Entropy solution theory for fractional degenerate convection–diffusion equations

We study a class of degenerate convection-diffusion equations with a fractional non-linear diffusion term. This class is a new, but natural, generalization of local degenerate convection-diffusion equations, and include anomalous diffusion equations, fractional conservation laws, fractional porous medium equations, and new fractional degenerate equations as special cases. We define weak entropy solutions and prove well-posedness under weak regularity assumptions on the solutions, e.g. uniqueness is obtained in the class of bounded integrable solutions. Then we introduce a new monotone conservative numerical scheme and prove convergence toward the entropy solution in the class of bounded integrable BV functions. The well-posedness results are then extended to non-local terms based on general Lévy operators, connections to some fully non-linear HJB equations are established, and finally, some numerical experiments are included to give the reader an idea about the qualitative behavior of solutions of these new equations.     

A novel perspective to the local fractional Zakharov–Kuznetsov-modified equal width dynamical model on Cantor sets

In this work, the local fractional Zakharov–Kuznetsov-modified equal width dynamical (LFZKMEWD) model is investigated on Cantor sets by using the local fractional derivative (LFD). The fractal variational wave method (FVWM) is employed to obtain the exact traveling wave solutions of the nondifferentiable type for the LFZKMEW model. The numerical example illustrates the FVWM is efficient and straightforward. The properties of exact traveling wave solutions are also elaborated by some figures.     

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.     

A new numerical algorithm to solve fractional differential equations based on operational matrix of generalized hat functions

In this paper, we propose a new numerical algorithm for solving linear and non linear fractional differential equations based on our newly constructed integer order and fractional order generalized hat functions operational matrices of integration. The linear and nonlinear fractional order differential equations are transformed into a system of algebraic equations by these matrices and these algebraic equations are solved through known computational methods. Further some numerical examples are given to illustrate and establish the accuracy and reliability of the proposed algorithm. The results obtained, using the scheme presented here, are in full agreement with the analytical solutions and numerical results presented elsewhere.     

Fast evaluation and high accuracy finite element approximation for the time fractional subdiffusion equation

In this article, an efficient algorithm for the evaluation of the Caputo fractional derivative and the superconvergence property of fully discrete finite element approximation for the time fractional subdiffusion equation are considered. First, the space semidiscrete finite element approximation scheme for the constant coefficient problem is derived and supercloseness result is proved. The time discretization is based on the L1‐type formula, whereas the space discretization is done using, the fully discrete scheme is developed. Under some regularity assumptions, the superconvergence estimate is proposed and analyzed. Then, extension to the case of variable coefficients is also discussed. To reduce the computational cost, the fast evaluation scheme of the Caputo fractional derivative to solve the fractional diffusion equations is designed. Finally, numerical experiments are presented to support the theoretical results.     

Numerical analysis nonlinear multi‐term time fractional differential equation with collocation method via fractional B‐spline

In this work, we present numerical analysis for nonlinear multi‐term time fractional differential equation which involve Caputo‐type fractional derivatives for . The proposed method is based on utilization of fractional B‐spline basics in collocation method. The scheme can be readily obtained efficient and quite accurate with less computational work numerical result. The proposal approach transform nonlinear multi‐term time fractional differential equation into a suitable linear system of algebraic equations which can be solved by a suitable numerical method. The numerical experiments will be verify to demonstrate the effectiveness of our method for solving one‐ and two‐dimensional multi‐term time fractional differential equation.     

Fractional variational integrators for fractional Euler–Lagrange equations with holonomic constraints

In this paper, the fractional variational integrators developed by Wang and Xiao (2012) [28] are extended to the fractional Euler–Lagrange (E–L) equations with holonomic constraints. The corresponding fractional discrete E–L equations are derived, and their local convergence is discussed. Some fractional variational integrators are presented. The suggested methods are shown to be efficient by some numerical examples.     

On the analysis of vibration equation involving a fractional derivative with Mittag-Leffler law

The present article deals with a fractional extension of the vibration equation for very large membranes with distinct special cases. The fractional derivative is considered in Atangana-Baleanu sense. A numerical algorithm based on homotopic technique is employed to examine the fractional vibration equation. The stability analysis is conducted for the suggested scheme. The maple software package is utilized for numerical simulation. In order to illustrate the effects of space, time, and order of Atangana-Baleanu derivative on the displacement, the outcomes of this study are demonstrated graphically. The results revel that the Atangana-Baleanu fractional derivative is very efficient in describing vibrations in large membranes.     

