Efficient implementation to numerically solve the nonlinear time fractional parabolic problems on unbounded spatial domain

Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journalpeer-review

46 Scopus Citations
View graph of relations


  • Dongfang Li
  • Jiwei Zhang

Related Research Unit(s)


Original languageEnglish
Pages (from-to)415-428
Journal / PublicationJournal of Computational Physics
Online published1 Jul 2016
Publication statusPublished - 1 Oct 2016


Anomalous diffusion behavior in many practical problems can be described by the nonlinear time-fractional parabolic problems on unbounded domain. The numerical simulation is a challenging problem due to the dependence of global information from time fractional operators, the nonlinearity of the problem and the unboundedness of the spacial domain. To overcome the unboundedness, conventional computational methods lead to extremely expensive costs, especially in high dimensions with a simple treatment of boundary conditions by making the computational domain large enough. In this paper, based on unified approach proposed in [25], we derive the efficient nonlinear absorbing boundary conditions (ABCs), which reformulates the problem on unbounded domain to an initial boundary value problem on bounded domain. To overcome nonlinearity, we construct a linearized finite difference scheme to solve the reduced nonlinear problem such that iterative methods become dispensable. And the stability and convergence of our linearized scheme are proved. Most important, we prove that the numerical solutions are bounded by the initial values with a constant coefficient, i.e., the constant coefficient is independent of the time. Overall, the computational cost can be significantly reduced comparing with the usual implicit schemes and a simple treatment of boundary conditions. Finally, numerical examples are given to demonstrate the efficiency of the artificial boundary conditions and theoretical results of the schemes.

Research Area(s)

  • Absorbing boundary conditions, Artificial boundary method, Linearized finite difference method, Nonlinear time-fractional parabolic problems, Unified approach