论文标题
时间分数扩散方程的有限差算法的稳定性和复杂性分析
Stability and Complexity Analyses of Finite Difference Algorithms for the Time-Fractional Diffusion Equation
论文作者
论文摘要
分数微分方程(FDE)是分数演算理论的扩展。但是,由于难以找到分析解决方案,直到最近几十年,FDE才有广泛的应用。随着增加计算能力以及数值方法的进步的出现,对使用FDE代表复杂的物理过程的兴趣增加了,其中动态可能无法通过经典的微分方程准确地捕获。时间分解扩散方程是代表异常扩散的基本物理机制的FDE。但是,找到FDE的可拖动分析解决方案通常比求解整数阶微分方程的解决方案更重要,在许多情况下,不可能以封闭形式的表达式构架解决方案,而封闭形式的表达式可以很容易地模拟或视觉表示。因此,数值方法的发展至关重要。在先前的工作中,我们通过使用Grünwald-letnikov的分数衍生物定义,将完整的2D时间分数扩散方程作为远程时间中心空间有限差方程。此外,我们得出了一个自适应时间步骤版本,该步骤版本提高了计算速度,精度有些折衷。在这里,我们探索并表征了这些算法的稳定性,以定义对执行准确模拟至关重要的计算参数的界限。我们还分析了算法的时间复杂性,并描述了利用链接列表实现的替代自适应时间步骤方法,该方法可产生更好的算法效率。
Fractional differential equations (FDEs) are an extension of the theory of fractional calculus. However, due to the difficulty in finding analytical solutions, there have not been extensive applications of FDEs until recent decades. With the advent of increasing computational capacity along with advances in numerical methods, there has been increased interest in using FDEs to represent complex physical processes, where dynamics may not be as accurately captured with classical differential equations. The time-fractional diffusion equation is an FDE that represents the underlying physical mechanism of anomalous diffusion. But finding tractable analytical solutions to FDEs is often much more involved than solving for the solutions of integer order differential equations, and in many cases it is not possible to frame solutions in a closed form expression that can be easily simulated or visually represented. Therefore the development of numerical methods is vital. In previous work we implemented the full 2D time-fractional diffusion equation as a Forward Time Central Space finite difference equation by using the Grünwald-Letnikov definition of the fractional derivative. In addition, we derived an adaptive time step version that improves on calculation speed, with some tradeoff in accuracy. Here, we explore and characterize stability of these algorithms, in order to define bounds on computational parameters that are crucial for performing accurate simulations. We also analyze the time complexity of the algorithms, and describe an alternate adaptive time step approach that utilizes a linked list implementation, which yields better algorithmic efficiency.