Abstract
In this paper, we develop an efficient spectral Galerkin method for the three-dimensional (3D) multi-term time-space fractional diffusion equation. Based on the L2-1σ formula for time stepping and the Legendre-Galerkin spectral method for space discretization, a fully discrete numerical scheme is constructed and the stability and convergence analyses are rigorously established. The results show that the fully discrete scheme is unconditionally stable and has second-order accuracy in time and optimal error estimation in space. In addition, we give the detailed implementation and apply the alternating-direction implicit (ADI) method to reduce the computational complexity. Furthermore, numerical experiments are presented to confirm the theoretical claims. As an application of the proposed method, the fractional Bloch-Torrey model is also solved.
Similar content being viewed by others
References
Alikhanov, A. A.: A new difference scheme for the time fractional diffusion equation. J. Comput. Phys. 280, 424–438 (2015). https://doi.org/10.1016/j.jcp.2014.09.031
Alikhanov, A. A.: Numerical methods of solutions of boundary value problems for the multi-term variable-distributed order diffusion equation. Appl. Math. Comput. 268, 12–22 (2015). https://doi.org/10.1016/j.amc.2015.06.045
Berkowitz, B., Klafter, J., Metzler, R., Scher, H.: Physical pictures of transport in heterogeneous media: Advection-dispersion, random-walk, and fractional derivative formulations. Water Resour. Res. 38(10), 9–1–9-12 (2002). https://doi.org/10.1029/2001WR001030
Chen, R., Liu, F., Anh, V.: A fractional alternating-direction implicit method for a multi-term time–space fractional Bloch–Torrey equations in three dimensions. Comput. Math Appl. https://doi.org/10.1016/j.camwa.2018.11.035 (2018)
Chen, S., Liu, F., Jiang, X., Turner, I., Burrage, K.: Fast finite difference approximation for identifying parameters in a two-dimensional space-fractional nonlocal model with variable diffusivity coefficients. SIAM. J. Numer. Anal. 54(2), 606–624 (2016). https://doi.org/10.1137/15M1019301
Dehghan, M., Safarpoor, M., Abbaszadeh, M.: Two high-order numerical algorithms for solving the multi-term time fractional diffusion-wave equations. J. Comput. Appl. Math. 290, 174–195 (2015). https://doi.org/10.1016/j.cam.2015.04.03
Ervin, V. J., Roop, J. P.: Variational solution of fractional advection dispersion equations on bounded domains in \(\mathbb {R}^d\). Numer. Methods Partial Differ. Equ. 23 (2), 256–281 (2007). https://doi.org/10.1002/num.20169
Fan, W., Jiang, X., Liu, F., Anh, V.: The unstructured mesh finite element method for the two-dimensional multi-term time-space fractional diffusion-wave equation on an irregular convex domain. J. Sci. Comput. 77(1), 27–52 (2018). https://doi.org/10.1007/s10915-018-0694-x
Fan, W., Liu, F., Jiang, X., Turner, I.: Some novel numerical techniques for an inverse problem of the multi-term time fractional partial differential equation. J. Comput. Appl. Math. 336, 114–126 (2018). https://doi.org/10.1016/j.cam.2017.12.034
Feng, L., Liu, F., Turner, I.: Finite difference/finite element method for a novel 2D multi-term time-fractional mixed sub-diffusion and diffusion-wave equation on convex domains. Commun. Nonlinear Sci. Numer. Simul. 70, 354–371 (2019). https://doi.org/10.1016/j.cnsns.2018.10.016
Feng, L., Liu, F., Turner, I., Yang, Q., Zhuang, P.: Unstructured mesh finite difference/finite element method for the 2D time-space Riesz fractional diffusion equation on irregular convex domains. Appl. Math. Model. 59, 441–463 (2018). https://doi.org/10.1016/j.apm.2018.01.044
Feng, L., Liu, F., Turner, I., Zheng, L.: Novel numerical analysis of multi-term time fractional viscoelastic non-newtonian fluid models for simulating unsteady MHD Couette flow of a generalized O ldroyd-B fluid. Fract. Calc. Appl. Anal. 21(4), 1073–1103 (2018). https://doi.org/10.1515/fca-2018-0058
