Finite element method for space-time fractional diffusion equation

In this paper, we consider two types of space-time fractional diffusion equations(STFDE) on a finite domain. The equation can be obtained from the standard diffusion equation by replacing the second order space derivative by a Riemann-Liouville fractional derivative of order β (1 < β ≤ 2), and the first order time derivative by a Caputo fractional derivative of order γ (0 < γ ≤ 1). For the 0 < γ < 1 case, we present two schemes to approximate the time derivative and finite element methods for the space derivative, the optimal convergence rate can be reached O(τ^2?γ + h²) and O(τ² + h²), respectively, in which τ is the time step size and h is the space step size. And for the case γ = 1, we use the Crank-Nicolson scheme to approximate the time derivative and obtain the optimal convergence rate O(τ² + h²) as well. Some numerical examples are given and the numerical results are in good agreement with the theoretical analysis.     

Compact finite difference scheme for the solution of time fractional advection-dispersion equation

In this paper, a compact finite difference method is proposed for the solution of time fractional advection-dispersion equation which appears extensively in fluid dynamics. In this approach the time fractional derivative of mentioned equation is approximated by a scheme of order O(τ ^2???α ), 0?<?α?<?1, and spatial derivatives are replaced with a fourth order compact finite difference scheme. We will prove the unconditional stability and solvability of proposed scheme. Also we show that the method is convergence with convergence order O(τ ^2???α ?+?h ⁴). Numerical examples confirm the theoretical results and high accuracy of proposed scheme.     

Numerical approximations and solution techniques for the space-time Riesz–Caputo fractional advection-diffusion equation

In this paper, we consider a space-time Riesz–Caputo fractional advection-diffusion equation. The equation is obtained from the standard advection-diffusion equation by replacing the first-order time derivative by the Caputo fractional derivative of order α ∈ (0,1], the first-order and second-order space derivatives by the Riesz fractional derivatives of order β ₁ ∈ (0,1) and β ₂ ∈ (1,2], respectively. We present an explicit difference approximation and an implicit difference approximation for the equation with initial and boundary conditions in a finite domain. Using mathematical induction, we prove that the implicit difference approximation is unconditionally stable and convergent, but the explicit difference approximation is conditionally stable and convergent. We also present two solution techniques: a Richardson extrapolation method is used to obtain higher order accuracy and the short-memory principle is used to investigate the effect of the amount of computations. A numerical example is given; the numerical results are in good agreement with theoretical analysis.     

Analysis for one-dimensional time-fractional Tricomi-type equations by LDG methods

In this paper, we consider the local discontinuous Galerkin (LDG) finite element method for one-dimensional linear time-fractional Tricomi-type equation (TFTTE), which is obtained from the standard one-dimensional linear Tricomi-type equation by replacing the first-order time derivative with a fractional derivative (of order α, with 1?<?α?≤?2). The proposed LDG is based on LDG finite element method for space and finite difference method for time. We prove that the method is unconditionally stable, and the numerical solution converges to the exact one with order O(h ^k?+?1?+?τ ²), where h, τ and k are the space step size, time step size, polynomial degree, respectively. The comparison of the LDG results with the exact solutions is made, numerical experiments reveal that the LDG is very effective.     

On the convergence of difference schemes for the diffusion equation of fractional order

For the diffusion equation of fractional order, we construct an approximation difference scheme of order 0(h ² + τ). We present an algorithm for the solution of boundary-value problems for a generalized transfer equation of fractional order. Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 50, No. 7, pp. 994–996, July, 1998.     

Detailed analysis of a conservative difference approximation for the time fractional diffusion equation

Diffusion equations that use time fractional derivatives are attractive because they describe a wealth of problems involving non-Markovian Random walks. The time fractional diffusion equation (TFDE) is obtained from the standard diffusion equation by replacing the first-order time derivative with a fractional derivative of order α? (0,1). Developing numerical methods for solving fractional partial differential equations is a new research field and the theoretical analysis of the numerical methods associated with them is not fully developed. In this paper an explicit conservative difference approximation (ECDA) for TFDE is proposed. We give a detailed analysis for this ECDA and generate discrete models of random walk suitable for simulating random variables whose spatial probability density evolves in time according to this fractional diffusion equation. The stability and convergence of the ECDA for TFDE in a bounded domain are discussed. Finally, some numerical examples are presented to show the application of the present technique.     