The fractional steps domain decomposition method for numerical solution of a class of viscous wave equations

In this article, an efficient fractional steps domain decomposition method (FSDDM) is derived for parallel numerical solution of a class of viscous wave equations. In this procedure, the large domain is divided into multiple block sub-domains. The values on the interfaces of sub-domains are found by an efficient local multilevel scheme, implicit scheme is used for computing the interior values in sub-domains. Some techniques, such as non-overlapping domain decomposition, fractional steps and extrapolation algorithm are adopted. Numerical experiments are performed to demonstrate the efficiency and accuracy of the method.     

A new approach by two‐dimensional wavelets operational matrix method for solving variable‐order fractional partial integro‐differential equations

In this paper, a new computational scheme based on operational matrices (OMs) of two‐dimensional wavelets is proposed for the solution of variable‐order (VO) fractional partial integro‐differential equations (PIDEs). To accomplish this method, first OMs of integration and VO fractional derivative (FD) have been derived using two‐dimensional Legendre wavelets. By implementing two‐dimensional wavelets approximations and the OMs of integration and variable‐order fractional derivative (VO‐FD) along with collocation points, the VO fractional partial PIDEs are reduced into the system of algebraic equations. In addition to this, some useful theorems are discussed to establish the convergence analysis and error estimate of the proposed numerical technique. Furthermore, computational efficiency and applicability are examined through some illustrative examples.     

Fast Solvers of Fredholm Optimal Control Problems

<正>The formulation of optimal control problems governed by Fredholm integral equations of second kind and an efficient computational framework for solving these control problems is presented.Existence and uniqueness of optimal solutions is proved. A collective Gauss-Seidel scheme and a multigrid scheme are discussed.Optimal computational performance of these iterative schemes is proved by local Fourier analysis and demonstrated by results of numerical experiments.     

Numerical simulation of a Finite Moment Log Stable model for a European call option

Compared to the classical Black-Scholes model for pricing options, the Finite Moment Log Stable (FMLS) model can more accurately capture the dynamics of the stock prices including large movements or jumps over small time steps. In this paper, the FMLS model is written as a fractional partial differential equation and we will present a new numerical scheme for solving this model. We construct an implicit numerical scheme with second order accuracy for the FMLS and consider the stability and convergence of the scheme. In order to reduce the storage space and computational cost, we use a fast bi-conjugate gradient stabilized method (FBi-CGSTAB) to solve the discrete scheme. A numerical example is presented to show the efficiency of the numerical method and to demonstrate the order of convergence of the implicit numerical scheme. Finally, as an application, we use the above numerical technique to price a European call option. Furthermore, by comparing the FMLS model with the classical B-S model, the characteristics of the FMLS model are also analyzed.     

A new hypothesis concerning children’s fractional knowledge

The basic hypothesis of the teaching experiment, The Child’s Construction of the Rational Numbers of Arithmetic (Steffe & Olive, 1990) was that children’s fractional schemes can emerge as accommodations in their numerical counting schemes. This hypothesis is referred to as the reorganization hypothesis because when a new scheme is established by using another scheme in a novel way, the new scheme can be regarded as a reorganization of the prior scheme. In that case where children’s fractional schemes do emerge as accommodations in their numerical counting schemes, I regard the fractional schemes as superseding their earlier numerical counting schemes. If one scheme supersedes another, that does not mean the earlier scheme is replaced by the superseding scheme. Rather, it means that the superseding scheme solves the problems the earlier scheme solved but solves them better, and it solves new problems the earlier scheme didn’t solve. It is in this sense that we hypothesized children’s fractional schemes can supersede their numerical counting schemes and it is the sense in which we regarded numerical schemes as constructive mechanisms in the production of fractional schemes (Kieren, 1980).     

Compact finite difference scheme for the solution of a time fractional partial integro‐differential equation with a weakly singular kernel

In this paper, we develop a high‐order finite difference scheme for the solution of a time fractional partial integro‐differential equation with a weakly singular kernel. The fractional derivative is used in the Riemann‐Liouville sense. We prove the unconditional stability and convergence of scheme using energy method and show that the convergence order is . We provide some numerical experiments to confirm the efficiency of suggested scheme. The results of numerical experiments are compared with analytical solutions to show the efficiency of proposed scheme. It is illustrated that the numerical results are in good agreement with theoretical ones.     

