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In this paper, a high-order approximation to Caputo-type time-fractional diffusion equations involving an initial-time singularity of the solution is proposed. At first, we employ a numerical algorithm based on the Lagrange polynomial…

Numerical Analysis · Mathematics 2023-09-26 Shweta Kumari , Abhishek Kumar Singh , Vaibhav Mehandiratta , Mani Mehra

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

We propose and study a class of numerical schemes to approximate time fractional differential equations. The methods are based on the approximation of the Caputo fractional derivative by continuous piecewise polynomials, which is strongly…

Numerical Analysis · Mathematics 2018-05-04 Han Zhou , Paul Andries Zegeling

We develop a fully discrete scheme for time-fractional diffusion equations by using a finite difference method in time and a finite element method in space. The fractional derivatives are used in Caputo sense. Stability and error estimates…

Analysis of PDEs · Mathematics 2019-08-05 Moulay Rchid Sidi Ammi , Ismail Jamiai , Delfim F. M. Torres

In this paper we consider an initial-boundary value problem with a Caputo time derivative of order $\alpha\in(0,1)$. The solution typically exhibits a weak singularity near the initial time and this causes a reduction in the orders of…

Numerical Analysis · Mathematics 2024-01-30 J. L. Gracia , E. O'Riordan , M. Stynes

The present paper is devoted to constructing L2 type difference analog of the Caputo fractional derivative. The fundamental features of this difference operator are studied and it is used to construct difference schemes generating…

Numerical Analysis · Mathematics 2021-02-18 Anatoly A. Alikhanov , Chengming Huang

Time-fractional parabolic equations with a Caputo time derivative are considered. For such equations, we explore and further develop the new methodology of the a-posteriori error estimation and adaptive time stepping proposed in [7]. We…

Numerical Analysis · Mathematics 2023-01-27 Sebastian Franz , Natalia Kopteva

We present a new numerical tool to solve partial differential equations involving Caputo derivatives of fractional variable order. Three Caputo-type fractional operators are considered, and for each one of them an approximation formula is…

Classical Analysis and ODEs · Mathematics 2015-12-08 Dina Tavares , Ricardo Almeida , Delfim F. M. Torres

In the present work we discuss higher order multi-term partial differential equation (PDE) with the Caputo-Fabrizio fractional derivative in time. We investigate a boundary value problem for fractional heat equation involving higher order…

Analysis of PDEs · Mathematics 2017-08-21 Sardor Pirnapasov , Erkinjon Karimov

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

Based on the continuous time random walk, we derive the Fokker-Planck equations with Caputo-Fabrizio fractional derivative, which can effectively model a variety of physical phenomena, especially, the material heterogeneities and structures…

Numerical Analysis · Mathematics 2020-08-24 Minghua Chen , Jiankang Shi , Weihua Deng

We introduce a high-order numerical scheme for fractional ordinary differential equations with the Caputo derivative. The method is developed by dividing the domain into a number of subintervals, and applying the quadratic interpolation on…

Numerical Analysis · Mathematics 2020-02-25 Junying Cao , Zhenning Cai

The present paper deals with the numerical solution of time-fractional advection-diffusion equations involving the Caputo derivative with source term by means of an unconditionally stable implicit finite difference method on quasi-uniform…

Numerical Analysis · Mathematics 2018-02-14 Riccardo Fazio , Alessandra Jannelli

In this article, a numerical scheme is introduced for solving the fractional partial differential equation (FPDE) arising from electromagnetic waves in dielectric media (EMWDM) by using an efficient class of finite difference methods. The…

Numerical Analysis · Mathematics 2022-05-02 Vijay Kumar Patel , Dhirendra Bahuguna

Time-fractional semilinear and quasilinear parabolic equations with a Caputo time derivative of order $\alpha\in(0,1)$ are considered, solutions of which exhibit a singular behaviour at an initial time of type $t^\sigma$ for any fixed…

Numerical Analysis · Mathematics 2026-01-26 Natalia Kopteva , Sean Kelly

A semilinear initial-boundary value problem with a Caputo time derivative of fractional order $\alpha\in(0,1)$ is considered, solutions of which typically exhibit a singular behaviour at an initial time. For L1-type discretizations of this…

Numerical Analysis · Mathematics 2022-08-12 Natalia Kopteva

In this paper, we are concerned with the numerical solution for the two-dimensional time fractional Fokker-Planck equation with tempered fractional derivative of order $\alpha$. Although some of its variants are considered in many recent…

Numerical Analysis · Mathematics 2022-06-09 Can Wang , Weihua Deng , Xiangong Tang

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

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

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
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