Analytical approximate solutions of Riesz fractional diffusion equation and Riesz fractional advection–dispersion equation involving nonlocal space fractional derivatives

In this paper, we consider the analytical solutions of fractional partial differential equations (PDEs) with Riesz space fractional derivatives on a finite domain. Here we considered two types of fractional PDEs with Riesz space fractional derivatives such as Riesz fractional diffusion equation (RFDE) and Riesz fractional advection–dispersion equation (RFADE). The RFDE is obtained from the standard diffusion equation by replacing the second‐order space derivative with the Riesz fractional derivative of order α∈(1,2]. The RFADE is obtained from the standard advection–dispersion equation by replacing the first‐order and second‐order space derivatives with the Riesz fractional derivatives of order β∈(0,1] and of order α∈(1,2] respectively. Here the analytic solutions of both the RFDE and RFADE are derived by using modified homotopy analysis method with Fourier transform. Then, we analyze the results by numerical simulations, which demonstrate the simplicity and effectiveness of the present method. Here the space fractional derivatives are defined as Riesz fractional derivatives. Copyright © 2015 John Wiley & Sons, Ltd.     

Space-time fractional derivative operators

Evolution equations for anomalous diffusion employ fractional derivatives in space and time. Linkage between the space-time variables leads to a new type of fractional derivative operator. This paper develops the mathematical foundations of those operators.

     

Fractional Crank–Nicolson–Galerkin finite element scheme for the time‐fractional nonlinear diffusion equation

This article presents a finite element scheme with Newton's method for solving the time‐fractional nonlinear diffusion equation. For time discretization, we use the fractional Crank–Nicolson scheme based on backward Euler convolution quadrature. We discuss the existence‐uniqueness results for the fully discrete problem. A new discrete fractional Gronwall type inequality for the backward Euler convolution quadrature is established. A priori error estimate for the fully discrete problem in L²(Ω) norm is derived. Numerical results based on finite element scheme are provided to validate theoretical estimates on time‐fractional nonlinear Fisher equation and Huxley equation.     

Two classes of conformable fractional Sturm‐Liouville problems: Theory and applications

In this paper, we investigate in more detail some useful theorems related to conformable fractional derivative (CFD) and integral and introduce two classes of conformable fractional Sturm‐Liouville problems (CFSLPs): namely, regular and singular CFSLPs. For both classes, we study some of the basic properties of the Sturm‐Liouville theory. In the class of r‐CFSLPs, we discuss two types of CFSLPs which include left‐ and right‐sided CFDs, each of order α∈(n,n+1], and prove properties of the eigenvalues and the eigenfunctions in a certain Hilbert space. Also, we apply a fixed‐point theorem for proving the existence and uniqueness of the eigenfunctions. As an operator for the class of s‐CFSLPs, we first derive two fractional types of the hypergeometric differential equations of order α∈(0,1] and obtain their analytical eigensolutions as Gauss hypergeometric functions. Afterwards, we define the conformable fractional Legendre polynomial/functions (CFLP/Fs) as Jacobi polynomial and investigate their basic properties. Moreover, the conformable fractional integral Legendre transforms (CFILTs) based on CFLP/Fs‐I and ‐II are introduced, and using these new transforms, an effective procedure for solving explicitly certain ordinary and partial conformable fractional differential equations (CFDEs) are given. Finally, as a theoretical application, some fractional diffusion equations are solved.     

Hopf bifurcation of a diffusive Gause‐type predator‐prey model induced by time fractional‐order derivatives

Since population behaviors possess the characteristic of history memory, we, in this paper, introduce time fractional‐order derivatives into a diffusive Gause‐type predator‐prey model, which is time fractional‐order reaction‐diffusion equations and a generalized form of its corresponding first‐derivative model. For this kind of model, we prove the existence and uniqueness of a global positive solution by using the theory of evolution equations and the comparison principle of time fractional‐order partial differential equations. Besides, we obtain the stability and Hopf bifurcation of the Gause‐type predator‐prey model in the forms of the time fractional‐order ordinary equations and of the time fractional‐order reaction‐diffusion equations, respectively. Our results show that the stable region of the parameters in these 2 models can be enlarged by the time fractional‐order derivatives. Some numerical simulations are made to verify our results.     

