliptic problems
Fast finite volume methods for space-fractional diffusion equations
1. | Department of Mathematics, University of South Carolina, Columbia, South Carolina 29208 |
2. | School of Mathematics, Shandong University, Jinan, 250100, China, China |
  We develop a fast locally conservative finite volume method for a time-dependent variable-coefficient conservative space-fractional diffusion equation. This method requires only a computational cost of $O(N \log N)$ at each iteration and a storage of $O(N)$. Numerical experiments are presented to investigate the performance of the method and to show the strong potential of these methods.
References:
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R. Barrett, M. Berry, T. F. Chan, J. Demmel, J. M. Donato, J. Dongarra, V. Eijkhout, R. Pozo, C. Romine and H. V. der Vorst, Templates for the Solution of Linear Systems: Building Blocks for Iterative Methods,, SIAM, (1994).
doi: 10.1137/1.9781611971538. |
[2] |
T. S. Basu and H. Wang, A fast second-order finite difference method for space-fractional diffusion equations,, Int'l J. Numer. Anal. Modeling, 9 (2012), 658.
|
[3] |
B. Beumer, M. Kovàcs and M. M. Meerschaert, Numerical solutions for fractional reaction-diffusion equations,, Computers & Mathematics with Applications, 55 (2008), 2212.
doi: 10.1016/j.camwa.2007.11.012. |
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D. Benson, S. W. Wheatcraft and M. M. Meerschaert, The fractional-order governing equation of Lévy motion,, Water Resour. Res., 36 (2000), 1413. Google Scholar |
[5] |
A. Böttcher and B. Silbermann, Introduction to Large Truncated Toeplitz Matrices,, Springer, (1999).
doi: 10.1007/978-1-4612-1426-7. |
[6] |
M. Cui, Compact finite difference method for the fractional diffusion equation,, J. Comput. Phys., 228 (2009), 7792.
doi: 10.1016/j.jcp.2009.07.021. |
[7] |
P. J. Davis, Circulant Matrices,, Wiley-Intersciences, (1979).
|
[8] |
W. Deng, Finite element method for the space and time fractional Fokker-Planck equation,, SIAM J. Numer. Anal., 47 (2008), 204.
doi: 10.1137/080714130. |
[9] |
V. J. Ervin, N. Heuer and J. P. Roop, Numerical approximation of a time dependent, nonlinear, space-fractional diffusion equation,, SIAM J. Numer. Anal., 45 (2007), 572.
doi: 10.1137/050642757. |
[10] |
V. J. Ervin and J. P. Roop, Variational formulation for the stationary fractional advection dispersion equation,, Numer. Methods Partial Differential Eq, 22 (2005), 558.
doi: 10.1002/num.20112. |
[11] |
V. J. Ervin and J. P. Roop, Variational solution of fractional advection dispersion equations on bounded domains in $\mathbbR^d$,, Numer. Methods Partial Differential Eq., 23 (2007), 256.
doi: 10.1002/num.20169. |
[12] |
R. M. Gray, Toeplitz and circulant matrices: A review,, Foundations and Trends in Communications and Information Theory, 2 (2006), 155.
doi: 10.1561/0100000006. |
[13] |
J. Jia, C. Wang and H. Wang, A fast locally refined method for a space-fractional diffusion equation,, submitted., (). Google Scholar |
[14] |
T. A. M. Langlands and B. I. Henry, The accuracy and stability of an implicit solution method for the fractional diffusion equation,, J. Comput. Phys., 205 (2005), 719.
doi: 10.1016/j.jcp.2004.11.025. |
[15] |
C. Li and F. Zeng, Finite difference methods for fractional differential equations,, Int'l J. Bifurcation Chaos, 22 (2012).
doi: 10.1142/S0218127412300145. |
[16] |
X. Li and C. Xu, The existence and uniqueness of the week solution of the space-time fractional diffusion equation and a spectral method approximation,, Commun. Comput. Phys., 8 (2010), 1016.
doi: 10.4208/cicp.020709.221209a. |
[17] |
R. Lin, F. Liu, V. Anh and I. Turner, Stability and convergence of a new explicit finite-difference approximation for the variable-order nonlinear fractional diffusion equation,, Appl. Math. Comp., 212 (2009), 435.
doi: 10.1016/j.amc.2009.02.047. |
[18] |
Y. Lin and C. Xu, Finite difference/spectral approximations for the time-fractional diffusion equation,, J. Comput. Phys., 225 (2007), 1533.
doi: 10.1016/j.jcp.2007.02.001. |
[19] |
F. Liu, V. Anh and I. Turner, Numerical solution of the space fractional Fokker-Planck equation,, J. Comput. Appl. Math., 166 (2004), 209.