Gao, G., Alikhanov, A. A., Sun, Z.: The temporal second order difference schemes based on the interpolation approximation for solving the time multi-term and distributed-order fractional sub-diffusion equations. J. Sci. Comput. 73(1), 93–121 (2017). https://doi.org/10.1007/s10915-017-0407-x
Gao, G.h., Sun, H.w., Sun, Z.z.: Some high-order difference schemes for the distributed-order differential equations. J. Comput. Phys. 298, 337–359 (2015). https://doi.org/10.1016/j.jcp.2015.05.047
Gao, G.h., Sun, Z.z.: Two alternating direction implicit difference schemes for two-dimensional distributed-order fractional diffusion equations. J. Sci. Comput. 66 (3), 1281–1312 (2016). https://doi.org/10.1007/s10915-015-0064-x
Gao, G.h., Sun, Z.z., Zhang, H.w.: A new fractional numerical differentiation formula to approximate the Caputo fractional derivative and its applications. J. Comput. Phys. 259, 33–50 (2014). https://doi.org/10.1016/j.jcp.2013.11.017
Huang, J., Nie, N., Tang, Y.: A second order finite difference-spectral method for space fractional diffusion equations. Sci. China Math. 57(6), 1303–1317 (2014). https://doi.org/10.1007/s11425-013-4716-8
Jin, B., Lazarov, R., Liu, Y., Zhou, Z.: The Galerkin finite element method for a multi-term time-fractional diffusion equation. J. Comput. Phys. 281, 825–843 (2015). https://doi.org/10.1016/j.jcp.2014.10.051
Kou, S. C.: Stochastic modeling in nanoscale biophysics: subdiffusion within proteins. Ann. Appl. Stat. 2(2), 501–535 (2008). https://doi.org/10.1214/07-AOAS149
Li, J., Liu, F., Feng, L., Turner, I.: A novel finite volume method for the Riesz space distributed-order diffusion equation. Comput. Math. Appl. 74(4), 772–783 (2017). https://doi.org/10.1016/j.camwa.2017.05.017
Li, J., Liu, F., Feng, L., Turner, I.: A novel finite volume method for the Riesz space distributed-order advection-diffusion equation. Appl. Math. Model. 46, 536–553 (2017). https://doi.org/10.1016/j.apm.2017.01.065
Lin, Y., Xu, C.: Finite difference/spectral approximations for the time-fractional diffusion equation. J. Comput. Phys. 225(2), 1533–1552 (2007). https://doi.org/10.1016/j.jcp.2007.02.001
Lin, Z., Liu, F., Wang, D., Gu, Y: Reproducing kernel particle method for two-dimensional time-space fractional diffusion equations in irregular domains. Eng. Anal. Boundary Elem. 97, 131–143 (2018). https://doi.org/10.1016/j.enganabound.2018.10.002
Liu, F., Anh, V., Turner, I: Numerical solution of the space fractional Fokker-Planck equation. J. Comput. Appl. Math. 166(1), 209–219 (2004). https://doi.org/10.1016/j.cam.2003.09.028
Liu, F., Zhuang, P., Anh, V., Turner, I., Burrage, K: Stability and convergence of the difference methods for the space-time fractional advection-diffusion equation. Appl. Math. Comput. 191(1), 12–20 (2007). https://doi.org/10.1016/j.amc.2006.08.162
Liu, F., Meerschaert, M., McGough, R., Zhuang, P., Liu, Q: Numerical methods for solving the multi-term time-fractional wave-diffusion equation. Fract. Calc. Appl. Anal. 16(1), 9–25 (2013). https://doi.org/10.2478/s13540-013-0002-2
Liu, F., Zhuang, P., Turner, I., Burrage, K., Anh, V.: A new fractional finite volume method for solving the fractional diffusion equation. Appl. Math. Modell. 38(15-16), 3871–3878 (2014). https://doi.org/10.1016/j.apm.2013.10.007
Liu, F., Zhuang, P., Turner, I., Anh, V., Burrage, K: A semi-alternating direction method for a 2-D fractional FitzHugh–Nagumo monodomain model on an approximate irregular domain. J. Comput. Phys. 293, 252–263 (2015). https://doi.org/10.1016/j.jcp.2014.06.001
Liu, F., Zhuang, P., Liu, Q: Numerical Methods of Fractional Partial Differential Equations and Applications. Science Press, China (2015)
Liu, F., Feng, L., Anh, V., Li, J: Unstructured-mesh G alerkin finite element method for the two-dimensional multi-term time-space fractional Bloch-Torrey equations on irregular convex domains. Comput. Math. Appl. 78, 1637–1650 (2019). https://doi.org/10.1016/j.camwa.2019.01.007
Liu, Q., Liu, F., Turner, I., Anh, V., Gu, Y.: A RBF meshless approach for modeling a fractal mobile/immobile transport model. Appl. Math. Comput. 226, 336–347 (2014). https://doi.org/10.1016/j.amc.2013.10.008
