According to the principle of conservation of mass and the fractional Fick's law, a new two-sided space-fractional diffusion equation was obtained. In this paper, we present two accurate and efficient numerical methods to solve this equation. First we discuss the alternating-direction finite difference method with an implicit Euler method (ADI-implicit Euler method) to obtain an unconditionally stable first-order accurate finite difference method. Second, the other numerical method combines the ADI with a Crank-Nicolson method (ADI-CN method) and a Richardson extrapolation to obtain an unconditionally stable second-order accurate finite difference method. Finally, numerical solutions of two examples demonstrate the effectiveness of the theoretical analysis.
First, we examine a practical numerical method which based on the classical Crank-Nicholson (CN) method combined with Richardson extrapolation is used to solve a class of one-dimensional initial-boundary value fractional percolation equation (FPE) with variable coefficients on a finite domain. Secondly, we present ADI-CN method for the two-dimensional fractional percolation equation. Stability and convergence of these methods are proved. Using these methods, we can achieve second-order convergence in time and space. Finally, numerical examples are presented to verify the order of convergence.
In this paper, we investigate a practical numerical method for solving a one-dimensional two-sided space-fractional diffusion equation with variable coefficients in a finite domain, which is based on the classical Crank-Nicolson (CN) method combined with Richardson extrapolation. Second-order exact numerical estimates in time and space are obtained. The unconditional stability and convergence of the method are tested. Two numerical examples are also presented and compared with the exact solution.
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