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x d
x
y
dx
d
n
x y D
n
x
n
n
x +
where n is the smallest integer exceeding and (.) is the Gamma function. If N m = , then the above definition
coincides with the classical
th
m derivative ). (
) (
x y
m
62 N. H. Sweilam, M. M. Khader & M. Adel
FRACTIONAL REACTION-SUBDIFFUSION EQUATION
The standard meanfield model for the evolution of the concentrations ) , ( t x a and ) , ( t x b of A and B particles
is given by the reaction-diffusion equations
), , ( ) , ( ) , ( = ) , (
2
2
t x b t x a t x a
x
D t x a
t
(1)
), , ( ) , ( ) , ( = ) , (
2
2
t x b t x a t x b
x
D t x b
t
(2)
where
D
is the diffusion coefficient assumed in this paper to equal for species and
(3)
)], , ( ) , ( ) , ( [ = ) , (
2
2
1
t x b t x a t x b
x
k D t x b
t
t
(4)
where
t
D is the Riemann-Liouville fractional partial derivative of order
with respect to t . The fractional reaction-subdiffusion equations (3) and (4) are decoupled, which are equivalent to
solve the following fractional reaction-subdiffusion equation
, < < 0 , < 0 ), , ( )] , ( ) , ( [ = ) , (
2
2
1
L x T t t x f t x u t x u
x
k D t x u
t
t
+
(5)
which can be rewritten as
, < < 0 , < 0 ), , ( ) , ( ) , ( = ) , (
2
2
L x T t t x g t x u t x u
x
k t x u
t
+
(6)
where 1 < < 0 and ) , ( = ) , (
1
t x f D t x g
t
.
We assume Dirichlet boundary conditions for this problem as follows
, < 0 ), ( = ) , ( ), ( = ) (0, T t t t L u t t u (7)
with the initial condition
. 0 ), ( = ,0) ( L x x x u (8)
In the last few years appeared many papers to study the proposed model (6)-(8) (Henry et al. (2000), Liu et al.
(2007), Liu et al. (2007b), Seki et al. (2003), Yuste et al. (2004)).
In this paper, we study the time fractional case and use an efficient class of finite difference methods based on
Hermite formula to solve this model. The plan of the paper is as follows; In section 3, we give some approximate formulae
of the fractional derivatives and numerical finite difference scheme are given. In section 4, we study the stability and the
accuracy of the presented scheme. In section 5, we present numerical solutions of fractional reaction-subdiffusion problem.
The paper ends with some conclusions in section 6.
An Efficient Class of FDM Based on Hermite Formula for Solving 63
Fractional Reaction-Subdiffusion Equations
FINITE DIFFERENCE SCHEME OF THE FRACTIONAL REACTION-SUBDIFFUSION
EQUATION
In this section, we introduce an efficient class of FDM and use it to obtain the discretization finite difference
formula of the reaction-subdiffusion equation (6). For some positive constant numbers N and M , we use the notations
x and t , at space-step length and time-step length, respectively. The coordinates of the mesh points are x j x
j
=
) 0,1,..., = ( N j , and t m t
m
= , ( = 0,1,..., ) m M and the values of the solution ) , ( t x u on these grid points are
; U
m
J
m
j m j
u t x u ) , ( where
N
L
h x = = ,
M
T
t = = .
For more details about discretization in fractional calculus see (Lubich (1986), Richtmyer et al. (1967), Yuste and
Acedo (2005)).
In the first step, the ordinary differential operators are discretized as follows (Zhang (2006)).
