The Goursat problem for the fractional telegraph equation with Caputo derivatives

The Goursat problem for the fractional telegraph equation with Caputo derivatives is studied. An existence and uniqueness theorem for the solution of the problem is proved.     

A space-time Legendre spectral tau method for the two-sided space-time Caputo fractional diffusion-wave equation

The space-time fractional diffusion-wave equation (FDWE) is a generalization of classical diffusion and wave equations which is used in modeling practical phenomena of diffusion and wave in fluid flow, oil strata and others. This paper reports an accurate spectral tau method for solving the two-sided space and time Caputo FDWE with various types of nonhomogeneous boundary conditions. The proposed method is based on shifted Legendre tau (SLT) procedure in conjunction with the shifted Legendre operational matrices of Riemann-Liouville fractional integral, left-sided and right-sided fractional derivatives. We focus primarily on implementing this algorithm in both temporal and spatial discretizations. In addition, convergence analysis is provided theoretically for the Dirichlet boundary conditions, along with graphical analysis for several special cases using other conditions. These suggest that the Legendre Tau method converges exponentially provided that the data in the given FDWE are smooth. Finally, several numerical examples are given to demonstrate the high accuracy of the proposed method.     

Finite element method for space-time fractional diffusion equation

In this paper, we consider two types of space-time fractional diffusion equations(STFDE) on a finite domain. The equation can be obtained from the standard diffusion equation by replacing the second order space derivative by a Riemann-Liouville fractional derivative of order β (1 < β ≤ 2), and the first order time derivative by a Caputo fractional derivative of order γ (0 < γ ≤ 1). For the 0 < γ < 1 case, we present two schemes to approximate the time derivative and finite element methods for the space derivative, the optimal convergence rate can be reached O(τ^2?γ + h²) and O(τ² + h²), respectively, in which τ is the time step size and h is the space step size. And for the case γ = 1, we use the Crank-Nicolson scheme to approximate the time derivative and obtain the optimal convergence rate O(τ² + h²) as well. Some numerical examples are given and the numerical results are in good agreement with the theoretical analysis.     

Approximate analytical solution of two-dimensional space-time fractional diffusion equation

This work presents an iterative scheme for the numerical solution of the space-time fractional two-dimensional advection–reaction–diffusion equation applying homotopy perturbation with Laplace transform using Caputo fractional-order derivatives. The solution obtained is beneficial and significant to analyze the modeling of superdiffusive systems and subdiffusive system, anomalous diffusion, transport process in porous media. This iterative technique presents the combination of homotopy perturbation technique, and Laplace transforms with He's polynomials, which can further be applied to numerous linear/nonlinear two-dimensional fractional models to computes the approximate analytical solution. In the present method, the nonlinearity can be tackle by He's polynomials. The salient features of the present scientific work are the pictorial presentations of the approximate numerical solution of the two-dimensional fractional advection–reaction–diffusion equation for different particular cases of fractional order and showcasing of the damping effect of reaction terms on the nature of probability density function of the considered two-dimensional nonlinear mathematical models for various situations.     

Implicit difference approximation for the two-dimensional space-time fractional diffusion equation

In this paper, we consider a two-dimensional fractional spacetime diffusion equation (2DFSTDE) on a finite domain. We examine an implicit difference approximation to solve the 2DFSTDE. Stability and convergence of the method are discussed. Some numerical examples are presented to show the application of the present technique.     

The fundamental solution of the space-time fractional advection-dispersion equation

A space-time fractional advection-dispersion equation (ADE) is a generalization of the classical ADE in which the first-order time derivative is replaced with Caputo derivative of order α ∈ (0, 1], and the second-order space derivative is replaced with a Riesz-Feller derivative of order β ∈ (0, 2]. We derive the solution of its Cauchy problem in terms of the Green functions and the representations of the Green function by applying its Fourier-Laplace transforms. The Green function also can be interpreted as a spatial probability density function (pdf) evolving in time. We do the same on another kind of space-time fractional advection-dispersion equation whose space and time derivatives both replacing with Caputo derivatives.     

