Study of a Numerical Method for Solving a Boundary Value Problem for a Differential Equation with a Fractional Time Derivative

УДК 517.927

  • N.B Alimbekova Abai Kazakh National Pedagogical University (Almaty, Kazakhstan); Sarsen Amanzholov East Kazakhstan State University (Ust-Kamenogorsk, Kazakhstan) Email: ernur_09.83@mail.ru
  • D.R. Baigereyev Sarsen Amanzholov East Kazakhstan State University (Ust-Kamenogorsk, Kazakhstan) Email: dbaigereyev@gmail.com
  • M.N. Madiyarov Sarsen Amanzholov East Kazakhstan State University (Ust-Kamenogorsk, Kazakhstan) Email: madiyarov_mur@mail.ru
Keywords: fractional differential equation, Caputo-Fabrizio fractional derivative, stability, convergence, a priori estimate

Abstract

Recently, there has been an increased interest in the problem of numerical implementation of multiphase filtration models due to its enormous economic importance in the oil industry, hydrology, and nuclear waste management. In contrast to the classical models of filtration, filtration models in highly porous fractured formations with the fractal geometry of wells are not fully understood. The solution to this problem reduces to solving a system of differential equations with fractional derivatives. In the paper, a finite-difference scheme is constructed for solving the initial-boundary value problem for the convection-diffusion equation with a fractional time derivative in the sense of Caputo-Fabrizio. A priori estimates are obtained for solving a difference problem under the assumption that there is a solution to the problem in the class of sufficiently smooth functions that prove the uniqueness of the solution and the stability of the difference scheme. The convergence of the solution of the difference problem to the solution of the original differential problem with the second order in time and space variables is shown. The results of computational experiments confirming the reliability of theoretical analysis are presented.

Downloads

Download data is not yet available.

Metrics

Metrics Loading ...

Author Biographies

N.B Alimbekova, Abai Kazakh National Pedagogical University (Almaty, Kazakhstan); Sarsen Amanzholov East Kazakhstan State University (Ust-Kamenogorsk, Kazakhstan)

старший преподаватель кафедры математики

D.R. Baigereyev, Sarsen Amanzholov East Kazakhstan State University (Ust-Kamenogorsk, Kazakhstan)

PhD, доцент кафедры математики

M.N. Madiyarov, Sarsen Amanzholov East Kazakhstan State University (Ust-Kamenogorsk, Kazakhstan)

кандидат технических наук, декан факультета естественных наук и технологий

References

Berdyshev A., Cabada A., Turmetov B. On solvability of some boundary value problem for polyharmonic equation with boundary operator of a fractional order // Applied Mathematical Modelling. 2015. T. 4. DOI: 10.1016/j.apm.2015.01.006.

Alikhanov A.A. A new difference scheme for the time fractional diffusion equation // Journal of Computational Physics. 2015. T. 280. DOI: 10.1016/j.jcp.2014.09.031.

Berdyshev A., Eshmatov B., Kadirkulov B. Boundary value problems for fourth-order mixed type equation with fractional derivative // Electronic Journal of Differential Equations. 2016. № 36.

Agarwal P., Berdyshev A., Karimov E. Solvability of a Non-local Problem with Integral Transmitting Condition for Mixed Type Equation with Caputo Fractional Derivative // Results in Mathematics. 2017. DOI: 10.1007/s00025-016-0620-1.

Бештоков М.Х. Нелокальные краевые задачи для уравнения соболевского типа с дробной производной и сеточные методы их решения // Математические труды. 2018. T. 21, № 2. DOI: 10.17377/mattrudy.2018.21.203.

Beshtokov M. Boundary value problems for degenerate and degenerate fractional order differential equations with non-local linear source and difference methods for their numerical implementation // Ufimskii Mathematicheskii Zhurnal. 2019. Т. 11, № 2.

Kanwal A., Phang C., Iqbal U. Numerical Solution of Fractional Diffusion Wave Equation and Fractional Klein-Gordon Equation via Two-Dimensional Genocchi Polynomials with a Ritz-Galerkin Method // Computation. 2018. T. 6, № 40. DOI: 10.3390/computation6030040.

Jin B., Lazarov Y., Liu Y., Zhou Z. The Galerkin finite element method for a multi-term time-fractional diffusion equation // Journal of Computational Physics. 2015. T. 281. DOI: 10.1016/j.jcp.2014.10.051.

Morales-Delgado V.F., Gomez-Aguilar J.F., Taneco-Hemandez M.A. Analytical solution of the time fractional diffusion equation and fractional convection-diffusion equation, Revista Mexicana de Fisica. 2019. T. 65. DOI: 10.31349/RevMexFis.65.82.

Liu F., Zhuang P., Burrage K. Numerical methods and analysis for a class of fractional advection-dispersion models // Computers and Mathematics with Applications. 2012. T. 64 DOI: 10.1016/j.camwa.2012.01.020.

Alikhanov A.A. A priori estimates for solutions of boundary value problems for fractional-order equations Differential Equations. 2010. T. 46. DOI: 10.1134/S0012266110050058.

Published
2020-09-09
How to Cite
Alimbekova N., Baigereyev D., Madiyarov M. Study of a Numerical Method for Solving a Boundary Value Problem for a Differential Equation with a Fractional Time Derivative // Izvestiya of Altai State University, 2020, № 4(114). P. 64-69 DOI: 10.14258/izvasu(2020)4-10. URL: http://izvestiya.asu.ru/article/view/%282020%294-10.
Section
Математика и механика