Liu, Z., Liu, F., Zeng, F.: An alternating direction implicit spectral method for solving two dimensional multi-term time fractional mixed diffusion and diffusion-wave equations. Appl. Numer. Math. 136, 139–151 (2019). https://doi.org/10.1016/j.apnum.2018.10.005
Lubich, C.: Discretized fractional calculus. SIAM J. Math. Anal. 17(3), 704–719 (1986). https://doi.org/10.1137/0517050
Luchko, Y.: Initial-boundary-value problems for the generalized multi-term time-fractional diffusion equation. J. Math. Anal. Appl. 374(2), 538–548 (2011). https://doi.org/10.1016/j.jmaa.2010.08.048
Meerschaert, M. M., Tadjeran, C.: Finite difference approximations for fractional advection-dispersion flow equations. J. Comput. Appl. Math. 172(1), 65–77 (2004). https://doi.org/10.1016/j.cam.2004.01.033
Metzler, R., Jeon, J. H., Cherstvy, A. G., Barkai, E.: Anomalous diffusion models and their properties: non-stationarity, non-ergodicity, and ageing at the centenary of single particle tracking. Phys. Chem. Chem. Phys. 16(44), 24,128–24,164 (2014). https://doi.org/10.1039/c4cp03465a
Metzler, R., Klafter, J.: The restaurant at the end of the random walk: recent developments in the description of anomalous transport by fractional dynamics. J. Phys. A 37(31), R161 (2004). https://doi.org/10.1088/0305-4470/37/31/R01
Nigmatullin, R.: The realization of the generalized transfer equation in a medium with fractal geometry. Phys. Stat. Sol. B 133(1), 425–430 (1986). https://doi.org/10.1002/pssb.2221330150
Oldham, K., Spanier, J.: The Fractional Calculus: Theory and Applications of Differentiation and Integration to Arbitrary Order, vol. 111. Elsevier (1974)
Podlubny, I.: Fractional Differential Equations: an Introduction to Fractional Derivatives, Fractional Differential Equations, to Methods of their Solution and some of their Applications, vol. 198. Elsevier (1998)
Qin, S., Liu, F., Turner, I., Vegh, V., Yu, Q., Yang, Q.: Multi-term time-fractional Bloch equations and application in magnetic resonance imaging. J. Comput. Appl. Math. 319, 308–319 (2017). https://doi.org/10.1016/j.cam.2017.01.018
Qin, S., Liu, F., Turner, I. W.: A 2D multi-term time and space fractional Bloch-Torrey model based on bilinear rectangular finite elements. Commun. Nonlinear Sci. Numer. Simul. 56, 270–286 (2018). https://doi.org/10.1016/j.cnsns.2017.08.014
Roop, J. P.: Variational Solution of the Fractional Advection Dispersion Equation. Ph.D. thesis, Clemson University (2004)
Shen, J., Tang, T., Wang, L.: Spectral Methods: Algorithms, Analysis and Applications Springer Series in Computational Mathematics, vol. 41. Springer, Berlin. https://doi.org/10.1007/978-3-540-71041-7 (2011)
Shi, Y. H., Liu, F., Zhao, Y. M., Wang, F. L., Turner, I.: An unstructured mesh finite element method for solving the multi-term time fractional and Riesz space distributed-order wave equation on an irregular convex domain. Appl. Math. Model. 73, 615–636 (2019). https://doi.org/10.1016/j.apm.2019.04.023
Shiralashetti, S. C., Deshi, A. B.: An efficient Haar wavelet collocation method for the numerical solution of multi-term fractional differential equations. Nonlinear Dynam. 83(1-2), 293–303 (2016). https://doi.org/10.1007/s11071-015-2326-4
Srivastava, V., Rai, K. N.: A multi-term fractional diffusion equation for oxygen delivery through a capillary to tissues. Math. Comput. Modelling 51(5-6), 616–624 (2010). https://doi.org/10.1016/j.mcm.2009.11.002
Sun, Z.z., Wu, X.: A fully discrete difference scheme for a diffusion-wave system. Appl. Numer. Math. 56(2), 193–209 (2006). https://doi.org/10.1016/j.apnum.2005.03.003
Tian, W., Zhou, H., Deng, W.: A class of second order difference approximations for solving space fractional diffusion equations. Math. Comp. 84(294), 1703–1727 (2015). https://doi.org/10.1090/S0025-5718-2015-02917-2
Gorenflo, R., Mainardi, F.: Random walk models for space-fractional diffusion processes. Fract. Calc. Appl. Anal. 1(2), 167–191 (1998)
