1. Introduction
The initial boundary value problems addressed here are as follows:
where
represents the diffusion coefficient,
T is the final time, and
denotes the source term.
is the initial value, which is sufficiently smooth. The term
is used to represent the Riemann–Liouville fractional derivative, which has the following definition:
in which
represents the order of the equation, and
(see [
1,
2]).
Fractional calculus emerges as an indispensable mathematical instrument for elucidating a spectrum of phenomena encountered in scientific and engineering disciplines [
3,
4,
5,
6,
7]. Within this versatile framework, one of the key applications is the depiction of subdiffusion and superdiffusion [
8,
9,
10]. The fractional diffusion equation’s importance and use in various fields have garnered significant interest. However, the complexity of fractional diffusion equations typically makes it difficult to obtain solutions that are precisely accurate. Consequently, it becomes necessary for us to utilize numerical approaches to obtain numerical solutions to these equations. As we know, there exist challenges in the numerical approximation of fractional derivatives because of their lack of the advantageous properties that classical approximation operators possess. So, many researchers keep working hard on constructing approximate formulas for fractional derivatives. And, during the preceding decades, there has been notable progress, for example, the finite difference method [
1,
2,
11,
12]. Utilizing the traditional Grünwald–Letnikov technique for discretizing the Riemann–Liouville fractional derivative [
3], first-order accuracy was obtained; however, the technique is unstable in time-dependent contexts. Meerschaert and Tadjeran [
1] proposed the shifted Grünwald–Letnikov formula to approximate the fractional advection–dispersion flow equation, ensuring stability. Wang et al. [
13] approximated the space-fractional diffusion equation by weighting the Grünwald–Letnikov formula and shifting Grünwald–Letnikov formula. Savović et al. [
14] studied radon diffusion in soil and air, deriving the solution of the correlation diffusion equation using the explicit finite difference method. They compared the results of the two-medium model (soil–air) with those of the simplified single-medium model (soil). Savović et al. [
15] used the explicit finite difference method (EFDM) and a physical information neural network (PINN) to study Burgers’ equation. Although the method above performs well, it contains too many degrees of freedom for practical calculations. Therefore, a significant problem is how to simplify computations, reduce computational and storage requirements, and slow the accumulation of truncation errors during the calculation process, all while ensuring that the numerical solution maintains sufficient precision. A possible solution to achieve these goals is to construct a kind of reduced-dimension method.
A wealth of numerical evidence demonstrates the efficacy of the POD technique as a potential and practical reduced-dimension method that can reduce the unknowns of the numerical models, slow down the accumulation of round-off errors, minimize CPU running time, and enhance computational efficiency to some extent [
16,
17,
18]. The POD method has been applied in many fields, including but not limited to turbulence analysis [
19,
20,
21], principal component analysis [
22], sample identification for statistics [
23], atmospheric modeling [
24], geophysics [
25], and so on. In particular, the POD dimension reduction technique is commonly integrated with many classical numerical methods to develop different reduced-dimension models, including POD finite volume element models [
26], the mixed finite element method based on the POD technique [
27,
28], the space–time POD element method [
29,
30], reduced-dimension spectral methods [
31,
32], and difference methods combined with the POD method [
33,
34,
35,
36], etc. These reduced-dimension schemes have achieved a lot of meaningful results.
However, to our knowledge, there have been no reports about a reduced-dimension weighted finite difference scheme for the space-fractional diffusion equation established by the POD method. Therefore, this is our main purpose in this paper. To achieve this, we have developed a reduced-dimension model for space-fractional diffusion equations by combining the weighted finite difference scheme and the POD method. The weighted explicit finite difference form is given and written in matrix form. Additionally, the uniqueness of the solution with this method is proven. Based on the classical difference method with the matrix form, a reduced-dimension weighted explicit finite difference method is obtained by selecting suitable samples, establishing a snapshot matrix, and constructing a POD basis. Uniqueness, stability, and error estimations are presented through matrix analysis. Numerical simulations for assessing the viability and efficiency of the reduced-dimension weighted explicit finite difference method are provided. A comparison between the reduced-dimension method and the classical weighted explicit finite difference scheme is presented, including the error in the norm, the accuracy order, and the CPU time. The results demonstrate that the POD reduced-dimension weighted explicit finite difference scheme can ensure precision while saving CPU computation time and improving computing efficiency.
