A high accuracy method for the nonlinear fractional diffusion problem on network

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Abstract

The fractional diffusion equation involving the fractional Laplacian is used to govern fractional random walk dynamics on network, which allowing long-range displacements. This paper develops a high accuracy numerical method for the computation of nonlinear fractional diffusion equation. The main idea is to approximate the spatial domain with a spectral Galerkin method based on Fourier-like basis functions, and then to discretize time by the general linear methods which contains Runge-Kutta methods, multistep methods, and many new classes of methods. For (k,l)-algebraically stable general linear methods with general stage order p, the nonlinear term satisfies the locally Lipschitz condition, and the proposed method is proved to be well-posed, stable, and convergent with order p in time. Moreover, an optimal spatial error estimate is established, whose convergence rate is independent of the fractional parameter α. Finally, several numerical experiments are presented to verify and support the theoretical results.

Keywords

network dynamics / fractional random walk / fractional diffusion / high accuracy numerical method / convergence and stability

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