Research article

On numerical solution of two-dimensional variable-order fractional diffusion equation arising in transport phenomena

  • Received: 09 August 2023 Revised: 29 September 2023 Accepted: 12 October 2023 Published: 29 November 2023
  • MSC : 35R11, 65M06, 65M12

  • In recent years, the application of variable-order (VO) fractional differential equations for describing complex physical phenomena ranging from biology, hydrology, mechanics and viscoelasticity to fluid dynamics has become one of the most hot topics in the context of scientific modeling. An interesting aspect of VO operators is their capability to address the behavior of scientific and engineering systems with time and spatially varying properties. The VO fractional diffusion equation is a fundamental model that allows transitions among sub-diffusive, diffusive and super-diffusive behaviors without altering the underlying governing equations. In this paper, we considered the two-dimensional fractional diffusion equation with the Caputo time VO derivative, which is essential for describing anomalous diffusion in real-world complex systems. A new Crank-Nicolson (C-N) difference scheme and an efficient explicit decoupled group (EDG) method were proposed to solve the problem under consideration. The proposed EDG method is based on a skewed difference scheme in conjunction with a grouping procedure of the solution grid points. Special attention was devoted to investigating the stability and convergence of the proposed methods. Three numerical examples with known exact analytical solutions were provided to illustrate our considerations. The proposed methods were shown to be stable and convergent theoretically as well as numerically. In addition, a comparative study was done between the EDG method and the C-N difference scheme. It was found that the proposed methods are accurate in simulating the considered problem, while the EDG method is superior to the C-N difference method in terms of Central Processing Unit (CPU) timing, verifying the efficiency of the former method in solving the VO problem.

    Citation: Fouad Mohammad Salama, Faisal Fairag. On numerical solution of two-dimensional variable-order fractional diffusion equation arising in transport phenomena[J]. AIMS Mathematics, 2024, 9(1): 340-370. doi: 10.3934/math.2024020

    Related Papers:

  • In recent years, the application of variable-order (VO) fractional differential equations for describing complex physical phenomena ranging from biology, hydrology, mechanics and viscoelasticity to fluid dynamics has become one of the most hot topics in the context of scientific modeling. An interesting aspect of VO operators is their capability to address the behavior of scientific and engineering systems with time and spatially varying properties. The VO fractional diffusion equation is a fundamental model that allows transitions among sub-diffusive, diffusive and super-diffusive behaviors without altering the underlying governing equations. In this paper, we considered the two-dimensional fractional diffusion equation with the Caputo time VO derivative, which is essential for describing anomalous diffusion in real-world complex systems. A new Crank-Nicolson (C-N) difference scheme and an efficient explicit decoupled group (EDG) method were proposed to solve the problem under consideration. The proposed EDG method is based on a skewed difference scheme in conjunction with a grouping procedure of the solution grid points. Special attention was devoted to investigating the stability and convergence of the proposed methods. Three numerical examples with known exact analytical solutions were provided to illustrate our considerations. The proposed methods were shown to be stable and convergent theoretically as well as numerically. In addition, a comparative study was done between the EDG method and the C-N difference scheme. It was found that the proposed methods are accurate in simulating the considered problem, while the EDG method is superior to the C-N difference method in terms of Central Processing Unit (CPU) timing, verifying the efficiency of the former method in solving the VO problem.



