Skip to main content

Chebyshev Spectral Approximation for Diffusion Equations with Distributed Order in Time

  • Conference paper
  • First Online:
Differential and Difference Equations with Applications (ICDDEA 2015)

Part of the book series: Springer Proceedings in Mathematics & Statistics ((PROMS,volume 164))

  • 994 Accesses

Abstract

In this work we provide a numerical method for the diffusion equation with distributed order in time. The basic idea is to expand the unknown function in Chebyshev polynomials for the time variable t and reduce the problem to the solution of a system of algebraic equations, which may then be solved by any standard numerical technique. We apply the method to the forward and backward problems. Some numerical experiments are provided in order to show the performance and accuracy of the proposed method.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 129.00
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 169.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book
USD 169.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

References

  1. Burden, R., Faires, J.: Numerical Analysis, 9th edn. Brooks-Cole Publishing Company, Boston (2011)

    MATH  Google Scholar 

  2. Diethelm, K.: The Analysis of Fractional Differential Equations: An Application-Oriented Exposition Using Differential Operators of Caputo Type. Springer, Heidelberg (2010)

    Book  MATH  Google Scholar 

  3. Doha, E.H., Bhrawy, A.H., Ezz-Eldien, S.S.: A Chebyshev spectral method based on operational matrix for initial and boundary value problems of fractional order. Comput. Math. Appl. 62, 2364–2373 (2011)

    Article  MathSciNet  MATH  Google Scholar 

  4. Ford, N.J., Morgado, M.L., Rebelo, M.: An implicit finite difference approximation for the solution of the diffusion equation with distributed order in time. Electron. Trans. Numer. Anal. 44, 289–305 (2015)

    MathSciNet  MATH  Google Scholar 

  5. Gao, G.H., Sun, Z.Z.: Two alternating direction implicit difference schemes with the extrapolation method for the two-dimensional distributed-order differential equations. Comput. Math. Appl. 69, 926–948 (2015)

    Article  MathSciNet  Google Scholar 

  6. Gorenflo, R., Mainardi, F., Scalas, E., Raberto, M.: Fractional calculus and continuous-time finance III: the diffusion limit. In: Mathematical Finance, pp. 171–180. Springer, New York (2001)

    Google Scholar 

  7. Gorenflo, R., Luchko, Y., Stojanovic, M.: Fundamental solution of a distributed order time-fractional diffusion-wave equation as probability density. Fract. Calc. Appl. Anal. 16 (2), 297–316 (2013)

    Article  MathSciNet  MATH  Google Scholar 

  8. Mainardi, F., Raberto, M., Gorenflo, R., Scalas, E.: Fractional calculus and continuous-time finance II: the waiting-time distribution. Physica A 287, 468–481 (2000)

    Article  MATH  Google Scholar 

  9. Mainardi, F., Pagnini, G., Mura, A., Gorenflo, R.: Time-fractional diffusion of distributed order. J. Vib. Control 14, 1267–1290 (2008)

    Article  MathSciNet  MATH  Google Scholar 

  10. Metzler, R., Klafter, J.: The restaurant at the end of the random walk: recent developments in the description of anomalous transport by fractional dynamics. J. Phys. A Math. Gen. 37, R161–R208 (2004)

    Article  MathSciNet  MATH  Google Scholar 

  11. Morgado, M.L., Rebelo, M.: Numerical approximation of distributed order reaction-diffusion equations. J. Comput. Appl. Math. 275, 216–227 (2015)

    Article  MathSciNet  MATH  Google Scholar 

  12. Ye, H., Liu, F., Anh, V., Turner, I.: Numerical analysis for the time distributed-order and Riesz space fractional diffusions on bounded domains. Int. J. Appl. Math. (2014). doi: 10.1093/imamat/hxu015

    MATH  Google Scholar 

Download references

Acknowledgements

This work was partially supported by FCT (Portuguese Foundation for Science and Technology) within the projects UID/MAT/00013/2013 (Centro de Matemática) and UID/MAT/00297/2013 (Centro de Matemática e Aplicações).

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Magda Rebelo .

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2016 Springer International Publishing Switzerland

About this paper

Cite this paper

Morgado, M.L., Rebelo, M. (2016). Chebyshev Spectral Approximation for Diffusion Equations with Distributed Order in Time. In: Pinelas, S., Došlá, Z., Došlý, O., Kloeden, P. (eds) Differential and Difference Equations with Applications. ICDDEA 2015. Springer Proceedings in Mathematics & Statistics, vol 164. Springer, Cham. https://doi.org/10.1007/978-3-319-32857-7_24

Download citation

Publish with us

Policies and ethics