Research article Special Issues

Numerical investigation of the dynamics for a normalized time-fractional diffusion equation

  • Received: 05 July 2024 Revised: 02 September 2024 Accepted: 11 September 2024 Published: 13 September 2024
  • MSC : 35R11, 80M20, 39A14

  • In this study, we proposed a normalized time-fractional diffusion equation and conducted a numerical investigation of the dynamics of the proposed equation. We discretized the governing equation by using a finite difference method. The proposed normalized time-fractional diffusion equation features a different time scale compared to the conventional time-fractional diffusion equation. This distinct time scale provides an intuitive understanding of the fractional time derivative, which represents a weighted average of the temporal history of the time derivative. Furthermore, the sum of the weight function is one for all values of the fractional parameter and time. The primary advantage of the proposed model over conventional time-fractional equations is the unity property of the sum of the weight function, which allows us to investigate the effects of the fractional order on the evolutionary dynamics of time-fractional equations. To highlight the differences in performance between the conventional and normalized time-fractional diffusion equations, we have conducted several numerical experiments.

    Citation: Chaeyoung Lee, Yunjae Nam, Minjoon Bang, Seokjun Ham, Junseok Kim. Numerical investigation of the dynamics for a normalized time-fractional diffusion equation[J]. AIMS Mathematics, 2024, 9(10): 26671-26687. doi: 10.3934/math.20241297

    Related Papers:

  • In this study, we proposed a normalized time-fractional diffusion equation and conducted a numerical investigation of the dynamics of the proposed equation. We discretized the governing equation by using a finite difference method. The proposed normalized time-fractional diffusion equation features a different time scale compared to the conventional time-fractional diffusion equation. This distinct time scale provides an intuitive understanding of the fractional time derivative, which represents a weighted average of the temporal history of the time derivative. Furthermore, the sum of the weight function is one for all values of the fractional parameter and time. The primary advantage of the proposed model over conventional time-fractional equations is the unity property of the sum of the weight function, which allows us to investigate the effects of the fractional order on the evolutionary dynamics of time-fractional equations. To highlight the differences in performance between the conventional and normalized time-fractional diffusion equations, we have conducted several numerical experiments.



