To expand on the issue:
Anodizing is just controlled oxidizing. Titanium oxidizes itself when exposed to air. The thickness of the oxide coating is what determines the color and the layer is actually clear, we just perceive it as colored.
If you anodize Ti you will end up with a thicker oxide layer than if it is left to oxidize by itself. So in theory wear resistance should be increased, but in my experience the wear resistance is minimal. I used to have a small business making titanium jewelry and we would offer recoloring for free. Often even on something as simple as a pair of earrings the color could wear off in a matter of weeks.
The method battery method Oregon pointed out will work for anodizing. All it takes is DC electricity and the the color(oxide thickness) is controlled by how many volts. The higher the volts, the thicker the coating. TSP sold at hardware stores makes a very good solution for the anodizing bath.
In my experience for some reason heat colored Ti seems to show greater wear resistance than electrolytic anodized Ti.
If you decide to try it, it is a very simple process and you won't mechanically hurt the knife....although you may ugly it up if you do it wrong...but that can always be removed and tried again.
