A finite difference scheme for fractional sub-diffusion equations on an unbounded domain using artificial boundary conditions

Abstract

One-dimensional fractional anomalous sub-diffusion equations on an unbounded domain are considered in our work. Beginning with the derivation of the exact artificial boundary conditions, the original problem on an unbounded domain is converted into mainly solving an initial-boundary value problem on a finite computational domain. The main contribution of our work, as compared with the previous work, lies in the reduction of fractional differential equations on an unbounded domain by using artificial boundary conditions and construction of the corresponding finite difference scheme with the help of method of order reduction. The difficulty is the treatment of Neumann condition on the artificial boundary, which involves the time-fractional derivative operator. The stability and convergence of the scheme are proven using the discrete energy method. Two numerical examples clarify the effectiveness and accuracy of the proposed method.