A fast third order algorithm for two dimensional inhomogeneous fractional parabolic partial differential equations

Abstract

AbstractA computationally fast third order numerical algorithm is developed for inhomogeneous parabolic partial differential equations. The algorithm is based on a third order method developed by using a rational approximation with single Gaussian quadrature pole to avoid complex arithmetic and to achieve high efficiency and accuracy. Difficulties with computational efficiency and accuracy are addressed using partial fraction decomposition technique. Third order accuracy and convergence of the method is proved analytically and verified numerically. Several classical as well as more challenging fractional and distributed order inhomogeneous problems are considered to perform numerical experiments. Computational efficiency of the method is demonstrated through central processing unit (CPU) time and is given in the convergence tables.Keywords: Inhomogeneous parabolic PDEsReal pole rational approximationComputationally fastfractional distributed order PDEsRiesz derivativeDisclaimerAs a service to authors and researchers we are providing this version of an accepted manuscript (AM). Copyediting, typesetting, and review of the resulting proofs will be undertaken on this manuscript before final publication of the Version of Record (VoR). During production and pre-press, errors may be discovered which could affect the content, and all legal disclaimers that apply to the journal relate to these versions also.