Variational iteration method for solving time-fractional diffusion equations in porous the medium

<正>The variational iteration method is successfully extended to the case of solving fractional differential equations, and the Lagrange multiplier of the method is identified in a more accurate way.Some diffusion models with fractional derivatives are investigated analytically,and the results show the efficiency of the new Lagrange multiplier for fractional differential equations of arbitrary order.     

Numerical investigation of three types of space and time fractional Bloch-Torrey equations in 2D

Recently, the fractional Bloch-Torrey model has been used to study anomalous diffusion in the human brain. In this paper, we consider three types of space and time fractional Bloch-Torrey equations in two dimensions: Model-1 with the Riesz fractional derivative; Model-2 with the one-dimensional fractional Laplacian operator; and Model-3 with the two-dimensional fractional Laplacian operator. Firstly, we propose a spatially second-order accurate implicit numerical method for Model-1 whereby we discretize the Riesz fractional derivative using a fractional centered difference. We consider a finite domain where the time and space derivatives are replaced by the Caputo and the sequential Riesz fractional derivatives, respectively. Secondly, we utilize the matrix transfer technique for solving Model-2 and Model-3. Finally, some numerical results are given to show the behaviours of these three models especially on varying domain sizes with zero Dirichlet boundary conditions.     

Fractional sequential mechanics — models with symmetric fractional derivative

The symmetric fractional derivative is introduced and its properties are studied. The Euler-Lagrange equations for models depending on sequential derivatives of type are derived using minimal action principle. The Hamiltonian for such systems is introduced following methods of classical generalized mechanics and the Hamilton’s equations are obtained. It is explicitly shown that models of fractional sequential mechanics are non-conservative. The limiting procedure recovers classical generalized mechanics of systems depending on higher order derivatives. The method is applied to fractional deformation of harmonic oscillator and to the case of classical frictional force proportional to velocity. Presented at the 10th International Colloquium on Quantum Groups: “Quantum Groups and Integrable Systems”, Prague, 21–23 June 2001.     

Cosmological Models with Fractional Derivatives and FractionalAction Functional

Cosmological models of a scalar field with dynamical equations containing fractional derivatives or derived from the Einstein-Hilbert action of fractional Order, are constructed. A number of exact solutions to those equations of fractional cosmological models in both cases is given.     

Matrix approach to discrete fractional calculus II: Partial fractional differential equations

A new method that enables easy and convenient discretization of partial differential equations with derivatives of arbitrary real order (so-called fractional derivatives) and delays is presented and illustrated on numerical solution of various types of fractional diffusion equation. The suggested method is the development of Podlubny’s matrix approach [I. Podlubny, Matrix approach to discrete fractional calculus, Fractional Calculus and Applied Analysis 3 (4) (2000) 359–386]. Four examples of numerical solution of fractional diffusion equation with various combinations of time-/space-fractional derivatives (integer/integer, fractional/integer, integer/fractional, and fractional/fractional) with respect to time and to the spatial variable are provided in order to illustrate how simple and general is the suggested approach. The fifth example illustrates that the method can be equally simply used for fractional differential equations with delays. A set of MATLAB routines for the implementation of the method as well as sample code used to solve the examples have been developed.     

Fractional statistical mechanics

The Liouville and first Bogoliubov hierarchy equations with derivatives of noninteger order are derived. The fractional Liouville equation is obtained from the conservation of probability to find a system in a fractional volume element. This equation is used to obtain Bogoliubov hierarchy and fractional kinetic equations with fractional derivatives. Statistical mechanics of fractional generalization of the Hamiltonian systems is discussed. Liouville and Bogoliubov equations with fractional coordinate and momenta derivatives are considered as a basis to derive fractional kinetic equations. The Fokker-Planck-Zaslavsky equation that has fractional phase-space derivatives is obtained from the fractional Bogoliubov equation. The linear fractional kinetic equation for distribution of the charged particles is considered.     

