High-Order Compact Difference Scheme for the Numerical Solution of Time Fractional Heat Equations

A high-order finite difference scheme is proposed for solving time fractional heat equations. The time fractional derivative is described in the Riemann-Liouville sense. In the proposed scheme a new second-order discretization, which is based on Crank-Nicholson method, is applied for the time fracti...

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Main Authors: Ibrahim Karatay, Serife R. Bayramoglu
Format: Article
Language:English
Published: Wiley 2014-01-01
Series:The Scientific World Journal
Online Access:http://dx.doi.org/10.1155/2014/642989
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author Ibrahim Karatay
Serife R. Bayramoglu
author_facet Ibrahim Karatay
Serife R. Bayramoglu
author_sort Ibrahim Karatay
collection DOAJ
description A high-order finite difference scheme is proposed for solving time fractional heat equations. The time fractional derivative is described in the Riemann-Liouville sense. In the proposed scheme a new second-order discretization, which is based on Crank-Nicholson method, is applied for the time fractional part and fourth-order accuracy compact approximation is applied for the second-order space derivative. The spectral stability and the Fourier stability analysis of the difference scheme are shown. Finally a detailed numerical analysis, including tables, figures, and error comparison, is given to demonstrate the theoretical results and high accuracy of the proposed scheme.
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institution Kabale University
issn 2356-6140
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language English
publishDate 2014-01-01
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series The Scientific World Journal
spelling doaj-art-e72afa5c87e14b7c927549a795814f872025-02-03T01:27:09ZengWileyThe Scientific World Journal2356-61401537-744X2014-01-01201410.1155/2014/642989642989High-Order Compact Difference Scheme for the Numerical Solution of Time Fractional Heat EquationsIbrahim Karatay0Serife R. Bayramoglu1Department of Mathematics, Fatih University, 34500 Istanbul, TurkeyDepartment of Mathematics, Fatih University, 34500 Istanbul, TurkeyA high-order finite difference scheme is proposed for solving time fractional heat equations. The time fractional derivative is described in the Riemann-Liouville sense. In the proposed scheme a new second-order discretization, which is based on Crank-Nicholson method, is applied for the time fractional part and fourth-order accuracy compact approximation is applied for the second-order space derivative. The spectral stability and the Fourier stability analysis of the difference scheme are shown. Finally a detailed numerical analysis, including tables, figures, and error comparison, is given to demonstrate the theoretical results and high accuracy of the proposed scheme.http://dx.doi.org/10.1155/2014/642989
spellingShingle Ibrahim Karatay
Serife R. Bayramoglu
High-Order Compact Difference Scheme for the Numerical Solution of Time Fractional Heat Equations
The Scientific World Journal
title High-Order Compact Difference Scheme for the Numerical Solution of Time Fractional Heat Equations
title_full High-Order Compact Difference Scheme for the Numerical Solution of Time Fractional Heat Equations
title_fullStr High-Order Compact Difference Scheme for the Numerical Solution of Time Fractional Heat Equations
title_full_unstemmed High-Order Compact Difference Scheme for the Numerical Solution of Time Fractional Heat Equations
title_short High-Order Compact Difference Scheme for the Numerical Solution of Time Fractional Heat Equations
title_sort high order compact difference scheme for the numerical solution of time fractional heat equations
url http://dx.doi.org/10.1155/2014/642989
work_keys_str_mv AT ibrahimkaratay highordercompactdifferenceschemeforthenumericalsolutionoftimefractionalheatequations
AT seriferbayramoglu highordercompactdifferenceschemeforthenumericalsolutionoftimefractionalheatequations