Spectral collocation method for linear fractional integro-differential equations

In this paper, we propose and analyze a spectral Jacobi-collocation method for the numerical solution of general linear fractional integro-differential equations. The fractional derivatives are described in the Caputo sense. First, we use some function and variable transformations to change the equation into a Volterra integral equation defined on the standard interval [-1,1]$[-1\text{,}1]$. Then the Jacobi–Gauss points are used as collocation nodes and the Jacobi–Gauss quadrature formula is used to approximate the integral equation. Later, the convergence order of the proposed method is investigated in the infinity norm. Finally, some numerical results are given to demonstrate the effectiveness of the proposed method.     

Chebyshev operational matrix method for solving multi-order fractional ordinary differential equations

The aim of this article is to present an analytical approximation solution for linear and nonlinear multi-order fractional differential equations (FDEs) by extending the application of the shifted Chebyshev operational matrix. For this purpose, we convert FDE into a counterpart system and then using proposed method to solve the resultant system. Our results in solving four different linear and nonlinear FDE, confirm the accuracy of proposed method.     

An investigation of some nonclassical methods for the numerical approximation of Caputo-type fractional derivatives

Traditional methods for the numerical approximation of fractional derivatives have a number of drawbacks due to the non-local nature of the fractional differential operators. The main problems are the arithmetic complexity and the potentially high memory requirements when they are implemented on a computer. In a recent paper, Yuan and Agrawal have proposed an approach for operators of order α ∈ (0,1) that differs substantially from the standard methods. We extend the method to arbitrary α > 0, , and give an analysis of the main properties of this approach. In particular it turns out that the original algorithm converges rather slowly. Based on our analysis we are able to identify the source of this slow convergence and propose some modifications leading to a much more satisfactory behaviour. Similar results are obtained for a closely related method proposed by Chatterjee. Dedicated to Professor Paul L. Butzer on the occasion of his 80th birthday.     

On the convergence of spline collocation methods for solving fractional differential equations

In the first part of this paper we study the regularity properties of solutions of initial value problems of linear multi-term fractional differential equations. We then use these results in the convergence analysis of a polynomial spline collocation method for solving such problems numerically. Using an integral equation reformulation and special non-uniform grids, global convergence estimates are derived. From these estimates it follows that the method has a rapid convergence if we use suitable nonuniform grids and the nodes of the composite Gaussian quadrature formulas as collocation points. Theoretical results are verified by some numerical examples.     

A reliable algorithm of homotopy analysis method for solving nonlinear fractional differential equations

In this paper, based on the homotopy analysis method (HAM), a powerful algorithm is developed for the solution of nonlinear ordinary differential equations of fractional order. The proposed algorithm presents the procedure of constructing the set of base functions and gives the high-order deformation equation in a simple form. Different from all other analytic methods, it provides us with a simple way to adjust and control the convergence region of solution series by introducing an auxiliary parameter ?$?$. The analysis is accompanied by numerical examples. The algorithm described in this paper is expected to be further employed to solve similar nonlinear problems in fractional calculus.     

Numerical methods for multi-term fractional (arbitrary) orders differential equations

Our main concern here is to give a numerical scheme to solve a nonlinear multi-term fractional (arbitrary) orders differential equation.     

New predictor-corrector approach for nonlinear fractional differential equations: error analysis and stability

In this paper, the predictor-corrector approach is used to propose two algorithms for the numerical solution of linear and non-linear fractional differential equations (FDE). The fractional order derivative is taken to be in the sense of Caputo and its properties are used to transform FDE into a Volterra-type integral equation. Simpson''s 3/8 rule is used to develop new numerical schemes to obtain the approximate solution of the integral equation associated with the given FDE. The error and stability analysis for the two methods are presented. The proposed methods are compared with the ones available in the literature. Numerical simulation is performed to demonstrate the validity and applicability of both the proposed techniques. As an application, the problem of dynamics of the new fractional order non-linear chaotic system introduced by Bhalekar and Daftardar-Gejji is investigated by means of the obtained numerical algorithms.     

Cramer’s rule for some quaternion matrix equations

Cramer’s rules for some left, right and two-sided quaternion matrix equations are obtained within the framework of the theory of the column and row determinants.     

Numerical methods for fractional partial differential equations with Riesz space fractional derivatives

In this paper, we consider the numerical solution of a fractional partial differential equation with Riesz space fractional derivatives (FPDE-RSFD) on a finite domain. Two types of FPDE-RSFD are considered: the Riesz fractional diffusion equation (RFDE) and the 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. Firstly, analytic solutions of both the RFDE and RFADE are derived. Secondly, three numerical methods are provided to deal with the Riesz space fractional derivatives, namely, the L1/L2-approximation method, the standard/shifted Grünwald method, and the matrix transform method (MTM). Thirdly, the RFDE and RFADE are transformed into a system of ordinary differential equations, which is then solved by the method of lines. Finally, numerical results are given, which demonstrate the effectiveness and convergence of the three numerical methods.     

Numerical approximations and Padé approximants for a fractional population growth model

This paper presents an efficient numerical algorithm for approximate solutions of a fractional population growth model in a closed system. The time-fractional derivative is considered in the Caputo sense. The algorithm is based on Adomian’s decomposition approach and the solutions are calculated in the form of a convergent series with easily computable components. Then the Padé approximants are effectively used in the analysis to capture the essential behavior of the population u(t) of identical individuals.     

Adomian decomposition: a tool for solving a system of fractional differential equations

Adomian decomposition method has been employed to obtain solutions of a system of fractional differential equations. Convergence of the method has been discussed with some illustrative examples. In particular, for the initial value problem:

     

An accurate numerical method for solving the linear fractional Klein–Gordon equation

In this article, an implementation of an efficient numerical method for solving the linear fractional Klein–Gordon equation (LFKGE) is introduced. The fractional derivative is described in the Caputo sense. The method is based upon a combination between the properties of the Chebyshev approximations and finite difference method (FDM). The proposed method reduces LFKGE to a system of ODEs, which is solved using FDM. Special attention is given to study the convergence analysis and deduce an error upper bound of the proposed method. Numerical example is given to show the validity and the accuracy of the proposed algorithm. Copyright © 2013 John Wiley & Sons, Ltd.     

A numerical algorithm for the solution of nonlinear fractional differential equations via beta‐derivatives

In this paper, the sinc‐collocation method (SCM) is investigated to obtain the solution of the nonlinear fractional order differential equations based on the relatively new defined fractional derivative, beta‐derivative. For this purpose, a theorem is proved for the approximate solution obtained from the SCM. Moreover, convergence analysis of the SCM is presented. To show the efficiency and the simplicity of the proposed method, some examples are solved, and the results are compared with the exact solutions of the considered equations.     

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     

Weak solutions for fractional differential equations in nonreflexive Banach spaces via Riemann‐Pettis integrals

The aim of this paper is to develop fractional calculus for vector‐valued functions using the weak Riemann integral. Also, we establish the existence of weak solutions for a class of fractional differential equations with fractional weak derivatives.