Fundamental kernel-based method for backward space-time fractional diffusion problem

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

20 Scopus Citations
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Detail(s)

Original languageEnglish
Pages (from-to)356-367
Journal / PublicationComputers and Mathematics with Applications
Volume71
Issue number1
Online published8 Dec 2015
Publication statusPublished - Jan 2016

Abstract

Based on kernel-based approximation technique, we devise in this paper an efficient and accurate numerical scheme for solving a backward space-time fractional diffusion problem (BSTFDP). The kernels used in the approximation are the fundamental solutions of the space-time fractional diffusion equation expressed in terms of inverse Fourier transform of Mittag-Leffler functions. The use of Inverse fast Fourier transform (IFFT) technique enables an accurate and efficient evaluation of the fundamental solutions and gives a robust numerical algorithm for the solution of the BSTFDP. Since the BSTFDP is intrinsic ill-posed, we apply the standard Tikhonov regularization technique to obtain a stable solution to the highly ill-conditioned resultant system of linear equations. For choosing optimal regularization parameter, we combine the regularization technique with the generalized cross validation (GCV) method for an optimal placement of the source points in the use of fundamental solutions. Meanwhile, the proposed algorithm also speeds up the previous method given in Dou and Hon (2014). Several numerical examples are constructed to verify the accuracy and efficiency of the proposed method.

Research Area(s)

  • Backward space-time fractional diffusion problem, Fundamental solutions, Kernel-based approximation, Mittag-Leffler functions, Tikhonov regularization