A Parallel Krylov Subspace Iterative Scheme for Variable-Order Fractional Advection–Diffusion–Reaction Equation

This paper is concerned with the numerical solution of the variable-order time fractional advection–diffusion–reaction equation (VO-TFADRE) in two space dimensions. We first propose a Crank–Nicolson (C-N) discretization scheme based on central difference operators and L1 formula for space and time variables, respectively. Then, we apply the C-N scheme to construct a new algorithm, namely the explicit group (EG) method, for the model problem under consideration. The EG method utilizes the idea of small fixed-size groups of mesh points and comes with computational merits as compared with the C-N scheme. Stability and convergence analyses are given in this work. The resulting discretization leads to large sparse linear systems, which are solved using the Bi-CGSTAB iterative method. Numerical experiments demonstrate that both the C–N and EG schemes achieve accurate approximations, while the EG method significantly reduces computational time. To economize further on the computational cost, we propose a parallelized version of the EG method for solving the VO-TFADRE. Carried out numerical simulations reveal that the parallel algorithm is more efficient than the serial algorithm for solving the problem under consideration.