You are on page 1of 15

# International Journal of Mathematics and Computer

## Applications Research (IJMCAR)

ISSN 2249-6955
Vol. 2 Issue 4 Dec 2012 61-75
TJPRC Pvt. Ltd.,

AN EFFICIENT CLASS OF FDM BASED ON HERMITE FORMULA FOR SOLVING
FRACTIONAL REACTION-SUBDIFFUSION EQUATIONS
N. H. SWEILAM
1
2
1

1
Department of Mathematics, Faculty of Science, Cairo University, Giza, Egypt

2
Department of Mathematics, Faculty of Science, Benha University, Benha, Egypt

ABSTRACT
In this article, a numerical study is introduced for the fractional reaction-subdiffusion equations by using an
efficient class of finite difference methods (FDM). The proposed scheme is based on Hermite formula. The stability
analysis and the convergence of the proposed methods are given by a recently proposed procedure similar to the standard
John von Neumann stability analysis. Simple and accurate stability criterion valid for different discretization schemes of
the fractional derivative, arbitrary weight factor, and arbitrary order of the fractional derivative, are given and checked
numerically. Finally, numerical examples are carried out to confirm the theoretical results.
KEYWORDS: Finite Difference Methods, Hermite Formula, Fractional Reaction-Subdiffusion Equation, Stability and
Convergence Analysis
INTRODUCTION
In the last few years, there are many studies for the fractional differential equations (FDEs), because of their
important applications in many areas like physics, medicine and engineering, and this field allows us to study fractal
phenomena which can not be studied by the ordinary case. There are many applications of the FDEs see (Chang Chen et al.
(2007) - Hilfer (2000), Liu (2004), Metzler (2000)), the studied models have received a great deal of attention like in the
fields of viscoelastic materials (Bagley (1999)), control theory (Podlubny (1999)), advection and dispersion of solutes in
natural porous or fractured media (Benson et al. (2000)), anomalous diffusion. Most FDEs do not have exact solutions, so
approximate and numerical techniques must be used. Recently, several numerical methods to solve FDEs have been given
such as, variational iteration method (Sweilam et al.(2007)), homotopy perturbation method (Khader (2012)), Adomian
decomposition method (Yu (2008)), homotopy analysis method (Sweilam and Khader (2011)), collocation method (Khader
(2007), Sweilam and Khader (2010)) and finite difference method (Sweilam et al. (2011), Sweilam et al. (2012)).
In this section, we employed the Caputo definitions of fractional derivative operator

## D and its properties (Liu et

al. (2007a), Metzler (2000), Podlubny (1999)) .
DEFINITION 1
The Riemann-Liouville derivative of order of the function ) (x y is defined by
0, > 0, > ,
) (
) (
) (
1
= ) (
1 0

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

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

## is the rate constant for the

bimolecular reaction.
In order to generalize the reaction-diffusion problem to a reaction-subdiffusion problem, we must deal with the
subdiffusive motion of the particles. Seki et al. (2003) and Yuste et al. (2004) replaced Eqs. (1) and (2) with the set of
reaction-subdiffusion equations in which both the motion and the reaction terms are affected by the subdiffusive character
of the process
)], , ( ) , ( ) , ( [ = ) , (
2
2
1
t x b t x a t x a
x
k D t x a
t
t

(3)

)], , ( ) , ( ) , ( [ = ) , (
2
2
1
t x b t x a t x b
x
k D t x b
t
t

(4)
where

## k is the generalized diffusion coefficient and

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

## , 1) < (0 at the points ) , (

m j
t x as follow

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

+ +

+
+

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 = .

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)

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

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

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.

