Abstract and Applied Analysis

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Advanced Theoretical and Applied Studies of Fractional Differential Equations 2013

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Research Article | Open Access

Volume 2013 |Article ID 493406 | https://doi.org/10.1155/2013/493406

Hengfei Ding, Changpin Li, "Numerical Algorithms for the Fractional Diffusion-Wave Equation with Reaction Term", Abstract and Applied Analysis, vol. 2013, Article ID 493406, 15 pages, 2013. https://doi.org/10.1155/2013/493406

Numerical Algorithms for the Fractional Diffusion-Wave Equation with Reaction Term

Academic Editor: Juan J. Trujillo
Received24 Apr 2013
Revised24 Jun 2013
Accepted24 Jun 2013
Published21 Jul 2013

Abstract

Two numerical algorithms are derived to compute the fractional diffusion-wave equation with a reaction term. Firstly, using the relations between Caputo and Riemann-Liouville derivatives, we get two equivalent forms of the original equation, where we approximate Riemann-Liouville derivative by a second-order difference scheme. Secondly, for second-order derivative in space dimension, we construct a fourth-order difference scheme in terms of the hyperbolic-trigonometric spline function. The stability analysis of the derived numerical methods is given by means of the fractional Fourier method. Finally, an illustrative example is presented to show that the numerical results are in good agreement with the theoretical analysis.

1. Introduction

The realm of fractional differential equations has drawn increasing attention and interest due to their important applications in biology, physics, chemistry, biochemistry, medicine, and engineering [18]. Generally speaking, the analytical solutions of most fractional differential equations are not easy, even impossible, to obtain, so seeking numerical solutions of these equations becomes more and more important. Till now, there have been some studies in this respect. For example, Cui [9] proposed a compact finite difference method for the fractional diffusion equation. Chen et al. [10] analyzed an implicit difference scheme for the subdiffusion equation and proved the unconditional stability and convergence. Li et al. [11] constructed some novel methods for the fractional calculus and fractional ordinary differential equation. Liu et al. [12] considered the numerical method and analytical technique for the modified anomalous subdiffusion equation with a nonlinear source term. Sousa [13] gave three finite difference schemes for a fractional advection diffusion problem. In [14], she furthermore presented an improved difference scheme to enhance the spatial accuracy. H. Wang and K. Wang [15] developed a fast finite difference method for the fractional diffusion equations. Yuste and Acedo [16] derived an explicit finite difference scheme and gave a new von Neumann-type stability analysis for the fractional diffusion equations. Roop and his coworkers pioneered in considering the fractional differential equation by using the finite element method in [1719], where the temporal derivative is the classical derivative and the spatial derivative is the fractional derivative. Li et al. [20] used the finite difference/finite element mixed method to numerically solve the nonlinear subdiffusion and superdiffusion partial differential equation, where both temporal and spatial derivatives are fractional derivatives. Zhang et al. [21] obtained a numerical method for the symmetric space fractional partial differential equations by using Galerkin finite element method and a backward difference technique. In [22], Zheng et al. established a fully discrete approximation for the nonlinear spatial fractional Fokker-Planck equation, where the discontinuous Galerkin finite element approach was utilized in time domain and the Galerkin finite element approach was utilized in spatial domain. Yang et al. used the matrix transform method for the Riesz space fractional diffusion and advection-dispersion equations and the time and space fractional Fokker-Planck equations [23, 24], respectively. Recently, the spectral method was used to approximate the fractional calculus and the fractional differential equations [25, 26]. Very recently, Ding and Li [27] proposed two kinds of finite difference schemes for the reaction-subdiffusion equation.

As far as we know, there are some numerical methods for the subdiffusion equations [9, 10, 12, 16]; however, there seem to be very limited ones for the fractional diffusion-wave (seldom called “superdiffusion”) equation. The possible reason is that there may be no better method to analyze the stability and convergence. And in the studies available, the accuracy of the temporal direction for the subdiffusion and fractional diffusion-wave equations is often less than second order. This motivates us to construct some higher order methods.

In this paper, we study the fractional diffusion-wave equation with a reaction term in the following form:

Roughly speaking, the previous fractional differential equation is obtained from the classical diffusion-wave equation by replacing the second-order time derivative by a fractional derivative of order . It has been proposed to deal with disordered media to comb structures, dielectrics and semiconductors, and viscoelastic problems, for example, in the description of the propagation of stress waves in viscoelastic solids; see [28, 29] and references therein. In particular, in order to carry out the numerical comparisons, we study the following initial boundary values: where , , and are sufficiently smooth functions and and are diffusion and reaction coefficients, respectively. is the Caputo derivative of order , which will be introduced in the following.

The remainder of this paper is organized as follows. In Section 2, we present preliminary knowledge, which is necessary for our study. In Section 3, we develop two numerical methods. Meanwhile, we investigate the solvability and stability by the matrix method and fractional Fourier method, respectively. In Section 4, a numerical experiment is carried out which supports the theoretical analysis. Finally, the paper concludes with a summary in the last section.

2. Preliminary Knowledge

In the present section, we introduce some important definitions and lemmas which are used later on. The following definitions and lemmas can be found in [30].

Definition 1. The left Riemann-Liouville integral operator of order is defined in the following form: where is the Euler gamma function.

Definition 2. The left Caputo derivative operator of order is defined in the following form:

Definition 3. The left Riemann-Liouville derivative operator of order is defined by

Lemma 4. Suppose , for any , if and is integrable on with respect to , and then

Lemma 5 (see [31]). The eigenvalues of the tridiagonal matrix with order are given by

Let and , where and are the uniform spatial and temporal mesh sizes, respectively, and , are two positive integers.