A modified Chebyshev ϑ‐weighted Crank–Nicolson method for analyzing fractional sub‐diffusion equations

This study presents a robust modification of Chebyshev ? ‐weighted Crank–Nicolson method for analyzing the sub‐diffusion equations in the Caputo fractional sense. In order to solve the problem, by discretization of the sub‐fractional diffusion equations using Taylor's expansion a linear system of algebraic equations that can be analyzed by numerical methods is presented. Furthermore, consistency, convergence, and stability analysis of the suggested method are discussed. In this framework, compact structures of sub‐diffusion equations are considered as prototype examples. The main advantage of the proposed method is that, it is more efficient in terms of CPU time, computational cost and accuracy in comparing with the existing ones in open literature.     

An inverse problem for a family of two parameters time fractional diffusion equations with nonlocal boundary conditions

The determination of a space‐dependent source term along with the solution for a 1‐dimensional time fractional diffusion equation with nonlocal boundary conditions involving a parameter β>0 is considered. The fractional derivative is generalization of the Riemann‐Liouville and Caputo fractional derivatives usually known as Hilfer fractional derivative. We proved existence and uniqueness results for the solution of the inverse problem while over‐specified datum at 2 different time is given. The over‐specified datum at 2 time allows us to avoid initial condition in terms of fractional integral associated with Hilfer fractional derivative.     

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.     

Asymptotic behavior of solutions to space‐time fractional diffusion‐reaction equations

This article discusses the analyticity and the long‐time asymptotic behavior of solutions to space‐time fractional diffusion‐reaction equations in . By a Laplace transform argument, we prove that the decay rate of the solution as t→∞ is dominated by the order of the time‐fractional derivative. We consider the decay rate also in a bounded domain. Copyright © 2016 John Wiley & Sons, Ltd.     

Analytical solution for a generalized space‐time fractional telegraph equation

In this paper, we consider a nonhomogeneous space‐time fractional telegraph equation defined in a bounded space domain, which is obtained from the standard telegraph equation by replacing the first‐order or second‐order time derivative by the Caputo fractional derivative , α > 0 and the Laplacian operator by the fractional Laplacian ( ? Δ)^{β ∕ 2}, β ∈ (0,2]. We discuss and derive the analytical solutions under nonhomogeneous Dirichlet and Neumann boundary conditions by using the method of separation of variables. The obtained solutions are expressed through multivariate Mittag‐Leffler type functions. Special cases of solutions are also discussed. Copyright © 2013 John Wiley & Sons, Ltd.     

Maximum principles for a time–space fractional diffusion equation

In this paper, we focus on maximum principles of a time–space fractional diffusion equation. Maximum principles for classical solution and weak solution are all obtained by using properties of the time fractional derivative operator and the fractional Laplace operator. We deduce maximum principles for a full fractional diffusion equation, other than time-fractional and spatial-integer order diffusion equations.     

A high‐order B‐spline collocation scheme for solving a nonhomogeneous time‐fractional diffusion equation

A high‐accuracy numerical approach for a nonhomogeneous time‐fractional diffusion equation with Neumann and Dirichlet boundary conditions is described in this paper. The time‐fractional derivative is described in the sense of Riemann‐Liouville and discretized by the backward Euler scheme. A fourth‐order optimal cubic B‐spline collocation (OCBSC) method is used to discretize the space variable. The stability analysis with respect to time discretization is carried out, and it is shown that the method is unconditionally stable. Convergence analysis of the method is performed. Two numerical examples are considered to demonstrate the performance of the method and validate the theoretical results. It is shown that the proposed method is of order O(Δx⁴ + Δt^{2 ? α}) convergence, where α ∈ (0,1) . Moreover, the impact of fractional‐order derivative on the solution profile is investigated. Numerical results obtained by the present method are compared with those obtained by the method based on standard cubic B‐spline collocation method. The CPU time for present numerical method and the method based on cubic B‐spline collocation method are provided.     

