We present and investigate a new type of implicit fractional linear multistep method of order two for fractional initial value problems. The method is obtained from the second order super convergence of the Grünwald-Letnikov approximation of the fractional derivative at a non-integer shift point. The proposed method is of order two consistency and coincides with the backward difference method of order two for classical initial value problems when the order of the derivative is one. The weight coefficients of the proposed method are obtained from the Grünwald weights and hence computationally efficient compared with that of the fractional backward difference formula of order two. The stability properties are analyzed and shown that the stability region of the method is larger than that of the fractional Adams-Moulton method of order two and the fractional trapezoidal method. Numerical result and illustrations are presented to justify the analytical theories.
Time integration methods for solving initial value problems are an important component of many scientific and engineering simulations. Implicit time integrators are desirable for their stability properties, significantly relaxing restrictions on timestep size. However, implicit methods require solutions to one or more systems of nonlinear equations at each timestep, which for large simulations can be prohibitively expensive. This paper introduces a new family of linearly implicit multistep methods (LIMM), which only requires the solution of one linear system per timestep. Order conditions and …
In this paper we extend the polynomial time integration framework to include exponential integration for both partitioned and unpartitioned initial value problems. We then demonstrate the utility of the exponential polynomial framework by constructing a new class of parallel exponential polynomial block methods (EPBMs) based on the Legendre points. These new integrators can be constructed at arbitrary orders of accuracy and have improved stability compared to existing exponential linear multistep methods. Moreover, if the ODE right-hand side evaluations can be parallelized efficiently, then hi…
The asymptotic stable region and long-time decay rate of solutions to linear homogeneous Caputo time fractional ordinary differential equations (F-ODEs) are known to be completely determined by the eigenvalues of the coefficient matrix. Very different from the exponential decay of solutions to classical ODEs, solutions of F-ODEs decay only polynomially, leading to the so-called Mittag-Leffler stability, which was already extended to semi-linear F-ODEs with small perturbations. This work is mainly devoted to the qualitative analysis of the long-time behavior of numerical solutions. By applying …
An improved uniform error bound at $O\left(h^m+\varepsilon^2 τ^2\right)$ is established in $H^{α/2}$-norm for the long-time dynamics of the nonlinear space fractional Klein-Gordon equation (NSFKGE). A second-order exponential wave integrator (EWI) method is used to semi-discretize NSFKGE in time and the Fourier spectral method in space is applied to derive the full-discretization scheme. Regularity compensation oscillation (RCO) technique is employed to prove the improved uniform error bounds at $O\left(\varepsilon^2 τ^2\right)$ in temporal semi-discretization and $O\left(h^m+\varepsilon^2 τ^2…
We begin with a treatment of the Caputo time-fractional diffusion equation, by using the Laplace transform, to obtain a Volterra intego-differential equation where we may examine the weakly singular nature of this convolution kernel.\iffalse The order of fractional derivative, $α$, is tied to finite difference methods and is of great interest.\fi We examine this new equation and utilize a numerical scheme that is derived in parallel to the L1-method for the time variable and a usual fourth order approximation in the spatial variable. The main method derived in this paper has a rate of converge…
Fractional equations have become the model of choice in several applications where heterogeneities at the microstructure result in anomalous diffusive behavior at the macroscale. In this work we introduce a new fractional operator characterized by a doubly-variable fractional order and possibly truncated interactions. Under certain conditions on the model parameters and on the regularity of the fractional order we show that the corresponding Poisson problem is well-posed. We also introduce a finite element discretization and describe an efficient implementation of the finite-element matrix ass…
A Monotone Finite Volume Method for Time Fractional Fokker-Planck Equations
Changsha University of Science and Technology（长沙理工大学）；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）；Tongji University（同济大学）
A coercive space-time variational approach to fractional diffusion problems
Johannes Kepler University Linz（林茨约翰内斯·开普勒大学）；Johann Radon Institute for Computational and Applied Mathematics（约翰·拉德纳计算与应用数学研究所）；University of Vienna（维也纳大学）
In this article, exact traveling wave solutions of a Wick-type stochastic nonlinear Schrödinger equation and of a Wick-type stochastic fractional Regularized Long Wave-Burgers (RLW-Burgers) equation have been obtained by using an improved computational method. Specifically, the Hermite transform is employed for transforming Wick-type stochastic nonlinear partial differential equations into deterministic nonlinear partial differential equations with integral and fraction order. Furthermore, the required set of stochastic solutions in the white noise space is obtained by using the inverse Hermit…
In this paper, we investigate the imaging inverse problem by employing an infinite-dimensional Bayesian inference method with a general fractional total variation-Gaussian (GFTG) prior. This novel hybrid prior is a development for the total variation-Gaussian (TG) prior and the non-local total variation-Gaussian (NLTG) prior, which is a combination of the Gaussian prior and a general fractional total variation regularization term, which contains a wide class of fractional derivative. Compared to the TG prior, the GFTG prior can effectively reduce the staircase effect, enhance the texture detai…
In this paper, we study a time-fractional initial-boundary value problem of Kirchhoff type involving memory term for non-homogeneous materials. The energy argument is applied to derive the a priori bounds on the solution of the considered problem. Consequently, we prove the existence and uniqueness of the weak solution to the problem under consideration. We keep the time variable continuous and discretize the space domain using a conforming FEM to obtain the semi discrete formulation of the problem. The semi discrete error analysis is carried out by modifying the standard Ritz-Volterra project…
In this paper, we propose an accurate finite difference method to discretize the $d$-dimensional (for $d\ge 1$) tempered integral fractional Laplacian and apply it to study the tempered effects on the solution of problems arising in various applications. Compared to other existing methods, our method has higher accuracy and simpler implementation. Our numerical method has an accuracy of $O(h^ε)$, for $u \in C^{0, α+ε} (\barΩ)$ if $α< 1$ (or $u \in C^{1, α-1+ε} (\barΩ)$ if $α\ge 1$) with $ε> 0$, suggesting the minimum consistency conditions. The accuracy can be improved to $O(h^2)$, for $u \in …
