Numerical Solution to the Multi-Term Time Fractional Diffusion Equation in a Finite Domain

This paper deals with numerical solution to the multi-term time fractional diffusion equation in a finite domain. An implicit finite difference scheme is established based on Caputo's definition to the fractional derivatives, and the upper and lower bounds to the spectral radius of the coefficient matrix of the difference scheme are estimated, with which the unconditional stability and convergence are proved. The numerical results demonstrate the effectiveness of the theoretical analysis, and the method and technique can also be applied to other kinds of time/space fractional diffusion equations.     

Solving a final value fractional diffusion problem by boundary condition regularization

The evolution process of fractional order describes some phenomenon of anomalous diffusion and transport dynamics in complex system. The equation containing fractional derivatives provides a suitable mathematical model for describing such a process. The initial boundary value problem is hard to solve due to the nonlocal property of the fractional order derivative. We consider a final value problem in a bounded domain for fractional evolution process with respect to time, which means to recover the initial state for some slow diffusion process from its present status. For this ill-posed problem, we construct a regularizing solution using quasi-reversible method. The well-posedness of the regularizing solution as well as the convergence property is rigorously analyzed. The advantage of the proposed scheme is that the regularizing solution is of the explicit analytic solution and therefore is easy to be implemented. Numerical examples are presented to show the validity of the proposed scheme.     

Convergence of the matrix transformation method for the finite difference approximation of fractional order diffusion problems

Numerical solution of fractional order diffusion problems with homogeneous Dirichlet boundary conditions is investigated on a square domain. An appropriate extension is applied to have a well-posed problem on R² and the solution on the square is regarded as a localization. For the numerical approximation a finite difference method is applied combined with the matrix transformation method. Here the discrete fractional Laplacian is approximated with a matrix power instead of computing the complicated approximations of fractional order derivatives. The spatial convergence of this method is proved and demonstrated by some numerical experiments.     

Koch曲线及其分数阶微积分

给出了Koch曲线的一个复值表达式,并且估计了该表达式的分数阶微积分的分形维数,同时给出了此表达式的Weyl-Marchaud分数阶导数的图像.进一步讨论了Koch曲线的图像与某类自仿分形函数图像的联系.最后证明了这类自仿分形函数的分形维数与其分数阶微积分的分形维数成立着线性关系,一个特殊例子的图像和数值结果在文中给出.     

An extension of the Gegenbauer pseudospectral method for the time fractional Fokker‐Planck equation

The time fractional Fokker‐Planck equation has been used in many physical transport problems which take place under the influence of an external force field. In this paper we examine pseudospectral method based on Gegenbauer polynomials and Chebyshev spectral differentiation matrix to solve numerically a class of initial‐boundary value problems of the time fractional Fokker‐Planck equation on a finite domain. The presented method reduces the main problem to a generalized Sylvester matrix equation, which can be solved by the global generalized minimal residual method. Some numerical experiments are considered to demonstrate the accuracy and the efficiency of the proposed computational procedure.     

Numerical exploration of a system of reaction–diffusion equations with internal and transient layers

A reaction pathway for a classical two-species reaction is considered with one reaction that is several orders of magnitudes faster than the other. To sustain the fast reaction, the transport and reaction effects must balance in such a way as to give an internal layer in space. For the steady-state problem, existing singular perturbation analysis rigorously proves the correct scaling of the internal layer. This work reports the results of exploratory numerical simulations that are designed to provide guidance for the analysis to be performed for the transient problem. The full model is comprised of a system of time-dependent reaction–diffusion equations coupled through the non-linear reaction terms with mixed Dirichlet and Neumann boundary conditions. In addition to internal layers in space, the time-dependent problem possesses an initial transient layer in time. To resolve both types of layers as accurately as possible, we design a finite element method with analytic evaluation of all integrals. This avoids all errors associated with the evaluation of the non-linearities and allows us to provide an analytic Jacobian matrix to the implicit time stepping method. The numerical results show that the method resolves the localized sharp gradients accurately and can predict the scaling of the internal layers for the time-dependent problem.     