    加载中


    [1] O. Nave, Analysis of the two-dimensional polydisperse liquid sprays in a laminar boundary layer flow using the similarity transformation method, Adv. Model. and Simul. in Eng. Sci., 2 (2015), 20. https://doi.org/10.1186/s40323-015-0042-8 doi: 10.1186/s40323-015-0042-8
    [2] A. Lozynskyy, A. Chaban, T. Perzynski, A. Szafraniec, L. Kasha, Application of fractional-order calculus to improve the mathematical model of a two-mass system with a long shaft, Energies, 14 (2021), 1854. https://doi.org/10.3390/en14071854 doi: 10.3390/en14071854
    [3] M. I. Asjad, R. Ali, A. Iqbal, T. Muhammad, Y. M. Chu, Application of water based drilling clay-nanoparticles in heat transfer of fractional maxwell fluid over an infinite flat surface, Sci. Rep., 11 (2021), 18833. https://doi.org/10.1038/s41598-021-98066-w doi: 10.1038/s41598-021-98066-w
    [4] D. Baleanu, A. Fernandez, A. Akgl, On a fractional operator combining proportional and classical differintegrals, Mathematics, 8 (2020), 360. https://doi.org/10.3390/math8030360 doi: 10.3390/math8030360
    [5] G. Liu, S. Li, J. Wang, New green-ampt model based on fractional derivative and its application in 3d slope stability analysis, J. Hydrol., 603 (2021), 127084. https://doi.org/10.1016/j.jhydrol.2021.127084 doi: 10.1016/j.jhydrol.2021.127084
    [6] P. Kumar, V. S. Erturk, R. Banerjee, M. Yavuz, V. Govindaraj, Fractional modeling of plankton-oxygen dynamics under climate change by the application of a recent numerical algorithm, Phys. Scr., 96 (2021), 124044. https://doi.org/10.1088/1402-4896/ac2da7 doi: 10.1088/1402-4896/ac2da7
    [7] M. Inc, B. Acay, H. W. Berhe, A. Yusuf, A. Khan, S. W. Yao, Analysis of novel fractional COVID-19 model with real-life data application, Results Phys., 23 (2021), 103968. https://doi.org/10.1016/j.rinp.2021.103968 doi: 10.1016/j.rinp.2021.103968
    [8] W. Y. Shen, Y. M. Chu, M. ur Rahman, I. Mahariq, A. Zeb, Mathematical analysis of hbv and hcv co-infection model under nonsingular fractional order derivative, Results Phys., 28 (2021), 104582. https://doi.org/10.1016/j.rinp.2021.104582 doi: 10.1016/j.rinp.2021.104582
    [9] I. Podlubny, Fractional differential equations: an introduction to fractional derivatives, fractional differential equations, to methods of their solution and some of their applications, New York: Academic Press, 1999.
    [10] A. A. Kilbas, H. M. Srivastava, J. J. Trujillo, Theory and applications of fractional differential equations, Amsterdam: Elsevier Science, 2006.
    [11] C. Li, F. Zeng, Numerical methods for fractional calculus, Boca Raton: CRC Press, 2015.
    [12] G. S. Teodoro, J. A. T. Machado, E. C. de Oliveira, A review of definitions of fractional derivatives and other operators, J. Comput. Phys., 388 (2019), 195–208. https://doi.org/10.1016/j.jcp.2019.03.008 doi: 10.1016/j.jcp.2019.03.008
    [13] M. D. Ortigueira, J. A. T. Machado, What is a fractional derivative, J. Comput. Phys., 293 (2015), 4–13. https://doi.org/10.1016/j.jcp.2014.07.019 doi: 10.1016/j.jcp.2014.07.019
    [14] V. E. Tarasov, No nonlocality. no fractional derivative, Commun. Nonlinear Sci., 62 (2018), 157–163. https://doi.org/10.1016/j.cnsns.2018.02.019 doi: 10.1016/j.cnsns.2018.02.019
