时间分数阶扩散方程的数值解法

分数阶微分方程在许多应用科学上比整数阶微分方程更能准确地模拟自然现象.考虑时间分数阶扩散方程,将一阶的时间导数用分数阶导数α(0<α<1)替换,给出了一种计算有效的隐式差分格式,并证明了这个隐式差分格式是无条件稳定和无条件收敛的,最后用数值例子说明差分格式是有效的.     

带初始奇异性的多项时间分数阶扩散方程一类全离散数值方法的误差分析

本文研究了带有初始奇异性的多项时间分数阶扩散方程的一种全离散数值方法.首先,基于L1公式在渐变网格下离散多项Caputo时间分数阶导数,构造了多项时间分数阶扩散方程的时间半离散格式,证明了时间格式通过选取合适的网格参数r,时间方向的误差可以达到最优的收敛阶2-α_1,其中α_1(0 α_11)为多项时间分数阶导数阶数的最大值.然后,空间采用谱方法进行离散,得到了全离散格式,证明了全离散格式的无条件稳定性和收敛性.为了降低计算量和储存量,对多项时间分数阶扩散方程又构造了时间方向的快速算法,同时证明了该格式的收敛性.数值算例验证了算法的有效性,显示了快速算法的高效性.     

变系数双侧空间回火分数阶对流-扩散方程的隐式中点法

针对带非线性源项的变系数双侧空间回火分数阶对流-扩散方程,采用隐式中点法离散一阶时间偏导数,中心差商公式离散对流项,用二阶回火加权移位差分算子逼近左、右Riemann-Liouville空间回火分数阶偏导数,构造了一类新的数值格式.证明了数值方法的稳定性和收敛性,且方法在时间和空间均为二阶收敛.数值试验验证了数值方法的理论分析结果.     

分数阶Caputo导数的三点逼近格式（英文）

推导了分数阶积分的梯形逼近格式以及Caputo导数的L1逼近格式的四阶展开公式.并利用L1格式的展开式得到了Caputo导数的具有3-α阶精度的三点逼近格式,该逼近格式被应用于数值求解分数阶松弛方程和时间分数阶次扩散方程.     

带非线性源项的双侧空间分数阶扩散方程的隐式中点方法

本文用隐式中点方法离散一阶时间偏导数,并用拟紧差分算子逼近Riemann-Liouville空间分数阶偏导数,构造了求解带非线性源项的空间分数阶扩散方程的数值格式.给出了数值方法的稳定性和收敛性分析.数值试验表明数值方法是有效的.     

空间四阶-时间分数阶扩散波方程的一个新的数值分析方法

本文利用降阶法研究了空间四阶-时间分数阶扩散波方程的一个新的差分格式,用能量分析法证明了格式的无穷模稳定性和收敛性,并证明了格式的收敛阶为O(τ~(3-α)+h~2).最后,数值实验验证了格式的精确度和有效性.     

求解对流扩散反应方程的四阶混合紧致差分方法

针对一维对流扩散反应方程,基于对流扩散方程的四阶指数型紧致差分格式,以及一阶导数的四阶Padé公式,发展了一种高效求解对流扩散反应方程的混合型四阶紧致差分格式.数值实验结果验证了格式对于边界层问题或大雷诺数或大Pelect数的大梯度问题的求解的高精度和鲁棒性的优点.     

带非线性源项的Riesz回火分数阶扩散方程的预估校正方法

本文针对带非线性源项的Riesz回火分数阶扩散方程,利用预估校正方法离散时间偏导数,并用修正的二阶Lubich回火差分算子逼近Riesz空间回火的分数阶偏导数,构造出一类新的数值格式.给出了数值格式在一定条件下的稳定性与收敛性分析,且该格式的时间与空间收敛阶均为二阶.数值试验表明数值方法是有效的.     

求解一维对流方程的高精度紧致差分格式

本文提出数值求解一维对流方程的一种两层隐式紧致差分格式,采用泰勒级数展开法以及对截断误差余项中的三阶导数进行修正的方法对时间和空间导数进行离散.格式的截断误差为O(τ~4+τ~2h~2+h~4),即该格式在时间和空间上均可达到四阶精度.利用von Neumann方法分析得到该格式是无条件稳定的.通过数值实验验证了本文格式的精确性和稳定性.     

