The space-time fractional diffusion equation with Caputo derivatives

We deal with the Cauchy problem for the space-time fractional diffusion equation, which is obtained from standard diffusion equation by replacing the second-order space derivative with a Caputo (or Riemann-Liouville) derivative of order β∈(0, 2] and the first-order time derivative with Caputo derivative of order α∈(0, 1]. The fundamental solution (Green function) for the Cauchy problem is investigated with respect to its scaling and similarity properties, starting from its Fourier-Laplace representation. We derive explicit expression of the Green function. The Green function also can be interpreted as a spatial probability density function evolving in time. We further explain the similarity property by discussing the scale-invariance of the space-time fractional diffusion equation.     

A compact difference scheme for the fractional diffusion-wave equation

This article is devoted to the study of high order difference methods for the fractional diffusion-wave equation. The time fractional derivatives are described in the Caputo’s sense. A compact difference scheme is presented and analyzed. It is shown that the difference scheme is unconditionally convergent and stable in _L∞$L_{\infty }$-norm. The convergence order is O(τ^3-α+h⁴)$O({\tau }^{3-\alpha }+h^4)$. Two numerical examples are also given to demonstrate the theoretical results.     

Numerical solution of fractional diffusion-wave equation based on fractional multistep method

This paper is devoted to application of fractional multistep method in the numerical solution of fractional diffusion-wave equation. By transforming the diffusion-wave equation into an equivalent integro-differential equation and applying Lubich’s fractional multistep method of second order we obtain a scheme of order O(τ^α+h²)$O({\tau }^{\alpha }+h^2)$ for 1?α?1.71832$1?\alpha ?1.71832$ where α$\alpha$ is the order of temporal derivative and τ$\tau$ and h denote temporal and spatial stepsizes. The solvability, convergence and stability properties of the algorithm are investigated and numerical experiment is carried out to verify the feasibility of the scheme.     

Analysis of a meshless method for the time fractional diffusion-wave equation

In this paper a numerical technique is proposed for solving the time fractional diffusion-wave equation. We obtain a time discrete scheme based on finite difference formula. Then, we prove that the time discrete scheme is unconditionally stable and convergent using the energy method and the convergence order of the time discrete scheme is \(\mathcal {O}(\tau ^{3-\alpha })\). Firstly, we change the main problem based on Dirichlet boundary condition to a new problem based on Robin boundary condition and then, we consider a semi-discrete scheme with Robin boundary condition and show when \(\beta \rightarrow +\infty \) solution of the main semi-discrete problem with Dirichlet boundary condition is convergent to the solution of the new semi-discrete problem with Robin boundary condition. We consider the new semi-discrete problem with Robin boundary condition and use the meshless Galerkin method to approximate the spatial derivatives. Finally, we obtain an error bound for the new problem. We prove that convergence order of the numerical scheme based on Galekin meshless is \(\mathcal {O}(h)\). In the considered method the appeared integrals are approximated using Gauss Legendre quadrature formula. The main aim of the current paper is to obtain an error estimate for the meshless Galerkin method based on the radial basis functions. Numerical examples confirm the efficiency and accuracy of the proposed scheme.     

The fundamental solutions for the 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 = |x|/t^β is the similarity variable. Such function is proved to be an entire function of Wright type.     

Homotopy analysis method for solving linear and nonlinear fractional diffusion-wave equation

In this paper, we adopt the homotopy analysis method (HAM) to obtain solutions of linear and nonlinear fractional diffusion and wave equation. The fractional derivative is described in the Caputo sense. Some illustrative examples are presented.     

A meshless point collocation method for 2-D multi-term time fractional diffusion-wave equation

In this paper, a meshless collocation method is considered to solve the multi-term time fractional diffusion-wave equation in two dimensions. The moving least squares reproducing kernel particle approximation is employed to construct the shape functions for spatial approximation. Also, the Caputo’s time fractional derivatives are approximated by a scheme of order O(τ ^3?α ), 1< α < 2. Stability and convergence of the proposed scheme are discussed. Some numerical examples are given to confirm the efficiency and reliability 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.     

A second-order numerical method for two-dimensional two-sided space fractional convection diffusion equation

Space fractional convection diffusion equation describes physical phenomena where particles or energy (or other physical quantities) are transferred inside a physical system due to two processes: convection and superdiffusion. In this paper, we discuss the practical alternating directions implicit method to solve the two-dimensional two-sided space fractional convection diffusion equation on a finite domain. We theoretically prove and numerically verify that the presented finite difference scheme is unconditionally von Neumann stable and second order convergent in both space and time directions.     

Two finite difference schemes for time fractional diffusion-wave equation

Time fractional diffusion-wave equations are generalizations of classical diffusion and wave equations which are used in modeling practical phenomena of diffusion and wave in fluid flow, oil strata and others. In this paper we construct two finite difference schemes to solve a class of initial-boundary value time fractional diffusion-wave equations based on its equivalent partial integro-differential equations. Under the weak smoothness conditions, we prove that our two schemes are convergent with first-order accuracy in temporal direction and second-order accuracy in spatial direction. Numerical experiments are carried out to demonstrate the theoretical analysis.     

Landweber iterative method for identifying the initial value problem of the time-space fractional diffusion-wave equation

Numerical Algorithms - This paper considers the inverse problem for identifying the initial value problem of a space-time fractional diffusion wave equation. In general, this problem is ill-posed...     

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.     

Numerical algorithm based on an implicit fully discrete local discontinuous Galerkin method for the fractional diffusion-wave equation

In this paper, we consider the numerical approximation for the fractional diffusion-wave equation. The main purpose of this paper is to solve and analyze this problem by introducing an implicit fully discrete local discontinuous Galerkin method. The method is based on a finite difference scheme in time and local discontinuous Galerkin methods in space. By choosing the numerical fluxes carefully we prove that our scheme is unconditionally stable and get L ₂ error estimates of \(O(h^{k+1}+(\Delta t)^{2}+(\Delta t)^{\frac {\alpha }{2}}h^{k+1})\) . Finally numerical examples are performed to illustrate the efficiency and the accuracy of the method.     

A space-time finite element method for fractional wave problems

Numerical Algorithms - In this paper, we analyze a space-time finite element method for fractional wave problems involving the time fractional derivative of order γ (1 &lt; γ...     

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.     

Inverse initial-boundary value problem for a fractional diffusion-wave equation with a non-carleman shift

An inverse initial-boundary value problem is considered for a linear inhomogeneous second-order equation with a fractional time derivative and with delay in the spatial coordinate.     

A Legendre spectral element method for eigenvalues in hydrodynamic stability

A Legendre polynomial-based spectral technique is developed to be applicable to solving eigenvalue problems which arise in linear and nonlinear stability questions in porous media, and other areas of Continuum Mechanics. The matrices produced in the corresponding generalised eigenvalue problem are sparse, reducing the computational and storage costs, where the superimposition of boundary conditions is not needed due to the structure of the method. Several eigenvalue problems are solved using both the Legendre polynomial-based and Chebyshev tau techniques. In each example, the Legendre polynomial-based spectral technique converges to the required accuracy utilising less polynomials than the Chebyshev tau method, and with much greater computational efficiency.     

Chebyshev-Legendre spectral method and inverse problem analysis for the space fractional Benjamin-Bona-Mahony equation

Numerical Algorithms - In the paper, a space fractional Benjamin-Bona-Mahony (BBM) equation is proposed. For the direct problem, we develop the Chebyshev-Legendre spectral scheme for the proposed...