A series of high‐order quasi‐compact schemes for space fractional diffusion equations based on the superconvergent approximations for fractional derivatives

Based on the superconvergent approximation at some point (depending on the fractional order α, but not belonging to the mesh points) for Grünwald discretization to fractional derivative, we develop a series of high‐order quasi‐compact schemes for space fractional diffusion equations. Because of the quasi‐compactness of the derived schemes, no points beyond the domain are used for all the high‐order schemes including second‐order, third‐order, fourth‐order, and even higher‐order schemes; moreover, the algebraic equations for all the high‐order schemes have the completely same matrix structure. The stability and convergence analysis for some typical schemes are made; the techniques of treating the fractional derivatives with nonhomogeneous boundaries are introduced; and extensive numerical experiments are performed to confirm the theoretical analysis or verify the convergence orders. © 2014 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 31: 1345–1381, 2015     

A mixed‐type Galerkin variational formulation and fast algorithms for variable‐coefficient fractional diffusion equations

We consider the variable‐coefficient fractional diffusion equations with two‐sided fractional derivative. By introducing an intermediate variable, we propose a mixed‐type Galerkin variational formulation and prove the existence and uniqueness of the variational solution over . On the basis of the formulation, we develop a mixed‐type finite element procedure on commonly used finite element spaces and derive the solvability of the finite element solution and the error bounds for the unknown and the intermediate variable. For the Toeplitz‐like linear system generated by discretization, we design a fast conjugate gradient normal residual method to reduce the storage from O(N²) to O(N) and the computing cost from O(N³) to O(NlogN). Numerical experiments are included to verify our theoretical findings. Copyright © 2017 John Wiley & Sons, Ltd.     

Quenching phenomenon of a time‐fractional diffusion equation with singular source term

In this paper, a time‐fractional diffusion equation with singular source term is considered. The Caputo fractional derivative with order 0<α ?1 is applied to the temporal variable. Under specific initial and boundary conditions, we find that the time‐fractional diffusion equation presents quenching solution that is not globally well‐defined as time goes to infinity. The quenching time is estimated by using the eigenfunction of linear fractional diffusion equation. Moreover, by implementing a finite difference scheme, we give some numerical simulations to demonstrate the theoretical analysis. Copyright © 2017 John Wiley & Sons, Ltd.     

Numerical solution of two-dimensional time fractional cable equation with Mittag-Leffler kernel

The main motive of this article is to study the recently developed Atangana-Baleanu Caputo (ABC) fractional operator that is obtained by replacing the classical singular kernel by Mittag-Leffler kernel in the definition of the fractional differential operator. We investigate a novel numerical method for the nonlinear two-dimensional cable equation in which time-fractional derivative is of Mittag-Leffler kernel type. First, we derive an approximation formula of the fractional-order ABC derivative of a function t^k using a numerical integration scheme. Using this approximation formula and some properties of shifted Legendre polynomials, we derived the operational matrix of ABC derivative. In the author of knowledge, this operational matrix of ABC derivative is derived the first time. We have shown the efficiency of this newly derived operational matrix by taking one example. Then we solved a new class of fractional partial differential equations (FPDEs) by the implementation of this ABC operational matrix. The two-dimensional model of the time-fractional model of the cable equation is solved and investigated by this method. We have shown the effectiveness and validity of our proposed method by giving the solution of some numerical examples of the two-dimensional fractional cable equation. We compare our obtained numerical results with the analytical results, and we conclude that our proposed numerical method is feasible and the accuracy can be seen by error tables. We see that the accuracy is so good. This method will be very useful to investigate a different type of model that have Mittag-Leffler fractional derivative.     

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.     

Stability of the fractional Volterra integro‐differential equation by means of ψ‐Hilfer operator

In this paper, using the Riemann‐Liouville fractional integral with respect to another function and the ψ?Hilfer fractional derivative, we propose a fractional Volterra integral equation and the fractional Volterra integro‐differential equation. In this sense, for this new fractional Volterra integro‐differential equation, we study the Ulam‐Hyers stability and, also, the fractional Volterra integral equation in the Banach space, by means of the Banach fixed‐point theorem. As an application, we present the Ulam‐Hyers stability using the α‐resolvent operator in the Sobolev space .     

Inverse problem for a space‐time fractional diffusion equation: Application of fractional Sturm‐Liouville operator

An inverse problem of determining a time‐dependent source term from the total energy measurement of the system (the over‐specified condition) for a space‐time fractional diffusion equation is considered. The space‐time fractional diffusion equation is obtained from classical diffusion equation by replacing time derivative with fractional‐order time derivative and Sturm‐Liouville operator by fractional‐order Sturm‐Liouville operator. The existence and uniqueness results are proved by using eigenfunction expansion method. Several special cases are discussed, and particular examples are provided.