Implicit finite difference solution for time-fractional diffusion equations using AOR method

Jumat Bin Sulaiman, and Azali Saudi, and A. Sunarto, (2014) Implicit finite difference solution for time-fractional diffusion equations using AOR method. Journal of Physics: Conference Series, 495 (1). ISSN 17426596

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Official URL: http://dx.doi.org/10.1088/1742-6596/495/1/012032

Abstract

In this paper, we derive an implicit finite difference approximation equation of the one-dimensional linear time fractional diffusion equations, based on the Caputo's time fractional derivative. Then this approximation equation leads the corresponding system of linear equation, which is large scale and sparse. Due to the characteristics of the coefficient matrix, we use the Accelerated Over-Relaxation (AOR) iterative method for solving the generated linear system. One example of the problem is presented to illustrate the effectiveness of AOR method. The numerical results of this study show that the proposed iterative method is superior compared with the existing one weighted parameter iterative method.

Item Type:Article
Uncontrolled Keywords:Linear systems; Partial differential equations; Approximation equations; Coefficient matrix; Finite difference approximations; Finite-difference solution; Fractional derivatives; Numerical results; System of linear equations; Time-fractional diffusion; Iterative methods
Subjects:Q Science > Q Science (General)
ID Code:9598
Deposited By:IR Admin
Deposited On:03 Mar 2015 14:32
Last Modified:03 Mar 2015 14:32

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