    加载中


    [1] J. J. Liu, M. Yamamoto, A backward problem for the time-fractional diffusion equation, Appl. Anal., 89 (2010), 1769–1788. https://doi.org/10.1080/00036810903479731 doi: 10.1080/00036810903479731
    [2] L. Feng, I. Turner, P. Perré, K. Burrage, The use of a time-fractional transport model for performing computational homogenisation of 2D heterogeneous media exhibiting memory effects, J. Comput. Phys., 480 (2023), 112020. https://doi.org/10.1016/j.jcp.2023.112020 doi: 10.1016/j.jcp.2023.112020
    [3] M. Biglari, A. R. Soheili, Efficient simulation of two-dimensional time-fractional Navier–Stokes equations using RBF-FD approach, Eng. Anal. Bound. Elem., 160 (2024), 134–159. https://doi.org/10.1016/j.enganabound.2023.12.021 doi: 10.1016/j.enganabound.2023.12.021
    [4] F. A. Rihan, Q. M. Al-Mdallal, H. J. AlSakaji, A. Hashish, A fractional-order epidemic model with time-delay and nonlinear incidence rate, Chaos Soliton. Fract., 126 (2019), 97–105. https://doi.org/10.1016/j.chaos.2019.05.039 doi: 10.1016/j.chaos.2019.05.039
    [5] M. Inc, The approximate and exact solutions of the space-and time-fractional Burgers equations with initial conditions by variational iteration method, J. Math. Anal. Appl., 345 (2008), 476–484. https://doi.org/10.1016/j.jmaa.2008.04.007 doi: 10.1016/j.jmaa.2008.04.007
    [6] J. G. Liu, J. Zhang, A new approximate method to the time fractional damped Burger equation, AIMS Math., 8 (2023), 13317–13324. https://doi.org/10.3934/math.2023674 doi: 10.3934/math.2023674
    [7] A. M. Zidan, A. Khan, R. Shah, M. K. Alaoui, W. Weera, Evaluation of time-fractional Fisher's equations with the help of analytical methods, AIMS Math., 7 (2022), 18746–66. https://doi.org/10.3934/math.20221031 doi: 10.3934/math.20221031
    [8] X. Qin, X. Yang, P. Lyu, A class of explicit implicit alternating difference schemes for generalized time fractional Fisher equation, AIMS Math., 6 (2021), 11449–11466. https://doi.org/10.3934/math.2021663 doi: 10.3934/math.2021663
    [9] W. Chen, X. Xu, S. P. Zhu, Analytically pricing double barrier options based on a time-fractional Black–Scholes equation, Comput. Math. Appl., 69 (2015), 1407–1419. https://doi.org/10.1016/j.camwa.2015.03.025 doi: 10.1016/j.camwa.2015.03.025
    [10] A. Golbabai, O. Nikan, T. Nikazad, Numerical analysis of time fractional Black–Scholes European option pricing model arising in financial market, Comput. Appl. Math., 38 (2019), 1–24. https://doi.org/10.1007/s40314-019-0957-7 doi: 10.1007/s40314-019-0957-7
    [11] H. Zhang, F. Liu, I. Turner, Q. Yang, Numerical solution of the time fractional Black–Scholes model governing European options, Comput. Math. Appl., 71 (2016), 1772–1783. https://doi.org/10.1016/j.camwa.2016.02.007 doi: 10.1016/j.camwa.2016.02.007
    [12] Q. Du, J. Yang, Z. Zhou, Time-fractional Allen–Cahn equations: analysis and numerical methods, J. Sci. Comput., 85 (2020), 42. https://doi.org/10.1007/s10915-020-01351-5 doi: 10.1007/s10915-020-01351-5
    [13] H. Liu, A. Cheng, H. Wang, J. Zhao, Time-fractional Allen–Cahn and Cahn–Hilliard phase-field models and their numerical investigation, Comput. Math. Appl., 76 (2018), 1876–1892. https://doi.org/10.1016/j.jocs.2023.102114 doi: 10.1016/j.jocs.2023.102114
    [14] B. Derbissaly, M. Sadybekov, Inverse source problem for multi-term time-fractional diffusion equation with nonlocal boundary conditions, AIMS Math., 9 (2024), 9969–9988. https://doi.org/10.3934/math.2024488 doi: 10.3934/math.2024488
    [15] W. M. Abd-Elhameed, H. M. Ahmed, Spectral solutions for the time-fractional heat differential equation through a novel unified sequence of Chebyshev polynomials, AIMS Math., 9 (2024), 2137–2166. https://doi.org/10.3934/math.2024107 doi: 10.3934/math.2024107
    [16] Y. E. Aghdam, H. Mesgarani, Z. Asadi, V. T. Nguyen, Investigation and analysis of the numerical approach to solve the multi-term time-fractional advection-diffusion model, AIMS Math., 8 (2023), 29474. https://doi.org/10.3934/math.20231509 doi: 10.3934/math.20231509
    [17] J. Kim, S. Kwak, H. G. Lee, Y. Hwang, S. Ham, A maximum principle of the Fourier spectral method for diffusion equations, Electron. Res. Arch., 31 (2023), 5396–5405. https://doi.org/10.3934/era.2023273 doi: 10.3934/era.2023273
    [18] J. M. Carcione, Theory and modeling of constant-Q P-and S-waves using fractional time derivatives, Geophysics, 74 (2009), T1–T11. https://doi.org/10.1190/1.3008548 doi: 10.1190/1.3008548
    [19] J. M. Carcione, F. Cavallini, F. Mainardi, A. Hanyga, Time-domain modeling of constant-Q seismic waves using fractional derivatives, Pure Appl. Geophys., 159 (2002), 1719–1736. https://doi.org/10.1007/s00024-002-8705-z doi: 10.1007/s00024-002-8705-z
    [20] S. Ham, J. Kim, Stability analysis for a maximum principle preserving explicit scheme of the Allen–Cahn equation, Math. Comput. Simul., 207 (2023), 453–465. https://doi.org/10.1016/j.matcom.2023.01.016 doi: 10.1016/j.matcom.2023.01.016
    [21] J. Wang, Z. Han, W. Jiang, J. Kim, A fast, efficient, and explicit phase-field model for 3D mesh denoising, Appl. Math. Comput., 458 (2023), 128239. https://doi.org/10.1016/j.amc.2023.128239 doi: 10.1016/j.amc.2023.128239
    [22] J. W. Thomas, Numerical partial differential equations: finite difference methods in Springer Science & Business Media (2013).
    [23] M. Sarboland, A. Aminataei, On the numerical solution of time fractional Black-Scholes equation, Int. J. Comput. Math., 99 (2022), 1736–1753. https://doi.org/10.1080/00207160.2021.2011248 doi: 10.1080/00207160.2021.2011248
    [24] J. Huang, Z. Cen, J. Zhao, An adaptive moving mesh method for a time-fractional Black–-Scholes equation, Adv. Differ. Equ., 2019 (2019), 1–14. https://doi.org/10.1186/s13662-019-2453-1 doi: 10.1186/s13662-019-2453-1
    [25] B. Xia, R. Yu, X. Song, X. Zhang, J. Kim, An efficient data assimilation algorithm using the Allen–Cahn equation, Eng. Anal. Bound. Elem., 155 (2023), 511–517. https://doi.org/10.1016/j.enganabound.2023.06.029 doi: 10.1016/j.enganabound.2023.06.029
    [26] Y. Hwang, I. Kim, S. Kwak, S. Ham, S. Kim, J. Kim, Unconditionally stable monte carlo simulation for solving the multi-dimensional Allen–Cahn equation, Electron. Res. Arch., 31 (2023), 5104–5123. https://doi.org/10.3934/era.2023261 doi: 10.3934/era.2023261
    [27] Y. Hwang, S. Ham, C. Lee, G. Lee, S. Kang, J. Kim, A simple and efficient numerical method for the Allen–Cahn equation on effective symmetric triangular meshes, Electron. Res. Arch., 31 (2023), 4557–4578. https://doi.org/10.3934/era.2023233 doi: 10.3934/era.2023233
    [28] C. Lee, S. Kim, S. Kwak, Y. Hwang, S. Ham, S. Kang, J. Kim, Semi-automatic fingerprint image restoration algorithm using a partial differential equation, AIMS Math., 8 (2023), 27528-27541. https://doi.org/10.3934/math.20231408 doi: 10.3934/math.20231408
    [29] Z. W. Fang, H. W. Sun, H. Wang, A fast method for variable-order Caputo fractional derivative with applications to time-fractional diffusion equations, Comput. Math. Appl., 80 (2020), 1443–1458. https://doi.org/10.1016/j.camwa.2020.07.009 doi: 10.1016/j.camwa.2020.07.009
  • 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(471) PDF downloads(56) Cited by(1)

Article outline

Figures and Tables

Figures(9)

/

DownLoad:  Full-Size Img  PowerPoint
Return
Return

Catalog