时间分数阶对流-扩散方程的局部间断Galerkin谱方法

提出了求解时间分数阶对流-扩散方程的局部间断Galerkin谱方法.在空间方向上,按局部间断Galerkin谱方法进行离散,时间方向上,对α阶Caputo时间分数阶导数按有限差分格式进行离散,非线性项和源项采用Chebyshev-Gauss-Lobatto插值,从而得到有限差分/局部间断Galerkin谱全离散格式,并且给出了其全离散格式线性情形下的稳定性和收敛性分析.最后给出了一些数值算例,比较了单区域方法和局部间断Galerkin谱方法的数值结果,得出后种方法更具优势.还通过对比Gorenflo-Mainardi-Moretti-Paradisi(GMMP)和有限差分这两种全离散格式下的数值结果,得出有限差分格式在某些问题中比GMMP格式精度更高,收敛速度更快.     

Finite element algorithm based on high-order time approximation for time fractional convection-diffusion equation

In this paper, finite element method with high-order approximation for time fractional derivative is considered and discussed to find the numerical solution of time fractional convection-diffusion equation. Some lemmas are introduced and proved, further the stability and error estimates are discussed and analyzed, respectively. The convergence result $O(h^{r+1}+\tau^{3-\alpha})$ can be derived, which illustrates that time convergence rate is higher than the order $(2-\alpha)$ derived by $L1$-approximation. Finally, to validate our theoretical results, some computing data are provided.     

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.     

一类二阶线性脉冲微分方程解的渐近性态

研究一类二阶线性脉冲微分方程解的结构和解的渐近性态,其中δ(t)是δ-函数,且对n∈N有an>0,r(t)>0是[t0, ∞) 上的连续函数,0≤t0相似文献   

A time fractional functional differential equation driven by the fractional Brownian motion

Let $B^H$ be a fractional Brownian motion with Hurst index $H>\frac12$. In this paper, we prove the global existence and uniqueness of the equation $$ \begin{cases} ^CD_t^{\gamma}x(t)=f(x_t)+G(x_t)\frac{d}{dt}B^H(t),\ \ \ \ &t\in(0,T], \x(t)=\eta(t), \ \ \ \ \ &t\in[-r,0], \end{cases} $$ where $\max\{H,2-2H\}<\gamma<1$, $^CD_t^{\gamma}$ is the Caputo derivative, and $x_t\in \mathcal{C}_r=\mathcal{C}([-r,0],\mathbb{R})$ with $x_t(u)=x(t+u),u\in[-r,0]$. We also study the dependence of the solution on the initial condition.     

A block-by-block method for the impulsive fractional ordinary differential equations

In this paper, a block-by-block numerical method is constructed for the impulsive fractional ordinary differential equations (IFODEs). Firstly, the stability and convergence analysis of the scheme are established. Secondly, the numerical solution which converges to the exact solution with order $3+\gamma$ for $0<\gamma<1$ is proved, where $\gamma$ is the order of the fractional derivative. Finally, a series of numerical examples are carried out to verify the correctness of the theoretical analysis.     

Abdellatif Ghendir Aoun

In this paper, we study a fractional differential equation $$^{c}D^{\alpha}_{0^{+}}u(t)+f(t,u(t))=0,\quad t\in(0, +\infty)$$ satisfying the boundary conditions: $$u^{\prime}(0)=0,\quad \lim_{t\rightarrow +\infty}\,^{c}D^{\alpha-1}_{0^{+}}u(t)=g(u),$$ where $1<\alpha\leqslant2$, $^{c}D^{\alpha}_{0^{+}}$ is the standard Caputo fractional derivative of order $\alpha$. The main tools used in the paper is contraction principle in the Banach space and the fixed point theorem due to D. O''Regan. Some the compactness criterion and existence of solutions are established.     

