Finite difference/generalized Hermite spectral method for the distributed-order time-fractional reaction-diffusion equation on multi-dimensional unbounded domains

Abstract

Distributed-order fractional differential equations, where the differential order is distributed over a range of values rather than being just a fixed value as it is in the classical differential equations, offer a powerful tool to describe multi-physics phenomena. In this article, we develop and analyze an efficient finite difference/generalized Hermite spectral method for the distributed-order time-fractional reaction-diffusion equation on one-, two-, and three-dimensional unbounded domains. Considering the Gauss-Legendre quadrature rule for the distributed integral term in temporal direction, we first approximate the original distributed-order time-fractional problem by the multi-term time-fractional differential equation. Then, we apply the L2-1σ formula for the discretization of the multi-term Caputo fractional derivatives. Moreover, we employ the generalized Hermite functions with scaling factor for the spectral approximation in space. The detailed implementations of the method are presented for one-, two-, and three-dimensional cases of the fractional problem. The stability and convergence of the method are strictly established, which shows that the proposed method is unconditionally stable and convergent with second-order accuracy in time. In addition, the optimal error estimate is derived for the space approximation. Finally, we perform numerical examples to support the theoretical claims.