Finite Difference/Collocation Method for Two-Dimensional Sub-Diffusion Equation with Generalized Time Fractional Derivative

In this paper, we propose a finite difference/collocation method for two-dimensional time fractional diffusion equation with generalized fractional operator. The main purpose of this paper is to design a high order numerical scheme for the new generalized time fractional diffusion equation. First, a finite difference approximation formula is derived for the generalized time fractional derivative, which is verified with order $2-\alpha$ $(0<\alpha<1)$. Then, collocation method is introduced for the two-dimensional space approximation. Unconditional stability of the scheme is proved. To make the method more efficient, the alternating direction implicit method is introduced to reduce the computational cost. At last, numerical experiments are carried out to verify the effectiveness of the scheme.     

Fundamental solution and discrete random walk model for a time-space fractional diffusion equation of distributed order

In this paper, we consider a time-space fractional diffusion equation of distributed order (TSFDEDO). The TSFDEDO is obtained from the standard advection-dispersion equation by replacing the first-order time derivative by the Caputo fractional derivative of order α∈(0,1], the first-order and second-order space derivatives by the Riesz fractional derivatives of orders β ₁∈(0,1) and β ₂∈(1,2], respectively. We derive the fundamental solution for the TSFDEDO with an initial condition (TSFDEDO-IC). The fundamental solution can be interpreted as a spatial probability density function evolving in time. We also investigate a discrete random walk model based on an explicit finite difference approximation for the TSFDEDO-IC.     

Finite element method for Grwünwald–Letnikov time-fractional partial differential equation

In this article, we consider the finite element methods (FEM) for Grwünwald–Letnikov time-fractional diffusion equation, which is obtained from the standard two-dimensional diffusion equation by replacing the first-order time derivative with a fractional derivative (of order α, with 0?h ^r+1?+?τ^2-α), where h, τ and r are the space step size, time step size and polynomial degree, respectively. A numerical example is presented to verify the order of convergence.     

Analytical and numerical solutions of a two‐dimensional multi‐term time‐fractional Oldroyd‐B model

In this paper, we consider a two‐dimensional multi‐term time‐fractional Oldroyd‐B equation on a rectangular domain. Its analytical solution is obtained by the method of separation of variables. We employ the finite difference method with a discretization of the Caputo time‐fractional derivative to obtain an implicit difference approximation for the equation. Stability and convergence of the approximation scheme are established in the L_∞ ‐norm. Two examples are given to illustrate the theoretical analysis and analytical solution. The results indicate that the present numerical method is effective for this general two‐dimensional multi‐term time‐fractional Oldroyd‐B model.     

Higher order numerical methods for solving fractional differential equations

In this paper we introduce higher order numerical methods for solving fractional differential equations. We use two approaches to this problem. The first approach is based on a direct discretisation of the fractional differential operator: we obtain a numerical method for solving a linear fractional differential equation with order 0<α<1. The order of convergence of the numerical method is O(h ^3?α ). Our second approach is based on discretisation of the integral form of the fractional differential equation and we obtain a fractional Adams-type method for a nonlinear fractional differential equation of any order α>0. The order of convergence of the numerical method is O(h ³) for α≥1 and O(h ^1+2α ) for 0<α≤1 for sufficiently smooth solutions. Numerical examples are given to show that the numerical results are consistent with the theoretical results.     

NUMERICAL SOLUTION OF THE SPACE FRACTIONAL DIFFERENTIAL EQUATION

In this paper, a space fractional differential equation is considered. The equation is obtained from the parabolic equation containing advection, diffusion and reaction terms by replacing the second order derivative in space by a fractional derivative in space of order. An implicit finite difference approximation for this equation is presented. The stability and convergence of the finite difference approximation are proved. A fractional-order method of lines is also presented. Finally, some numerical results are given.     

A new high accuracy non-polynomial tension spline method for the solution of one dimensional wave equation in polar co-ordinates

In this paper, we propose a new three-level implicit nine point compact finite difference formulation of O(k² + h⁴) based on non-polynomial tension spline approximation in r-direction and finite difference approximation in t-direction for the numerical solution of one dimensional wave equation in polar co-ordinates. We describe the mathematical formulation procedure in details and also discuss the stability of the method. Numerical results are provided to justify the usefulness of the proposed method.     