We consider a uniform mesh with nodal points on , for each segment and point we define the following hyperbolic-trigonometric spline function which has different form with the mixed spline function in [27]:

where , and are constants and is an arbitrary parameter which can improve the accuracy of the numerical method.

To obtain the expressions of the coefficients in (11), we denote

Through the straightforward calculations, we obtain the following expressions:

in which .

From (11), one has

In view of the continuity of the first-order derivative at the common nodes , that is, , we get the following relation: where

and .

Obviously, from the expressions of , and , we find that .

When , then ; the spline function given by (15) reduces to the ordinary cubic spline function:

If we use and to take the place of ; and in (15), respectively, then one gets

where .

Using Taylor’s series for (18) at , we get the truncation error as follows:

From the previous expression, we find that we can obtain different difference schemes by choosing different parameters , and . In this paper, we take , and , and then . Under this assumption, (18) can be rewritten as which is the same as in [32], where is the second-order central difference operator with respect to .

3. Numerical Algorithms

In the present section, we introduce two schemes for the fractional diffusion-wave equation (1) together with the homogeneous initial value conditions (2) and boundary values conditions (3) and (4).

3.1. Numerical Algorithm I

Based on Lemma 4, (1) can be written as Applying the initial value conditions (2) yields

The Riemann-Liouville derivative (with homogeneous initial value conditions) can be approximated by the following scheme:

There exist various choices of the generating functions which can lead to different approximation order .

Let be the generating function with coefficients ; that is,

If we take the generating function in the form that is, then we can obtain the following first-order scheme: in which and these coefficients have the following recursive relations:

If we take the generating function as that is, which leads to order [30], then

Here we introduce two methods to determine the corresponding coefficients of the formula (32). One of the most general methods is to use the fast Fourier transform to calculate them [30].

In the following, we give another simple but interesting method to obtain the coefficients .

By using

and (26), one gets

Comparing the previous equation with (31), one obtains

which has the following recursive relation: In summary, we have the following lemma.

Lemma 6. The coefficients satisfy

Proof. In view of (36), we easily obtain the expressions of the coefficients .
In (31), if we take , which leads to Similarly, choosing and substitution it into (31) yield This completes the proof.

Finally, let be the numerical approximation of ; substituting the expansions (20) and (32) in (22) and removing the higher order term, one obtains Numerical Algorithm as follows: for . The initial and boundary value conditions can be discretized by

where , and .

Next, we study the solvability and the local truncation error.

For convenience, denote

Then we can give the following matrix form of the difference scheme (38): where

Theorem 7. The difference equation (38) is uniquely solvable.

Proof. From Lemma 5, we know that the eigenvalues of the tridiagonal matrix are Due to , , and , hence, That is, the matrix is nonsingular. Thus (41) is uniquely solvable, and so is (38). The proof is finished.

Theorem 8. The local truncation error of the difference scheme (38) is .

Proof. We now define the local truncation error as Applying (20), (22), and (32), we have
This finishes the proof.

In the following, we discuss the stability of Numerical Algorithm by the fractional Fourier method [16].

Let be the approximate solution of (38) and define

So, we can easily obtain the following round-off error equation:

We suppose that the solution of (48) has the following form: where is any of the real spatial wave numbers supported by the lattice. Substituting (49) into (48) gives If we write and assume that is independent of time, then we obtain the following expression of the amplification factor:

When for some , then the temporal factor of the solution grows to infinity according to (51); the numerical method is unstable. Considering the extreme value , we find that the numerical method is stable when Although depends on , we can estimate it by its limit value In this case, the stability condition becomes

Note that is always negative, and then (55) holds for all and . That is to say, Numerical Algorithm I (see (38)) is unconditionally stable.

3.2. Numerical Algorithm II

Differentiating (1) with order in the sense of Riemann-Liouville yields Due to it immediately follows that

Combing (56) with (58) gives

where .

Next, for the second-order time derivative , we approximate it by the usual three-point central difference formula

Let be the numerical approximation of . Substituting the expansions (20), (32), and (60) in (59) and removing the higher-order terms, one obtains Numerical Algorithm II as follows: where . The initial and boundary value conditions can be discretized by

where , and .

Similar to Numerical Algorithm I, we discuss the solvability and local truncation error of Numerical Algorithm II.

Denote Then the matrix form of Numerical Algorithm II (61) is written as where

Theorem 9. The difference equation (61) is uniquely solvable.

Proof. Obviously, the eigenvalues of the tridiagonal matrix are given by
Hence,
Therefore, the solution of (61) exists and is uniquely solvable.

In order to get the local truncation error analysis, we need the following lemma.

Lemma 10. Consider

Proof. Let and then from Definition 3 we have It follows from (32) that Combining (69) and (77) leads to This ends the proof.

Theorem 11. The local truncation error of difference scheme (61) is .

Proof. We now define
By using (20), (32), (59), and (60), one gets
Noticing that , then so we can get This completes the proof.

Next, we study the stability of Numerical Algorithm II (see (61)).

As before, we can easily obtain the following round-off error equation: Substituting (49) into (76) yields From (51) and (77), we have

Considering the extreme value , we can obtain the following stability condition from (78):

For large enough , we can estimate by its limit value

It follows that

Because the sine function is bounded by , from (81) one finds that Numerical Algorithm II is to be stable if , that is,

Furthermore, stability condition (82) can be rewritten as