), (
)
2
1
(1
1
= |
,
O
u
t
u
t
m
j t
m
t
j
x
+
+
+
(9)
where
+
t
denotes the backward difference operator with respect to t . Now, using the formula (9), we can derive an
efficient approximate formula of the fractional derivative for ) , ( t x u
t
d m O
u
d t
x u
t
u
t
r
j t
r
r
m
r
m
j m
t
m
t
j
x
+
+ +
+
) )]( (
)
2
1
(1
1
[
) (1
1
= ) (
) , (
) (1
1
= |
2
1
1) (
1
0 =
0
,
d m O
u
t
r
j t
r
r
m
r
+
+ +
+
) )]( (
)
2
1
(1
1
[
) (1
1
=
2
1
1) (
1
0 =
] 1) ( ) )][( (
)
2
1
(1
1
[
) (2
=
1 1 2
1
1
0 =
1
+
+ +
+
r m r m O
u
t
r
j t
m
r
)] ( ] 1) ( ) [(
) (2
1
1) ( ) [(
)
2
1
(1
) (2
=
2 1 1
1
0 =
1 1
1
1
0 =
+
+ +
+
O r m r m r m r m
u
m
r
t
r
j t
m
r
) ( ] 1) ( [
) (2
1
] 1) ( [
)
2
1
(1
) (2
=
2 1 1
1 =
1 1
1
1 =
+
+ +
O r r r r
u
m
r
t
r m
j t
m
r
1
1
1 1
=1
= [ ( 1) ] ( ).
1
(2 ) (2 )
(1 )
2
m r
m
t j
r
t
u
m
r r O
+ +
+
+
64 N. H. Sweilam, M. M. Khader & M. Adel
The above formula can be rewritten as
1
,
=1
| = ( ),
1
(1 )
2
m r
m
t j
x t r
j m
r
t
u
u
A O
t
+ +
+
(10)
where
) (2
=
A and
1 1
1) ( = r r
r
.
We must note that
r
satisfy the following facts
(1) 0 >
r
, 1,2,... = r .
(2)
1
>
+ r r
, 1,2,... = r .
Now, we are going to obtain the finite difference scheme of the fractional reaction-subdiffusion equation (6). In our study
we take 1 = =
k .
To achieve this aim we evaluate this equation at the points of the grid ) , (
m j
t x ,
). , ( ) , (
) , (
= ) , (
2
2
m j m j
m j
m j
t x g t x u
x
t x u
t x u
t
+
(11)
Using Eqs.(10) and (11), we have
). ( ) , ( ) , (
)
2
1
(1
=
) , (
1
1 =
2
2
O t x g t x u
u
A
x
t x u
m j m j
t
r m
j t
r
m
r
m j
+ +
+
+ +
(12)
In order to get two additional equations, replace j by 1 j and 1 + j , respectively, in the above equation, so we have
), ( ) , ( ) , (
)
2
1
(1
=
) , (
1 1
1
1
1 =
2
1
2
O t x g t x u
u
A
x
t x u
m j m j
t
r m
j t
r
m
r
m j
+ +
+
+
(13)
and
). ( ) , ( ) , (
)
2
1
(1
=
) , (
1 1
1
1
1 =
2
1
2
O t x g t x u
u
A
x
t x u
m j m j
t
r m
j t
r
m
r
m j
+ +
+ +
+
+
+
+
+
(14)
The Hermite formula with two-order derivatives at the grid point ) , (
m j
t x is
). ( = ) ) , ( ) , ( 2 ) , ( (
12
) , ( ) , (
10
) , (
4
1 1
2 2
1
2
2
2
2
1
2
h O t x u t x u t x u
h x
t x u
x
t x u
x
t x u
m j m j m j
m j m j m j
+
+
+
(15)
Substitute from Eqs.(12)-(14) into Eq.(15), and denote ) , (
m j
t x u by
m
j
u , ) , (
m j
t x g by
m
j
g , then with neglect the high
order terms, we have
An Efficient Class of FDM Based on Hermite Formula for Solving 65
Fractional Reaction-Subdiffusion Equations
, ) (12 ) 5 2(12 ) (12 = ]
)
2
1
(1
[
]
)
2
1
(1
[ 10 ]
)
2
1
(1
[
1
2 2
1
2
1
1
1
