Estimation of parameters in fractional subdiffusion equations by the time integral characteristics method

This paper presents an extension to the time integral characteristics method for estimation of parameters in fractional subdiffusion equations containing Riemann-Liouville and Caputo fractional time derivatives. The explicit representations of the fractional diffusion coefficient and order of fractional differentiation via a Laplace transform of the concentration field are obtained. A technique of optimal Laplace parameter determination by minimization of relative errors bounds is described. The effectivity of the proposed approach is illustrated by numerical example.     

A unified difference-spectral method for time–space fractional diffusion equations

In this paper we develop a unified difference-spectral method for stably solving time–space fractional sub-diffusion and super-diffusion equations. Based on the equivalence between Volterra integral equations and fractional ordinary differential equations with initial conditions, this proposed method is constructed by combining the spectral Galerkin method in space and the fractional trapezoid formula in time. Numerical experiments are carried out to verify the effectiveness of the method, and demonstrate that the unified method can achieve spectral accuracy in space and second-order accuracy in time for solving two kinds of time–space fractional diffusion equations.     

Convergence Analysis of Iterative Laplace Transform Methods for the Coupled PDEs from Regime-Switching Option Pricing

This paper aims to analyze the convergence rates of the iterative Laplace transform methods for solving the coupled PDEs arising in the regime-switching option pricing. The so-called iterative Laplace transform methods are described as follows. The semi-discretization of the coupled PDEs with respect to the space variable using the finite difference methods (FDMs) gives the coupled ODE systems. The coupled ODE systems are solved by the Laplace transform methods among which an iteration algorithm is used in the computational process. Finally, the numerical contour integral method is used as the Laplace inversion to restore the solutions to the original coupled PDEs from the Laplace space. This Laplace approach is regarded as a better alternative to the traditional time-stepping method. The errors of the approach are caused by the FDM semi-discretization, the iteration algorithm and the Laplace inversion using the numerical contour integral. This paper provides the rigorous error analysis for the iterative Laplace transform methods by proving that the method has a second-order convergence rate in space and exponential-order convergence rate with respect to the number of the quadrature nodes for the Laplace inversion.     

Hybrid laplace transform/weighting function scheme for transient multidimensional conservation equations

A hybrid Laplace transform/weighting function scheme is developed for solving time-dependent multidimensional conservation equations. The new method removes the time derivatives from the governing differential equations using the Laplace transform and solves the associated equation with the weighting function scheme. The similarity transform method is used to treat the complex coefficient system of the equations, which allows the simplest form of complex number functions to be obtained, and then to use the partial fractions method or a numerical method to invert the Laplace transform and transform the functions to the physical plane. Three different examples have been analyzed by the present method. The present method solutions are compared in tables with the exact solutions and those obtained by the other numerical methods. It is found that the present method is a reliable and efficient numerical tool.     

Closed form of the Solutions of some Boundary-Value Problems for Anomalous Diffusion Equation with Hilfer’s Generalized Derivative

The concept of double-order fractional derivative generalizing the well-known Hilfer’s derivative is introduced. The formula is given for the Laplace transform of double-order fractional derivative, which is used to solve the Cauchy-type problem for equations of fractional order with this derivative. The closed solutions to some boundary-value problems for the equation of anomalous diffusion with double-order fractional derivative in time are obtained.     

A finite difference method with non-uniform timesteps for fractional diffusion equations

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 behavior of the solution in order to keep the numerical errors small without the penalty of a huge computational cost. The method is unconditionally stable and convergent. In fact, it is shown that consistency and stability implies convergence for a rather general class of fractional finite difference methods to which the present method belongs. The huge computational advantage of adaptive methods against fixed step methods for fractional diffusion equations is illustrated by solving the problem of the dispersion of a flux of subdiffusive particles stemming from a point source.     