doi: 10.1016/j.cam.2003.09.028. |
[20] |
F. Liu, P. Zhuang, I. Turner, K. Burrage and V. Anh, A new fractional finite volume method for solving the fractional diffusion equation,, Appl. Math. Modeling, 38 (2014), 3871.
doi: 10.1016/j.apm.2013.10.007. |
[21] |
C. Lubich, Discretized fractional calculus,, SIAM J. Math. Anal., 17 (1986), 704.
doi: 10.1137/0517050. |
[22] |
M. M. Meerschaert and C. Tadjeran, Finite difference approximations for fractional advection-dispersion flow equations,, J. Comput. Appl. Math., 172 (2004), 65.
doi: 10.1016/j.cam.2004.01.033. |
[23] |
M. M. Meerschaert and C. Tadjeran, Finite difference approximations for two-sided space-fractional partial differential equations,, Appl. Numer. Math., 56 (2006), 80.
doi: 10.1016/j.apnum.2005.02.008. |
[24] |
R. Metler and J. Klafter, The random walk's guide to anomalous diffusion: A fractional dynamics approach,, Phys. Reports, 339 (2000), 1.
doi: 10.1016/S0370-1573(00)00070-3. |
[25] |
R. Metler and J. Klafter, The restaurant at the end of random walk: Recent developments in the description of anomalous transport by fractional dynamics,, J. Phys. A, 37 (2004).
doi: 10.1088/0305-4470/37/31/R01. |
[26] |
K. B. Oldham and J. Spanier, The Fractional Calculus,, Academic Press, (1974).
|
[27] |
H.-K. Pang and H.-W. Sun, Multigrid method for fractional diffusion equations,, J. Comput. Phys., 231 (2012), 693.
doi: 10.1016/j.jcp.2011.10.005. |
[28] |
I. Podlubny, Fractional Differential Equations,, Academic Press, (1999).
|
[29] |
E. Sousa, Finite difference approximates for a fractional advection diffusion problem,, J. Comput. Phys., 228 (2009), 4038.
doi: 10.1016/j.jcp.2009.02.011. |
[30] |
L. Su, W. Wang and Z. Yang, Finite difference approximations for the fractional advection diffusion equation,, Physics Letters A, 373 (2009), 4405.
doi: 10.1016/j.physleta.2009.10.004. |
[31] |
C. Tadjeran and M. M. Meerschaert, A second-order accurate numerical method for the two-dimensional fractional diffusion equation,, J. Comput. Phys., 220 (2007), 813.
doi: 10.1016/j.jcp.2006.05.030. |
[32] |
C. Tadjeran, M. M. Meerschaert and H. P. Scheffler, A second-order accurate numerical approximation for the fractional diffusion equation,, J. Comput. Phys., 213 (2006), 205.
doi: 10.1016/j.jcp.2005.08.008. |
[33] |
R. S. Varga, Matrix Iterative Analysis,, Second Edition, (2000).
doi: 10.1007/978-3-642-05156-2. |
[34] |
H. Wang and T. S. Basu, A fast finite difference method for two-dimensional space-fractional diffusion equations,, SIAM J. Sci. Comput., 34 (2012).
doi: 10.1137/12086491X. |
[35] |
H. Wang and N. Du, A superfast-preconditioned iterative method for steady-state space-fractional diffusion equations,, J. Comput. Phys., 240 (2013), 49.
doi: 10.1016/j.jcp.2012.07.045. |
[36] |
H. Wang and N. Du, A fast finite difference method for three-dimensional time-dependent space-fractional diffusion equations and its efficient implementation,, J. Comput. Phys., 253 (2013), 50.
doi: 10.1016/j.jcp.2013.06.040. |
[37] |
H. Wang and N. Du, Fast alternating-direction finite difference methods for three-dimensional space-fractional diffusion equations,, J. Comput. Phys., 258 (2014), 305.
doi: 10.1016/j.jcp.2013.10.040. |
[38] |
H. Wang and K. Wang, An $O(N \log^2 N)$ alternating-direction finite difference method for two-dimensional fractional diffusion equations,, J. Comput. Phys., 230 (2011), 7830.
doi: 10.1016/j.jcp.2011.07.003. |
[39] |
H. Wang, K. Wang and T. Sircar, A direct $O(N\log^2 N)$ finite difference method for fractional diffusion equations,, J. Comput. Phys., 229 (2010), 8095.
doi: 10.1016/j.jcp.2010.07.011. |
[40] |
H. Wang and D. Yang, Wellposedness of variable-coefficient conservative fractional elliptic differential equations,, SIAM J. Numer. Anal., 51 (2013), 1088.
