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相关论文: Fast procedures for Caputo fractional derivative a…

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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 $L1$…

数值分析 · 数学 2021-07-26 Xian-Ming Gu , Hai-Wei Sun , Yanzhi Zhang , Yong-Liang Zhao

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…

数值分析 · 数学 2019-02-22 Pin Lyu , Yuxiang Liang , Zhibo Wang

Efficient and fast predictor-corrector methods are proposed to deal with nonlinear Caputo-Fabrizio fractional differential equations, where Caputo-Fabrizio operator is a new proposed fractional derivative with a smooth kernel. The proposed…

数值分析 · 数学 2020-10-07 Seyeon Lee , Junseo Lee , Hyunju Kim , Bongsoo Jang

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…

数值分析 · 数学 2024-02-22 Bin Fan

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…

数值分析 · 数学 2020-08-24 Minghua Chen , Jiankang Shi , Weihua Deng

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…

数值分析 · 数学 2022-06-22 Jia-Li Zhang , Zhi-Wei Fang , Hai-Wei Sun

A fast two-level linearized scheme with unequal time-steps is constructed and analyzed for an initial-boundary-value problem of semilinear subdiffusion equations. The two-level fast L1 formula of the Caputo derivative is derived based on…

数值分析 · 数学 2020-12-23 Hong-lin Liao , Yonggui Yan , Jiwei Zhang

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…

数值分析 · 数学 2024-06-28 Santos B. Yuste , Joaquín Quintana-Murillo

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…

数值分析 · 数学 2024-09-20 Joaquín Quintana-Murillo , Santos Bravo Yuste

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…

偏微分方程分析 · 数学 2019-08-05 Moulay Rchid Sidi Ammi , Ismail Jamiai , Delfim F. M. Torres

In this paper, we propose a fast second-order approximation to the variable-order (VO) Caputo fractional derivative, which is developed based on $L2$-$1_\sigma$ formula and the exponential-sum-approximation technique. The fast evaluation…

数值分析 · 数学 2022-06-22 Jia-li Zhang , Zhi-wei Fang , Hai-wei Sun

We present an efficient algorithm for the evaluation of the Caputo fractional derivative $_0^C\!D_t^\alpha f(t)$ of order $\alpha\in (0,1)$, which can be expressed as a convolution of $f'(t)$ with the kernel $t^{-\alpha}$. The algorithm is…

数值分析 · 数学 2015-11-12 Shidong Jiang , Jiwei Zhang , Qian Zhang , Zhimin Zhang

In this paper, we first propose an unconditionally stable implicit difference scheme for solving generalized time-space fractional diffusion equations (GTSFDEs) with variable coefficients. The numerical scheme utilizes the $L1$-type formula…

数值分析 · 数学 2021-09-15 Xian-Ming Gu , Ting-Zhu Huang , Yong-Liang Zhao , Pin Lyu , Bruno Carpentieri

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…

数值分析 · 数学 2019-07-12 Yong-Liang Zhao , Ting-Zhu Huang , Xian-Ming Gu , Wei-Hua Luo

The solution of a Caputo time fractional diffusion equation of order $0<\alpha<1$ is expressed in terms of the solution of a corresponding integer order diffusion equation. We demonstrate a linear time mapping between these solutions that…

计算物理 · 物理学 2015-04-28 Peter W. Stokes , Bronson Philippa , Wayne Read , Ronald D. White

A method for the numerical solution of variable order (VO) fractional differential equations (FDE) is presented. The method applies to linear as well as to nonlinear VO-FDEs. The Caputo type VO fractional derivative is employed. First, an…

数值分析 · 数学 2018-05-08 John T. Katsikadelis

The main contribution of this work is to construct and analyze stable and high order schemes to efficiently solve the two-dimensional time Caputo-Fabrizio fractional diffusion equation. Based on a third-order finite difference method in…

数值分析 · 数学 2020-08-24 Fan Yu , Minghua Chen

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…

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…

数值分析 · 数学 2020-02-25 Junying Cao , Zhenning Cai

In the paper we deal with linear fractional control problems with constant delays in the state. Single-order systems with fractional derivative in Caputo sense of orders between 0 and 1 are considered. The aim is to introduce a new…

数值分析 · 数学 2024-12-20 Josef Rebenda , Zdeněk Šmarda
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