    [15] H. G. Sun, W. Chen, H. Wei, Y. Q. Chen, A comparative study of constant-order and variable-order fractional models in characterizing memory property of systems, Eur. Phys. J. Spec. Top., 193 (2011), 185–192. https://doi.org/10.1140/epjst/e2011-01390-6 doi: 10.1140/epjst/e2011-01390-6
    [16] S. G. Samko, B. Ross, Integration and differentiation to a variable fractional order, Integr. Transf. Spec. F., 1 (1993), 277–300. https://doi.org/10.1080/10652469308819027 doi: 10.1080/10652469308819027
    [17] C. F. Lorenzo, T. T. Hartley, Initialization, conceptualization, and application in the generalized (fractional) calculus, Crit. Rev. Biomed. Eng., 35 (2007), 447–553. https://doi.org/10.1615/CritRevBiomedEng.v35.i6.10 doi: 10.1615/CritRevBiomedEng.v35.i6.10
    [18] C. F. Lorenzo, T. T. Hartley, Variable order and distributed order fractional operators, Nonlinear Dynamics, 29 (2002), 57–98. https://doi.org/10.1023/A:1016586905654 doi: 10.1023/A:1016586905654
    [19] C. F. Coimbra, Mechanics with variable-order differential operators, Ann. Phys., 515 (2003), 692–703. https://doi.org/10.1002/andp.200351511-1203 doi: 10.1002/andp.200351511-1203
    [20] X. Zheng, H. Wang, Optimal-order error estimates of finite element approximations to variable-order time-fractional diffusion equations without regularity assumptions of the true solution, IMA J. Numer. Anal., 41 (2021), 1522–1545. https://doi.org/10.1093/imanum/draa013 doi: 10.1093/imanum/draa013
    [21] P. Pandey, J. F. Gomez-Aguilar, On solution of a class of nonlinear variable order fractional reaction-diffusion equation with mittag-effler kernel, Numer. Meth. Part. D. E., 37 (2021), 998–1011. https://doi.org/10.1002/num.22563 doi: 10.1002/num.22563
    [22] M. Hosseininia, M. H. Heydari, F. M. M. Ghaini, A numerical method for variable-order fractional version of the coupled 2d burgers equations by the 2D chelyshkov polynomials, Math. Method. Appl. Sci., 44 (2021), 6482–6499. https://doi.org/10.1002/mma.7199 doi: 10.1002/mma.7199
    [23] H. Hassani, Z. Avazzadeh, J. A. T. Machado, Numerical approach for solving variable-order space-time fractional telegraph equation using transcendental Bernstein series, Engineering with Computers, 36 (2020), 867–878. https://doi.org/10.1007/s00366-019-00736-x doi: 10.1007/s00366-019-00736-x
    [24] K. Sadri, H. Aminikhah, An efficient numerical method for solving a class of variable-order fractional mobile-immobile advection-dispersion equations and its convergence analysis, Chaos Soliton. Fract., 146 (2021), 110896. https://doi.org/10.1016/j.chaos.2021.110896 doi: 10.1016/j.chaos.2021.110896
    [25] M. Hosseininia, M. H. Heydari, C. Cattani, A wavelet method for non-linear variable-order time fractional 2D Schrodinger equation, Discrete Cont. Dyn.-S, 14 (2021), 2273–2295. https://doi.org/10.3934/dcdss.2020295 doi: 10.3934/dcdss.2020295
    [26] M. D. Ortigueira, D. Valerio, J. T. Machado, Variable order fractional systems, Commun. Nonlinear Sci., 71 (2019), 231–243. https://doi.org/10.1016/j.cnsns.2018.12.003 doi: 10.1016/j.cnsns.2018.12.003
    [27] H. Wang, X. Zheng, Wellposedness and regularity of the variable-order time-fractional diffusion equations, J. Math. Anal. Appl., 475 (2019), 1778–1802. https://doi.org/10.1016/j.jmaa.2019.03.052 doi: 10.1016/j.jmaa.2019.03.052
    [28] R. Almeida, D. Tavares, D. F. M. Torres, The variable-order fractional calculus of variations, Heidelberg: Springer, 2019. https://doi.org/10.1007/978-3-319-94006-9