Fast second-order accurate difference schemes for time distributed-order and Riesz space fractional diffusion equations

The aim of this paper is to develop fast second-order accurate difference schemes for solving one- and two-dimensional time distributed-order and Riesz space fractional diffusion equations. We adopt the same measures for one- and two-dimensional problems as follows: we first transform the time distributed-order fractional diffusion problem into the multi-term time-space fractional diffusion problem with the composite trapezoid formula. Then, we propose a second-order accurate difference scheme based on the interpolation approximation on a special point to solve the resultant problem. Meanwhile, the unconditional stability and convergence of the new difference scheme in $L_2$-norm are proved. Furthermore, we find that the discretizations lead to a series of Toeplitz systems which can be efficiently solved by Krylov subspace methods with suitable circulant preconditioners. Finally, numerical results are presented to show the effectiveness of the proposed difference methods and demonstrate the fast convergence of our preconditioned Krylov subspace methods.     

Applications of <Emphasis Type="Italic">p</Emphasis>-adics to geophysics: Linear and quasilinear diffusion of water-in-oil and oil-in-water emulsions

In a very general setting, we discuss possibilities of applying p-adics to geophysics using a p-adic diffusion representation of the master equations for the dynamics of a fluid in capillaries in porous media and formulate several mathematical problems motivated by such applications. We stress that p-adic wavelets are a powerful tool for obtaining analytic solutions of diffusion equations. Because p-adic diffusion is a special case of fractional diffusion, which is closely related to the fractal structure of the configuration space, p-adic geophysics can be regarded as a new approach to fractal modeling of geophysical processes.     

Finite dimensionality of global attractors for a non-classical reaction-diffusion equation with memory

In this paper, we consider a periodic boundary value problem for a non-classical reaction-diffusion equation with memory. In other paper, we use the ω-limit compactness of the solution semigroup {S(t)}_t≥0 to get the existence of a global attractor. The main goal here is to give an estimate of the fractal dimension of the global attractor. By the fractal dimension theorem given by A.O. Celebi et al., we obtain that the fractal dimension of the global attractor for the problem is finite; this makes the results for the non-classical reaction-diffusion equations more substantial and perfect.     

A hybrid nonoverlapping domain decomposition scheme for advection dominated advection–diffusion problems

Two nonoverlapping domain decomposition algorithms are proposed for convection dominated convection–diffusion problems. In each subdomain, artificial boundary conditions are used on the inflow and outflow boundaries. If the flow is simple, each subdomain problem only needs to be solved once. If there are closed streamlines, an iterative algorithm is needed and the convergence is proved. Analysis and numerical tests reveal that the methods are advantageous when the diffusion parameter ɛ is small. In such cases, the error introduced by the domain decomposition methods is negligible in comparison with the error in the singular layers, and it allows easy and efficient grid refinement in the singular layers. This revised version was published online in August 2006 with corrections to the Cover Date.     

New Numerical Approach for Fractional Variational Problems Using Shifted Legendre Orthonormal Polynomials

This paper reports a new numerical approach for numerically solving types of fractional variational problems. In our approach, we use the fractional integrals operational matrix, described in the sense of Riemann–Liouville, with the help of the Lagrange multiplier technique for converting the fractional variational problem into an easier problem that consisting of solving an algebraic equations system in the unknown coefficients. Several numerical examples are introduced, combined with their approximate solutions and comparisons with other numerical approaches, for confirming the accuracy and applicability of the proposed approach.     

Global existence and asymptotic dynamics in a 3D fractional chemotaxis system with singular sensitivity

In this paper, we investigate the global existence and asymptotic dynamics of solutions to a fractional singular chemotaxis system in three dimensional whole space. We deal with the new difficulties arising from fractional diffusion by using Riesz transform and Kato-Ponce’s commutator estimates appropriately, and establish the local existence of solution. Then with the help of combining the local existence and the a priori estimates, the global existence and uniqueness of solution with small initial data is derived. Moreover, we obtain the asymptotic decay rates of solution by the method of energy estimates.     

Locally linearized fractional step methods for nonlinear parabolic problems

This work deals with the efficient numerical solution of a class of nonlinear time-dependent reaction-diffusion equations. Via the method of lines approach, we first perform the spatial discretization of the original problem by applying a mimetic finite difference scheme. The system of ordinary differential equations arising from that process is then integrated in time with a linearly implicit fractional step method. For that purpose, we locally decompose the discrete nonlinear diffusion operator using suitable Taylor expansions and a domain decomposition splitting technique. The totally discrete scheme considers implicit time integrations for the linear terms while explicitly handling the nonlinear ones. As a result, the original problem is reduced to the solution of several linear systems per time step which can be trivially decomposed into a set of uncoupled parallelizable linear subsystems. The convergence of the proposed methods is illustrated by numerical experiments.     