The paper is structured as follows. In
Section 2, we present a matrix formulation of the weighted explicit finite difference scheme for the space-fractional diffusion equation and demonstrate the uniqueness of its solutions. Furthermore,
Section 3 describes the creation of POD bases and the establishment of a reduced-dimension weighted explicit finite difference scheme using POD techniques. In
Section 4, the uniqueness, stabilization, and error estimates of the reduced-dimension weighted explicit finite difference solutions are provided, and the implementation steps of the POD reduced-dimension method are described. For the purpose of verifying the constructed scheme’s efficiency and feasibility, numerical simulations are presented in
Section 5. Finally,
Section 6 provides the main conclusions.
2. The Weighted Explicit Finite Difference Scheme for the Space-Fractional Diffusion Equation
To establish the weighted explicit finite difference scheme for problem (1), the discretized space and time variables are given. The time is divided as. Let denote the time step, . And, let be space mesh nodes, with the equivalent step length, and for.
We define the grid function as
Before constructing the weighted explicit finite difference method, we first define the Grünwald–Letnikov formula for
:
Next, we define the right-shifted Grünwald–Letnikov formula for
[
1]:
where
M is a positive integer, and
denotes the Gamma function [
3] defined by the integral.
We rewrite Equations (2) and (3) as follows, respectively:
The ‘normalized’ Grünwald weight is defined by
in which
represents a binomial coefficient.
The coefficient
, which is the coefficient of the power series of the function
, is determined by just the order
and the index
k:
The following is their recurrence relationship:
Lemma 1([
37]).
When, the coefficient in Equation (6) satisfies the properties below: The following difference quotient can be applied to approximate the derivative of (1):
By combining Equations (4) and (5), we obtain the finite difference equation as follows:
Equations (9) and (10) possess only first-order precision in both time and space [
1]. To achieve higher precision in space, we can employ a weighted approach with the Grünwald–Letnikov formula and the right-shifted Grünwald–Letnikov formula:
Therefore, the weighted explicit finite difference scheme for initial boundary value problems (1) can be obtained:
in which
is a weight parameter. In this article, we take the weight parameter as
.
Let
be defined as
with the condition that
. Equation (12) can then be rewritten as follows:
Furthermore, the matrix form of the weighted explicit finite difference scheme (13) can be rewritten as follows:
in which the factor
The element
in matrix
for
and
are defined as follows (note that the values of
and
are given in Lemma 1):
Theorem 1.The weighted explicit finite difference scheme (12) has a unique solution.
Proof of Theorem 1. Assuming that
is another solution of Equation (12) and defining
, we obtain
Let
, where
. In the above equation, setting
, taking the absolute value on both sides and then applying the triangle inequality, we obtain the following result:
For
, Equation (
18) can be written as follows:
Similarly, for
, we obtain
and by the principle of induction, we obtain
Due to
, the equation can be rewritten as follows:
where
.
Owing to, it follows that, which implies. Consequently, the finite difference scheme (12) has a unique solution, thereby proving the conclusion of Theorem 1. □
The stabilization and convergence of the set of solutions
were proved in Theorems 2.2 and 2.3, as referenced in [
13].
Theorem 2.Given and the condition, the series of solutions for the weighted explicit finite difference scheme (14) is stabilized and converges. Furthermore, the error estimates between this series and the analytical solution vector for, produced by the space-fractional diffusion Equation (1), are denoted as follows. Remark 1.The series of solutions for the weighted explicit finite difference scheme can be obtained in vector format by providing the space step h, time step τ, coefficients, initial values, and parameters ϵ. From this series, we select the first S as a group of snapshots.
5. Numerical Simulation
To demonstrate the practicality and effectiveness of the dimension-reduced weighted finite difference approach on space-fractional diffusion equations, we examine two such diffusion issues.
Example 1.Consider the following initial boundary value problems:in which the diffusion coefficient is fixed, and the exact solution is. The source term for the space-fractional diffusion equation is presented as follows:which uses the specific formula Setting the space step size to
, the time step size to
, and
,
Figure 1 shows the comparison between the exact solution (line) and the numerical solution (star) of the weighted explicit finite difference method at
(where
to
with an interval of
).
Figure 2 shows a comparison between the analytical solution (line) and the numerical solution (star) of the reduced-dimension weighted explicit finite difference method for Equation (45). In
Figure 1 and
Figure 2, it can be observed that the numerical solution of Equation (45) is in good agreement with the analytical solution, which further demonstrates the effectiveness of the method.
Figure 3 and
Figure 4 present the three-dimensional error figures for the two schemes.
Figure 5 and
Figure 6, respectively, illustrate surface graphs representing the relationship between the numerical solution and the space–time axis for the two methods. Furthermore,
Figure 3 and
Figure 4 demonstrate that the error between the exact solution and the numerical solutions for both the POD reduced-dimension weighted explicit finite difference method and the weighted explicit finite difference method can reach
when the space step size is
, the time step size is
, and
. This observation is consistent with the numerical results presented in
Table 1.