doi: 10.1137/120892295. |
[41] |
H. Wang, D. Yang and S. Zhu, Inhomogeneous Dirichlet boundary-value problems of space-fractional diffusion equations and their finite element approximations,, SIAM J. Numer. Anal., 52 (2014), 1292.
doi: 10.1137/130932776. |
show all references
References:
[1] |
R. Barrett, M. Berry, T. F. Chan, J. Demmel, J. M. Donato, J. Dongarra, V. Eijkhout, R. Pozo, C. Romine and H. V. der Vorst, Templates for the Solution of Linear Systems: Building Blocks for Iterative Methods,, SIAM, (1994).
doi: 10.1137/1.9781611971538. |
[2] |
T. S. Basu and H. Wang, A fast second-order finite difference method for space-fractional diffusion equations,, Int'l J. Numer. Anal. Modeling, 9 (2012), 658.
|
[3] |
B. Beumer, M. Kovàcs and M. M. Meerschaert, Numerical solutions for fractional reaction-diffusion equations,, Computers & Mathematics with Applications, 55 (2008), 2212.
doi: 10.1016/j.camwa.2007.11.012. |
[4] |
D. Benson, S. W. Wheatcraft and M. M. Meerschaert, The fractional-order governing equation of Lévy motion,, Water Resour. Res., 36 (2000), 1413. Google Scholar |
[5] |
A. Böttcher and B. Silbermann, Introduction to Large Truncated Toeplitz Matrices,, Springer, (1999).
doi: 10.1007/978-1-4612-1426-7. |
[6] |
M. Cui, Compact finite difference method for the fractional diffusion equation,, J. Comput. Phys., 228 (2009), 7792.
doi: 10.1016/j.jcp.2009.07.021. |
[7] |
P. J. Davis, Circulant Matrices,, Wiley-Intersciences, (1979).
|
[8] |
W. Deng, Finite element method for the space and time fractional Fokker-Planck equation,, SIAM J. Numer. Anal., 47 (2008), 204.
doi: 10.1137/080714130. |
[9] |
V. J. Ervin, N. Heuer and J. P. Roop, Numerical approximation of a time dependent, nonlinear, space-fractional diffusion equation,, SIAM J. Numer. Anal., 45 (2007), 572.
doi: 10.1137/050642757. |
[10] |
V. J. Ervin and J. P. Roop, Variational formulation for the stationary fractional advection dispersion equation,, Numer. Methods Partial Differential Eq, 22 (2005), 558.
doi: 10.1002/num.20112. |
[11] |
V. J. Ervin and J. P. Roop, Variational solution of fractional advection dispersion equations on bounded domains in $\mathbbR^d$,, Numer. Methods Partial Differential Eq., 23 (2007), 256.
doi: 10.1002/num.20169. |
[12] |
R. M. Gray, Toeplitz and circulant matrices: A review,, Foundations and Trends in Communications and Information Theory, 2 (2006), 155.
doi: 10.1561/0100000006. |
[13] |
J. Jia, C. Wang and H. Wang, A fast locally refined method for a space-fractional diffusion equation,, submitted., (). Google Scholar |
[14] |
T. A. M. Langlands and B. I. Henry, The accuracy and stability of an implicit solution method for the fractional diffusion equation,, J. Comput. Phys., 205 (2005), 719.
doi: 10.1016/j.jcp.2004.11.025. |
[15] |
C. Li and F. Zeng, Finite difference methods for fractional differential equations,, Int'l J. Bifurcation Chaos, 22 (2012).
doi: 10.1142/S0218127412300145. |
[16] |
X. Li and C. Xu, The existence and uniqueness of the week solution of the space-time fractional diffusion equation and a spectral method approximation,, Commun. Comput. Phys., 8 (2010), 1016.
doi: 10.4208/cicp.020709.221209a. |
[17] |
R. Lin, F. Liu, V. Anh and I. Turner, Stability and convergence of a new explicit finite-difference approximation for the variable-order nonlinear fractional diffusion equation,, Appl. Math. Comp., 212 (2009), 435.
doi: 10.1016/j.amc.2009.02.047. |
[18] |
Y. Lin and C. Xu, Finite difference/spectral approximations for the time-fractional diffusion equation,, J. Comput. Phys., 225 (2007), 1533.
doi: 10.1016/j.jcp.2007.02.001. |
[19] |
F. Liu, V. Anh and I. Turner, Numerical solution of the space fractional Fokker-Planck equation,, J. Comput. Appl. Math., 166 (2004), 209.
doi: 10.1016/j.cam.2003.09.028. |
[20] |
F. Liu, P. Zhuang, I. Turner, K. Burrage and V. Anh, A new fractional finite volume method for solving the fractional diffusion equation,, Appl. Math. Modeling, 38 (2014), 3871.