A nonuniform L2 formula of Caputo derivative and its application to a fractional Benjamin–Bona–Mahony-type equation with nonsmooth solutions

To recover the full accuracy of discretized fractional derivatives, nonuniform mesh technique is a natural and simple approach to efficiently resolve the initial singularities that always appear in the solutions of time-fractional linear and nonlinear differential equations. We first construct a nonuniform L2 approximation for the fractional Caputo's derivative of order 1 < α < 2 and present a global consistency analysis under some reasonable regularity assumptions. The temporal nonuniform L2 formula is then utilized to develop a linearized difference scheme for a time-fractional Benjamin–Bona–Mahony-type equation. The unconditional convergence of our scheme on both uniform and nonuniform (graded) time meshes are proven with respect to the discrete H¹-norm. Numerical examples are provided to justify the accuracy.     

IMPLICIT DIFFERENCE APPROXIMATION FOR A TIME FRACTIONAL ADVECTION-DISPERSION EQUATION

In this paper, a time fractional advection-dispersion equation is considered. From the relationship between the Caputo derivative and the Grunwald derivative, the Caputo derivative is approximated by using the Griinwald derivative. An implicit difference approximation for this equation is proposed. We prove that this approximation is unconditionally stable and convergent. Finally, numerical examples are given.     

RBFs approximation method for time fractional partial differential equations

In this paper, radial basis functions (RBFs) approximation method is implemented for time fractional advection–diffusion equation on a bounded domain. In this method the first order time derivative is replaced by the Caputo fractional derivative of order α ∈ (0, 1], and spatial derivatives are approximated by the derivative of interpolation in the Kansa method. Stability and convergence of the method is discussed. Several numerical examples are include to demonstrate effectiveness and accuracy of the method.     

空间-时间分数阶对流扩散方程的数值解法

本文考虑一个空间-时间分数阶对流扩散方程.这个方程是将一般的对流扩散方程中的时间一阶导数用α(0＜α＜1)阶导数代替,空间二阶导数用β(1＜β＜2)阶导数代替.本文提出了一个隐式差分格式,验证了这个格式是无条件稳定的,并证明了它的收敛性,其收敛阶为O(ι h).最后给出了数值例子.     

A meshless point collocation method for 2-D multi-term time fractional diffusion-wave equation

In this paper, a meshless collocation method is considered to solve the multi-term time fractional diffusion-wave equation in two dimensions. The moving least squares reproducing kernel particle approximation is employed to construct the shape functions for spatial approximation. Also, the Caputo’s time fractional derivatives are approximated by a scheme of order O(τ ^3?α ), 1< α < 2. Stability and convergence of the proposed scheme are discussed. Some numerical examples are given to confirm the efficiency and reliability of the proposed method.     

An approximate solution of nonlinear fractional reaction–diffusion equation

The article presents a mathematical model of nonlinear reaction diffusion equation with fractional time derivative α (0 < α ? 1) in the form of a rapidly convergent series with easily computable components. Fractional reaction diffusion equation is used for modeling of merging travel solutions in nonlinear system for popular dynamics. The fractional derivatives are described in the Caputo sense. The anomalous behaviors of the nonlinear problems in the form of sub- and super-diffusion due to the presence of reaction term are shown graphically for different particular cases.     

The transport dynamics in complex systems governing by anomalous diffusion modelled with Riesz fractional partial differential equations

In this paper, numerical solutions of fractional Fokker–Planck equations with Riesz space fractional derivatives have been developed. Here, the fractional Fokker–Planck equations have been considered in a finite domain. In order to deal with the Riesz fractional derivative operator, shifted Grünwald approximation and fractional centred difference approaches have been used. The explicit finite difference method and Crank–Nicolson implicit method have been applied to obtain the numerical solutions of fractional diffusion equation and fractional Fokker–Planck equations, respectively. Numerical results are presented to demonstrate the accuracy and effectiveness of the proposed numerical solution techniques. Copyright © 2016 John Wiley & Sons, Ltd.