    [29] N. H. Sweilam, S. M. Al-Mekhlafi, A. O. Albalawi, J. A. T. Machado, Optimal control of variable-order fractional model for delay cancer treatments, Appl. Math. Model., 89 (2021), 1557–1574. https://doi.org/10.1016/j.apm.2020.08.012 doi: 10.1016/j.apm.2020.08.012
    [30] G. Xiang, D. Yin, R. Meng, C. Cao, Predictive model for stress relaxation behavior of glassy polymers based on variable-order fractional calculus, Polym. Advan. Technol., 32 (2021), 703–713. https://doi.org/10.1002/pat.5123 doi: 10.1002/pat.5123
    [31] X. Liu, D. Li, C. Han, Y. Shao, A Caputo variable-order fractional damage creep model for sandstone considering effect of relaxation time, Acta Geotech., 17 (2022), 153–167. https://doi.org/10.1007/s11440-021-01230-9 doi: 10.1007/s11440-021-01230-9
    [32] W. Fei, L. Jie, Z. Quanle, L. Cunbao, C. Jie, G. Renbo, A triaxial creep model for salt rocks based on variable-order fractional derivative, Mech. Time-Depend. Mater., 25 (2021), 101–118. https://doi.org/10.1007/s11043-020-09470-0 doi: 10.1007/s11043-020-09470-0
    [33] H. Jahanshahi, S. S. Sajjadi, S. Bekiros, A. A. Aly, On the development of variable-order fractional hyperchaotic economic system with a nonlinear model predictive controller, Chaos Soliton. Fract., 144 (2021), 110698. https://doi.org/10.1016/j.chaos.2021.110698 doi: 10.1016/j.chaos.2021.110698
    [34] J. Fan, T. Gu, P. Wang, W. Cai, X. Fan, G. Zhang, Constitutive modeling of sintered nano-silver particles: A variable-order fractional model versus an anand model, 2021 22nd International Conference on Thermal, Mechanical and Multi-Physics Simulation and Experiments in Microelectronics and Microsystems (EuroSimE), St. Julian, Malta, 2021, 1–4 https://doi.org/10.1109/EuroSimE52062.2021.9410807
    [35] S. Patnaik, J. P. Hollkamp, F. Semperlotti, Applications of variable-order fractional operators: a review, P. Royal Soc. A-Math. Phy., 476 (2020), 20190498. https://doi.org/10.1098/rspa.2019.0498 doi: 10.1098/rspa.2019.0498
    [36] H. Sun, A. Chang, Y. Zhang, W. Chen, A review on variable-order fractional differential equations: mathematical foundations, physical models, numerical methods and applications, Fract. Calc. Appl. Anal., 22 (2019), 27–59. https://doi.org/10.1515/fca-2019-0003 doi: 10.1515/fca-2019-0003
    [37] M. R. S. Ammi, I. Jamiai, D. F. Torres, Finite element approximation for a class of Caputo time-fractional diffusion equations, Comput. Math. Appl., 78 (2019), 1334–1344. https://doi.org/10.1016/j.camwa.2019.05.031 doi: 10.1016/j.camwa.2019.05.031
    [38] B. Li, H. Luo, X. Xie, Analysis of a time-stepping scheme for time fractional diffusion problems with nonsmooth data, SIAM J. Numer. Anal., 57 (2019), 779–798. https://doi.org/10.1137/18M118414X doi: 10.1137/18M118414X
    [39] U. Ali, M. Sohail, M. Usman, F. A. Abdullah, I. Khan, K. S. Nisar, Fourth-order difference approximation for time-fractional modified sub-diffusion equation, Symmetry, 12 (2020), 691. https://doi.org/10.3390/sym12050691 doi: 10.3390/sym12050691
    [40] N. H. Tuan, Y. E. Aghdam, H. Jafari, H. Mesgarani, A novel numerical manner for two‐dimensional space fractional diffusion equation arising in transport phenomena, Numer. Meth. Part. D. E., 37 (2021), 1397–1406. https://doi.org/10.1002/num.22586 doi: 10.1002/num.22586
