FINITE DIFFERENCE SCHEMES FOR VARIABLE-ORDER TIME FRACTIONAL DIFFUSION EQUATION

Abstract

Variable-order fractional diffusion equation model is a recently developed and promising approach to characterize time-dependent or concentration-dependent anomalous diffusion, or diffusion process in inhomogeneous porous media. To further study the properties of variable-order time fractional subdiffusion equation models, the efficient numerical schemes are urgently needed. This paper investigates numerical schemes for variable-order time fractional diffusion equations in a finite domain. Three finite difference schemes including the explicit scheme, the implicit scheme and the Crank–Nicholson scheme are studied. Stability conditions for these three schemes are provided and proved via the Fourier method, rigorous convergence analysis is also performed. Two numerical examples are offered to verify the theoretical analysis of the above three schemes and illustrate the effectiveness of suggested schemes. The numerical results illustrate that, the implicit scheme and the Crank–Nicholson scheme can achieve high accuracy compared with the explicit scheme, and the Crank–Nicholson scheme claims highest accuracy in most situations. Moreover, some properties of variable-order time fractional diffusion equation model are also shown by numerical simulations.