A Fourth-Order Time-Stepping Method for Two-Dimensional, Distributed-Order, Space-Fractional, Inhomogeneous Parabolic Equations

Abstract

Distributed-order, space-fractional diffusion equations are used to describe physical processes that lack power-law scaling. A fourth-order-accurate, A-stable time-stepping method was developed, analyzed, and implemented to solve inhomogeneous parabolic problems having Riesz-space-fractional, distributed-order derivatives. The considered problem was transformed into a multi-term, space-fractional problem using Simpson’s three-eighths rule. The method is based on an approximation of matrix exponential functions using fourth-order diagonal Padé approximation. The Gaussian quadrature approach is used to approximate the integral matrix exponential function, along with the inhomogeneous term. Partial fraction splitting is used to address the issues regarding stability and computational efficiency. Convergence of the method was proved analytically and demonstrated through numerical experiments. CPU time was recorded in these experiments to show the computational efficiency of the method.