This paper presents a novel semi-analytical collocation method to solve multi-term variable-order time fractional partial differential equations (VOTFPDEs). In the proposed method it employs the Fourier series expansion for spatial discretization, which transforms the original multi-term VOTFPDEs into a sequence of multi-term variable-order time fractional ordinary differential equations (VOTFODEs). Then these VOTFODEs can be solved by using the recent-developed backward substitution method. Several numerical examples verify the accuracy and efficiency of the proposed numerical approach in the solution of multi-term VOTFPDEs.
School of Mathematical Sciences and Fujian Provincial Key Laboratory of Mathematical Modeling and High-Performance Scientific Computation, Xiamen University（厦门大学数学科学学院、福建省数学建模与高性能科学计算重点实验室）
We used a collocation method in refinable spline space to solve a linear dynamical system having fractional derivative in time. The method takes advantage of an explicit derivation rule for the B-spline basis that allows us to efficiently evaluate the collocation matrices appearing in the method. We proof the convergence of the method. Some numerical results are shown.
We consider the isogeometric analysis for fractional PDEs involving the fractional Laplacian in two dimensions. An isogeometric collocation method is developed to discretize the fractional Laplacian and applied to the fractional Poisson problem and the time-dependent fractional porous media equation. Numerical studies exhibit monotonous convergence with a rate of $\mathcal{O}(N^{-1})$, where $N$ is the degrees of freedom. A comparison with finite element analysis shows that the method enjoys higher accuracy per degree of freedom and has a better convergence rate. We demonstrate that isogeometr…
Hermite spectral collocation methods for fractional PDEs in unbounded domains
Southern University of Sciences and Technology（南方科技大学）；Hong Kong Baptist University（香港浸会大学）；Institute of Computational Mathematics, Academy of Mathematics and Systems Science, Chinese Academy of Sciences（中国科学院数学与系统科学研究院计算数学研究所）
This research deals with the numerical solution of non-linear fractional differential equations with delay using the method of steps and shifted Legendre (Chebyshev) collocation method. This article aims to present a new formula for the fractional derivatives (in the Caputo sense) of shifted Legendre polynomials. With the help of this tool and previous work of the authors, efficient numerical schemes for solving nonlinear continuous fractional delay differential equations are proposed. The proposed schemes transform the nonlinear fractional delay differential equations to a non-delay one by em…
In this work, we focus on a fractional differential equation in Riesz form discretized by a polynomial B-spline collocation method. For an arbitrary polynomial degree $p$, we show that the resulting coefficient matrices possess a Toeplitz-like structure. We investigate their spectral properties via their symbol and we prove that, like for second order differential problems, also in this case the given matrices are ill-conditioned both in the low and high frequencies for large $p$. More precisely, in the fractional scenario the symbol has a single zero at $0$ of order $α$, with $α$ the fraction…
An ADI Crank-Nicolson Orthogonal Spline Collocation Method for the Two-Dimensional Fractional Diffusion-Wave Equation
Mathematical Reviews, American Mathematical Society（美国数学学会数学评论）；College of Mathematics and Computer Science, Hunan Normal University（湖南师范大学数学与计算机科学学院）；School of Mathematics, Central South University（中南大学数学学院）
In this paper we propose and analyze a fractional Jacobi-collocation spectral method for the second kind Volterra integral equations (VIEs) with weakly singular kernel $(x-s)^{-μ},0<μ<1$. First we develop a family of fractional Jacobi polynomials, along with basic approximation results for some weighted projection and interpolation operators defined in suitable weighted Sobolev spaces. Then we construct an efficient fractional Jacobi-collocation spectral method for the VIEs using the zeros of the new developed fractional Jacobi polynomial. A detailed convergence analysis is carried out to deri…
Decoupled fractional Laplacian wave equation can describe the seismic wave propagation in attenuating media. Fourier pseudospectral implementations, which solve the equation in spatial frequency domain, are the only existing methods for solving the equation. For the earth media with curved boundaries, the pseudospectral methods could be less attractive to handle the irregular computational domains. In the paper, we propose a radial basis function collocation method that can easily tackle the irregular domain problems. Unlike the pseudospectral methods, the proposed method solves the equation i…
We propose and analyse a fully adaptive strategy for solving elliptic PDEs with random data in this work. A hierarchical sequence of adaptive mesh refinements for the spatial approximation is combined with adaptive anisotropic sparse Smolyak grids in the stochastic space in such a way as to minimize the computational cost. The novel aspect of our strategy is that the hierarchy of spatial approximations is sample dependent so that the computational effort at each collocation point can be optimised individually. We outline a rigorous analysis for the convergence and computational complexity of t…
