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In this paper, we propose and analyze a time-stepping method for the time fractional Allen-Cahn equation. The key property of the proposed method is its unconditional stability for general meshes, including the graded mesh commonly used for…

数值分析 · 数学 2021-04-27 Dianming Hou , Chuanju Xu

We propose an efficient algorithm for the approximation of fractional integrals by using Runge--Kutta based convolution quadrature. The algorithm is based on a novel integral representation of the convolution weights and a special…

数值分析 · 数学 2019-07-29 Lehel Banjai , María López-Fernández

We investigate the regional gradient observability of fractional sub-diffusion equations involving the Caputo derivative. The problem consists of describing a method to find and recover the initial gradient vector in the desired region,…

最优化与控制 · 数学 2023-08-23 Khalid Zguaid , Fatima-Zahrae El Alaoui , Delfim F. M. Torres

In this paper we construct approximations for the Caputo derivative of order $1-\alpha,2-\alpha,2$ and $3-\alpha$. The approximations have weights $0.5\left((k+1)^{-\alpha}-(k-1)^{-\alpha}\right)/\Gamma(1-\alpha)$ and…

数值分析 · 数学 2016-05-24 Yuri Dimitrov

In this paper, the one-dimensional time-fractional diffusion-wave equation with the fractional derivative of order $1 \le \alpha \le 2$ is revisited. This equation interpolates between the diffusion and the wave equations that behave quite…

数学物理 · 物理学 2016-01-14 Yuri Luchko , Francesco Mainardi , Yuriy Povstenko

Solving multiscale diffusion problems is often computationally expensive due to the spatial and temporal discretization challenges arising from high-contrast coefficients. To address this issue, a partially explicit temporal splitting…

数值分析 · 数学 2026-02-26 Yating Wang , Zhengya Yang , Wing Tat Leung

The aim of this paper is to numerically solve a diffusion differential problem having time derivative of fractional order. To this end we propose a collocation-Galerkin method that uses the fractional splines as approximating functions. The…

数值分析 · 数学 2022-04-27 Laura Pezza , Francesca Pitolli

In this paper we obtain new estimates of the sequential Caputo fractional derivatives of a function at its extremum points. We derive comparison principles for the linear fractional differential equations, and apply these principles to…

偏微分方程分析 · 数学 2021-06-15 Mokhtar Kirane , Berikbol T. Torebek

In this note we analyse the propagation of a small density perturbation in a one-dimensional compressible fluid by means of fractional calculus modelling, replacing thus the ordinary time derivative with the Caputo fractional derivative in…

偏微分方程分析 · 数学 2014-03-06 Roberto Garra , Federico Polito

We develop a finite difference approximation of order $\alpha$ for the $\alpha$-fractional derivative. The weights of the approximation scheme have the same rate-matrix type properties as the popular Gr\"unwald scheme. In particular,…

数值分析 · 数学 2021-12-21 Boris Baeumer , Mihály Kovács , Matthew Parry

This paper is concerned with moving mesh finite difference solution of partial differential equations. It is known that mesh movement introduces an extra convection term and its numerical treatment has a significant impact on the stability…

数值分析 · 数学 2015-07-31 Weizhang Huang

The partial differential equation of Gaussian diffusion is generalized by using the time-fractional derivative of distributed order between 0 and 1, in both the Riemann-Liouville (R-L) and the Caputo (C) sense. For a general distribution of…

统计力学 · 物理学 2008-05-27 Francesco Mainardi , Antonio Mura , Gianni Pagnini , Rudolf Gorenflo

In this paper we investigate existence of solutions for the system: \begin{equation*} \left\{ \begin{array}{l} D^{\alpha}_tu=\textrm{div}(u \nabla p),\\ D^{\alpha}_tp=-(-\Delta)^{s}p+u^{2}, \end{array} \right. \end{equation*} in…

偏微分方程分析 · 数学 2021-06-24 Esther S. Daus , Maria Pia Gualdani , Jingjing Xu , Nicola Zamponi , Xinyu Zhang

We consider a discretization of Caputo derivatives resulted from deconvolving a scheme for the corresponding Volterra integral. Properties of this discretization, including signs of the coefficients, comparison principles, and stability of…

数值分析 · 数学 2019-08-19 Lei Li , Jian-Guo Liu

L\'{e}vy flight models whose jumps have infinite moments are mathematically used to describe the superdiffusion in complex systems. Exponentially tempering the Levy measure of L\'{e}vy flights leads to the tempered stable L\'{e}vy processes…

计算物理 · 物理学 2016-05-19 Can Li , Weihua Deng

In this work, we analyze a Crank-Nicolson type time stepping scheme for the subdiffusion equation, which involves a Caputo fractional derivative of order $\alpha\in (0,1)$ in time. It hybridizes the backward Euler convolution quadrature…

数值分析 · 数学 2017-02-28 Bangti Jin , Buyang Li , Zhi Zhou

This paper deals with fractional differential equations, with dependence on a Caputo fractional derivative of real order. The goal is to show, based on concrete examples and experimental data from several experiments, that fractional…

综合数学 · 数学 2016-11-03 Ricardo Almeida , Nuno R. O. Bastos , M. Teresa T. Monteiro

In this paper, we establish a strong maximum principle for fractional diffusion equations with multiple Caputo derivatives in time, and investigate a related inverse problem of practical importance. Exploiting the solution properties and…

偏微分方程分析 · 数学 2019-04-12 Yikan Liu

The Caputo time-derivative is usually defined pointwise for well-behaved functions, say, for continuously differentiable functions. Accordingly, in the theory of the partial fractional differential equations with the Caputo derivatives, the…

偏微分方程分析 · 数学 2014-11-27 Rudolf Gorenflo , Yuri Luchko , Masahiro Yamamoto

Different relaxation approximations to partial differential equations, including conservation laws, Hamilton-Jacobi equations, convection-diffusion problems, gas dynamics problems, have been recently proposed. The present paper focuses onto…

数值分析 · 数学 2007-05-23 Fausto Cavalli , Matteo Semplice