1 =
2
1
1 =
2
1
1
1
1 =
2
m
j
m
j
m
j
m
j
t
r m
j t
r
m
r
m
j
t
r m
j t
r
m
r
m
j
t
r m
j t
r
m
r
u h u h u h g
u
A h
g
u
A h g
u
A h
+ +
+
+
+
+
+
+ +
+
+
+
+ +
(16)
under some simplifications, we can obtain the following form
. )
12
1
(1 )
6
5
(2 )
12
1
(1
)
12
1
(1 )
6
5
(2 )
12
1
(1 = ) (
12
1
) (
6
5
) (
12
1
) (
6
1
) (
3
5
) (
6
1
)
12
1
6
5
12
1
( 2 )
12
1
6
5
12
1
( 2
1
1
2 1 2 1
1
2
1
2 2
1
2 1
1 1
2
1 2 1
1 1
2
1
1
1
2 =
2
1
2 =
2
1
1
1
2 =
2
1
1
1 1
1
2
1 1
2
+ +
+
+
+
+
+
+
+ +
+ + + +
+ +
+ +
+ + + + +
m
j
m
j
m
j
m
j
m
j
m
j
m
j
m
j
m
j
m
j
m
j
m
j
r m
j
r m
j r
m
r
r m
j
r m
j r
m
r
r m
j
r m
j r
m
r
m
j
m
j
m
j
m
j
m
j
m
j
u h u h u h
u h u h u h g g h
g g h g g h u u A h
u u A h u u A h
u u u A h u u u A h
(17)
Let
m
j
U be the approximate solution, and let
m
j
m
j
m
j
U u T = , N j 1,2,..., = , M m 1,2,..., = be the error, so
we have the error formula
. )
12
1
(1 )
6
5
(2 )
12
1
(1
)
12
1
(1 )
6
5
(2 )
12
1
(1 = ) (
6
1
) (
3
5
) (
6
1
)
12
1
6
5
12
1
( 2 )
12
1
6
5
12
1
( 2
1
1
2 1 2 1
1
2
1
2 2
1
2
1
1
1
2 =
2
1
2 =
2
1
1
1
2 =
2
1
1
1 1
1
2
1 1
2
+
+
+
+
+
+
+ +
+ + +
+ +
+ + + + +
m
j
m
j
m
j
m
j
m
j
m
j
r m
j
r m
j r
m
r
r m
j
r m
j r
m
r
r m
j
r m
j r
m
r
m
j
m
j
m
j
m
j
m
j
m
j
T h T h T h
T h T h T h T T A h
T T A h T T A h
T T T A h T T T A h
(18)
with
. 1,2,..., = 0, = =
0
M m T T
m
N
m
(19)
PROPOSITION 1
Assuming that the solution of (18) has the form
jh
m
m
j
e T
i
= , then
2 2 2
1
2 2 2
2
1
2 2 2
=2
5 1 1 5
( ( )) (1 ) ( ) (1 )
6 6 12 12
=
5 1 5 1
( ( )) (1 ) (1 ) ( )
6 6 12 12
5 1
( ( ))
6 6
( ),
5 1 5 1
( ( )) (1 ) (1 ) ( )
6 6 12 12
m m
m
r m r m r
r
cos h h A h cos h h
cos h h A h h cos h
h A cos h
cos h h A h h cos h
+
+ + +
+ + +
+
+ + +
(20)
where m 2 = .
66 N. H. Sweilam, M. M. Khader & M. Adel
PROOF
Substitute in (18) by
jh
m
m
j
e T
i
= and divide by
jh
e
i
, we get
0. = ) (
6
1
) (
3
5
) (
6
1
] )
12
1
(1 )
6
5
(2
)
12
1
[(1 ] )
12
1
(1 )
6
5
(2 )
12
1
(1 [
)2
12
1
6
5
12
1
( )2
12
1
6
5
12
1
(
i
1
2 =
2
1
2 =
2
i
1
2 =
2
1
i 2 2
i 2 i 2 2 i 2
1
2 i i 2 i i
h
r m r m r
m
r
r m r m r
m
r
h
r m r m r
m
r
m
h
h
m
h h
m
h h
m
h h
e A h A h
e A h e h h
e h e h h e h
A h e e A h e e
+ +
+ +
+ + +
+ + + +
(21)
Using some trigonometric formulae and some simplifications we can obtain
0. = ) ( ) ) (
6
1
6
5
(
)
12
5
(1 ) ( )
12
1
(1 ) ) (
6
1
6
5
(
) ( )
12
1
(1 )
12
5
(1 ) ) (
6
1
6
5
1
2 =
2
1
2 2 2
2 2 2
r m r m r
m
r
m
m
h cos A h
h h cos h A h h cos
h cos h h A h h cos
+
+
(
+ + +
(
+ + +
(22)
from which we can obtain the required formula and this completes the proof.
