The Numerical Simulation of Space-Time Variable Fractional Order Diffusion Equation

Many physical processes appear to exhibit fractional order behavior that may vary with time or space. The continuum of order in the fractional calculus allows the order of the fractional operator to be considered as a variable. Numerical methods and analysis of stability and convergence of numerical scheme for the variable fractional order partial differential equations are quite limited and difficult to derive. This motivates us to develop efficient numerical methods as well as stability and convergence of the implicit numerical methods for the space-time variable fractional order diffusion equation on a finite domain. It is worth mentioning that here we use the Coimbra-definition variable time fractional derivative which is more efficient from the numerical standpoint and is preferable for modeling dynamical systems. An implicit Euler approximation is proposed and then the stability and convergence of the numerical scheme are investigated. Finally, numerical examples are provided to show that the implicit Euler approximation is computationally efficient.     

The Fundamental Solutions of the Space, Space-Time Riesz Fractional Partial Differential Equations with Periodic Conditions

In this paper, the space-time Riesz fractional partial differential equations with periodic conditions are considered. The equations are obtained from the integral partial differential equation by replacing the time derivative with a Caputo fractional derivative and the space derivative with Riesz potential. The fundamental solutions of the space Riesz fractional partial differential equation (SRFPDE) and the space-time Riesz fractional partial differential equation (STRFPDE) are discussed, respectively. Using methods of Fourier series expansion and Laplace transform, we derive the explicit expressions of the fundamental solutions for the SRFPDE and the STRFPDE, respectively.     

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.     

On the concept and existence of solutions for fractional impulsive systems with Hadamard derivatives

In this paper, a class of nonlinear fractional order differential impulsive systems with Hadamard derivative is discussed. First, a reasonable concept on the solutions of fractional impulsive Cauchy problems with Hadamard derivative and the corresponding fractional integral equations are established. Second, two fundamental existence results are presented by using standard fixed point methods. Finally, two examples are given to illustrate our theoretical results.     

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.     

Approximate analytical solutions of fractional gas dynamic equations

In this article, differential transform method (DTM) has been successfully applied to obtain the approximate analytical solutions of the nonlinear homogeneous and non-homogeneous gas dynamic equations, shock wave equation and shallow water equations with fractional order time derivatives. The true beauty of the article is manifested in its emphatic application of Caputo fractional order time derivative on the classical equations with the achievement of the highly accurate solutions by the known series solutions and even for more complicated nonlinear fractional partial differential equations (PDEs). The method is really capable of reducing the size of the computational work besides being effective and convenient for solving fractional nonlinear equations. Numerical results for different particular cases of the equations are depicted through graphs.     

Approximate analytical solutions of Schnakenberg systems by homotopy analysis method

In this paper, the homotopy analysis method (HAM) has been employed to obtain analytical solution of a two reaction–diffusion systems of fractional order (fractional Schnakenberg systems) which has been modeling morphogen systems in developmental biology. Different from all other analytic methods, HAM provides us with a simple way to adjust and control the convergence region of solution series by choosing proper values for auxiliary parameter h. The fractional derivative is described in the Caputo sense. The reason of using fractional order differential equations (FOD) is that FOD are naturally related to systems with memory which exists in most biological systems. Also they are closely related to fractals which are abundant in biological systems. The results derived of the fractional system are of a more general nature. Respectively, solutions of FOD spread at a faster rate than the classical differential equations, and may exhibit asymmetry. However, the fundamental solutions of these equations still exhibit useful scaling properties that make them attractive for applications.     

分数阶Burgers方程的有限元计算(英文)

建立了一维和二维分数阶Burgers方程的有限元格式.时间分数阶导数使用L1方法离散,空间方向使用有限元方法离散.通过选择合适的基函数,将离散后的方程转化成一个非线性代数方程组,并应用牛顿迭代方法求解.数值实验显示出了方法的有效性.     

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     

On the concept and existence of solution for impulsive fractional differential equations

This paper is motivated from some recent papers treating the problem of the existence of a solution for impulsive differential equations with fractional derivative. We firstly show that the formula of solutions in cited papers are incorrect. Secondly, we reconsider a class of impulsive fractional differential equations and introduce a correct formula of solutions for a impulsive Cauchy problem with Caputo fractional derivative. Further, some sufficient conditions for existence of the solutions are established by applying fixed point methods. Some examples are given to illustrate the results.     

TWO-VARIABLE JACOBI POLYNOMIALS FOR SOLVING SOME FRACTIONAL PARTIAL DIFFERENTIAL EQUATIONS

Two-variable Jacobi polynomials, as a two-dimensional basis, are applied to solve a class of temporal fractional partial differential equations. The fractional derivative operators are in the Caputo sense. The operational matrices of the integration of integer and fractional orders are presented. Using these matrices together with the Tau Jacobi method converts the main problem into the corresponding system of algebraic equations. An error bound is obtained in a two-dimensional Jacobi-weighted Sobolev space. Finally, the efficiency of the proposed method is demonstrated by implementing the algorithm to several illustrative examples. Results will be compared with those obtained from some existing methods.     

