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 second order finite difference-spectral method for space fractional diffusion equations

A high order finite difference-spectral method is derived for solving space fractional diffusion equations,by combining the second order finite difference method in time and the spectral Galerkin method in space.The stability and error estimates of the temporal semidiscrete scheme are rigorously discussed,and the convergence order of the proposed method is proved to be O(τ2+Nα-m)in L2-norm,whereτ,N,αand m are the time step size,polynomial degree,fractional derivative index and regularity of the exact solution,respectively.Numerical experiments are carried out to demonstrate the theoretical analysis.     

Analysis of an Implicit Finite Difference Scheme for Time Fractional Diffusion Equation

Time fractional diffusion equation is usually used to describe the problems involving non-Markovian random walks. This kind of equation is obtained from the standard diffusion equation by replacing the first-order time derivative with a fractional derivative of order α∈(0, 1). In this paper, an implicit finite difference scheme for solving the time fractional diffusion equation with source term is presented and analyzed, where the fractional derivative is described in the Caputo sense. Stability and convergence of this scheme are rigorously established by a Fourier analysis. And using numerical experiments illustrates the accuracy and effectiveness of the scheme mentioned in this paper.     

APPROXIMATION OF THE CONCENTRATION BY A VISCOSITY SPLITTING METHOD FOR TWO-PHASE MISCIBLE DISPLACEMENT PROBLEM

The miscible displacement of one incompressible fluid by another in a porous medium is considered in this paper. The concentration is split in a first-order hyberbolic equation and a homogeneous parabolic equation within each lime step. The pressure and Us velocity field is computed by a mixed finite element method. Optimal order estimates are derived for the no diffusion case and the diffusion case.     

THE UPWIND OPERATOR SPLITTING FINITE DIFFERENCE METHOD FOR COMPRESSIBLE TWO-PHASE DISPLACEMENT PROBLEM AND ANALYSIS

For compressible two-phase displacement problem, a kind of upwind operator splitting finite difference schemes is put forward and make use of operator splitting, of calculus of variations, multiplicative commutation rule of difference operators, decompo-sition of high order difference operators and prior estimates are adopted. Optimal order estimates in L2 norm are derived to determine the error in the approximate solution.     

Optimal l~∞ error estimates of finite difference methods for the coupled Gross-Pitaevskii equations in high dimensions

Due to the difficulty in obtaining the a priori estimate,it is very hard to establish the optimal point-wise error bound of a finite difference scheme for solving a nonlinear partial differential equation in high dimensions(2D or 3D).We here propose and analyze finite difference methods for solving the coupled GrossPitaevskii equations in two dimensions,which models the two-component Bose-Einstein condensates with an internal atomic Josephson junction.The methods which we considered include two conservative type schemes and two non-conservative type schemes.Discrete conservation laws and solvability of the schemes are analyzed.For the four proposed finite difference methods,we establish the optimal convergence rates for the error at the order of O(h~2+τ~2)in the l~∞-norm(i.e.,the point-wise error estimates)with the time stepτand the mesh size h.Besides the standard techniques of the energy method,the key techniques in the analysis is to use the cut-off function technique,transformation between the time and space direction and the method of order reduction.All the methods and results here are also valid and can be easily extended to the three-dimensional case.Finally,numerical results are reported to confirm our theoretical error estimates for the numerical methods.     

A popular reaction-diffusion model fractional Fitzhugh-Nagumo equation: analytical and numerical treatment

The main objective of this article is to obtain the new analytical and numerical solutions of fractional Fitzhugh-Nagumo equation which arises as a model of reaction-diffusion systems, transmission of nerve impulses, circuit theory, biology and the area of population genetics. For this aim conformable derivative with fractional order which is a well behaved,understandable and applicable definition is used as a tool. The analytical solutions were got by utilizing the fact that the conformable fractional derivative provided the chain rule. By the help of this feature which is not provided by other popular fractional derivatives, nonlinear fractional partial differential equation is turned into an integer order differential equation. The numerical solutions which is obtained with the aid of residual power series method are compared with the analytical results that obtained by performing sub equation method. This comparison is made both with the help of three-dimensional graphical representations and tables for different values of the γ.     

THE UPWIND FINITE DIFFERENCE METHOD FOR MOVING BOUNDARY VALUE PROBLEM OF COUPLED SYSTEM

Coupled system of multilayer dynamics of fluids in porous media is to describe the history of oil-gas transport and accumulation in basin evolution.It is of great value in rational evaluation of prospecting and exploiting oil-gas resources.The mathematical model can be described as a coupled system of nonlinear partial differential equations with moving boundary values.The upwind finite difference schemes applicable to parallel arithmetic are put forward and two-dimensional and three-dimensional schemes are used to form a complete set.Some techniques,such as change of variables,calculus of variations, multiplicative commutation rule of difference operators,decomposition of high order difference operators and prior estimates,are adopted.The estimates in l~2 norm are derived to determine the error in the approximate solution.This method was already applied to the numerical simulation of migration-accumulation of oil resources.     

SOLUTION TO FRACTIONAL ORDER HYBRID NON-HOMOGENEOUS ORDINARY DIFFERENTIAL EQUATION

In this paper, we study a fractional order hybrid non-homogeneous ordinary diffe- rential equation. We gain r^ae^rt for the a order derivatives of both Riemann-Liouville type and Caputo type of function f（t） = e^rt by letting integral lower limit of fractional derivative be -∞. It is first time for us to use the traditional eigenvalue method to solve fractional order ordinary differential equation. However, the law of the number of mutually independent arbitrary constants in general solutions to fractional order hy- brid non-homogeneous ordinary differential equation and general ordinary differential equation are very different.     

