Implicit finite difference solution for time-fractional diffusion equations using AOR method

In this paper, we derive an implicit finite difference approximation equation of the one-dimensional linear time fractional diffusion equations, based on the Caputo's time fractional derivative. Then this approximation equation leads the corresponding system of linear equation, which is large s...

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Main Authors: A. Sunarto, Sulaiman J., Azali Saudi
Format: Article
Language:English
English
Published: Institute of Physics Publishing 2014
Subjects:
Online Access:https://eprints.ums.edu.my/id/eprint/21449/1/Implicit%20finite%20difference%20solution%20for%20time-fractional%20diffusion%20equations%20using%20AOR%20method.pdf
https://eprints.ums.edu.my/id/eprint/21449/7/Implicit%20finite%20difference%20solution%20for%20time-fractional%20diffusion%20equations%20using%20AOR%20method.pdf
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author A. Sunarto
Sulaiman J.
Azali Saudi
author_facet A. Sunarto
Sulaiman J.
Azali Saudi
author_sort A. Sunarto
collection UMS
description In this paper, we derive an implicit finite difference approximation equation of the one-dimensional linear time fractional diffusion equations, based on the Caputo's time fractional derivative. Then this approximation equation leads the corresponding system of linear equation, which is large scale and sparse. Due to the characteristics of the coefficient matrix, we use the Accelerated Over-Relaxation (AOR) iterative method for solving the generated linear system. One example of the problem is presented to illustrate the effectiveness of AOR method. The numerical results of this study show that the proposed iterative method is superior compared with the existing one weighted parameter iterative method.
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spelling ums.eprints-214492021-01-11T09:00:23Z https://eprints.ums.edu.my/id/eprint/21449/ Implicit finite difference solution for time-fractional diffusion equations using AOR method A. Sunarto Sulaiman J. Azali Saudi QA Mathematics In this paper, we derive an implicit finite difference approximation equation of the one-dimensional linear time fractional diffusion equations, based on the Caputo's time fractional derivative. Then this approximation equation leads the corresponding system of linear equation, which is large scale and sparse. Due to the characteristics of the coefficient matrix, we use the Accelerated Over-Relaxation (AOR) iterative method for solving the generated linear system. One example of the problem is presented to illustrate the effectiveness of AOR method. The numerical results of this study show that the proposed iterative method is superior compared with the existing one weighted parameter iterative method. Institute of Physics Publishing 2014 Article PeerReviewed text en https://eprints.ums.edu.my/id/eprint/21449/1/Implicit%20finite%20difference%20solution%20for%20time-fractional%20diffusion%20equations%20using%20AOR%20method.pdf text en https://eprints.ums.edu.my/id/eprint/21449/7/Implicit%20finite%20difference%20solution%20for%20time-fractional%20diffusion%20equations%20using%20AOR%20method.pdf A. Sunarto and Sulaiman J. and Azali Saudi (2014) Implicit finite difference solution for time-fractional diffusion equations using AOR method. Journal of Physics: Conference Series (495). pp. 1-8. ISSN 1742-6596 https://doi:10.1088/1742-6596/495/1/012032
spellingShingle QA Mathematics
A. Sunarto
Sulaiman J.
Azali Saudi
Implicit finite difference solution for time-fractional diffusion equations using AOR method
title Implicit finite difference solution for time-fractional diffusion equations using AOR method
title_full Implicit finite difference solution for time-fractional diffusion equations using AOR method
title_fullStr Implicit finite difference solution for time-fractional diffusion equations using AOR method
title_full_unstemmed Implicit finite difference solution for time-fractional diffusion equations using AOR method
title_short Implicit finite difference solution for time-fractional diffusion equations using AOR method
title_sort implicit finite difference solution for time fractional diffusion equations using aor method
topic QA Mathematics
url https://eprints.ums.edu.my/id/eprint/21449/1/Implicit%20finite%20difference%20solution%20for%20time-fractional%20diffusion%20equations%20using%20AOR%20method.pdf
https://eprints.ums.edu.my/id/eprint/21449/7/Implicit%20finite%20difference%20solution%20for%20time-fractional%20diffusion%20equations%20using%20AOR%20method.pdf
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AT sulaimanj implicitfinitedifferencesolutionfortimefractionaldiffusionequationsusingaormethod
AT azalisaudi implicitfinitedifferencesolutionfortimefractionaldiffusionequationsusingaormethod