分数阶非线性Duffing振子方程的特性研究

将Caputo分数阶微分算子引入到非线性的Duffing振子方程中,运用同伦扰动变换法--一种同伦扰动法和Laplace变换相结合的方法来求解分数阶的非线性方程,借助Mathematica软件的符号计算功能得到了分数阶非线性Duffing振子方程的近似解,研究了振子运动过程与分数阶导数之间的关系。     

New analytical method for gas dynamics equation arising in shock fronts

This work suggests a new analytical technique called the fractional homotopy analysis transform method (FHATM) for solving nonlinear homogeneous and nonhomogeneous time-fractional gas dynamics equations. The FHATM is an innovative adjustment in Laplace transform algorithm (LTA) and makes the calculation much simpler. The proposed technique solves the nonlinear problems without using Adomian polynomials and He’s polynomials which can be considered as a clear advantage of this new algorithm over decomposition and the homotopy perturbation transform method. In this paper, it can be observed that the auxiliary parameter ?$?$, which controls the convergence of the HATM approximate series solutions, also can be used in predicting and calculating multiple solutions. This is a basic and more qualitative difference in analysis between HATM and other methods. The solutions obtained by the proposed method indicate that the approach is easy to implement and computationally very attractive. The proposed method is illustrated by solving some numerical examples.     

Approximation of Laplace transform of fractional derivatives via Clenshaw–Curtis integration

In this paper, we approximate the Laplace transform of fractional derivatives via Clenshaw–Curtis integration. The idea of applying Chebyshev polynomial to the numerical computation of integrals is extended to Laplace transform of fractional derivatives. The numerical stability of forward recurrence relations is considered, which depends on the asymptotic behaviour of the coefficients. Error estimation for the Laplace approximation of the fractional derivatives is also considered. Finally, from the numerical examples, the method seems to be promising for approximation of the Laplace transform of fractional derivative.     

Symbolic-numerical solution of systems of linear ordinary differential equations with required accuracy

In the paper, a symbolic-numerical algorithm for solving systems of ordinary linear differential equations with constant coefficients and compound right-hand sides. The algorithm is based on the Laplace transform. A part of the algorithm determines the error of calculation that is sufficient for the required accuracy of the solution of the system. The algorithm is efficient in solving systems of differential equations of large size and is capable of choosing methods for solving the algebraic system (the image of the Laplace transform) depending on its type; by doing so the efficiency of the solution of the original system is optimized. The algorithm is a part of the library of algorithms of the Mathpar system [15].     

Solutions of a fractional oscillator by using differential transform method

In this paper, we present an efficient algorithm for solving a fractional oscillator using the differential transform method. The fractional derivatives are described in the Caputo sense. The application of differential transform method, developed for differential equations of integer order, is extended to derive approximate analytical solutions of a fractional oscillator. The method provides the solution in the form of a rapidly convergent series. Numerical examples are used to illustrate the preciseness and effectiveness of the proposed method.     

A novel analytical solution of a fractional diffusion problem by homotopy analysis transform method

In this study, we present the homotopy analysis transform method for finding solution of fractional diffusion-type equations. We can attain these equations by substituting a first-order time derivative by a fractional-order derivative in regular diffusion equation. We add some examples in order to illustrate the usefulness and efficiency of our novel proposed technique for fractional diffusion equations.     

Fuzzy Laplace transforms

In this paper we propose a fuzzy Laplace transform and under the strongly generalized differentiability concept, we use it in an analytic solution method for some fuzzy differential equations (FDEs). The related theorems and properties are proved in detail and the method is illustrated by solving some examples.     

Notes on Implicit finite difference approximation for time fractional diffusion equations [Comput. Math. Appl. 56 (2008) 1138–1145]

In a recent paper [Diego A. Murio, Implicit finite difference approximation for time fractional diffusion equations, Comput. Math. Appl. 56 (2008) 1138–1145], the author has proposed an unconditional stable implicit difference scheme for solving time fractional diffusion equations. In this paper, we show that the method of stability analysis by the author is not accurate, so we analyze the stability by using a correct method.     

