Numerical algorithm for the time fractional Fokker–Planck equation

Anomalous diffusion is one of the most ubiquitous phenomena in nature, and it is present in a wide variety of physical situations, for instance, transport of fluid in porous media, diffusion of plasma, diffusion at liquid surfaces, etc. The fractional approach proved to be highly effective in a rich variety of scenarios such as continuous time random walk models, generalized Langevin equations, or the generalized master equation. To investigate the subdiffusion of anomalous diffusion, it would be useful to study a time fractional Fokker–Planck equation. In this paper, firstly the time fractional, the sense of Riemann–Liouville derivative, Fokker–Planck equation is transformed into a time fractional ordinary differential equation (FODE) in the sense of Caputo derivative by discretizing the spatial derivatives and using the properties of Riemann–Liouville derivative and Caputo derivative. Then combining the predictor–corrector approach with the method of lines, the algorithm is designed for numerically solving FODE with the numerical error O(k^min{1+2α,2})+O(h²), and the corresponding stability condition is got. The effectiveness of this numerical algorithm is evaluated by comparing its numerical results for α=1.0 with the ones of directly discretizing classical Fokker–Planck equation, some numerical results for time fractional Fokker–Planck equation with several different fractional orders are demonstrated and compared with each other, moreover for α=0.8 the convergent order in space is confirmed and the numerical results with different time step sizes are shown.     

Numerical investigation of three types of space and time fractional Bloch-Torrey equations in 2D

Recently, the fractional Bloch-Torrey model has been used to study anomalous diffusion in the human brain. In this paper, we consider three types of space and time fractional Bloch-Torrey equations in two dimensions: Model-1 with the Riesz fractional derivative; Model-2 with the one-dimensional fractional Laplacian operator; and Model-3 with the two-dimensional fractional Laplacian operator. Firstly, we propose a spatially second-order accurate implicit numerical method for Model-1 whereby we discretize the Riesz fractional derivative using a fractional centered difference. We consider a finite domain where the time and space derivatives are replaced by the Caputo and the sequential Riesz fractional derivatives, respectively. Secondly, we utilize the matrix transfer technique for solving Model-2 and Model-3. Finally, some numerical results are given to show the behaviours of these three models especially on varying domain sizes with zero Dirichlet boundary conditions.     

Fractional corresponding operator in quantum mechanics and applications: A uniform fractional Schrödinger equation in form and fractional quantization methods

In this paper we use Dirac function to construct a fractional operator called fractional corresponding operator, which is the general form of momentum corresponding operator. Then we give a judging theorem for this operator and with this judging theorem we prove that R–L, G–L, Caputo, Riesz fractional derivative operator and fractional derivative operator based on generalized functions, which are the most popular ones, coincide with the fractional corresponding operator. As a typical application, we use the fractional corresponding operator to construct a new fractional quantization scheme and then derive a uniform fractional Schrödinger equation in form. Additionally, we find that the five forms of fractional Schrödinger equation belong to the particular cases. As another main result of this paper, we use fractional corresponding operator to generalize fractional quantization scheme by using Lévy path integral and use it to derive the corresponding general form of fractional Schrödinger equation, which consequently proves that these two quantization schemes are equivalent. Meanwhile, relations between the theory in fractional quantum mechanics and that in classic quantum mechanics are also discussed. As a physical example, we consider a particle in an infinite potential well. We give its wave functions and energy spectrums in two ways and find that both results are the same.     

Diffusion in a heterogeneous medium for low concentrations

The equations describing diffusion on a heterogeneous lattice for low concentrations are considered taking into account lattice site blocking. It is shown that lattice site blocking cannot be disregarded in the case of a strongly heterogeneous lattice even for low concentrations. It is established that the equation with a fractional time derivative holds only in a bounded time interval. Anomalous diffusion, which is described by the equation with a fractional time derivative at the initial stage, must be described over long time periods by an ordinary diffusion equation with a concentration-dependent diffusion coefficient.     

Anomalous diffusion expressed through fractional order differential operators in the Bloch-Torrey equation

Diffusion weighted MRI is used clinically to detect and characterize neurodegenerative, malignant and ischemic diseases. The correlation between developing pathology and localized diffusion relies on diffusion-weighted pulse sequences to probe biophysical models of molecular diffusion-typically exp[-(bD)]-where D is the apparent diffusion coefficient (mm(2)/s) and b depends on the specific gradient pulse sequence parameters. Several recent studies have investigated the so-called anomalous diffusion stretched exponential model-exp[-(bD)(alpha)], where alpha is a measure of tissue complexity that can be derived from fractal models of tissue structure. In this paper we propose an alternative derivation for the stretched exponential model using fractional order space and time derivatives. First, we consider the case where the spatial Laplacian in the Bloch-Torrey equation is generalized to incorporate a fractional order Brownian model of diffusivity. Second, we consider the case where the time derivative in the Bloch-Torrey equation is replaced by a Riemann-Liouville fractional order time derivative expressed in the Caputo form. Both cases revert to the classical results for integer order operations. Fractional order dynamics derived for the first case were observed to fit the signal attenuation in diffusion-weighted images obtained from Sephadex gels, human articular cartilage and human brain. Future developments of this approach may be useful for classifying anomalous diffusion in tissues with developing pathology.     

