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Fractional diffusion equations for three-dimensional lattice models based on fractional-order differences of the Grunwald-Letnikov type are suggested. These lattice fractional diffusion equations contain difference operators that describe…

Statistical Mechanics · Physics 2015-03-13 Vasily E. Tarasov

Computing numerical solutions to fractional differential equations can be computationally intensive due to the effect of non-local derivatives in which all previous time points contribute to the current iteration. In general, numerical…

Numerical Analysis · Mathematics 2016-05-04 Christopher L. MacDonald , Nirupama Bhattacharya , Brian P. Sprouse , Gabriel A. Silva

In this paper, a class of finite difference numerical techniques is presented to solve the second-order linear inhomogeneous damped wave equation. The consistency, stability, and convergences of these numerical schemes are discussed. The…

Numerical Analysis · Mathematics 2021-12-23 Fazel Hadadifard , Satbir Malhi , Zhengyi Xiao

The present work provides a critical assessment of numerical solutions of the space-fractional diffusion-advection equation, which is of high significance for applications in various natural sciences. In view of the fact that, in contrast…

Statistical Mechanics · Physics 2014-10-27 Robin Stern , Frederic Effenberger , Horst Fichtner , Tobias Schaefer

In this paper, we study a fast and linearized finite difference method to solve the nonlinear time-fractional wave equation with multi fractional orders. We first propose a discretization to the multi-term Caputo derivative based on the…

Numerical Analysis · Mathematics 2019-02-22 Pin Lyu , Yuxiang Liang , Zhibo Wang

A general conversion strategy by involving a shifted parameter $\theta$ is proposed to construct high-order accuracy difference formulas for fractional calculus operators. By converting the second-order backward difference formula with such…

Numerical Analysis · Mathematics 2022-04-13 Baoli Yin , Guoyu Zhang , Yang Liu , Hong Li

In this paper, the coupled fractional Ginzburg-Landau equations are first time investigated numerically. A linearized implicit finite difference scheme is proposed. The scheme involves three time levels, is unconditionally stable and…

Numerical Analysis · Mathematics 2018-06-01 Dongdong He , Kejia Pan

In mathematical modeling of the non-squared frequency-dependent diffusions, also known as the anomalous diffusions, it is desirable to have a positive real Fourier transform for the time derivative of arbitrary fractional or odd integer…

Computational Engineering, Finance, and Science · Computer Science 2007-05-23 W Chen

Numerical solutions to fractional differential equations can be extremely computationally intensive due to the effect of non-local derivatives in which all previous time points contribute to the current iteration. In finite difference…

Mathematical Physics · Physics 2010-04-30 Brian P. Sprouse , Christopher L. MacDonald , Gabriel A. Silva

An essential feature of the subdiffusion equations with the $\alpha$-order time fractional derivative is the weak singularity at the initial time. The weak regularity of the solution is usually characterized by a regularity parameter…

Numerical Analysis · Mathematics 2021-01-13 Dongfang Li , Hongyu Qin , Jiwei Zhang

The first part of this paper introduces sufficient conditions to determine conservation laws of diffusion equations of arbitrary fractional order in time. Numerical methods that satisfy a discrete analogue of these conditions have…

Numerical Analysis · Mathematics 2022-03-07 Angelamaria Cardone , Gianluca Frasca-Caccia

Fractional derivative relaxation type equations (FREs) including fractional diffusion equation and fractional relaxation equation, have been widely used to describe anomalous phenomena in physics. To utilize the characteristics of…

Numerical Analysis · Mathematics 2017-11-20 XiaoTing Liu , HongGuang Sun , Yong Zhang , Zhuojia Fu

The Feynman-Kac equation governs the distribution of the statistical observable -- functional, having wide applications in almost all disciplines. After overcoming challenges from the time-space coupled nonlocal operator and the possible…

Numerical Analysis · Mathematics 2020-11-11 Jing Sun , Daxin Nie , Weihua Deng

In this paper, we propose a method, that is based on equivariant moving frames, for development of high order accurate invariant compact finite difference schemes that preserve Lie symmetries of underlying partial differential equations. In…

Mathematical Physics · Physics 2020-02-19 Ersin Ozbenli , Prakash Vedula

A numerical study of the role of anomalous diffusion in front propagation in reaction-diffusion systems is presented. Three models of anomalous diffusion are considered: fractional diffusion, tempered fractional diffusion, and a model that…

Pattern Formation and Solitons · Physics 2014-09-11 D. del-Castillo-Negrete

Staggered grid finite difference scheme is widely used for the first order elastic wave equation, which constitutes the basis for least-squares reverse time migration and full waveform inversion. It is of great importance to improve the…

Geophysics · Physics 2017-06-08 Wenquan Liang , Chaofan Wu , Yanfei Wang , Changchun Yang , Xiaobi Xie

In this paper, we consider the initial boundary value problem of the two dimensional multi-term time fractional mixed diffusion and diffusion-wave equations. An alternating direction implicit (ADI) spectral method is developed based on…

Numerical Analysis · Mathematics 2018-09-03 Zeting Liu , Fawang Liu , Fanhai Zeng

Fractional diffusion equations are widely used to describe anomalous diffusion processes where the characteristic displacement scales as a power of time. For processes lacking such scaling the corresponding description may be given by…

Statistical Mechanics · Physics 2007-05-23 I. M. Sokolov , A. V. Chechkin , J. Klafter

We describe two separate wavelength discretization schemes that can be used in the numerical solution of the comoving frame radiative transfer equation. We present an improved second order discretization scheme and show that it leads to…

Astrophysics · Physics 2009-11-10 Peter H. Hauschildt , E. Baron

In this study we construct a time-space finite element (FE) scheme and furnish cost-efficient approximations for one-dimensional multi-term time fractional advection diffusion equations on a bounded domain $\Omega$. Firstly, a fully…

Numerical Analysis · Mathematics 2017-08-08 Xiaoqiang Yue , Yehong Xu , Shi Shu , Menghuan Liu , Weiping Bu
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