A New Kind of Parallel Natural Difference Method for Multi-Term Time Fractional Diffusion Model

Multi-term time fractional diffusion model is not only an important physical subject, but also a practical problem commonly involved in engineering. In this paper, we apply the alternating segment technique to combine the classical explicit and implicit schemes, and propose a parallel nature difference method alternating segment pure explicit-implicit (PASE-I) and alternating segment pure implicit-explicit (PASI-E) difference schemes for multi-term time fractional order diffusion equations. The existence and uniqueness of the solutions are proved, and stability and convergence analysis of the two schemes are also given. Theoretical analyses and numerical experiments show that the PASE-I and PASI-E schemes are unconditionally stable and satisfy second-order accuracy in spatial precision and 2-alpha order in time precision. When the computational accuracy is equivalent, the CPU time of the two schemes are reduced by up to 2/3 compared with the classical implicit difference method. It indicates that the PASE-I and PASI-E parallel difference methods are efficient and feasible for solving multi-term time fractional diffusion equations.