Numerical solution of multi-order fractional differential equations with multiple delays via spectral collocation methods

This paper discusses a general framework for the numerical solution of multi-order fractional delay differential equations (FDDEs) in noncanonical forms with irrational/rational multiple delays by the use of a spectral collocation method. In contrast to the current numerical methods for solving fractional differential equations, the proposed framework can solve multi-order FDDEs in a noncanonical form with incommensurate orders. The framework can also solve multi-order FDDEs with irrational multiple delays. Next, the framework is enhanced by the fractional Chebyshev collocation method in which a Chebyshev operation matrix is constructed for the fractional differentiation. Spectral convergence and small computational time are two other advantages of the proposed framework enhanced by the fractional Chebyshev collocation method. In addition, the convergence, error estimates, and numerical stability of the proposed framework for solving FDDEs are studied. The advantages and computational implications of the proposed framework are discussed and verified in several numerical examples.     

A New Formulation of the Fractional Optimal Control Problems Involving Mittag–Leffler Nonsingular Kernel

The aim of this paper is to propose a new formulation of the fractional optimal control problems involving Mittag–Leffler nonsingular kernel. By using the Lagrange multiplier within the calculus of variations and by applying the fractional integration by parts, the necessary optimality conditions are derived in terms of a nonlinear two-point fractional boundary value problem. Based on the convolution formula and generalized discrete Grönwall’s inequality, the numerical scheme for solving this problem is developed and its convergence is proved. Numerical simulations and comparative results show that the suggested technique is efficient and provides satisfactory results.     

High‐order local discontinuous Galerkin method for a fractal mobile/immobile transport equation with the Caputo–Fabrizio fractional derivative

In this article, a local discontinuous Galerkin (LDG) method is studied for numerically solving the fractal mobile/immobile transport equation with a new time Caputo–Fabrizio fractional derivative. The stability of the LDG scheme is proven, and a priori error estimates with the second‐order temporal convergence rate and the (k + 1) th order spatial convergence rate are derived in detail. Finally, numerical experiments based on P^k, k = 0, 1, 2, 3, elements are provided to verify our theoretical results.     

A roe-type Riemann solver for hyperbolic systems with relaxation based on time-dependent wave decomposition

Summary. The paper is devoted to the construction of a higher order Roe-type numerical scheme for the solution of hyperbolic systems with relaxation source terms. It is important for applications that the numerical scheme handles both stiff and non stiff source terms with the same accuracy and computational cost and that the relaxation variables are computed accurately in the stiff case. The method is based on the solution of a Riemann problem for a linear system with constant coefficients: a study of the behavior of the solutions of both the nonlinear and linearized problems as the relaxation time tends to zero enables to choose a convenient linearization such that the numerical scheme is consistent with both the hyperbolic system when the source terms are absent and the correct relaxation system when the relaxation time tends to zero. The method is applied to the study of the propagation of sound waves in a two-phase medium. The comparison between our numerical scheme, usual fractional step methods, and numerical simulation of the relaxation system shows the necessity of using the solutions of a fully coupled hyperbolic system with relaxation terms as the basis of a numerical scheme to obtain accurate solutions regardless of the stiffness. Received October 7, 1994 / Revised version received September 27, 1995     

Quenching of combustion explosion model with balanced space-fractional derivative

Balanced space-fractional derivative is usually applied in modelling the state-dependence, isotropy, and anisotropy in diffusion phenomena. In this paper, we introduce a class of space-fractional reaction-diffusion model with singular source term arising in combustion process. The fractional derivative employed in this model is defined in the sum of left-sided and right-sided Riemann-Liouville fractional derivatives. With assistance of Kaplan's first eigenvalue method, we prove that the classic solution of this model may not be globally well-defined, and the heat conduction governed by this model depends on the order of fractional derivative, the parameters in the equation, and the length of spatial interval. Finite difference method is implemented to solve this model, and an adaptive strategy is applied to improve the computational efficiency. The positivity, monotonicity, and stability of the numerical scheme are discussed. Numerical simulation and observation of the quenching and stationary solutions coincide the theoretical studies.     

第二类端点奇异Fredholm积分方程的分数阶退化核方法

本文针对第二类端点奇异Fredholm积分方程构造基于分数阶Taylor展开的退化核方法，设计了两种计算格式，一是在全区间上使用分数阶Taylor展开式近似核函数，二是在包含奇点的小区间上采用分数阶插值，在剩余区间上采用分段二次多项式插值逼近核函数.讨论了两种退化核方法收敛的条件，并给出了混合插值法的收敛阶估计.数值算例表明对于非光滑核函数分数阶退化核方法有着良好的计算效果，且混合二次插值法比全区间上的分数阶退化核方法有着更广泛的适用范围.