A fast and high-order IMEX method for non-linear time-space-fractional reaction-diffusion equations

An efficient and high-order numerical method is presented for solving a time-space-fractional reaction-diffusion equation. Matrix transfer technique based on fourth-order compact finite differences is first used to discretize the space-fractional Laplacian operator which results in a system with a linear stiff term. Then, an implicit-explicit (IMEX) trapezoidal product-integration rule is implemented for time integration which treats the stiff linear term implicitly and non-linear non-stiff term explicitly. The stability and convergence of the method are analyzed. Due to the discontinuity of the solution derivative at t=0\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$t=0$$\end{document}, the numerical method is only 1+α\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$1+\alpha $$\end{document} order accurate in time where α\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\alpha $$\end{document} is the order of the time-fractional derivative. Richardson extrapolation is introduced to obtain a modified version of the method which is second order accurate in time. A fast algorithm based on discrete sine transform is also implemented to reduce the cost of computing the discretized space-fractional Laplacian operator.