    [41] F. M. Salama, N. H. M. Ali, Computationally efficient hybrid method for the numerical solution of the 2D time fractional advection-diffusion equation, Int. J. Math. Eng. Manag., 5 (2020), 432–446. https://doi.org/10.33889/IJMEMS.2020.5.3.036 doi: 10.33889/IJMEMS.2020.5.3.036
    [42] N. Dhiman, M. Huntul, M. Tamsir, A modified trigonometric cubic b-spline collocation technique for solving the time-fractional diffusion equation, Eng. Computation., 38 (2021), 2921–2936. https://doi.org/10.1108/EC-06-2020-0327 doi: 10.1108/EC-06-2020-0327
    [43] F. M. Salama, N. H. M. Ali, N. N. A. Hamid, Fast $O(N)$ hybrid Laplace transform-finite difference method in solving 2D time fractional diffusion equation, J. Math. Comput. Sci., 23 (2021), 110–123. https://doi.org/10.22436/jmcs.023.02.04 doi: 10.22436/jmcs.023.02.04
    [44] F. M. Salama, N. N. A. Hamid, N. H. M. Ali, U. Ali, An efficient modified hybrid explicit group iterative method for the time-fractional diffusion equation in two space dimension, AIMS Mathematics, 7 (2022), 2370–2392. https://doi.org/10.3934/math.2022134 doi: 10.3934/math.2022134
    [45] F. M. Salama, N. N. A. Hamid, U. Ali, N. H. M. Ali, Fast hybrid explicit group methods for solving 2d fractional advection-diffusion equation, AIMS Mathematics, 7 (2022), 15854–15880. https://doi.org/10.3934/math.2022868 doi: 10.3934/math.2022868
    [46] M. A. Khan, N. Alias, U. Ali, A new fourth-order grouping iterative method for the time fractional sub-diffusion equation having a weak singularity at initial time, AIMS Mathematics, 8 (2023), 3725–13746. https://doi.org/10.3934/math.2023697 doi: 10.3934/math.2023697
    [47] U. Ali, M. Sohail, F. A. Abdullah, An efficient numerical scheme for variable-order fractional sub-diffusion equation, Symmetry, 12 (2020), 1437. https://doi.org/10.3390/sym12091437 doi: 10.3390/sym12091437
    [48] F. R. Lin, Q. Y. Wang, X. Q. Jin, Crank-Nicolson-Weighted-Shifted-Grunwald-difference schemes for space riesz variable-order fractional diffusion equations, Numer. Algor., 87 (2021), 601–631. https://doi.org/10.1007/s11075-020-00980-z doi: 10.1007/s11075-020-00980-z
    [49] U. Ali, M. Naeem, F. A. Abdullah, M. K. Wang, F. M. Salama, Analysis and implementation of numerical scheme for the variable-order fractional modified sub-diffusion equation, Fractals, 30 (2022), 2240253. https://doi.org/10.1142/S0218348X22402538 doi: 10.1142/S0218348X22402538
    [50] J. Jia, H. Wang, X. Zheng, A preconditioned fast finite element approximation to variable-order time-fractional diffusion equations in multiple space dimension, Appl. Numer. Math., 163 (2021), 15–29. https://doi.org/10.1016/j.apnum.2021.01.001 doi: 10.1016/j.apnum.2021.01.001
    [51] M. H. Heydari, Z. Avazzadeh, M. F. Haromi, A wavelet approach for solving multi-term variable-order time fractional diffusion-wave equation, Appl. Math. Comput., 341 (2019), 215–228. https://doi.org/10.1016/j.amc.2018.08.034 doi: 10.1016/j.amc.2018.08.034
    [52] S. Wei, W. Chen, Y. Zhang, H. Wei, R. M. Garrard, A local radial basis function collocation method to solve the variable-order time fractional diffusion equation in a two-dimensional irregular domain, Numer. Meth. Part. D. E., 34 (2018), 1209–1223. https://doi.org/10.1002/num.22253 doi: 10.1002/num.22253
    [53] J. Jia, H. Wang, X. Zheng, A fast collocation approximation to a two-sided variable-order space-fractional diffusion equation and its analysis, J. Comput. Appl. Math., 388 (2021), 13234. https://doi.org/10.1016/j.cam.2020.113234 doi: 10.1016/j.cam.2020.113234