The effects of unequal diffusion coefficients on periodic travelling waves in oscillatory reaction-diffusion systems

Many oscillatory biological systems show periodic travelling waves. These are often modelled using coupled reaction-diffusion equations. However, the effects of different movement rates (diffusion coefficients) of the interacting components on the predictions of these equations are largely unknown. Here we investigate the ways in which varying the diffusion coefficients in such equations alters the wave speed, time period, wavelength, amplitude and stability of periodic wave solutions. We focus on two sets of kinetics that are commonly used in ecological applications: lambda-omega equations, which are the normal form of an oscillatory coupled reaction-diffusion system close to a supercritical Hopf bifurcation, and a standard predator-prey model. Our results show that changing the ratio of the diffusion coefficients can significantly alter the shape of the one-parameter family of periodic travelling wave solutions. The position of the boundary between stable and unstable waves also depends on the ratio of the diffusion coefficients: in all cases, stability changes through an Eckhaus (‘sideband’) instability. These effects are always symmetrical in the two diffusion coefficients for the lambda-omega equations, but are asymmetric in the predator-prey equations, especially when the limit cycle of the kinetics is of large amplitude. In particular, there are two separate regions of stable waves in the travelling wave family for some parameter values in the predator-prey scenario. Our results also show the existence of a one-parameter family of travelling waves, but not necessarily a Hopf bifurcation, for all values of the diffusion coefficients. Simulations of the full partial differential equations reveals that varying the ratio of the diffusion coefficients can significantly change the properties of periodic travelling waves that arise from particular wave generation mechanisms, and our analysis of the travelling wave families assists in the understanding of these effects.     

Analytical Approach for Nonlinear Partial Differential Equations of Fractional Order

The purpose of the paper is to present analytical and numerical solutions of a degenerate parabolic equation with time-fractional derivatives arising in the spatial diffusion of biological populations. The homotopy-perturbation method is employed for solving this class of equations, and the time-fractional derivatives are described in the sense of Caputo. Comparisons are made with those derived by Adomian's decomposition method, revealing that the homotopy perturbation method is more accurate and convenient than the Adomian's decomposition method. Furthermore, the results reveal that the approximate solution continuously depends on the time-fractional derivative and the proposed method incorporating the Caputo derivatives is a powerful and efficient technique for solving the fractional differential equations without requiring linearization or restrictive assumptions. The basis ideas presented in the paper can be further applied to solve other similar fractional partial differential equations.     

Pattern formation in a fractional reaction–diffusion system

We investigate pattern formation in a fractional reaction–diffusion system. By the method of computer simulation of the model of excitable media with cubic nonlinearity we are able to show structure formation in the system with time and space fractional derivatives. We further compare the patterns obtained by computer simulation with those obtained by simulation of the similar system without fractional derivatives. As a result, we are able to show that nonlinearity plays the main role in structure formation and fractional derivative terms change the transient dynamics. So, when the order of time derivative increases and approaches the value of 1.5, the special structure formation switches to homogeneous oscillations. In the case of space fractional derivatives, the decrease of the order of these derivatives leads to more contrast dissipative structures. The variational principle is used to find the approximate solution of such fractional reaction–diffusion model. In addition, we provide a detailed analysis of the characteristic dissipative structures in the system under consideration.     

Lagrangean and Hamiltonian fractional sequential mechanics

The models described by fractional order derivatives of Riemann-Liouville type in sequential form are discussed in Lagrangean and Hamiltonian formalism. The Euler-Lagrange equations are derived using the minimum action principle. Then the methods of generalized mechanics are applied to obtain the Hamilton’s equations. As an example free motion in fractional picture is studied. The respective fractional differential equations are explicitly solved and it is shown that the limitα→1⁺ recovers classical model with linear trajectories and constant velocity. Presented at the 11th Colloquium “Quantum Groups and Integrable Systems”, Prague, 20–22 June 2002.     

General Non-Markovian Quantum Dynamics

A general approach to the construction of non-Markovian quantum theory is proposed. Non-Markovian equations for quantum observables and states are suggested by using general fractional calculus. In the proposed approach, the non-locality in time is represented by operator kernels of the Sonin type. A wide class of the exactly solvable models of non-Markovian quantum dynamics is suggested. These models describe open (non-Hamiltonian) quantum systems with general form of nonlocality in time. To describe these systems, the Lindblad equations for quantum observable and states are generalized by taking into account a general form of nonlocality. The non-Markovian quantum dynamics is described by using integro-differential equations with general fractional derivatives and integrals with respect to time. The exact solutions of these equations are derived by using the operational calculus that is proposed by Yu. Luchko for general fractional differential equations. Properties of bi-positivity, complete positivity, dissipativity, and generalized dissipativity in general non-Markovian quantum dynamics are discussed. Examples of a quantum oscillator and two-level quantum system with a general form of nonlocality in time are suggested.     

