Moving collocation methods for time fractional differential equations and simulation of blowup

A moving collocation method is proposed and implemented to solve time fractional differential equations. The method is derived by writing the fractional differential equation into a form of time difference equation. The method is stable and has a third-order convergence in space and first-order convergence in time for either linear or nonlinear equations. In addition, the method is used to simulate the blowup in the nonlinear equations.

[1]  Weizhang Huang,et al.  Moving mesh partial differential equations (MMPDES) based on the equidistribution principle , 1994 .

[2]  V. Thomée,et al.  Numerical solution via Laplace transforms of a fractional order evolution equation , 2010 .

[3]  R. Russell,et al.  Precise computations of chemotactic collapse using moving mesh methods , 2005 .

[4]  Robert D. Russell,et al.  MOVCOL4: A Moving Mesh Code for Fourth-Order Time-Dependent Partial Differential Equations , 2007, SIAM J. Sci. Comput..

[5]  Pingwen Zhang,et al.  Moving mesh methods in multiple dimensions based on harmonic maps , 2001 .

[6]  Yunqing Huang,et al.  Moving mesh methods with locally varying time steps , 2004 .

[7]  Fawang Liu,et al.  Numerical method and analytical technique of the modified anomalous subdiffusion equation with a nonlinear source term , 2009, J. Comput. Appl. Math..

[8]  Guy Jumarie,et al.  A Fokker-Planck equation of fractional order with respect to time , 1992 .

[9]  Weihua Deng,et al.  Finite Element Method for the Space and Time Fractional Fokker-Planck Equation , 2008, SIAM J. Numer. Anal..

[10]  I. Podlubny Fractional differential equations , 1998 .

[11]  W. Schneider,et al.  Fractional diffusion and wave equations , 1989 .

[12]  Robert D. Russell,et al.  Moving Mesh Methods for Problems with Blow-Up , 1996, SIAM J. Sci. Comput..

[13]  V. Thomée,et al.  Maximum-norm error analysis of a numerical solution via Laplace transformation and quadrature of a fractional-order evolution equation , 2010 .

[14]  Weizhang Huang,et al.  A moving collocation method for solving time dependent partial differential equations , 1996 .

[15]  Shyam L. Kalla,et al.  Numerical treatment of fractional heat equations , 2008 .

[16]  Chuanju Xu,et al.  Finite difference/spectral approximations for the time-fractional diffusion equation , 2007, J. Comput. Phys..

[17]  Weihua Deng,et al.  Numerical algorithm for the time fractional Fokker-Planck equation , 2007, J. Comput. Phys..

[18]  Robert D. Russell,et al.  Adaptivity with moving grids , 2009, Acta Numerica.

[19]  Hermann Brunner,et al.  Blowup in diffusion equations: a survey , 1998 .

[20]  John M. Stockie,et al.  A moving mesh method with variable mesh relaxation time , 2008 .

[21]  Tao Tang,et al.  Adaptive Mesh Methods for One- and Two-Dimensional Hyperbolic Conservation Laws , 2003, SIAM J. Numer. Anal..

[22]  Robert D. Russell,et al.  A study of moving mesh PDE methods for numerical simulation of blowup in reaction diffusion equations , 2008, J. Comput. Phys..

[23]  Kaili Xiang,et al.  Numerical simulation of blowup in nonlocal reaction-diffusion equations using a moving mesh method , 2009 .