Three Approximations of Numerical Solution's by Finite Element Method for Resolving Space-Time Partial Differential Equations Involving Fractional Derivative's Order

Abstract

In this paper, we apply to a class of partial differential equation the finite element method when the problem is involving the Riemann-Liouville fractional derivative for time and space variables on a bounded domain with bounded conditions. The studied equation is obtained from the standard time diffusion equation by replacing the first order time derivative by  for 0<<1 and for the second standard order space derivative by  for 1<<2 respectively. The existence of the unique solution is proved by the Lax-Milgram Lemma. We present here three schemes to approximate numerically the time derivative and use the finite element method for the space derivative using the Hadamard finite part integral and the Diethlem's first degree compound quadrature formula, the second approach is based on the link between Riemann-Liouville and Caputo fractional derivative, when the third method was based on the approximation of the Riemann-Liouville by the Grunwald-Letnikov fractional derivative. For the approximation of the space fractional derivative, the finite element method is introduced for all the three approaches. Finally, to check the effectiveness of the three methods, a numerical example was given.