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 that the implicit finite difference scheme is unconditionally stable (the explicit scheme is conditionally stable with the stability condition $\frac{τ^γ}{(Δx)^α}+\frac{τ^γ}{(Δy)^β} <C$) and 2nd order convergent in space direction, and $(2-γ)$-th order convergent in time direction, where $γ\in(0,1]$.
Fully Finite Element Adaptive Algebraic Multigrid Method for Time-Space Caputo-Riesz Fractional Diffusion Equations
School of Mathematics and Computational Science, Xiangtan University（湘潭大学数学与计算科学学院）；Hunan Key Laboratory for Computation and Simulation in Science and Engineering, Xiangtan University（湘潭大学湖南省科学与工程计算重点实验室）
Almost nothing is known about the layer structure of solutions to singularly perturbed Caputo fractional boundary value problems. We discuss simple convection-diffusion and reaction-diffusion problems.
In this paper, we investigate the numerical approximation of Hamilton-Jacobi equations with the Caputo time-fractional derivative. We introduce an explicit in time discretization of the Caputo derivative and a finite difference scheme for the approximation of the Hamiltonian. We show that the approximation scheme so obtained is stable under an appropriate condition on the discretization parameters and converges to the unique viscosity solution of the Hamilton-Jacobi equation.
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 with different scales. Extending the discretizations for fractional substantial calculus [Chen and Deng, \emph{ ESAIM: M2AN.} \textbf{49}, (2015), 373--394], we first provide the numerical discretizations of the Caputo-Fabrizio fractional derivative with the global truncation error $\mathcal{O}(τ^ν)$ $ (ν=1,2,3,4)$. Then we use the derived schemes to solve …
In this paper, we propose a fast second-order approximation to the variable-order (VO) Caputo fractional derivative, which is developed based on $L2$-$1_σ$ formula and the exponential-sum-approximation technique. The fast evaluation method can achieve the second-order accuracy and further reduce the computational cost and the acting memory for the VO Caputo fractional derivative. This fast algorithm is applied to construct a relevant fast temporal second-order and spatial fourth-order scheme ($FL2$-$1_σ$ scheme) for the multi-dimensional VO time-fractional sub-diffusion equations. Theoreticall…
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 the corresponding implicit schemes, are proved by its linkage to Volterra integrals with completely monotone kernels. We then apply the backward scheme corresponding to this discretization to two time fractional dissipative problems, and these implicit schemes are helpful for the analysis of the corresponding problems. In particular, we show that the overdam…
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 $(4-α)$, where $α~(0<α<1)$ is the order of the GCFD. The local truncation error is also provided. Then, we adopt the developed scheme to establish a difference scheme for the solution of generalized fractional advection-diffusion equation with Dirichlet boundary conditions. Furthermore, we discuss about the stability and convergence of the difference scheme. Numerical examples are prese…
Mathematical analysis with numerical application of the newly formulated fractional version of the Adams-Bashforth method using the Atangana-Baleanu derivative which has nonlocal and nonsingular properties is considered in this paper. We adopt the fixed point theory and approximation method to prove the existence and uniqueness of the solution via general two-component time-fractional differential equations. The method is tested with three nonlinear chaotic dynamical systems in which the integer-order derivative is modeled with the proposed fractional-order case. Simulation result for differen…
Asymptotic spectral properties and preconditioning of an approximated nonlocal Helmholtz equation with Caputo fractional Laplacian and variable coefficient wave number $μ$
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 time and spectral methods in space, the proposed scheme is unconditionally stable and has the global truncation error $\mathcal{O}(τ^3+N^{-m})$, where $τ$, $N$ and $m$ are the time step size, polynomial degree and regularity in the space variable of the exact solution, respectively. It should be noted that the global truncation error $\mathcal{O}(τ^2+N^{-m})$ i…
The Numerical Approximation of Caputo Fractional Derivative of Higher Orders Using A Shifted Gegenbauer Pseudospectral Method: Two-Point Boundary Value Problems of the Bagley Torvik Type Case Study
In this paper, a second-order backward difference formula (abbr. BDF2) is used to approximate first-order time partial derivative, the Riesz fractional derivatives are approximated by fourth-order compact operators, a class of new alternating-direction implicit difference scheme (abbr. ADI) is constructed for two-dimensional Riesz space fractional nonlinear reaction-diffusion equation. Stability and convergence of the numerical method are analyzed. Numerical experiments demonstrate that the proposed method is effective.
In this paper, we study the Cauchy problem for the Riccati differential equation with constant coefficients and a modified Gerasimov-Caputo type fractional differential operator of variable order. Using Newton's numerical algorithm, calculation curves are constructed taking into account different values of the Cauchy problem parameters. The calculation results are compared with the previously obtained results. The computational accuracy of the numerical algorithm is investigated. It is shown using the Runge rule that the computational accuracy tends to the accuracy of the numerical method when…
In this paper we establish some convergence results for Riemann-Liouville, Caputo, and Caputo-Fabrizio fractional operators when the order of differentiation approaches one. We consider some errors given by $\left|\left| D^{1-\al}f -f'\right|\right|_p$ for p=1 and $p=\infty$ and we prove that for both Caputo and Caputo Fabrizio operators the order of convergence is a positive real r, 0<r<1. Finally, we compare the speed of convergence between Caputo and Caputo-Fabrizio operators obtaining that they a related by the Digamma function.
We propose a novel Caputo fractional derivative-based optimization algorithm. Upon defining the Caputo fractional gradient with respect to the Cartesian coordinate, we present a generic Caputo fractional gradient descent (CFGD) method. We prove that the CFGD yields the steepest descent direction of a locally smoothed objective function. The generic CFGD requires three parameters to be specified, and a choice of the parameters yields a version of CFGD. We propose three versions -- non-adaptive, adaptive terminal and adaptive order. By focusing on quadratic objective functions, we provide a conv…