Bagley-Torvik型分数阶微分方程和包含非局部积分边值问题

In this article,we consider the Bagley-Torvik type fractional differential equation ~cD~(ν1) l(t)-a~cD~(ν2) l(t) = g(t, l(t)) and differential inclusion ~cD~(ν1) l(t)-a~cD~(ν2) l(t) ∈ G(t, l(t)),t ∈(0, 1) subjecting to l(0) = l_0,and■ ds where 1 ν_1 ≤ 2, 1 ≤ν_2 ν_1,0 ω≤ 1, χ = ν_1-ν_2 0, a, λ′are given constants. By using Leray-Schauder degree theory and fixed point theorems, we prove the existence of solutions. Our results extend the existence theorems for the classical Bagley-Torvik equation and some related models.     

Existence of positive solutions for fractional differential systems with multi point boundary conditions

In this paper, we study the existence of positive solutions to the boundary value problem for the fractional differential system $$\left\{\begin{array}{lll} D_{0^+}^\beta \phi_p(D_{0^+}^\alpha u) (t) = f_1 (t, u (t), v (t)),\quad t \in (0, 1),\\ D_{0^+}^\beta \phi_p(D_{0^+}^\alpha v) (t) = f_2 (t, u (t), v(t)), \quad t \in (0, 1),\\ D_{0^+}^\alpha u(0)= D_{0^+}^\alpha u(1)=0,\; u (0) = 0, \quad u (1)-\Sigma_{i=1}^{m-2} a_{1i}\;u(\xi_{1i})=\lambda_1,\\ D_{0^+}^\alpha v(0)= D_{0^+}^\alpha v(1)=0,\; v (0) = 0, \quad v (1)-\Sigma_{i=1}^{m-2} a_{2i}\; v(\xi_{2i})=\lambda_2, \end{array}\right. $$ where ${1<\alpha,\beta\leq 2, 2 <\alpha + \beta\leq 4, D_{0^+}^\alpha}$ is the Riemann–Liouville fractional derivative of order α. By using the Leggett–Williams fixed point theorem in a cone, the existence of three positive solutions for nonlinear singular boundary value problems is obtained.     

On a semilinear double fractional heat equation driven by fractional Brownian sheet

In this paper, we consider the stochastic heat equation of the form $$\frac{\partial u}{\partial t}=(\Delta_\alpha+\Delta_\beta)u+\frac{\partial f}{\partial x}(t,x,u)+\frac{\partial^2W}{\partial t\partial x},$$ where $1<\beta<\alpha< 2$, $W(t,x)$ is a fractional Brownian sheet, $\Delta_\theta:=-(-\Delta)^{\theta/2}$ denotes the fractional Lapalacian operator and $f:[0,T]\times \mathbb{R}\times \mathbb{R}\rightarrow\mathbb{R}$ is a nonlinear measurable function. We introduce the existence, uniqueness and H\"older regularity of the solution. As a related question, we consider also a large deviation principle associated with the above equation with a small perturbation via an equivalence relationship between Laplace principle and large deviation principle.     

Remarks on the regularity criteria of the solutions of the 3D micropolar fluid equations

We provide two regularity criteria for the weak solutions of the 3D micropolar fluid equations, the first one in terms of one directional derivative of the velocity, i.e., $\partial_{3}u$, while the second one is is in terms of the behavior of the direction of the velocity $\frac{u}{|u|}$. More precisely, we prove that if \begin{equation*} \partial_{3}u \in L^{\beta}(0,T;L^{\alpha}(\mathbb{R}^{3}))\quad\text{ with }\frac{2}{\beta}+\frac{3}{\alpha}\leq 1+\frac{1}{\alpha}, 2&lt; \alpha \leq\infty, 2\leq\beta&lt; \infty; \end{equation*} or \begin{equation*} \operatorname{div}\left(\frac{u}{|u|}\right)\in L^{\frac{4}{1-2r}}(0,T;\dot{X}_{r}(\mathbb{R}^{3}))\quad \text{ with } 0\leq r&lt; \frac{1}{2}, \end{equation*} then the weak solution $(u(x,t),\omega(x,t))$ is regular on $\mathbb{R}^{3}\times [0,T]$. Here $\dot{X}_{r}(\mathbb{R}^{3})$ is the multiplier space.