doi: 10.1016/j.apm.2013.10.007. |
[21] |
C. Lubich, Discretized fractional calculus,, SIAM J. Math. Anal., 17 (1986), 704.
doi: 10.1137/0517050. |
[22] |
M. M. Meerschaert and C. Tadjeran, Finite difference approximations for fractional advection-dispersion flow equations,, J. Comput. Appl. Math., 172 (2004), 65.
doi: 10.1016/j.cam.2004.01.033. |
[23] |
M. M. Meerschaert and C. Tadjeran, Finite difference approximations for two-sided space-fractional partial differential equations,, Appl. Numer. Math., 56 (2006), 80.
doi: 10.1016/j.apnum.2005.02.008. |
[24] |
R. Metler and J. Klafter, The random walk's guide to anomalous diffusion: A fractional dynamics approach,, Phys. Reports, 339 (2000), 1.
doi: 10.1016/S0370-1573(00)00070-3. |
[25] |
R. Metler and J. Klafter, The restaurant at the end of random walk: Recent developments in the description of anomalous transport by fractional dynamics,, J. Phys. A, 37 (2004).
doi: 10.1088/0305-4470/37/31/R01. |
[26] |
K. B. Oldham and J. Spanier, The Fractional Calculus,, Academic Press, (1974).
|
[27] |
H.-K. Pang and H.-W. Sun, Multigrid method for fractional diffusion equations,, J. Comput. Phys., 231 (2012), 693.
doi: 10.1016/j.jcp.2011.10.005. |
[28] |
I. Podlubny, Fractional Differential Equations,, Academic Press, (1999).
|
[29] |
E. Sousa, Finite difference approximates for a fractional advection diffusion problem,, J. Comput. Phys., 228 (2009), 4038.
doi: 10.1016/j.jcp.2009.02.011. |
[30] |
L. Su, W. Wang and Z. Yang, Finite difference approximations for the fractional advection diffusion equation,, Physics Letters A, 373 (2009), 4405.
doi: 10.1016/j.physleta.2009.10.004. |
[31] |
C. Tadjeran and M. M. Meerschaert, A second-order accurate numerical method for the two-dimensional fractional diffusion equation,, J. Comput. Phys., 220 (2007), 813.
doi: 10.1016/j.jcp.2006.05.030. |
[32] |
C. Tadjeran, M. M. Meerschaert and H. P. Scheffler, A second-order accurate numerical approximation for the fractional diffusion equation,, J. Comput. Phys., 213 (2006), 205.
doi: 10.1016/j.jcp.2005.08.008. |
[33] |
R. S. Varga, Matrix Iterative Analysis,, Second Edition, (2000).
doi: 10.1007/978-3-642-05156-2. |
[34] |
H. Wang and T. S. Basu, A fast finite difference method for two-dimensional space-fractional diffusion equations,, SIAM J. Sci. Comput., 34 (2012).
doi: 10.1137/12086491X. |
[35] |
H. Wang and N. Du, A superfast-preconditioned iterative method for steady-state space-fractional diffusion equations,, J. Comput. Phys., 240 (2013), 49.
doi: 10.1016/j.jcp.2012.07.045. |
[36] |
H. Wang and N. Du, A fast finite difference method for three-dimensional time-dependent space-fractional diffusion equations and its efficient implementation,, J. Comput. Phys., 253 (2013), 50.
doi: 10.1016/j.jcp.2013.06.040. |
[37] |
H. Wang and N. Du, Fast alternating-direction finite difference methods for three-dimensional space-fractional diffusion equations,, J. Comput. Phys., 258 (2014), 305.
doi: 10.1016/j.jcp.2013.10.040. |
[38] |
H. Wang and K. Wang, An $O(N \log^2 N)$ alternating-direction finite difference method for two-dimensional fractional diffusion equations,, J. Comput. Phys., 230 (2011), 7830.
doi: 10.1016/j.jcp.2011.07.003. |
[39] |
H. Wang, K. Wang and T. Sircar, A direct $O(N\log^2 N)$ finite difference method for fractional diffusion equations,, J. Comput. Phys., 229 (2010), 8095.
doi: 10.1016/j.jcp.2010.07.011. |
[40] |
H. Wang and D. Yang, Wellposedness of variable-coefficient conservative fractional elliptic differential equations,, SIAM J. Numer. Anal., 51 (2013), 1088.
doi: 10.1137/120892295. |
[41] |
H. Wang, D. Yang and S. Zhu, Inhomogeneous Dirichlet boundary-value problems of space-fractional diffusion equations and their finite element approximations,, SIAM J. Numer. Anal., 52 (2014), 1292.
doi: 10.1137/130932776. |
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