Skip to main content
Log in

Numerical method with high order accuracy for solving a anomalous subdiffusion equation

  • Original Paper
  • Published:
Numerical Algorithms Aims and scope Submit manuscript

Abstract

In this paper, a numerical method with second order temporal accuracy and fourth order spatial accuracy is developed to solve a anomalous subdiffusion equation; by Fourier analysis, the convergence, stability and solvability of the numerical method are analyzed; the theoretical results are strongly supported by the numerical experiment.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Chen, C.-M., Liu, F., Turner, I., Anh, V.: Fourier method for the fractional diffusion equation describing sub-diffusion. J. Comput. Phys. 227, 886–897 (2007)

    Article  MathSciNet  MATH  Google Scholar 

  2. Chen, C.-M., Liu, F., Turner, I., Anh, V.: Numerical schemes and multivariate extrapolation of a two-dimensional anomalous sub-diffusion equation. Numer. Algor. 54, 1–21 (2010)

    Article  MathSciNet  MATH  Google Scholar 

  3. Chen, C.-M., Liu, F., Anh, V., Turner, I.: Numerical schemes with high spatial accuracy for a variable-order anomalous subdiffusion equation. SIAM J. Sci. Comput. 32, 1740–1760 (2010)

    Article  MathSciNet  MATH  Google Scholar 

  4. Chen, C.-M., Liu, F., Anh, V., Turner, I.: Numerical methods for solving a two-dimensional variable-order anomalous subdiffusion equation. Math. Comput. 81, 345–366 (2012)

    Article  MathSciNet  MATH  Google Scholar 

  5. Cui, M.: Compact finite difference method for the fractional diffusion equation. J. Comput. Phys. 228, 7792–7804 (2009)

    Article  MathSciNet  MATH  Google Scholar 

  6. Cui, M.: Compact alternating direction implicit method for two-dimensional time fractional diffusion equation. J. Comput. Phys. 231, 2621–2633 (2012)

    Article  MathSciNet  MATH  Google Scholar 

  7. Gao, G.H., Sun, Z.Z.: A compact finite difference scheme for the fractional sub-diffusion equations. J. Comput. Phys. 230, 586–595 (2011)

    Article  MathSciNet  MATH  Google Scholar 

  8. Gao, G.H., Sun, Z.Z., Zhang, Y.N.: A finite difference scheme for fractional sub-diffusion equations on an unbounded domain using artificial boundary conditions. J. Comput. Phys. 231, 2865–2879 (2012)

    Article  MathSciNet  MATH  Google Scholar 

  9. Gu, Y.T., Zhuang, P., Liu, F.: An advanced implicit meshless approach for the non-linear anomalous subdiffusion equation. CMES-Comp. Model. Eng. 56, 303–333 (2010)

    MathSciNet  MATH  Google Scholar 

  10. Haugh, J.M.: Analysis of reaction-diffusion systems with anomalous subdiffusion. Biophys. J. 97, 435–442 (2009)

    Article  Google Scholar 

  11. Henry, B.I., Langlands, T.A.M., Wearne, S.L.: Anomalous diffusion with linear reaction dynamics: from continuous time random walks to fractional reaction-diffusion equations. Phys. Rev. E 74, 031116 (2006)

    Article  MathSciNet  Google Scholar 

  12. Huang, H., Cao, X.: Numerical method for two dimensional fractional reaction subdiffusion equation. Eur. Phys. J.-Special Topics 222, 1961–1973 (2013)

    Article  Google Scholar 

  13. Kantor, Y., Kardar, M.: Anomalous diffusion with absorbing boundary. Phys. Rev. E 76, 061121 (2007)

    Article  Google Scholar 

  14. Kosztolowicz, T.: Subdiffusion in a system with a thick membrane. J. Membr. Sci. 320, 492–499 (2008)

    Article  Google Scholar 

  15. Lagutin, A.A., Uchaikin, V.V.: Anomalous diffusion equation: application to comic ray transport. Nucl. Instr. Mech. Phys. Res. B 201, 212–216 (2003)