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.     

The construction of operational matrix of fractional derivatives using B-spline functions

Fractional calculus has been used to model physical and engineering processes that are found to be best described by fractional differential equations. For that reason we need a reliable and efficient technique for the solution of fractional differential equations. Here we construct the operational matrix of fractional derivative of order α in the Caputo sense using the linear B-spline functions. The main characteristic behind the approach using this technique is that it reduces such problems to those of solving a system of algebraic equations thus we can solve directly the problem. The method is applied to solve two types of fractional differential equations, linear and nonlinear. Illustrative examples are included to demonstrate the validity and applicability of the new technique presented in the current paper.     

Numerical algorithms for the time-Caputo and space-Riesz fractional Bloch-Torrey equations

In this paper, high-order numerical methods for time-Caputo and space-Riesz fractional Bloch-Torrey equations in one- and two-dimensional space are constructed, where the second-order backward fractional difference operator and the sixth-order fractional-compact difference operator are applied to approximate the time and space fractional derivatives, respectively. The stability and convergence of the methods are analyzed and it is shown that the convergence orders are higher than the earlier work. Finally, some numerical experiments are presented to demonstrate the effectiveness of the methods and confirm our theoretical results.     

Differential Equations of Fractional Order: Methods,Results and Problems. II

The article, being a continuation of the first one [A.A. Kilbas and J.J. Trujillo (2001). Differential equations of fractional order. Methods, results and problems, I. Applicable Analysis , 78 (1-2), 153-192.], deals with the so-called differential equations of fractional order in which an unknown function is contained under the operation of a derivative of fractional order. The methods and the results in the theory of such fractional differential equations are presented including the Dirichlet-type problem for ordinary fractional differential equations, studying such equations in spaces of generalized functions, partial fractional differential equations and more general abstract equations, and treatment of numerical methods for ordinary and partial fractional differential equations. Problems and new trends of research are discussed.     

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.

     

Unstructured mesh finite difference/finite element method for the 2D time-space Riesz fractional diffusion equation on irregular convex domains

Fractional differential equations are powerful tools to model the non-locality and spatial heterogeneity evident in many real-world problems. Although numerous numerical methods have been proposed, most of them are limited to regular domains and uniform meshes. For irregular convex domains, the treatment of the space fractional derivative becomes more challenging and the general methods are no longer feasible. In this work, we propose a novel numerical technique based on the Galerkin finite element method (FEM) with an unstructured mesh to deal with the space fractional derivative on arbitrarily shaped convex and non-convex domains, which is the most original and significant contribution of this paper. Moreover, we present a second order finite difference scheme for the temporal fractional derivative. In addition, the stability and convergence of the method are discussed and numerical examples on different irregular convex domains and non-convex domains illustrate the reliability of the method. We also extend the theory and develop a computational model for the case of a multiply-connected domain. Finally, to demonstrate the versatility and applicability of our method, we solve the coupled two-dimensional fractional Bloch–Torrey equation on a human brain-like domain and exhibit the effects of the time and space fractional indices on the behaviour of the transverse magnetization.     

On the concept of exact solution for nonlinear differential equations of fractional‐order

In this article, the new exact travelling wave solutions of the nonlinear space‐time fractional Burger's, the nonlinear space‐time fractional Telegraph and the nonlinear space‐time fractional Fisher equations have been found. Based on a nonlinear fractional complex transformation, certain fractional partial differential equations can be turned into ordinary differential equations of integer order in the sense of the Jumarie's modified Riemann–Liouville derivative. The ‐expansion method is effective for constructing solutions to the nonlinear fractional equations, and it appears to be easier and more convenient by means of a symbolic computation system. Copyright © 2016 John Wiley & Sons, Ltd.     

A numerical technique based on B-spline for a class of time-fractional diffusion equation

This paper presents an efficient numerical technique for solving a class of time-fractional diffusion equation. The time-fractional derivative is described in the Caputo form. The L1 scheme is used for discretization of Caputo fractional derivative and a collocation approach based on sextic B-spline basis function is employed for discretization of space variable. The unconditional stability of the fully-discrete scheme is analyzed. Two numerical examples are considered to demonstrate the accuracy and applicability of our scheme. The proposed scheme is shown to be sixth order accuracy with respect to space variable and (2 − α)-th order accuracy with respect to time variable, where α is the order of temporal fractional derivative. The numerical results obtained are compared with other existing numerical methods to justify the advantage of present method. The CPU time for the proposed scheme is provided.     

On the analysis of vibration equation involving a fractional derivative with Mittag-Leffler law

The present article deals with a fractional extension of the vibration equation for very large membranes with distinct special cases. The fractional derivative is considered in Atangana-Baleanu sense. A numerical algorithm based on homotopic technique is employed to examine the fractional vibration equation. The stability analysis is conducted for the suggested scheme. The maple software package is utilized for numerical simulation. In order to illustrate the effects of space, time, and order of Atangana-Baleanu derivative on the displacement, the outcomes of this study are demonstrated graphically. The results revel that the Atangana-Baleanu fractional derivative is very efficient in describing vibrations in large membranes.