Reduced order finite difference scheme based on POD for fractional
stochastic advection-diffusion equation
Abstract
This paper introduce a numerical solution of time fractional stochastic
advection-diffusion equa- tion (FSA-DE) wherein time fractional
derivative is described in Caputo sence of order α (0 < α
< 1). First, a L1 approximation is employed to estimate the
Caputo derivative. Then, the spatial derivative is discretized by a
second-order finite difference scheme. Moreover, we combine the implicit
finite difference (IFD) scheme with the proper orthogonal decomposition
(POD) method to reduce the used cpu time. In other words, we obtain POD
based reduced-order IFD scheme. As a result, the new scheme can be
viewed as the modification of the exiting job (Mirzaee et al., 2020
[23]). The numerical results provide to verify the feasibility and
efficiency of the new method.