Solving the Time-Fractional Diffusion Equation Using a Lie Group Integrator

Abstract

In this paper, we propose a numerical method to approximate the solutions of time fractional diffusion equation which is in the class of Lie group integrators. Our utilized method, namely fictitious time integration method transforms the unknown dependent variable to a new variable with one dimension more. Then the group preserving scheme is used to integrate the new fractional partial differential equations in the augmented space R3+1. Effectiveness and validity of method demonstrated using two examples.