A novel solution procedure for fuzzy fractional heat equations by homotopy analysis transform method

In this paper, we designed a reliable recipe of homotopy analysis method and Laplace decomposition method namely homotopy analysis transform method to solve fuzzy fractional heat and wave equations. This method overcomes the difficulties arise in other analytical method and removes the restrictive condition of nonlinearity and assumptions of small and large parameters.     

A direct method to solve integral and integro-differential equations of convolution type by using improved operational matrix

In this article, we use improved operational matrix of block pulse functions on interval [0,?1) to solve Volterra integral and integro-differential equations of convolution type without solving any system and projection method. We first obtain Laplace transform of the problem and then we find numerical inversion of Laplace transform by improved operational matrix of integration. Numerical examples show that the approximate solutions have a good degree of accuracy.     

A multi-level boundary element method for Stokes flows in irregular two-dimensional domains

Recently, we have developed multi-level boundary element methods (MLBEM) for the solution of the Laplace and Helmholtz equations that involve asymptotically decaying non-oscillatory and oscillatory singular kernels, respectively. The accuracy and efficiency of the fast boundary element methods for steady-state heat diffusion and acoustics problems have been investigated for square domains. The current work extends the MLBEM methodology to the solution of Stokes equation in more complex two-dimensional domains. The performance of the fast boundary element method for the Stokes flows is first investigated for a model problem in a unit square. Then, we consider an example problem possessing an analytical solution in a rectangular domain with 5:1 aspect ratio, and finally, we study the performance of the MLBEM algorithm in a C-shaped domain.     

A Fast Finite Difference Method for Three-Dimensional Time-Dependent Space-Fractional Diffusion Equations with Fractional Derivative Boundary Conditions

We develop a fast finite difference method for time-dependent variable-coefficient space-fractional diffusion equations with fractional derivative boundary-value conditions in three dimensional spaces. Fractional differential operators appear in both of the equation and the boundary conditions. Because of the nonlocal nature of the fractional Neumann boundary operator, the internal and boundary nodes are strongly coupled together in the coupled linear system. The stability and convergence of the finite difference method are discussed. For the implementation, the development of the fast method is based upon a careful analysis and delicate decomposition of the structure of the coefficient matrix. The fast method has approximately linear computational complexity per Krylov subspace iteration and an optimal-order memory requirement. Numerical results are presented to show the utility of the method.     

Numerical solution of time-dependent component with sparse structure of source term for a time fractional diffusion equation

We consider an inverse time-dependent component of source term with sparse structure for the time fractional diffusion equation in the present paper. We prove the uniqueness of the inverse problem with nonlocal observation data by Laplace transform technique. Concerning the sparsity of the source term, we transform the inverse source problem into an elastic-net regularization optimization problem. The semi-smooth Newton method is adopted to solve the optimization problem and the superconvergence of the semi-smooth Newton algorithm is proven. Several numerical examples are tested to verify the efficiency of the algorithm.     

Fast algorithms for high-order numerical methods for space-fractional diffusion equations

In this paper, fast numerical methods for solving space-fractional diffusion equations are studied in two stages. Firstly, a fast direct solver for an implicit finite difference scheme proposed by Hao et al. [A fourth-order approximation of fractional derivatives with its applications, J. Comput. Phys. 281 (2015), pp. 787–805], which is fourth-order accurate in space and second-order accurate in time, is developed based on a circulant-and-skew-circulant (CS) representation of Toeplitz matrix inversion. Secondly, boundary value method with spatial discretization of Hao et al. [A fourth-order approximation of fractional derivatives with its applications, J. Comput. Phys. 281 (2015), pp. 787–805] is adopted to produce a numerical solution with higher order accuracy in time. Particularly, a method with fourth-order accuracy in both space and time can be achieved. GMRES method is employed for solving the discretized linear system with two preconditioners. Based on the CS representation of Toeplitz matrix inversion, the two preconditioners can be applied efficiently, and the convergence rate of the preconditioned GMRES method is proven to be fast. Numerical examples are given to support the theoretical analysis.