A new regularization method for a Cauchy problem of the time fractional diffusion equation

In this paper, we consider a Cauchy problem of the time fractional diffusion equation (TFDE). Such problem is obtained from the classical diffusion equation by replacing the first-order time derivative by the Caputo fractional derivative of order α (0 < α ≤ 1). We show that the Cauchy problem of TFDE is severely ill-posed and further apply a new regularization method to solve it based on the solution given by the Fourier method. Convergence estimates in the interior and on the boundary of solution domain are obtained respectively under different a-priori bound assumptions for the exact solution and suitable choices of regularization parameters. Finally, numerical examples are given to show that the proposed numerical method is effective.     

Resolvent estimates in homogenisation of periodic problems of fractional elasticity

We provide operator-norm convergence estimates for solutions to a time-dependent equation of fractional elasticity in one spatial dimension, with rapidly oscillating coefficients that represent the material properties of a viscoelastic composite medium. Assuming periodicity in the coefficients, we prove operator-norm convergence estimates for an operator fibre decomposition obtained by applying to the original fractional elasticity problem the Fourier–Laplace transform in time and Gelfand transform in space. We obtain estimates on each fibre that are uniform in the quasimomentum of the decomposition and in the period of oscillations of the coefficients as well as quadratic with respect to the spectral variable. On the basis of these uniform estimates we derive operator-norm-type convergence estimates for the original fractional elasticity problem, for a class of sufficiently smooth densities of applied forces.     

THE LONG-TIME BEHAVIOR OF SPECTRAL APPROXIMATE FOR KLEIN-GORDON-SCHROEDINGER EQUATIONS

Klein-Gordon-Schroedinger (KGS) equations are very important in physics. Some papers studied their well-posedness and numerical solution [1-4], and another works investigated the existence of global attractor in R^n and Ω包含于R^n (n≤3) [5-6,11-12]. In this paper, we discuss the dynamical behavior when we apply spectral method to find numerical approximation for periodic initial value problem of KGS equations. It includes the existence of approximate attractor AN, the upper semi-continuity on A which is a global attractor of initial problem and the upper bounds of Hausdorff and fractal dimensions for A and AN,etc.     

Global and domain-decomposed mixed methods for the solution of Maxwell's equations with application to magnetotellurics

A collection of global and domain decomposition mixed finite element schemes for the approximate solution of the harmonic Maxwell's equations on a bounded domain with absorbing boundary conditions at the artificial boundaries are presented. The numerical procedures allow us to solve efficiently the direct problem in magnetotellurics consisting of determining the electromagnetic scattered field in a two–dimensional earth model of arbitrary conductivity properties. Convergence results for the numerical procedures are derived. © 1998 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 14: 407–437, 1998     

Global regularity of the 2D magnetohydrodynamic equations with fractional anisotropic dissipation

This paper is dedicated to establishing the global regularity for the two dimensional magnetohydrodynamic equations with fractional anisotropic dissipation when the fractional powers are restricted to some certain ranges. In addition, the global regularity results for the two dimensional magnetohydrodynamic equations with partial dissipation are also obtained. Consequently, these results bring us more closer to the resolution of the global regularity problem on the two dimensional magnetohydrodynamic equations with standard Laplacian magnetic diffusion.     

Cooling of a composite slab in a two-fluid medium

A mixed boundary value problem associated with the diffusion equation that involves the physical problem of cooling of an infinite parallel-sided composite slab in a two-fluid medium, is solved completely by using the Wiener-Hopf technique. An analytical solution is derived for the temperature distribution at the quench fronts being created by two different layers of cold fluids having different cooling abilities moving on the upper surface of the slab at constant speedv. Simple expressions are derived for the values of the sputtering temperatures of the slab at the points of contact with the respective layers, assuming the front layer of the fluid to be of finite width and the back layer of infinite extent. The main problem is solved through a three-part Wiener-Hopf problem of a special type and the numerical results under certain special circumstances are obtained and presented in the form of a table.