Two methods to solve a fractional single phase moving boundary problem

A moving boundary problem of a melting problem is considered in this study. A mathematical model using the Caputo fractional derivative heat equation is proposed in the paper. Since moving boundary problems are difficult to solve for the exact solution, two methods are presented to approximate the evolution of the temperature. To simplify the computation, a similarity variable is adopted in order to reduce the partial differential equations to ordinary ones.     

From diffusion to anomalous diffusion: a century after Einstein's Brownian motion

Einstein's explanation of Brownian motion provided one of the cornerstones which underlie the modern approaches to stochastic processes. His approach is based on a random walk picture and is valid for Markovian processes lacking long-term memory. The coarse-grained behavior of such processes is described by the diffusion equation. However, many natural processes do not possess the Markovian property and exhibit anomalous diffusion. We consider here the case of subdiffusive processes, which correspond to continuous-time random walks in which the waiting time for a step is given by a probability distribution with a diverging mean value. Such a process can be considered as a process subordinated to normal diffusion under operational time which depends on this pathological waiting-time distribution. We derive two different but equivalent forms of kinetic equations, which reduce to known fractional diffusion or Fokker-Planck equations for waiting-time distributions following a power law. For waiting time distributions which are not pure power laws one or the other form of the kinetic equation is advantageous, depending on whether the process slows down or accelerates in the course of time.     

Fractional Non-Linear,Linear and Sublinear Death Processes

This paper is devoted to the study of a fractional version of non-linear \mathfrakMⁿ(t)\mathfrak{M}^{\nu}(t), t>0 death processes. Fractionality is introduced by replacing the usual integer-order derivative in the difference-differential equations governing the state probabilities, with the fractional derivative understood in the sense of Dzhrbashyan–Caputo. We derive explicitly the state probabilities of the three death processes and examine the related probability generating functions and mean values. A useful subordination relation is also proved, allowing us to express the death processes as compositions of their classical counterparts with the random time process T _2ν(t), t>0. This random time has one-dimensional distribution which is the folded solution to a Cauchy problem of the fractional diffusion equation.     

Series expansion solutions for the multi-term time and space fractional partial differential equations in two- and three-dimensions

Fractional partial differential equations with more than one fractional derivative in time describe some important physical phenomena, such as the telegraph equation, the power law wave equation, or the Szabo wave equation. In this paper, we consider two- and three-dimensional multi-term time and space fractional partial differential equations. The multi-term time-fractional derivative is defined in the Caputo sense, whose order belongs to the interval (1,2],(2,3],(3,4] or (0,m], and the space-fractional derivative is referred to as the fractional Laplacian form. We derive series expansion solutions based on a spectral representation of the Laplacian operator on a bounded region. Some applications are given for the two- and three-dimensional telegraph equation, power law wave equation and Szabo wave equation.     

Fractional Langevin equation and Riemann-Liouville fractional derivative

In this present work we consider a fractional Langevin equation with Riemann-Liouville fractional time derivative which modifies the classical Newtonian force, nonlocal dissipative force, and long-time correlation. We investigate the first two moments, variances and position and velocity correlation functions of this system. We also compare them with the results obtained from the same fractional Langevin equation which uses the Caputo fractional derivative.     

The time fractional diffusion-wave equation

The time fractional diffusion-wave equation is obtained from the classical diffusion or wave equation by replacing the first- or second-order time derivative by a fractional derivative of order 2β with 0<β≤1/2 or 1/2<β≤1, respectively. Using the method of the Laplace transform, it is shown that the fundamental solutions of the basic Cauchy and signalling problems can be expressed in terms of an auxiliary function M (z; β), where z is the similarity variable. Such function, which reduces to the well-known Gaussian function for β=1/2 (ordinary diffusion), is proved to be an entire function of Wright type.     

Analytical Approach for Nonlinear Partial Differential Equations of Fractional Order

The purpose of the paper is to present analytical and numerical solutions of a degenerate parabolic equation with time-fractional derivatives arising in the spatial diffusion of biological populations. The homotopy-perturbation method is employed for solving this class of equations, and the time-fractional derivatives are described in the sense of Caputo. Comparisons are made with those derived by Adomian's decomposition method, revealing that the homotopy perturbation method is more accurate and convenient than the Adomian's decomposition method. Furthermore, the results reveal that the approximate solution continuously depends on the time-fractional derivative and the proposed method incorporating the Caputo derivatives is a powerful and efficient technique for solving the fractional differential equations without requiring linearization or restrictive assumptions. The basis ideas presented in the paper can be further applied to solve other similar fractional partial differential equations.     