STABILITY ANALYSIS
In this section, we use the John von Neumann method to study the stability analysis of the finite difference scheme (17).
PROPOSITION 2
Assume that
,
) (2 ) (6
2
2
2
h
h
(23)
then
1.
) ( )
12
1
(1 )
12
5
(1 ) ) (
6
1
6
5
(
)
12
5
(1 ) ( )
12
1
(1 ) ) (
6
1
6
5
(
0
2 2 2
2 2 2
+ + +
+ + +
h cos h h A h h cos
h h cos h A h h cos
(24)
PROOF
Since
) (2
=
A , then
) (2
1
=
A
, and by our assumption that
) (2 ) (6
2
2
2
h
h
, so we can
obtain
,
6
2 1
2
2
h
h
A +
so,
,
3
1
6
1
2
1
2
2 2 2 2
A h A h h h +
and since 1 ) (
2
h sin , so we have
An Efficient Class of FDM Based on Hermite Formula for Solving 67
Fractional Reaction-Subdiffusion Equations
,
2
1
) ( )
3
1
6
1
(2
2 2 2 2 2
h A h h sin A h h +
i.e.,
0, ) ( )
3
1
)
12
1
(2(1
2
1
2 2 2 2 2
+ h sin A h h h A h
0, ) (
3
1
) ( )
12
1
2(1 )
12
5
(1 )
12
1
(1
2 2 2 2 2 2 2
+ + h sin A h h sin h h h A h
so,
0, )) (2 (1
2
1
)
12
1
2(1 )
12
5
(1 )
12
1
(1 ))] (2 (1
2
1
3
1
[1
2 2 2 2
+ + h cos h h h h cos A h
i.e.,
0, )]
12
5
(1 ) ) (2 )
12
1
[(1 ) ) (2
6
1
6
5
(
2 2 2
+ + + h h cos h h cos A h
and since
),
12
5
(1 ) ) (2 )
12
1
(1 ) ) (2 )
12
1
(1 )
12
5
(1
2 2 2 2
h h cos h h cos h h + +
we have that
0, )] ) (2 )
12
1
(1 )
12
5
[(1 ) ) (2
6
1
6
5
(
2 2 2
+ + + h cos h h h cos A h
which completes the proof.
PROPOSITION 3
Assume that
m
, be the solution of (20), with the condition (23), then | | | |
0
m
, ) 1,2,..., = ( M m .
PROOF
If we take 1 = m in Eq.(20), we obtain
. | |
) ( )
12
1
(1 )
12
5
(1 ) ) (
6
1
6
5
(
)
12
5
(1 ) ( )
12
1
(1 ) ) (
6
1
6
5
(
|= |
0
2 2 2
2 2 2
1
h cos h h A h h cos
h h cos h A h h cos
+ + +
+ + +
(25)
From Proposition 2, we have that | | | |
0 1
.
