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In this paper, we develop two fast implicit difference schemes for solving a class of variable-coefficient time-space fractional diffusion equations with integral fractional Laplacian (IFL). The proposed schemes utilize the graded $L1$…

Numerical Analysis · Mathematics 2021-07-26 Xian-Ming Gu , Hai-Wei Sun , Yanzhi Zhang , Yong-Liang Zhao

In this paper we want to propose practical numerical methods to solve a class of initial-boundary problem of time-space fractional convection-diffusion equations (TSFCDEs). To start with, an implicit difference method based on two-sided…

Numerical Analysis · Mathematics 2021-07-26 Xian-Ming Gu , Ting-Zhu Huang , Cui-Cui Ji , Bruno Carpentieri , Anatoly A. Alikhanov

In this paper, we consider a fast and second-order implicit difference method for approximation of a class of time-space fractional variable coefficients advection-diffusion equation. To begin with, we construct an implicit difference…

Numerical Analysis · Mathematics 2019-07-12 Yong-Liang Zhao , Ting-Zhu Huang , Xian-Ming Gu , Wei-Hua Luo

In this paper, a higher order finite difference scheme is proposed for Generalized Fractional Diffusion Equations (GFDEs). The fractional diffusion equation is considered in terms of the generalized fractional derivatives (GFDs) which uses…

Numerical Analysis · Mathematics 2022-06-08 Kamlesh Kumar , Rajesh K. Pandey

In this work, a second-order approximation of the fractional substantial derivative is presented by considering a modified shifted substantial Gr\"{u}nwald formula and its asymptotic expansion. Moreover, the proposed approximation is…

Numerical Analysis · Mathematics 2016-07-26 Zhaopeng Hao , Wanrong Cao , Guang Lin

In this paper, fast numerical methods are established for solving a class of time distributed-order and Riesz space fractional diffusion-wave equations. We derive new difference schemes by the weighted and shifted Gr$\ddot{\rm{u}}$nwald…

Numerical Analysis · Mathematics 2020-05-19 Huan-Yan Jian , Ting-Zhu Huang , Xian-Ming Gu , Xi-Le Zhao , Yong-Liang Zhao

We consider a class of numerical approximations to the Caputo fractional derivative. Our assumptions permit the use of nonuniform time steps, such as is appropriate for accurately resolving the behavior of a solution whose derivatives are…

Numerical Analysis · Mathematics 2020-12-23 Hong-lin Liao , William McLean , Jiwei Zhang

In this article, a high-order time-stepping scheme based on the cubic interpolation formula is considered to approximate the generalized Caputo fractional derivative (GCFD). Convergence order for this scheme is $(4-\alpha)$, where $\alpha…

Numerical Analysis · Mathematics 2022-10-12 Sarita Kumari , Rajesh K. Pandey , R. P. Agarwal

A kind of spatial fractional diffusion equations in this paper are studied. Firstly, an L1 formula is employed for the spatial discretization of the equations. Then, a second order scheme is derived based on the resulting semi-discrete…

Numerical Analysis · Mathematics 2020-01-08 Yong-Liang Zhao , Pei-Yong Zhu , Xian-Ming Gu , Xi-Le Zhao , Huan-Yan Jian

The multi-term time-fractional mixed diffusion-wave equations (TFMDWEs) are considered and the numerical method with its error analysis is presented in this paper. First, a $L2$ approximation is proved with first order accuracy to the…

Numerical Analysis · Mathematics 2016-07-26 Zhao-peng Hao , Guang Lin

In this paper, we consider a numerical method for the multi-term Caputo-Fabrizio time-fractional diffusion equations (with orders $\alpha_i\in(0,1)$, $i=1,2,\cdots,n$). The proposed method employs a fast finite difference scheme to…

Numerical Analysis · Mathematics 2024-02-22 Bin Fan

In this paper, we discuss the time-space Caputo-Riesz fractional diffusion equation with variable coefficients on a finite domain. The finite difference schemes for this equation are provided. We theoretically prove and numerically verify…

Numerical Analysis · Mathematics 2013-04-16 Minghua Chen , Weihua Deng , Yujiang Wu

An implicit finite difference method with non-uniform timesteps for solving the fractional diffusion equation in the Caputo form is proposed. The method allows one to build adaptive methods where the size of the timesteps is adjusted to the…

Numerical Analysis · Mathematics 2024-06-28 Santos B. Yuste , Joaquín Quintana-Murillo

In this paper, we develop a robust fast method for mobile-immobile variable-order (VO) time-fractional diffusion equations (tFDEs), superiorly handling the cases of small or vanishing lower bound of the VO function. The valid fast…

Numerical Analysis · Mathematics 2022-06-22 Jia-Li Zhang , Zhi-Wei Fang , Hai-Wei Sun

In this paper, we develop fast procedures for solving linear systems arising from discretization of ordinary and partial differential equations with Caputo fractional derivative w.r.t time variable. First, we consider a finite difference…

Analysis of PDEs · Mathematics 2018-02-01 Zhengguang Liu , Aijie Cheng , Xiaoli Li , Hong Wang

An adaptive finite difference scheme for variable-order fractional-time subdiffusion equations in the Caputo form is studied. The fractional time derivative is discretized by the L1 procedure but using nonhomogeneous timesteps. The size of…

Numerical Analysis · Mathematics 2024-09-20 Joaquín Quintana-Murillo , Santos Bravo Yuste

In this paper, a second order finite difference scheme is investigated for time-dependent one-side space fractional diffusion equations with variable coefficients. The existing schemes for the equation with variable coefficients have…

Numerical Analysis · Mathematics 2019-02-25 Xue-lei Lin , Pin Lyu , Michael K. Ng , Hai-Wei Sun , Seakweng Vong

This study investigates a class of initial-boundary value problems pertaining to the time-fractional mixed sub-diffusion and diffusion-wave equation (SDDWE). To facilitate the development of a numerical method and analysis, the original…

Numerical Analysis · Mathematics 2023-07-12 Anatoly A. Alikhanov , Mohammad Shahbazi Asl , Chengming Huang

The aim of this paper is to develop fast second-order accurate difference schemes for solving one- and two-dimensional time distributed-order and Riesz space fractional diffusion equations. We adopt the same measures for one- and…

Numerical Analysis · Mathematics 2019-07-12 Huan-Yan Jian , Ting-Zhu Huang , Xi-Le Zhao , Yong-Liang Zhao

A reaction-diffusion problem with a Caputo time derivative is considered. An integral discretization scheme on a graded mesh along with a decomposition of the exact solution is proposed. The truncation error estimate of the discretization…

Numerical Analysis · Mathematics 2018-10-19 Zhongdi Cen , Jian Huang , Anbo Le , Aimin Xu
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