Numerical Solutions of Fractional Boussinesq Equation

Based upon the Adomian decomposition method, a scheme is developed to obtain numerical solutions of a fractional Boussinesq equation with initial condition, which is introduced by replacing some order time and space derivatives by fractional derivatives. The fractional derivatives are described in the Caputo sense. So the traditional Adomian decomposition method for differential equations of integer order is directly extended to derive explicit and numerical solutions of the fractional differential equations. The solutions of our model equation are calculated in the form of convergent series with easily computable components.     

Results for a fractional diffusion equation with a nonlocal term in spherical symmetry

We obtain time dependent solutions for a fractional diffusion equation containing a nonlocal term by considering the spherical symmetry and using the Green function approach. The nonlocal term incorporated in the diffusion equation may also be related to the spatial and time fractional derivative and introduces different regimes of spreading of the solution with the time evolution. In addition, a rich class of anomalous diffusion processes may be described from the results obtained here.     

Some properties of the fundamental solution to the signalling problem for the fractional diffusion-wave equation

In this paper, the one-dimensional time-fractional diffusion-wave equation with the Caputo fractional derivative of order α, 1 ≤ α ≤ 2 and with constant coefficients is revisited. It is known that the diffusion and the wave equations behave quite differently regarding their response to a localized disturbance. Whereas the diffusion equation describes a process where a disturbance spreads infinitely fast, the propagation speed of the disturbance is a constant for the wave equation. We show that the time-fractional diffusion-wave equation interpolates between these two different responses and investigate the behavior of its fundamental solution for the signalling problem in detail. In particular, the maximum location, the maximum value, and the propagation velocity of the maximum point of the fundamental solution for the signalling problem are described analytically and calculated numerically.     

An analysis of the semi-analytic solutions of a viscous fluid with old and new definitions of fractional derivatives

In this paper we present the natural convection flow of an incompressible viscous fluid subject to Newtonian heating and constant mass diffusion using a recently developed definition of the Caputo–Fabrizio fractional derivative. Boundary layer equations in dimensionless form are obtained by means of dimensionless variables. The expressions for the temperature, concentration and velocity fields are obtained in the Laplace transformed domain. The inverse Laplace transform for the temperature, concentration and velocity field are found numerically by means of Stehfest's and Tzou's algorithms. A comparative analysis has been carried between the Caputo–Fabrizio and the Caputo fractional model obtained by Vieru (2015) through graphical illustration. At the end, we can see the impact of the flow parameters, including the new fractional parameter, on the flow which is presented graphically. As a result, the fractional viscous fluid model with the Caputo–Fabrizio fractional derivative has a higher velocity than with the Caputo.     

Diffusion and relaxation of the fractional order in fractal media in the classical and quantum cases

Two model examples of the application of fractional calculus are considered. The Riemann–Liouville fractional derivative with 0 < α ≤ 1 was used. The solution of a fractional equation, which describes anomalous relaxation and diffusion in an isotropic fractal space, has been obtained in the form of the product of a Fox function by a Mittag-Leffler function. The solution is simpler than that given in Ref. 6 and it generalizes the result reported in Ref. 7. For the quantum case, a solution of the generalized Neumann–Kolmogorov fractional quantum-statistical equation has been obtained for an incomplete statistical operator which describes the random walk of a quantum spin particle, retarded in traps over a fractal space. The solution contains contributions from quantum Mittag-Leffler (nonharmonic) fractional oscillations, anomalous relaxation, noise fractional oscillations, and exponential fractional diffusion oscillation damping.     

Multi-time fractional diffusion equation

We construct a fundamental solution of a multi-time diffusion equation with the Dzhrbashyan-Nersesyan fractional differentiation operator with respect to the time variables. We give a representation for a solution of the Cauchy problem and prove the uniqueness theorem in the class of functions of fast growth. The corresponding results for equations with Riemann-Liouville and Caputo derivatives are obtained as particular cases of the proved assertions.     

Numerical solution of fractional differential equations via a Volterra integral equation approach

The main focus of this paper is to present a numerical method for the solution of fractional differential equations. In this method, the properties of the Caputo derivative are used to reduce the given fractional differential equation into a Volterra integral equation. The entire domain is divided into several small domains, and by collocating the integral equation at two adjacent points a system of two algebraic equations in two unknowns is obtained. The method is applied to solve linear and nonlinear fractional differential equations. Also the error analysis is presented. Some examples are given and the numerical simulations are also provided to illustrate the effectiveness of the new method.     

Solutions for a non-Markovian diffusion equation

Solutions for a non-Markovian diffusion equation are investigated. For this equation, we consider a spatial and time dependent diffusion coefficient and the presence of an absorbent term. The solutions exhibit an anomalous behavior which may be related to the solutions of fractional diffusion equations and anomalous diffusion.