B-spline collocation techniques have been applied to Schrödinger's equation since the early 1970s, but one aspect that is noticeably missing from this literature is the use of Gaussian points (i.e., the zeros of Legendre polynomials) as the collocation points, which can significantly reduce approximation errors. Authors in the past have used equally spaced or nonlinearly distributed collocation points (noticing that the latter can increase approximation accuracy) but, strangely, have continued to avoid Gaussian collocation points. Using the methodology and computer routines provided by Carl de…
Recently, the efficient numerical solution of Hamiltonian problems has been tackled by defining the class of energy-conserving Runge-Kutta methods named Hamiltonian Boundary Value Methods (HBVMs). Their derivation relies on the expansion of the vector field along the Legendre orthonormal basis. Interestingly, this approach can be extended to cope with other orthonormal bases and, in particular, we here consider the case of the Chebyshev polynomial basis. The corresponding Runge-Kutta methods were previously obtained by Costabile and Napoli [33]. In this paper, the use of a different framework …
We propose a collocation and quasi-collocation method for solving second order boundary value problems $L_2 y=f$, in which the differential operator $L_2$ can be represented in the product formulation, aiming mostly on singular and singularly perturbed boundary value problems. Seeking an approximating Canonical Complete Chebyshev spline $s$ by a collocation method leads to demand that $L_2s$ interpolates the function $f$. On the other hand, in quasi-collocation method we require that $L_2 s$ is equal to an approximation of $f$ by the Schoenberg operator. We offer the calculation of both method…
High order numerical methods based on quadratic spline collocation method and averaged L1 scheme for the variable-order time fractional mobile/immobile diffusion equation
A Meshfree Method for Solving the Monge-Ampère Equation
Fachbereich Mathematik und Informatik, Universität Marburg（马尔堡大学数学与计算机系）；Institut für Numerische und Angewandte Mathematik, Universität Göttingen（哥廷根大学数值与应用数学研究所）
Generalized Lagrangian Jacobi-Gauss-Radau collocation method for solving a nonlinear 2-D optimal control problem with the classical diffusion equation
Department of Computer Sciences, Shahid Beheshti University（沙希德贝赫什提大学计算机系）；Institute for Cognitive and Brain Sciences, Shahid Beheshti University（沙希德贝赫什提大学认知与脑科学研究所）
In this work, we develop a high-order collocation method using radial basis function (RBF) for the incompressible Navier-Stokes equation (NSE) on the rotating sphere. The method is based on solving the projection of the NSE on the space of divergence-free functions. For that, we use matrix valued kernel functions which allow an analytically divergence-free approximation of the velocity field. Using kernel functions which lead to rotation-free approximations, the pressure can be recovered by a simple kernel exchange in one of the occurring approximations, without solving an additional Poisson p…
The polynomial spline collocation method is proposed for solution of Volterra integral equations of the first kind with special piecewise continuous kernels. The Gauss-type quadrature formula is used to approximate integrals during the discretisation of the proposed projection method. The estimate of accuracy of approximate solution is obtained. Stochastic arithmetics is also used based on the Contrôle et Estimation Stochastique des Arrondis de Calculs (CESTAC) method and the Control of Accuracy and Debugging for Numerical Applications (CADNA) library. Applying this approach it is possible to …
Spectral method for substantial fractional differential equations
School of Mathematical Science, Xiamen University（厦门大学数学科学学院）；Department of Mathematics, City University of Hong Kong（香港城市大学数学系）；Beijing Computational Research Center（北京计算科学研究中心）；Department of Mathematics, Wayne State University（韦恩州立大学数学系）
Based on the Fourier extension, we propose an oversampling collocation method for solving the elliptic partial differential equations with variable coefficients over arbitrary irregular domains. This method only uses the function values on the equispaced nodes, which has low computational cost and versatility. While a variety of numerical experiments are presented to demonstrate the effectiveness of this method, it shows that the approximation error fast reaches a plateau with increasing the degrees of freedom, due to the inherent ill-conditioned of frames.
This paper presents an efficient spectral method for solving the fractional Fredholm integro-differential equations. The non-smoothness of the solutions to such problems leads to the performance of spectral methods based on the classical polynomials such as Chebyshev, Legendre, Laguerre, etc, with a low order of convergence. For this reason, the development of classic numerical methods to solve such problems becomes a challenging issue. Since the non-smooth solutions have the same asymptotic behavior with polynomials of fractional powers, therefore, fractional basis functions are the best cand…