Finite-difference schemes for a diffusion equation with fractional derivatives in a multidimensional domain

In a multidimensional domain, we consider a partial differential equation with fractional space and time derivatives. For the first initial-boundary value problem, we consider a purely implicit scheme based on the approximate factorization method. We prove the stability of the implicit scheme for the considered class of problems.     

A meshless method for solving three-dimensional time fractional diffusion equation with variable-order derivatives

In this study a new framework for solving three-dimensional (3D) time fractional diffusion equation with variable-order derivatives is presented. Firstly, a θ-weighted finite difference scheme with second-order accuracy is introduced to perform temporal discretization. Then a meshless generalized finite difference (GFD) scheme is employed for the solutions of remaining problems in the space domain. The proposed scheme is truly meshless and can be used to solve problems defined on an arbitrary domain in three dimensions. Preliminary numerical examples illustrate that the new method proposed here is accurate and efficient for time fractional diffusion equation in three dimensions, particularly when high accuracy is desired.     

Some inverse problems for the nonlocal heat equation with Caputo fractional derivative

A class of inverse problems for restoring the right‐hand side of a fractional heat equation with involution is considered. The results on existence and uniqueness of solutions of these problems are presented.     

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.     

The space fractional diffusion equation with Feller’s operator

This paper investigates the space fractional diffusion equation with fractional Feller’s operator. The Green’s function is obtained by using Fourier transform, and the analytical solutions of some space fractional diffusion equations with initial (or initial and boundary) condition are obtained in terms of Green’s function. In addition, numerical simulations are discussed. The results indicate that the effect range of skewness parameter θ has more effect on probability density than that of parameter α. The results also explain the property of the skewness and long tail in the asymmetry diffusion process.     

Necessary and sufficient conditions for the fractional calculus of variations with Caputo derivatives

We prove optimality conditions for different variational functionals containing left and right Caputo fractional derivatives. A sufficient condition of minimization under an appropriate convexity assumption is given. An Euler–Lagrange equation for functionals where the lower and upper bounds of the integral are distinct of the bounds of the Caputo derivative is also proved. Then, the fractional isoperimetric problem is formulated with an integral constraint also containing Caputo derivatives. Normal and abnormal extremals are considered.     

Nonlinear differential equations with Caputo fractional derivatives in the class of monotonic functions

A fixed point theorem is established to prove the existence of a global solution to some fractional differential equations involving the Caputo derivatives under a, not necessarily small, growth condition on the nonlinearity.     

A short note on the solvability of impulsive fractional differential equations with Caputo derivatives

In this paper, we prove the existence and non-existence of solutions to two impulsive fractional differential equations with strong or weak Caputo derivatives in Euclidean space, respectively.     

Finite difference scheme for time-space fractional diffusion equation with fractional boundary conditions

In this paper, the finite difference scheme is developed for the time-space fractional diffusion equation with Dirichlet and fractional boundary conditions. The time and space fractional derivatives are considered in the senses of Caputo and Riemann-Liouville, respectively. The stability and convergence of the proposed numerical scheme are strictly proved, and the convergence order is O(τ^2−α+h²). Numerical experiments are performed to confirm the accuracy and efficiency of our scheme.     

The dependence on fractional orders of mild solutions to the fractional diffusion equation with memory

In this paper we investigate the Cauchy problem for a fractional diffusion equation and the time-fractional derivative is taken in the Caputo type sense. We give a representation of solutions under Fourier series and analyze initial value problems for the semi-linear fractional diffusion equation with a memory term. We also discuss the stability of the fractional derivative order for the time under some assumptions on the input data. Our key idea is to use Mittag-Leffler functions, the Banach fixed point theorem, and some Sobolev embeddings.