Suppose that | | | |
0
s
, 1 1,2,..., = m s . For 1 > m
. |
) ( )
12
1
(1 )
12
5
(1 ) ) (
6
1
6
5
(
) ( ) ) (
6
1
6
5
(
) ( )
12
1
(1 )
12
5
(1 ) ) (
6
1
6
5
(
)
12
5
(1 ) ( )
12
1
(1 ) ) (
6
1
6
5
(
|=| |
2 2 2
1
2 =
2
1
2 2 2
2 2 2
h cos h h A h h cos
h cos A h
h cos h h A h h cos
h h cos h A h h cos
r m r m r
m
r
m m
+ + +
+
+ + +
+ + +
+
(26)
68 N. H. Sweilam, M. M. Khader & M. Adel
Now, since
, ) ( = ) (
0 1
1
2 =
1 2 1
2 =
m r m r r
m
r
m r m r m r
m
r
+
+
(27)
we have
. |
) ( )
12
1
(1 )
12
5
(1 ) ) (
6
1
6
5
(
) ) (
6
1
6
5
(
) ( )
12
1
(1 )
12
5
(1 ) ) (
6
1
6
5
(
) ( ) ) (
6
1
6
5
(
) ( )
12
1
(1 )
12
5
(1 ) ) (
6
1
6
5
(
)
12
5
(1 ) ( )
12
1
(1 ) (1 ) ) (
6
1
6
5
(
|=| |
2 2 2
0
2
2 2 2
1
1
2 =
2
1
2 2 2
2 2
2
2
h cos h h A h h cos
h cos A h
h cos h h A h h cos
h cos A h
h cos h h A h h cos
h h cos h A h h cos
m
r m r r
m
r
m m
+ + +
+
+
+ + +
+
+
+ + +
+ + +
+
(28)
Using triangle inequality
. | ||
) ( )
12
1
(1 )
12
5
(1 ) ) (
6
1
6
5
(
) ) (
6
1
6
5
(
|
| ||
) ( )
12
1
(1 )
12
5
(1 ) ) (
6
1
6
5
(
) ( ) ) (
6
1
6
5
(
|
| ||
) ( )
12
1
(1 )
12
5
(1 ) ) (
6
1
6
5
(
)
12
5
(1 ) ( )
12
1
(1 ) (12 ) ) (
6
1
6
5
(
| | |
0
2 2 2
2
2 2 2
1
1
2 =
2
1
2 2 2
2 2
2
2
h cos h h A h h cos
h cos A h
h cos h h A h h cos
h cos A h
h cos h h A h h cos
h h cos h A h h cos
m
r m
r r
m
r
m m
+ + +
+
+
+ + +
+
+
+ + +
+ + +
(29)
Now, since | | | |
0 1
m
, | | | |
0
r m
, and also since
m r r
m
r
+
2 1
1
2 =
= ) ( , so the above inequality takes the
form
|, ||
) ( )
12
1
(1 )
12
5
(1 ) ) (
6
1
6
5
(
)
12
5
(1 ) ( )
12
1
(1 ) ) (
6
1
6
5
(
| | |
0
2 2 2
2 2 2
h cos h h A h h cos
h h cos h A h h cos
m
+ + +
+ + +
(30)
and using Proposition 2 directly we complete the proof.
We know that
. | ) ( | =
2
=
2
2
N T
m
N
(31)
An Efficient Class of FDM Based on Hermite Formula for Solving 69
Fractional Reaction-Subdiffusion Equations
THEOREM 1
The difference scheme (17) is stable under the condition (23).
PROOF
From Proposition 3, (31) and the formula
2
0
2
T T
m
, M m 1,2,.., = , which means that the difference scheme is
stable.
By the Lax equivalence theorem (Richtmyer et al. (1967)) we can show that the numerical solution converges to the exact
solution as 0 , h .
NUMERICAL RESULTS
In this section, we will test the proposed method by considering the following numerical examples.
EXAMPLE 1
Consider the initial-boundary value problem of fractional reaction-subdiffusion equation
, 0 1, < < 0 , ) (1 )] , ( ) , ( [ = ) , (
2
2
1
T t x t e t x u t x u
x
D t x u
t
x
t
+ +
(32)
with the following boundary conditions T t et t u t t u
+ +
0 , = ) (1, , = ) (0,
1 1
,
and the initial condition 1 0 0, = ,0) ( x x u .
The exact solution of this problem is
1
= ) , (
+
t e t x u
x
.
The behavior of the analytical solution and the numerical solution of the proposed fractional reaction-subdiffusion equation
(33) by means of the proposed finite difference scheme with different values of , h , , and final time T are presented
in figures 1-5.
Figure 1: The Behavior of the Exact Solution and the Numerical Solution of (32) by Means of the Proposed Method
at 0.8 = ,
40
1
= h ,
20
1
= and 0.5 = T
70 N. H. Sweilam, M. M. Khader & M. Adel
Figure 2: The Behavior of the Exact Solution and the Numerical Solution of (32) by Means of the Proposed Method
at 0.3 = ,
60
1
= h ,
70
1
= and 1 = T .