    Article  Google Scholar 

  16. Langlands, T.A.M., Henry, B.I.: The accuracy and stability of an implicit solution method for the fractional diffusion equation. J. Comput. Phys. 205, 719–736 (2005)

    Article  MathSciNet  MATH  Google Scholar 

  17. Langlands, T.A.M., Henry, B.I., Wearne, S.L.: Anomalous subdiffusion with multispecies linear reaction dynamics. Phys. Rev. E 77, 021111 (2008)

    Article  MathSciNet  Google Scholar 

  18. Mommer, M.S., Lebiedz, D.: Modeling subdiffusion using reaction diffusion systems. SIAM J. Appl. Math. 70, 112–132 (2009)

    Article  MathSciNet  MATH  Google Scholar 

  19. Neusius, T., Sokolov, L.M., Smith, J.C.: Subdiffusion in time-averaged, confined random walks. Phys. Rev. E 80, 011109 (2009)

    Article  Google Scholar 

  20. Ren, J.C., Sun, Z.Z., Zhao, X.: Compact difference scheme for the fractional sub-diffusion equation with Neumann boundary conditions. J. Comput. Phys. 232, 456–467 (2013)

    Article  MathSciNet  MATH  Google Scholar 

  21. Saxton, M.J.: Anomalous subdiffusion in fluorescence photobleaching recovery: a Monte Carlo study. Biophys. J. 81, 2226–2240 (2001)

    Article  Google Scholar 

  22. Shen, S., Liu, F., Chen, J., Turner, I., Anh, V.: Numerical techniques for the variable order time fractional diffusion equation. Appl. Math. Comput. 218, 10861–10870 (2012)

    MathSciNet  MATH  Google Scholar 

  23. Sun, H.G., Chen, W., Li, C.P., Chen, Y.Q.: Finite difference schems for variable-order time fractional diffusion equation. Int. J. Bifurc. Chaos 22, 1250085 (2012)

    Article  MathSciNet  MATH  Google Scholar 

  24. Yuste, S.B., Lindenberg, K.: Subdiffusion-limited A + A reactions. Phys. Rev. Lett. 87, 118301 (2001)

    Article  Google Scholar 

  25. Yuste, S.B., Acedo, L.: An explicit finite difference method and a new Von neumman-type stability analysis for fractional diffusion equations. SIAM J. Numer. Anal. 42, 1862–1874 (2005)

    Article  MathSciNet  MATH  Google Scholar 

  26. Yuste, S.B.: Weighted average finite difference methods for fractional diffusion equations. J. Comput. Phys. 216, 264–274 (2006)

    Article  MathSciNet  MATH  Google Scholar 

  27. Zhang, J.G., Chao, Y.C.: High order numerical method and its analysis of the anomalous subdiffusion equation. Procedia Eng. 31, 781–790 (2012)

    Article  Google Scholar 

  28. Zhang, Y.N., Sun, Z.Z.: Alternating direction implicit schemes for the two-dimensional fractional sub-diffusion equation. J. Comput. Phys. 230, 8713–8728 (2011)

    Article  MathSciNet  MATH  Google Scholar 

  29. Zhuang, P., liu, F.: Implicit difference approximation for the time fractional diffusion equation. J. Appl. Math. Comput. 22, 87–99 (2006)

    Article  MathSciNet  MATH  Google Scholar 

  30. Zhuang, P., Liu, F., Anh, V., Turner, I.: New solution and analytical techniques of the implicit numerical method for the anomalous subdiffusion equation. SIAM J. Numer. Anal. 46, 1079–1095 (2008)

    Article  MathSciNet  MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Chang-Ming Chen.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Chen, Y., Chen, CM. Numerical method with high order accuracy for solving a anomalous subdiffusion equation. Numer Algor 72, 687–703 (2016). https://doi.org/10.1007/s11075-015-0062-y

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s11075-015-0062-y

Keywords

Mathematics Subject Classification (2010)

Navigation