STABILITY CONDITION OF FINITE DIFFERENCE SCHEMES FOR PARABOLIC AND HYPERBOLIC EQUATIONS: A COMPARISON WITH FINITE VOLUME METHODS FOR FRACTIONAL-ORDER DIFFUSION

This paper compares the finite difference and finite volume methods for solving time-fractional diffusion equations. These methods are widely known for diffusion equations with integer order, but their effectiveness for time-fractional diffusion equations has not been sufficiently studied. The definition of the Grunwald-Letnikov fractional derivative is used to approximate the equation. An explicit difference scheme for the finite difference method is obtained and a stability condition for the fractional time order difference scheme is derived, which is also a generalisation for parabolic and hyperbolic type equations, which was previously unknown for schemes with a fractional time order. An explicit discrete form for solving subdiffusion equations in two-dimensional space with fractional time order by the finite volume method is presented. Numerical results show that the finite difference method demonstrates high accuracy, while the finite volume method is better suited for complex geometries. These findings provide insights for future developments in anomalous diffusion modeling.

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