Figure 3: The Behavior of the Exact Solution and the Numerical Solution of (32) by Means of the Proposed Method
at 0.5 = ,
60
1
= h ,
20
1
= , and 2 = T .
Figure 4: The Behavior of the Numerical Solution of (32) by Means of the Proposed Method at
20
1
= h ,
20
1
= , and 0.5 = T , with different values of
An Efficient Class of FDM Based on Hermite Formula for Solving 71
Fractional Reaction-Subdiffusion Equations
Figure 5: The Behavior of the Numerical Solution of (32) By Means of the Proposed Method at
40
1
= h ,
40
1
= , 0.7 = , with different values of T
EXAMPLE 2
Consider the following initial-boundary problem of the fractional reaction-subdiffusion equation
1, < 0 ), , ( )] , ( ) , ( [ = ) , (
2
2
1
+
t x f t x u t x u
x
D t x u
t
t
(33)
on a finite domain 1 < < 0 x , with T t 0 and the following source term
) ( sin
) (2
1) ( ) (2
2 = ) , (
1 2
x
t t
t x f
|
|
\
|
+
+ + +
+
.
Under the boundary conditions 0 = ) (1, = ) (0, t u t u , and the initial condition 0 = ,0) (x u .
The exact solution of Eq.(34) in this case is ) ( sin = ) , (
2
x t t x u .
The behavior of the exact solution and the numerical solution of the proposed fractional reaction-subdiffusion
Eq.(34) by means of the proposed finite difference scheme with different values of , h , , and final time T are
presented in figures 6-8.
Figure 6: The Behavior of the Exact Solution and the Numerical Solution of (33) by Means of the Proposed Method
at 0.5 = ,
70
1
= h ,
60
1
= , and 2 = T
72 N. H. Sweilam, M. M. Khader & M. Adel
Figure 7: The Behavior of the Exact Solution and the Numerical Solution of (33) by Means of the Proposed Method
at 0.2 = ,
60
1
= h ,
20
1
= , and 0.2 = T
Figure 8: The Behavior of the Exact Solution and the Numerical Solution of (33) by Means Of The Proposed
Method at 0.9 = ,
50
1
= h ,
150
1
= and 0.01 = T
Figure 9: The Behavior of the Numerical Solution of the Proposed Problem (33) by Means of the Proposed Metho
at 0.4 = ,
40
1
= h ,
100
1
= , and 1 = T
An Efficient Class of FDM Based on Hermite Formula for Solving 73
Fractional Reaction-Subdiffusion Equations
From the previous figure 9, we can see that the numerical solution is unstable, since the stability condition (32) is not
satisfied.
The following two tables 1 and 2 show the magnitude of the maximum error between the numerical solution and the exact
solution obtained by using the proposed finite difference scheme with different values of h , and the final time T .
Table 1: The Maximum Error with Different Values of h , at 0.5 = , and 0.2 = T
h
Maximum
Error
50
1
50
1
0.01602
70
1
80
1
0.01303
120
1
100
1
0.01216
140
1
150
1
0.01118
160
1
180
1
0.01091
Table 2: The Maximum Error with Different Values of h, at 0.2 = , and 0.1 = T
h
Maximum
Error
10
1
10
1
0.01013
10
1
20
1
0.00290
20
1
20
1
0.00283
20
1
20
1
0.00281
30
1
30
1
0.00023
CONCLUSIONS AND REMARKS
This paper presented a class of numerical methods for solving the fractional reaction-subdiffusion
equations. This class of methods depends on the finite difference method based on Hermite formula. Special attention is
given to study the stability and convergence of the fractional finite difference scheme. To execute this aim we have
resorted to the kind of fractional John von Neumann stability analysis. From the theoretical study we can conclude that,
this procedure is suitable for the proposed fractional finite difference scheme and leads to very good predictions for the
stability bounds. Numerical solution and exact solution of the proposed problem are compared and the derived stability
condition is checked numerically. From this comparison, we can conclude that, the numerical solutions are in excellent
agreement with the exact solution. All computations in this paper are running using the Matlab programming.
74 N. H. Sweilam, M. M. Khader & M. Adel
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