To verify that the reduced-dimension weighted explicit finite difference method ensures sufficient accuracy, reduces degrees of freedom, saves CPU computation time, and improves computational efficiency, we next analyze the error, convergence order, and CPU running time of Equation (45) at,, and.
Since the error order is
, the relationship
is exploited in the calculation to compensate for the errors caused by the discrete time and space directions. For this purpose, the time step size is set to
, and the space grid parameter
h takes the values
,
, and
.
Table 1 gives the errors, convergence orders, and CPU running time (in seconds) of
and
in the
norm for the weighted explicit finite difference approach and the reduced-dimension weighted explicit finite difference method, with a final time of
and a parameter value of
. The convergence rates of
and
, as shown in
Table 1, are nearly at the second order under the
norm. Notably, the reduced-dimension weighted explicit finite difference method, which uses only six degrees of freedom at each time node, demonstrates a significant advantage in terms of computational efficiency. Furthermore,
Table 1 also shows that the CPU running time for the weighted explicit finite difference method is 10 times that of the POD reduced-dimension weighted explicit finite difference method.
Building on the findings in
Table 1,
Table 2 and
Table 3 extend the analysis to different final times,
and
, respectively. They provide a detailed comparison of the errors, convergence rates, and CPU running times for both the weighted explicit finite difference method and the reduced-dimension weighted explicit finite difference method. Importantly,
Table 3 indicates that the CPU running time for the weighted explicit finite difference method ranges from 10 to 17 times that of the POD reduced-dimension method. Furthermore, when the space step size is
, the numerical errors are consistent with theoretical calculations, both attaining an accuracy of
. Nearly second-order convergence rates can also be observed in
Table 3. These tables provide a comprehensive comparison of the errors, convergence rates, and CPU running times for both the weighted explicit finite difference method and the reduced-dimension variant. The results further substantiate the efficiency and accuracy of the reduced-dimension method.
Continuing the analysis, when the space step size
h decreases, the convergence rate of errors
and
, as indicated in
Table 4, approaches the second order for an
value of
or
and a
T of 1, 2, or 3. Moreover, the CPU running time for the reduced-dimension weighted explicit finite difference method is observed to be faster than that for the traditional weighted explicit finite difference approach.
Therefore, based on the data presented in
Table 1,
Table 2,
Table 3 and
Table 4, the numerical errors are in line with theoretical expectations, regardless of the specific value chosen for
within the tested range (
). Moreover, these results highlight the proposed scheme’s capability to ensure sufficient accuracy while reducing degrees of freedom, saving CPU computation time, and enhancing computational efficiency. Additionally,
Figure 7 visually presents a comparison of the errors between the two methods when
, further illustrating the validity of the reduced-dimension method.
Example 2.Consider the following initial boundary value problems:in which the diffusion coefficient is and the exact solution is the same as in Example 1. According to Formula (44), the following source term can be obtained: In
Table 5, with a time step of
and various space meshes of
,
, and
, the orders of convergence for
and
are observed to be close to 2. The observed convergence is in line with theoretical projections. Additionally, we present the CPU running time results for both methods, corresponding to different
values of
,
, and
and for the final time
T of 1, 2, and 3. The numerical results for the CPU running time confirm the effectiveness of the reduced-dimension weighted explicit finite difference method. Furthermore,
Figure 8 provides a more intuitive comparison of the error estimates between the two methods under various conditions. Specifically, it illustrates the error estimates for different values of
(1.4, 1.6, and 1.8) and final times
T (1, 2, and 3).
6. Conclusions
In this paper, we investigate a reduced-dimension weighted explicit finite difference scheme for the space-fractional diffusion equation. The weighted explicit finite difference scheme for the space-fractional diffusion equation is first presented and formulated into a matrix form. In addition, the uniqueness of the weighted explicit finite difference solutions is demonstrated. Subsequently, the POD technique is utilized to establish the matrix form of the reduced-dimension weighted explicit finite difference method, and the implementation steps of the algorithm of the POD reduced-dimension technique are described. We discuss the uniqueness, stability, and error estimation of the solutions.
Numerical simulations were conducted to substantiate the analysis’s correctness and to compare the POD method with the original weighted explicit finite difference scheme. The results indicate that the proposed POD scheme ensures sufficient precision while reducing the degrees of freedom, conserving CPU computation time, and enhancing computational efficiency. Consequently, the reduced-dimension method, leveraging the POD technique, shows promise for broader applications. This approach is potentially applicable to solving other complex partial differential equations in two or higher dimensions.