Fractional Electromagnetic Equations Using Fractional Forms

The generalized physics laws involving fractional derivatives give new models and conceptions that can be used in complex systems having memory effects. Using the fractional differential forms, the classical electromagnetic equations involving the fractional derivatives have been worked out. The fractional conservation law for the electric charge and the wave equations were derived by using this method. In addition, the fractional vector and scalar potentials and the fractional Poynting theorem have been derived.     

Non-Noether symmetries of Hamiltonian systems with conformable fractional derivatives

In this paper, we present the fractional Hamilton's canonical equations and the fractional non-Noether symmetry of Hamilton systems by the conformable fractional derivative. Firstly, the exchanging relationship between isochronous variation and fractional derivatives, and the fractional Hamilton principle of the system under this fractional derivative are proposed. Secondly, the fractional Hamilton's canonical equations of Hamilton systems based on the Hamilton principle are established. Thirdly, the fractional non-Noether symmetries, non-Noether theorem and non-Noether conserved quantities for the Hamilton systems with the conformable fractional derivatives are obtained. Finally, an example is given to illustrate the results.     

Numerical simulation for two-dimensional Riesz space fractional diffusion equations with a nonlinear reaction term

Fractional differential equations have attracted considerable interest because of their ability to model anomalous transport phenomena. Space fractional diffusion equations with a nonlinear reaction term have been presented and used to model many problems of practical interest. In this paper, a two-dimensional Riesz space fractional diffusion equation with a nonlinear reaction term (2D-RSFDE-NRT) is considered. A novel alternating direction implicit method for the 2D-RSFDE-NRT with homogeneous Dirichlet boundary conditions is proposed. The stability and convergence of the alternating direction implicit method are discussed. These numerical techniques are used for simulating a two-dimensional Riesz space fractional Fitzhugh-Nagumo model. Finally, a numerical example of a two-dimensional Riesz space fractional diffusion equation with an exact solution is given. The numerical results demonstrate the effectiveness of the methods. These methods and techniques can be extended in a straightforward method to three spatial dimensions, which will be the topic of our future research.     

Lagrange equations of nonholonomic systems with fractional derivatives

This paper obtains Lagrange equations of nonholonomic systems with fractional derivatives. First, the exchanging relationships between the isochronous variation and the fractional derivatives are derived. Secondly, based on these exchanging relationships, the Hamilton's principle is presented for non-conservative systems with fractional derivatives. Thirdly, Lagrange equations of the systems are obtained. Furthermore, the d'Alembert–Lagrange principle with fractional derivatives is presented,and the Lagrange equations of nonholonomic systems with fractional derivatives are studied. An example is designed to illustrate these results.     

Random walks on the Comb model and its generalizations

Microscopic models with anomalous diffusion, which include the Comb model and its generalization for the finite width of the backbone, have been considered in this paper. The physical mechanisms of the subdiffusion random walks have been established. The first comes from the permanent return of the diffusing particle to the initial point of the diffusion due to "effective reducing" of the dimensionality of the considered system to the quasi-one-dimensional system. This physical mechanism has been obtained in the Comb model and in the model with a strip. The second mechanism of the subdiffusion is connected with random capture on the traps of diffusing particles and their ensuing random release from the traps. It has been shown that these different mechanisms of subdiffusion have been described by the different generalized diffusion equations of fractional order. The solutions of these different equations have been obtained, and the physical sense of the fractional order generalized equations has been discussed.     

On conformable double Laplace transform

In this study authors introduce the conformable double Laplace transform which can be used to solve fractional partial differential equations that represents many physical and engineering models. In these models the derivatives and integrals are in the sense of newly defined conformable type. Then some properties of conformable double Laplace transform are expressed. Finally fractional heat equation and fractional telegraph equation which is used in various applications in science and engineering investigated as an application of this new transform.     

Lagrangian fractional mechanics — a noncommutative approach

The extension of coordinate-velocity space with noncommutative algebra structure is proposed. For action of fractional mechanics considered on such a space the respective Euler-Lagrange equations are derived via minimum action principle. It appears that equations of motion in the noncommutative framework do not mix left and right derivatives thus being simple to solve at least in the linear case. As an example, two models of oscillator with fractional derivatives are studied. Presented at the International Colloquium “Integrable Systems and Quantum Symmetries”, Prague, 16–18 June 2005.     

Integrable coupling system of fractional soliton equation hierarchy

In this Letter, we consider the derivatives and integrals of fractional order and present a class of the integrable coupling system of the fractional order soliton equations. The fractional order coupled Boussinesq and KdV equations are the special cases of this class. Furthermore, the fractional AKNS soliton equation hierarchy is obtained.