International Journal of Mathematical, Engineering and Management Sciences

ISSN: 2455-7749

Computationally Efficient Hybrid Method for the Numerical Solution of the 2D Time Fractional Advection-Diffusion Equation

Fouad Mohammad Salama
School of Mathematical Sciences, Universiti Sains Malaysia, Penang, Malaysia.

Norhashidah Hj. Mohd Ali
School of Mathematical Sciences, Universiti Sains Malaysia, Penang, Malaysia.

DOI https://doi.org/10.33889/IJMEMS.2020.5.3.036

Received on September 12, 2019
  ;
Accepted on January 04, 2020

Abstract

In this paper, a hybrid method based on the Laplace transform and implicit finite difference scheme is applied to obtain the numerical solution of the two-dimensional time fractional advection-diffusion equation (2D-TFADE). Some of the major limitations in computing the numerical solution for fractional differential equations (FDEs) in multi-dimensional space are the huge computational cost and storage requirement, which are O(N^2) cost and O(MN) storage, N and M are the total number of time levels and space grid points, respectively. The proposed method reduced the computational complexity efficiently as it requires only O(N) computational cost and O(M) storage with reasonable accuracy when numerically solving the TFADE. The method’s stability and convergence are also investigated. The Results of numerical experiments of the proposed method are obtained and found to compare well with the results of existing standard finite difference scheme.

Keywords- Fractional advection-diffusion equation, Laplace transform, Finite difference scheme, Stability, Convergence.

Citation

Salama, F. M., & Ali, N. H. M. (2020). Computationally Efficient Hybrid Method for the Numerical Solution of the 2D Time Fractional Advection-Diffusion Equation. International Journal of Mathematical, Engineering and Management Sciences, 5(3), 432-446. https://doi.org/10.33889/IJMEMS.2020.5.3.036.

Conflict of Interest

The authors confirm that there is no conflict of interest to declare for this publication.

Acknowledgements

The authors extend their sincere appreciation to the editor and reviewers for their time and valuable suggestions. The authors also gratefully acknowledge the financial support from Universiti Sains Malaysia Research University Grants (1001/PMATHS/8011016).

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