REFERENCES

1. Bagley, R. L., & Calico, R. A. (1999). Fractional-order state equations for the control of viscoelastic damped
structures. J. Guidance Control Dynamics, 14(2), 304-311.
2. Benson, D. A., & Wheatcraft, S. W., & Meerschaert, M. M. (2000). The fractional-order governing equation of
Le vy motion. Water Resour, Res., 36(6), 1413-1424.
3. Chang Chen, M. & Liu, F.& Turner I., & Anh, V. (2007). Fourier method for the fractional diffusion equation
describing sub-diffusion. J. Comp. Phys., 227(2) , 886-897.
4. Gorenflo, R., & Mainardi, F. (1998). Random walk models for space-fractional diffusion processes. Fractional
Calculus Applied Analysis, 1, 167-191.
5. Henry, B. I.,& Wearne, S. L. (2000). Fractional reaction-diffusion. Physica, A 276, 448-455.
6. Hilfer, R. (2000). Applications of Fractional Calculus in Physics. World Scientific, Singapore.
7. Khader, M. M. (2011). On the numerical solutions for the fractional diffusion equation. Communications in
Nonlinear Science and Numerical Simulations, 16, 2535-2542.
8. Khader, M. M. (2012). Introducing an efficient modification of the homotopy perturbation method by using
Chebyshev polynomials. Arab Journal of Mathematical Sciences, 18, 61-71.
9. Khader, M. M., & Sweilam, N. H., & Mahdy, A. M. S. (2011). An efficient numerical method for solving the
fractional diffusion equation. Journal of Applied Mathematics and Bioinformatics, 1, 1-12.
10. Kilbas, A. A., & Srivastava, H. M., & Trujillo, J. J. (2006). Theory and Applications of Fractional Differential
Equations. Elsevier, San Diego.
11. Liu, F., & Anh, V., & Turner, I. (2004). Numerical solution of the space fractional Fokker-Planck equation. J.
Comp. Appl. Math. 166, 209-219.
12. Liu, Q., & Liu, F., & Turner, I., & Anh, V. (2007). Approximation of the Le
'
process by random walk and finite difference method. J. Comp. Phys., 222, 57-70.

13. Liu, F., &Zhuang, P., & Anh, V., &Turner, I. , & Burrage, K. (2007). Stability and convergence of the difference
methods for the space-time fractional advection-diffusion equation, Appl. Math. Comp., 191(1), 12-20.
14. Lubich, C. (1986). Discretized fractional calculus. SIAM J. Math. Anal., 17, 704-719.
15. Metzler, R., & Klafter, J. (2000). The random walks guide to anomalous diffusion: a fractional dynamics
approach, Phys. Rep., 339, 1-77.
16. Podlubny, I. (1999). Fractional Differential Equations, Academic Press. San Diego.
17. Richtmyer, R. D., & Morton, K. W. (1967). Difference Methods for Initial-value Problems[M]. Interscience
Publishers, New York.
18. Seki, K., & Wojcik, M., & Tachiya, M. (2003). Fractional reaction-diffusion equation, J. Chem. Phys., 119, 2165-
2174.
19. Sweilam, N. H., & Khader, M. M. (2010). A Chebyshev pseudo-spectral method for solving fractional integro-
An Efficient Class of FDM Based on Hermite Formula for Solving 75
Fractional Reaction-Subdiffusion Equations

differential equations. ANZIAM, 51, 464-475.
20. Sweilam, N. H., & Khader, M. M., & M. Adel. (2012). On the stability analysis of weighted average finite
difference methods for fractional wave equation. Fractional Differential Calculus, 2(1), 17-29.
21. Sweilam, N. H., & Khader, M. M., & Al-Bar, R. F. (2007). Numerical studies for a multi-order fractional
differential equation. Physics Letters A, 371, 26-33.
22. Sweilam, N. H., & Khader, M. M., & Nagy, .A. M. (2011). Numerical solution of two-sided space- fractional
wave equation using finite difference method, Journal of Computational and Applied Mathematics, 235 , 2832-
2841.
23. Sweilam, N. H., & Khader, M. M. (2011). Semi exact solutions for the bi-harmonic equation using homotopy
analysis method.World Applied Sciences Journal, 13, p.(1-7).
24. Yu, Q., & Liu, F., & Anh, V., & Turner, I. (2008). Solving linear and nonlinear space-time fractional reaction-
diffusion equations by Adomian decomposition method, Int. J. Numer. Meth. Eng., 47(1), 138-153.
25. Yuste, S. B. , & Acedo, L. (2005). An explicit finite difference method and a new Von Neumann-type stability
analysis for fractional diffusion equations. SIAM J. Numer. Anal., 42, 1862-1874.
26. Yuste, S. B., & Acedo, L., & Lindenberg, K. (2004). Reaction front in an C B A + reaction-subdiffusion
process, Phys. Rev. E, 69, 036126.
27. Zhang, W. S. (2006). Finite Difference Methods for Partial Differential Equations in Science Computation[M].
Higher Education Press, Beijin.
28. Zhuang, P., & Liu, F. , & Anh, V., & Turner, I. (2008). New solution and analytical techniques of the implicit
numerical methods for the anomalous sub-diffusion equation, SIAM J. Numer. Anal., 46(2), 1079-1095.