OPTIMAL POINT-WISE ERROR ESTIMATE OF A COMPACT FINITE DIFFERENCE SCHEME FOR THE COUPLED NONLINEAR SCHRODINGER EQUATIONS

In this paper, we analyze a compact finite difference scheme for computing a coupled nonlinear SchrSdinger equation. The proposed scheme not only conserves the totM mass and energy in the discrete level but also is decoupled and linearized in practical computa- tion. Due to the difficulty caused by compact difference on the nonlinear term, it is very hard to obtain the optimal error estimate without any restriction on the grid ratio. In order to overcome the difficulty, we transform the compact difference scheme into a special and equivalent vector form, then use the energy method and some important lemmas to obtain the optimal convergent rate, without any restriction on the grid ratio, at the order of O（h4 ＋r2） in the discrete L∞ -norm with time step - and mesh size h. Finally, numerical results are reported to test our theoretical results of the proposed scheme.     

Modification of upwind finite difference fractional step methods by the transient state of the semiconductor device

The mathematical model of the three‐dimensional semiconductor devices of heat conduction is described by a system of four quasi‐linear partial differential equations for initial boundary value problem. One equation of elliptic form is for the electric potential; two equations of convection‐dominated diffusion type are for the electron and hole concentration; and one heat conduction equation is for temperature. Upwind finite difference fractional step methods are put forward. Some techniques, such as calculus of variations, energy method multiplicative commutation rule of difference operators, decomposition of high order difference operators, and the theory of prior estimates and techniques are adopted. Optimal order estimates in L² norm are derived to determine the error in the approximate solution.© 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2008     

A high‐order compact scheme for the nonlinear fractional Klein–Gordon equation

In this article, a high‐order finite difference scheme for a kind of nonlinear fractional Klein–Gordon equation is derived. The time fractional derivative is described in the Caputo sense. The solvability of the difference system is discussed by the Leray–Schauder fixed point theorem, while the stability and L_∞ convergence of the finite difference scheme are proved by the energy method. Numerical examples are provided to demonstrate the theoretical results. © 2014 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 31: 706–722, 2015     

A mixed-finite volume element coupled with the method of characteristic fractional step difference for simulating transient behavior of semiconductor device of heat conductor and its numerical analysis

The mathematical system is formulated by four partial differential equations combined with initialboundary value conditions to describe transient behavior of three-dimensional semiconductor device with heat conduction. The first equation of an elliptic type is defined with respect to the electric potential, the successive two equations of convection dominated diffusion type are given to define the electron concentration and the hole concentration, and the fourth equation of heat conductor is for the temperature. The electric potential appears in the equations of electron concentration, hole concentration and the temperature in the formation of the intensity. A mass conservative numerical approximation of the electric potential is presented by using the mixed finite volume element, and the accuracy of computation of the electric intensity is improved one order. The method of characteristic fractional step difference is applied to discretize the other three equations, where the hyperbolic terms are approximated by a difference quotient in the characteristics and the diffusion terms are discretized by the method of fractional step difference. The computation of three-dimensional problem works efficiently by dividing it into three one-dimensional subproblems and every subproblem is solved by the method of speedup in parallel. Using a pair of different grids (coarse partition and refined partition), piecewise threefold quadratic interpolation, variation theory, multiplicative commutation rule of differential operators, mathematical induction and priori estimates theory and special technique of differential equations, we derive an optimal second order estimate in L²-norm. This numerical method is valuable in the simulation of semiconductor device theoretically and actually, and gives a powerful tool to solve the international problem presented by J. Douglas, Jr.     

THEORY AND APPLICATION OF FRACTIONAL STEP CHARACTERISTIC FINITE DIFFERENCE METHOD IN NUMERICAL SIMULATION OF SECOND ORDER ENHANCED OIL PRODUCTION

A kind of second-order implicit fractional step characteristic finite difference method is presented in this paper for the numerically simulation coupled system of enhanced(chemical) oil production in porous media.Some techniques,such as the calculus of variations,energy analysis method,commutativity of the products of difference operators,decomposition of high-order difference operators and the theory of a priori estimates are introduced and an optimal order error estimates in l~2 norm is derived.This method has been applied successfully to the numerical simulation of enhanced oil production in actual oilfields,and the simulation results are quite interesting and satisfactory.     

求解Riesz空间分数阶扩散方程的一种新的数值方法

本文利用Diethelm方法构造了一种逼近Riesz空间分数阶导数的O（△x^3-α）格式,其中1 < α < 2,△x是空间步长.进一步对一阶时间导数采用Crank-Nicolson方法离散,得到了求解Riesz空间分数阶扩散方程的一种新的有限差分格式,并用矩阵方法证明了稳定性和收敛性,其误差估计为O（△t²+△x^3-α）,其中△t为时间步长.最后,数值算例验证了差分格式的正确性和有效性.     

A high order difference method for fractional sub-diffusion equations with the spatially variable coefficients under periodic boundary conditions

In this paper, we propose a difference scheme with global convergence order $O(\tau^{2}+h^4)$ for a class of the Caputo fractional equation. The difficulty caused by the spatially variable coefficients is successfully handled. The unique solvability, stability and convergence of the finite difference scheme are proved by use of the Fourier method. The obtained theoretical results are supported by numerical experiments.     

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.