Abstract
This paper presents a new method for calculating the numerical solution of distributed-order time-fractional-sub-diffusion equations (DO-TFSDE) of fourth order. The method extends the shifted fractional Jacobi (SFJ) collocation scheme for discretizing both the time and space variables. The approximate solution is expressed as a finite expansion of SFJ polynomials whose derivatives are evaluated at the SFJ quadrature points. The process yields a system of algebraic equations that are solved analytically. The new method is compared with alternative numerical algorithms when solving different types of DO-TFSDE. The results show that the proposed method exhibits superior accuracy with an exponential convergence rate.
Similar content being viewed by others
References
Abdelkawy M (2018) A collocation method based on Jacobi and fractional order Jacobi basis functions for multi-dimensional distributed-order diffusion equations. Int J Nonlinear Sci Numer Simul 19(7–8):781–792
Abdelkawy M, Lopes AM, Zaky M (2019) Shifted fractional Jacobi spectral algorithm for solving distributed order time-fractional reaction-diffusion equations. Comput Appl Math 38(2):81
Agrawal OP (2000) A general solution for the fourth-order fractional diffusion-wave equation. Fract Calc Appl Anal 3(1):1–12
Agrawal OP (2001) A general solution for a fourth-order fractional diffusion-wave equation defined in a bounded domain. Comput Struct 79(16):1497–1501
Ammi MRS, Jamiai I, Torres DF (2019) A finite element approximation for a class of Caputo time-fractional diffusion equations. Comput Math Appl 78:1334–1344
Bhrawy A, Abdelkawy M (2015) A fully spectral collocation approximation for multi-dimensional fractional Schrödinger equations. J Comput Phys 294:462–483
Bhrawy A, Zaky MA (2015) A method based on the Jacobi tau approximation for solving multi-term time-space fractional partial differential equations. J Comput Phys 281:876–895
Bhrawy A, Abdelkawy M, Alzahrani A, Baleanu D, Alzahrani E (2015a) A Chebyshev–Laguerre–Gauss–Radau collocation scheme for solving a time fractional sub-diffusion equation on a semi-infinite domain. Proc Rom Acad Ser A 16:490–498
Bhrawy A, Doha EH, Baleanu D, Ezz-Eldien SS (2015b) A spectral tau algorithm based on jacobi operational matrix for numerical solution of time fractional diffusion-wave equations. J Comput Phys 293:142–156
Bhrawy A, Zaky M, Baleanu D, Abdelkawy M (2015c) A novel spectral approximation for the two-dimensional fractional sub-diffusion problems. Rom J Phys 60(3–4):344–359
Bhrawy AH, Taha TM, Machado JAT (2015d) A review of operational matrices and spectral techniques for fractional calculus. Nonlinear Dyn 81(3):1023–1052
Bu W, Shu S, Yue X, Xiao A, Zeng W (2019) Space-time finite element method for the multi-term time-space fractional diffusion equation on a two-dimensional domain. Comput Math Appl 78(5):1367–1379
Chechkin A, Gorenflo R, Sokolov I (2002) Retarding subdiffusion and accelerating superdiffusion governed by distributed-order fractional diffusion equations. Physical Review E 66(4):046129
Chen CM, Liu F, Turner I, Anh V (2011) Numerical methods with fourth-order spatial accuracy for variable-order nonlinear Stokes’ first problem for a heated generalized second grade fluid. Comput Math Appl 62(3):971–986
Doha EH, Bhrawy A, Ezz-Eldien SS (2011a) A Chebyshev spectral method based on operational matrix for initial and boundary value problems of fractional order. Comput Math Appl 62(5):2364–2373
Doha EH, Bhrawy A, Hafez R (2011b) A Jacobi–Jacobi dual-Petrov–Galerkin method for third-and fifth-order differential equations. Math Comput Model 53(9–10):1820–1832
Doha E, Bhrawy A, Baleanu D, Hafez R (2014) A new Jacobi rational-Gauss collocation method for numerical solution of generalized pantograph equations. Appl Numer Math 77:43–54
Doha E, Abdelkawy M, Amin A, Lopes AM (2019a) Shifted Jacobi–Gauss-collocation with convergence analysis for fractional integro-differential equations. Commun Nonlinear Sci Numer Simul 72:342–359
Doha E, Hafez R, Youssri Y (2019b) Shifted Jacobi spectral-Galerkin method for solving hyperbolic partial differential equations. Comput Math Appl 78(3):889–904
Doha EH, Abdelkawy MA, Amin AZ, Baleanu D (2019c) Shifted Jacobi spectral collocation method with convergence analysis for solving integro-differential equations and system of integro-differential equations. Nonlinear Anal Model Control 24(3):332–352
Golbabai A, Nikan O (2019) A computational method based on the moving least-squares approach for pricing double barrier options in a time-fractional Black-Scholes model. Comput Econ 55:119–141
Golbabai A, Sayevand K (2011) Fractional calculus—a new approach to the analysis of generalized fourth-order diffusion-wave equations. Comput Math Appl 61(8):2227–2231
Golbabai A, Nikan O, Nikazad T (2019a) Numerical analysis of time fractional Black–Scholes European option pricing model arising in financial market. Comput Appl Math 38(3):173
Golbabai A, Nikan O, Nikazad T (2019b) Numerical investigation of the time fractional mobile-immobile advection-dispersion model arising from solute transport in porous media. Int J Appl Comput Math 50:1–22
Guo J, Li C, Ding H (2014) Finite difference methods for time subdiffusion equation with space fourth order. Commun Appl Math Comput 28:96–108
Hanert E (2011) On the numerical solution of space-time fractional diffusion models. Comput Fluids 46(1):33–39
