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1. Introduction
In this paper, the following space–time tempered fractional convection–diffusion equation is considered:
The
According to the relationship between Caputo fractional derivative and Riemann–Liouville fractional derivative [4], we can deduce the following by simple calculation:
Substituting Equation (6) into Problem (1), then Problem (1) can be equivalently transformed and rewritten as follows:
Fractional derivative has been proposed for a long time. Due to the lack of understanding of its application in the real world, it is gradually known and studied by many scholars in the last half century. Fractional differential equations derived from fractional derivatives are widely used in many fields, such as groundwater hydrology, finance, plasma physics, and biology [5–12]. Because of the nonlocality of fractional derivatives, the analytical solutions of fractional differential equations are difficult to obtain, so it is urgent to develop numerical methods for solving fractional differential equations. Many scholars have done a lot of important work on fractional differential models and their numerical solutions [13–23].
Fractional differential equations include time-fractional differential equations, space fractional differential equations, and space–time fractional differential equations. Caputo fractional derivative generally describes time-fractional derivative, and Riemann–Liouville fractional derivatives generally describe space fractional derivatives. For Caputo fractional derivative, the idea of piecewise interpolation is generally used to approximate it, and
The novelty of this paper is that the second-order numerical scheme of the space–time tempered fractional convection–diffusion equation is studied, where the treatment of the time Caputo-tempered fractional derivative is different from the existing work, and the second-order numerical approximation is obtained directly by using the tempered weighted and shifted Grünwald difference operator. The theoretical analysis of the numerical scheme is also simpler than the existing work [30, 31].
The remaining sections of this paper are arranged as follows. Section 2 presents some initial preparations. The detailed numerical scheme is derived in Section 3. In Section 4, the stability and convergence of the numerical scheme are proved strictly. Some numerical examples are given in Section 5. Section 6 provides a brief summary of the work in this paper.
2. Preliminary
This section gives some preliminary knowledge. Fractional Sobolev space
Lemma 1.
[1] Let
Lemma 2.
[2] Let
Remark 1.
In fact, from Baeumer and Meerschaert [1] and Li and Deng [2], it is easy to find that
For the left Riemann–Liouville time-tempered fractional derivative
3. Numerical Discretization
Make the time grid point
In this article, we always assume that the function
The space direction of Problem (7) is discretized at
The local truncation error of Equation (17) is eliminated to obtain the numerical scheme
Further, the matrix form of the numerical Scheme (19) is as follows:
The term
4. Stability and Convergence Analysis
In this section, the stability and convergence of the numerical scheme are proved. Now, some lemmas that will be used in the proof process are given.
Lemma 3.
[2] For
Matrix
Lemma 4.
[52] For
Lemma 5.
[52] Let
(i) For
(ii) For
Lemma 6.
[53] (Discrete
Define
Theorem 1.
For
Proof.
For the initial condition within a certain error,
Multiplying the left side of both sides of Equation (21) by
(i) For
(ii) For
further obtain
In summary, the theorem is proved.
Theorem 2.
For
Proof.
Let Equation (17) subtract Equation (18), similar to Equation (20) to get the following matrix formula:
Multiplying the left side of both sides of Equation (29) by
(i) For
(ii) For
To sum up,
Thus, the theorem is proved.
5. Numerical Examples
Some examples are given in this section, and numerical results are obtained by solving them through the numerical scheme proposed in the paper. Now let us define the order of observation:
Example 1.
Consider the following tempered fractional convection–diffusion equations:
The exact solution is
Let
Table 1
Numerical results at time t = 1 under different conditions.
(α, β, γ) |
|
|
|
||
|
|
||||
|
|
||||
|
Order |
|
Order | ||
(0.2, 0.5, 1.8) | 1/10 | 7.6792e−07 | — | 2.0326e−07 | — |
1/20 | 2.1300e−07 | 1.8501 | 8.2863e−08 | 1.2945 | |
1/40 | 5.5403e−08 | 1.9428 | 2.4849e−08 | 1.7375 | |
1/80 | 1.3988e−08 | 1.9858 | 6.6194e−09 | 1.9084 | |
|
|||||
(0.2, 0.8, 1.5) | 1/10 | 1.2185e−06 | — | 1.1711e−06 | — |
1/20 | 3.7007e−07 | 1.7192 | 3.3470e−07 | 1.8069 | |
1/40 | 9.8470e−08 | 1.9100 | 8.4278e−08 | 1.9896 | |
1/80 | 2.4816e−08 | 1.9884 | 2.1220e−08 | 1.9897 | |
|
|||||
(0.5, 0.2, 1.8) | 1/10 | 3.4879e−06 | — | 2.2053e−06 | — |
1/20 | 9.7554e−07 | 1.8381 | 7.8275e−07 | 1.4944 | |
1/40 | 2.5566e−07 | 1.9320 | 2.2514e−07 | 1.7977 | |
1/80 | 6.5053e−08 | 1.9745 | 5.9587e−08 | 1.9178 | |
|
|||||
(0.5, 0.8, 1.2) | 1/10 | 3.3155e−06 | — | 2.8933e−05 | — |
1/20 | 1.7777e−06 | 0.8992 | 1.2486e−05 | 1.2124 | |
1/40 | 5.7928e−07 | 1.6177 | 3.5922e−06 | 1.7974 | |
1/80 | 1.5799e−07 | 1.8744 | 9.2582e−07 | 1.9561 | |
|
|||||
(0.8, 0.2, 1.5) | 1/10 | 1.8438e−05 | — | 1.1337e−05 | — |
1/20 | 5.5050e−06 | 1.7439 | 4.6972e−06 | 1.2712 | |
1/40 | 1.4726e−06 | 1.9024 | 1.4374e−06 | 1.7083 | |
1/80 | 3.7748e−07 | 1.9639 | 3.8962e−07 | 1.8833 | |
|
|||||
(0.8, 0.5, 1.2) | 1/10 | 1.8675e−05 | — | 4.4963e−05 | — |
1/20 | 6.9562e−06 | 1.4247 | 2.5007e−05 | 0.8464 | |
1/40 | 2.0591e−06 | 1.7563 | 7.7313e−06 | 1.6935 | |
1/80 | 5.4925e−07 | 1.9065 | 2.0174e−06 | 1.9382 |
Example 2.