    [54] X. Y. Li, B. Y. Wu, Iterative reproducing kernel method for nonlinear variable-order space fractional diffusion equations, Int. J. Comput. Math., 95 (2018), 1210–1221. https://doi.org/10.1080/00207160.2017.1398325 doi: 10.1080/00207160.2017.1398325
    [55] F. M. Salama, N. H. M. Ali, N. N. A. Hamid, Efficient hybrid group iterative methods in the solution of two-dimensional time fractional cable equation, Adv. Differ. Equ., 2020 (2020), 257. https://doi.org/10.1186/s13662-020-02717-7 doi: 10.1186/s13662-020-02717-7
    [56] M. A. Khan, N. H. M. Ali, N. N. A. Hamid, A new fourth-order explicit group method in the solution of two-dimensional fractional rayleigh-stokes problem for a heated generalized second-grade fluid, Adv. Differ. Equ., 2020 (2020), 598. https://doi.org/10.1186/s13662-020-03061-6 doi: 10.1186/s13662-020-03061-6
    [57] A. Ali, T. Abdeljawad, A. Iqbal, T. Akram, M. Abbas, On unconditionally stable new modified fractional group iterative scheme for the solution of 2D time-fractional telegraph model, Symmetry, 13 (2021), 2078. https://doi.org/10.3390/sym13112078 doi: 10.3390/sym13112078
    [58] F. M. Salama, A. T. Balasim, U. Ali, M. A. Khan, Efficient numerical simulations based on an explicit group approach for the time fractional advection-diffusion reaction equation, Comput. Appl. Math., 42 (2023), 157. https://doi.org/10.1007/s40314-023-02278-x doi: 10.1007/s40314-023-02278-x
    [59] N. Abdi, H. Aminikhah, A. H. R. Sheikhani, On rotated grid point iterative method for solving 2d fractional reaction-subdiffusion equation with Caputo-Fabrizio operator, J. Differ. Equ. Appl., 27 (2021), 1134–1160. https://doi.org/10.1080/10236198.2021.1965592 doi: 10.1080/10236198.2021.1965592
    [60] F. M. Salama, U. Ali, A. Ali, Numerical solution of two-dimensional time fractional mobile/immobile equation using explicit group methods, Int. J. Appl. Comput. Math., 8 (2022), 188. https://doi.org/10.1007/s40819-022-01408-z doi: 10.1007/s40819-022-01408-z
    [61] Z. Liu, X. Li, A Crank-Nicolson difference scheme for the time variable fractional mobile-immobile advection-dispersion equation, J. Appl. Math. Comput., 56 (2018), 391–410. https://doi.org/10.1007/s12190-016-1079-7 doi: 10.1007/s12190-016-1079-7
    [62] A. R. Abdullah, The four point explicit decoupled group (EDG) method: A fast Poisson solver, Int. J. Comput. Math., 38 (1991), 61–70. https://doi.org/10.1080/00207169108803958 doi: 10.1080/00207169108803958
    [63] X. M. Gu, H. W. Sun, Y. L. Zhao, X. Zheng, An implicit difference scheme for time-fractional diffusion equations with a time-invariant type variable order, Appl. Math. Lett., 120 (2021), 107270. https://doi.org/10.1016/j.aml.2021.107270 doi: 10.1016/j.aml.2021.107270
  • Reader Comments
  • © 2024 the Author(s), licensee AIMS Press. This is an open access article distributed under the terms of the Creative Commons Attribution License (http://creativecommons.org/licenses/by/4.0)
通讯作者: 陈斌, bchen63@163.com
  • 1. 

    沈阳化工大学材料科学与工程学院 沈阳 110142

  1. 本站搜索
  2. 百度学术搜索
  3. 万方数据库搜索
  4. CNKI搜索

Metrics

Article views(952) PDF downloads(84) Cited by(3)

Article outline

Figures and Tables

Figures(7)  /  Tables(4)

Other Articles By Authors

/

DownLoad:  Full-Size Img  PowerPoint
Return
Return

Catalog