Hu X, Zhang L (2012) On finite difference methods for fourth-order fractional diffusion-wave and subdiffusion systems. Appl Math Comput 218(9):5019–5034
Jafari H, Dehghan M, Sayevand K (2008) Solving a fourth-order fractional diffusion-wave equation in a bounded domain by decomposition method. Numer Methods Partial Differ Equ 24(4):1115–1126
Ji CC, Sun ZZ, Hao ZP (2016) Numerical algorithms with high spatial accuracy for the fourth-order fractional sub-diffusion equations with the first Dirichlet boundary conditions. J Sci Comput 66(3):1148–1174
Li X, Xu C (2010) Existence and uniqueness of the weak solution of the space-time fractional diffusion equation and a spectral method approximation. Commun Comput Phys 8(5):1016
Li C, Zeng F (2013) The finite difference methods for fractional ordinary differential equations. Numer Funct Anal Optim 34(2):149–179
Liu Y, Fang Z, Li H, He S (2014) A mixed finite element method for a time-fractional fourth-order partial differential equation. Appl Math Comput 243:703–717
Liu Y, Du Y, Li H, He S, Gao W (2015) Finite difference/finite element method for a nonlinear time-fractional fourth-order reaction-diffusion problem. Comput Math Appl 70(4):573–591
Narumi S (1920) Some formulas in the theory of interpolation of many independent variables. Tohoku Math J 18:809–821
Nikan O, Tenreiro Machado J, Golbabai A, Nikazad AT (2019) Numerical investigation of the nonlinear modified anomalous diffusion process. Nonlinear Dyn 97:2757–2775
Odibat ZM, Shawagfeh NT (2007) Generalized Taylor’s formula. Appl Math Comput 186:286–293
Oldhan K, Spainer J (1974) The fractional calculus. Academic, New York
Padrino JC (2017) On the self-similar, early-time, anomalous diffusion in random networks—approach by fractional calculus. Int Commun Heat Mass Transf 89:134–138
Podlubny I (1999) Fractional differential equations. Academic, New York
Qiao Y, Zhai S, Feng X (2017) RBF-FD method for the high dimensional time fractional convection-diffusion equation. Int Commun Heat Mass Transf 89:230–240
Qiu W, Xu D, Chen H (2019) A formally second-order BDF finite difference scheme for the integro-differential equations with the multi-term kernels. Int J Comput Math. https://doi.org/10.1080/00207160.2019.1677896:1-19
Ran M, Zhang C (2018) New compact difference scheme for solving the fourth-order time fractional sub-diffusion equation of the distributed order. Appl Numer Math 129:58–70
Siddiqi SS, Arshed S (2015) Numerical solution of time-fractional fourth-order partial differential equations. Int J Comput Math 92(7):1496–1518
Sneddon I (1951) Fourier transforms. McGraw-Hill, New York
Takeuchi Y, Yoshimoto Y, Suda R (2017) Second order accuracy finite difference methods for space-fractional partial differential equations. J Comput Appl Math 320:101–119
Tomovski Ž, Sandev T (2013) Exact solutions for fractional diffusion equation in a bounded domain with different boundary conditions. Nonlinear Dyn 71(4):671–683
Xu Y, Ertürk V (2014) A finite difference technique for solving variable-order fractional integro-differential equation. Bull Iran Math Soc 40(3):699–712
Xu D, Qiu W, Guo J (2019) A compact finite difference scheme for the fourth-order time-fractional integro-differential equation with a weakly singular kernel. Numer Methods Partial Differ Equ. https://doi.org/10.1002/num.22436:1-20
Yang XJ (2019) General fractional derivatives: theory, methods and applications. Chapman and Hall/CRC, Boca Raton
Yang XJ, Gao F, Ju Y, Zhou HW (2018a) Fundamental solutions of the general fractional-order diffusion equations. Math Methods Appl Sci 41(18):9312–9320
Yang XJ, Gao F, Srivastava H (2018b) A new computational approach for solving nonlinear local fractional PDEs. J Comput Appl Math 339:285–296
Zaky MA, Ameen IG, Abdelkawy MA (2017) A new operational matrix based on Jacobi wavelets for a class of variable-order fractional differential equations. Proc Rom Acad Ser A 18(4):315–322
Zaky M, Doha E, Machado JT (2018) A spectral framework for fractional variational problems based on fractional Jacobi functions. Appl Numer Math 132:51–72
Zhang H, Liu F, Zhuang P, Turner I, Anh V (2014) Numerical analysis of a new space-time variable fractional order advection-dispersion equation. Appl Math Comput 242:541–550
Zhou J, Xu D (2019) Alternating direction implicit difference scheme for the multi-term time-fractional integro-differential equation with a weakly singular kernel. Comput Math Appl 79:244–255
Zhou J, Xu D, Chen H (2018) A weak Galerkin finite element method for multiterm time-fractional diffusion equations. East Asian J Appl Math 8(1):181–193
Author information
Authors and Affiliations
Corresponding author
Additional information
Communicated by Agnieszka Malinowska.
Publisher's Note
Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.
Rights and permissions
About this article
Cite this article
Abdelkawy, M.A., Babatin, M.M. & Lopes, A.M. Highly accurate technique for solving distributed-order time-fractional-sub-diffusion equations of fourth order. Comp. Appl. Math. 39, 65 (2020). https://doi.org/10.1007/s40314-020-1070-7
Received:
Revised:
Accepted:
Published:
DOI: https://doi.org/10.1007/s40314-020-1070-7
Keywords
- Spectral collocation method
- Gauss–Lobatto quadrature
- Caputo fractional derivative
- Distributed order time-fractional diffusion-wave equation