Consider the following tempered fractional convection–diffusion equations:
The exact solution is
Let
[figure(s) omitted; refer to PDF]
Table 2
Numerical results and CPU running time at time t = 1 under different conditions.
(α, β, γ) |
|
|
|
CPU time(s) |
|
|
Order | ||
(0.2, 0.5, 1.8) | 1/10 | 9.0027e−04 | — | 0.0538 |
1/20 | 2.2508e−04 | 1.9999 | 0.1525 | |
1/40 | 5.4294e−05 | 2.0516 | 0.1541 | |
1/80 | 1.2889e−05 | 2.0747 | 0.3635 | |
|
||||
(0.2, 0.8, 1.5) | 1/10 | 4.9078e−04 | — | 0.0535 |
1/20 | 1.4967e−04 | 1.7133 | 0.1527 | |
1/40 | 4.0599e−05 | 1.8823 | 0.1553 | |
1/80 | 1.0609e−05 | 1.9362 | 0.3473 | |
|
||||
(0.5, 0.2, 1.8) | 1/10 | 6.9563e−04 | — | 0.0545 |
1/20 | 1.6891e−04 | 2.0421 | 0.1524 | |
1/40 | 3.9553e−05 | 2.0944 | 0.1551 | |
1/80 | 9.1303e−06 | 2.1151 | 0.3538 | |
|
||||
(0.5, 0.8, 1.2) | 1/10 | 1.9091e−03 | — | 0.0547 |
1/20 | 4.5829e−04 | 2.0586 | 0.1539 | |
1/40 | 1.1162e−04 | 2.0377 | 0.1552 | |
1/80 | 2.7968e−05 | 1.9978 | 0.3558 | |
|
||||
(0.8, 0.2, 1.5) | 1/10 | 5.8513e−04 | — | 0.0539 |
1/20 | 1.6304e−04 | 1.8435 | 0.1525 | |
1/40 | 4.6538e−05 | 1.8087 | 0.1555 | |
1/80 | 1.3188e−05 | 1.8192 | 0.3538 | |
|
||||
(0.8, 0.5, 1.2) | 1/10 | 2.7043e−03 | — | 0.0544 |
1/20 | 7.0178e−04 | 1.9462 | 0.1547 | |
1/40 | 1.7523e−04 | 2.0018 | 0.1564 | |
1/80 | 4.3786e−05 | 2.0007 | 0.3556 |
6. Conclusions
In this paper, we focus on the higher-order numerical scheme of tempered fractional convection–diffusion equation with time Caputo-tempered fractional derivative. Different from the existing work, the discretization of time Caputo-tempered fractional derivative is directly performed by using the second-order tempered weighted and shifted Grünwald difference operator, and the proof of stability and convergence is simpler. Finally, some numerical examples are given to verify the effectiveness of the proposed scheme. In the following research work, we expect to propose high-order quasi-compact schemes for the tempered fractional diffusion equation and even the tempered fractional convection–diffusion equation. In addition, we hope to extend the problem with smooth solutions to the case of nonsmooth solutions and to develop the efficient numerical schemes.
[figure(s) omitted; refer to PDF]
Author Contributions
Lizan Wang and Jianxin Li contributed equally to this work.
Acknowledgments
This research is supported by the Xinjiang University of Political Science and Law President Fund (XZZK2024008).
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Abstract
This paper presents an efficient numerical scheme for the space–time tempered fractional convection–diffusion equation, where the time derivative is the Caputo-tempered fractional derivative and the space derivatives are the normalized left and right Riemann–Liouville tempered fractional derivatives. The time Caputo-tempered fractional derivative is transformed into time Riemann–Liouville tempered fractional derivative by the relationship between Caputo fractional derivative and Riemann–Liouville fractional derivative. Using the tempered weighted and shifted Grünwald difference operators to approximate the time-tempered fractional derivative and the space-tempered fractional convection–diffusion term, it is obtained that the time and space directions are both second-order precision. The stability and convergence of the proposed numerical scheme are analyzed by using the energy method with a little different from the existing work. It is found that the proposed scheme is unconditionally stable and convergent with order
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