Li, X., Xu, C.: Existence and uniqueness of the weak solution of the space-time fractional diffusion equation and a spectral method approximation. Commun. Comput. Phys. 8(5), 1016–1051 (2010). https://doi.org/10.4208/cicp.020709.221209a
Zheng, M., Liu, F., Anh, V., Turner, I.: A high-order spectral method for the multi-term time-fractional diffusion equations. Appl. Math. Model. 40, 4970–4985 (2016). https://doi.org/10.1016/j.apm.2015.12.011
Ye, H., Liu, F., Anh, V., Turner, I.: Maximum principle and numerical method for the multi-term time-space Riesz-Caputo fractional differential equations. Appl. Math. Comput. 227, 531–540 (2014). https://doi.org/10.1016/j.amc.2013.11.015
Liu, Z., Zeng, S., Bai, Y.: Maximum principles for multi-term space-time variable-order fractional diffusion equations and their applications. Fract. Calc. Appl. Anal. 19(1), 188–211 (2016). https://doi.org/10.1515/fca-2016-0011
Wang, Y., Mei, L., Li, Q., Bu, L.: Split-step spectral G alerkin method for the two-dimensional nonlinear space-fractional Schrö dinger equation. Appl. Numer. Math. 136, 257–278 (2019). https://doi.org/10.1016/j.apnum.2018.10.012
Wang, Z., Vong, S.: Compact difference schemes for the modified anomalous fractional sub-diffusion equation and the fractional diffusion-wave equation. J. Comput. Phys. 277, 1–15 (2014). https://doi.org/10.1016/j.jcp.2014.08.012
Yang, Q., Turner, I., Liu, F., Ilić, M.: Novel numerical methods for solving the time-space fractional diffusion equation in two dimensions. SIAM J. Sci. Comput. 33(3), 1159–1180 (2011). https://doi.org/10.1137/100800634
Yu, Q., Liu, F., Turner, I., Burrage, K.: A computationally effective alternating direction method for the space and time fractional B loch-Torrey equation in 3-D. Appl. Math. Comput. 219(8), 4082–4095 (2012). https://doi.org/10.1016/j.amc.2012.10.056
Zeng, F., Liu, F., Li, C., Burrage, K., Turner, I., Anh, V.: A Crank-Nicolson ADI spectral method for a two-dimensional Riesz space fractional nonlinear reaction-diffusion equation. SIAM. J. Numer. Anal. 52(6), 2599–2622 (2014). https://doi.org/10.1137/130934192
Anh, V.V., Leonenko, N.N.: Spectral analysis of fractional kinetic equations with random data. J. Statist. Phys. 104(5-6), 1349–1387 (2001). https://doi.org/10.1023/A:1010474332598
Zhang, H., Liu, F., Turner, I., Chen, S.: The numerical simulation of the tempered fractional Black-Scholes equation for E uropean double barrier option. Appl. Math. Model. 40(11-12), 5819–5834 (2016). https://doi.org/10.1016/j.apm.2016.01.027
Zhao, X., Sun, Z., Hao, Z.: A fourth-order compact ADI scheme for two-dimensional nonlinear space fractional Schrödinger equation. SIAM J. Sci. Comput. 36(6), A2865–A2886 (2014). https://doi.org/10.1137/140961560
Zheng, M., Liu, F., Turner, I., Anh, V.: A novel high order space-time spectral method for the time fractional Fokker-Planck equation. SIAM J. Sci. Comput. 37(2), A701–A724 (2015). https://doi.org/10.1137/140980545
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(2), 1079–1095 (2008). https://doi.org/10.1137/060673114
Zhuang, P., Liu, F., Anh, V., Turner, I.: Numerical methods for the variable-order fractional advection-diffusion equation with a nonlinear source term. SIAM J. Numer. Anal. 47(3), 1760–1781 (2009). https://doi.org/10.1137/080730597
Funding
This work was funded by the National Natural Science Foundation of China (No.11501441 and 11772046), the Science Challenge Project (No. TZ2016002) and the Australian Research Council via the Discovery Projects (DP180103858 and DP190101889).
Author information
Authors and Affiliations
Corresponding author
Additional information
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
Wang, Y., Liu, F., Mei, L. et al. A novel alternating-direction implicit spectral Galerkin method for a multi-term time-space fractional diffusion equation in three dimensions. Numer Algor 86, 1443–1474 (2021). https://doi.org/10.1007/s11075-020-00940-7
Received:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s11075-020-00940-7