A LOCAL DISCONTINUOUS GALERKIN METHOD FOR TIME-FRACTIONAL DIFFUSION EQUATIONS

In this paper,a local discontinuous Galerkin(LDG)scheme for the time-fractional diffusion equation is proposed and analyzed.The Caputo time-fractional derivative(of orderα,with 0<α<1)is approximated by a finite difference method with an accuracy of order3-α,and the space discretization is based on the LDG method.For the finite difference method,we summarize and supplement some previous work by others,and apply it to the analysis of the convergence and stability of the proposed scheme.The optimal error estimate is obtained in the L2norm,indicating that the scheme has temporal(3-α)th-order accuracy and spatial(k+1)th-order accuracy,where k denotes the highest degree of a piecewise polynomial in discontinuous finite element space.The numerical results are also provided to verify the accuracy and efficiency of the considered scheme.

A Class of Semi-Implicit Parallel Difference Method for Time Fractional Diffusion Equations

In this paper, we construct a class of semi-implicit difference method for time fractional diffusion equations—the group explicit (GE) difference scheme, which is a difference scheme with good parallelism constructed using Saul’yev asymmetric scheme. The stability and convergence of the GE scheme of time fractional diffusion equation are analyzed by mathematical induction. Then, the theoretical analysis is verified by numerical experiments, which shows that the GE scheme is effective for solving the time fractional diffusion equation.

Variational iteration method for solving time-fractional diffusion equations in porous the medium

The variational iteration method is successfully extended to the case of solving fractional differential equations, and the Lagrange multiplier of the method is identified in a more accurate way. Some diffusion models with fractional derivatives are investigated analytically, and the results show the efficiency of the new Lagrange multiplier for fractional differential equations of arbitrary order.

A meshless method based on moving Kriging interpolation for a two-dimensional time-fractional diffusion equation

Fractional diffusion equations have been the focus of modeling problems in hydrology, biology, viscoelasticity, physics, engineering, and other areas of applications. In this paper, a meshfree method based on the moving Kriging inter- polation is developed for a two-dimensional time-fractional diffusion equation. The shape function and its derivatives are obtained by the moving Kriging interpolation technique. For possessing the Kronecker delta property, this technique is very efficient in imposing the essential boundary conditions. The governing time-fractional diffusion equations are transformed into a standard weak formulation by the Galerkin method. It is then discretized into a meshfree system of time-dependent equations, which are solved by the standard central difference method. Numerical examples illustrating the applicability and effectiveness of the proposed method are presented and discussed in detail.

Analysis of an Implicit Finite Difference Scheme for Time Fractional Diffusion Equation

Time fractional diffusion equation is usually used to describe the problems involving non-Markovian random walks. This kind of equation is obtained from the standard diffusion equation by replacing the first-order time derivative with a fractional derivative of order α∈(0, 1). In this paper, an implicit finite difference scheme for solving the time fractional diffusion equation with source term is presented and analyzed, where the fractional derivative is described in the Caputo sense. Stability and convergence of this scheme are rigorously established by a Fourier analysis. And using numerical experiments illustrates the accuracy and effectiveness of the scheme mentioned in this paper.

A modified Tikhonov regularization method for a Cauchy problem of a time fractional diffusion equation

In this paper,we consider a Cauchy problem of the time fractional diffusion equation(TFDE)in x∈[0,L].This problem is ubiquitous in science and engineering applications.The illposedness of the Cauchy problem is explained by its solution in frequency domain.Furthermore,the problem is formulated into a minimization problem with a modified Tikhonov regularization method.The gradient of the regularization functional based on an adjoint problem is deduced and the standard conjugate gradient method is presented for solving the minimization problem.The error estimates for the regularized solutions are obtained under Hp norm priori bound assumptions.Finally,numerical examples illustrate the effectiveness of the proposed method.

Alternating Segment Explicit-Implicit and Implicit-Explicit Parallel Difference Method for Time Fractional Sub-Diffusion Equation

The fractional diffusion equations can accurately describe the migration process of anomalous diffusion, which are widely applied in the field of natural science and engineering calculations. This paper proposed a kind of numerical methods with parallel nature which were the alternating segment explicit-implicit (ASE-I) and implicit-explicit (ASI-E) difference method for the time fractional sub-diffusion equation. It is based on the combination of the explicit scheme, implicit scheme, improved Saul’yev asymmetric scheme and the alternating segment technique. Theoretical analyses have shown that the solution of ASE-I (ASI-E) scheme is uniquely solvable. At the same time the stability and convergence of the two schemes were proved by the mathematical induction. The theoretical analyses are verified by numerical experiments. Meanwhile the ASE-I (ASI-E) scheme has the higher computational efficiency compared with the implicit scheme. Therefore it is feasible to use the parallel difference schemes for solving the time fractional diffusion equation.

Green Function of Generalized Time Fractional Diffusion Equation Using Addition Formula of Mittag-Leffler Function

In this paper, we use the Mittag-Leffler addition formula to solve the Green function of generalized time fractional diffusion equation in the whole plane and prove the convergence of the Green function.

Fractal and Fractional Diffusion Equations of Price Changing of Commodity

In this paper, three types of modeling of diffusion equations for price changing of commodity are studied. In which, the partial derivatives of price of commodity respected to time on the left hand side are integer-derivative, fractal derivative, and fractional derivative respectively;while just a second order derivative respected to space is considered on the right hand side. The solutions of these diffusion equations are obtained by method of departing variables and initial boundary conditions, by translation of variables, and by translation of operators. The definitions of order of commodity x and the distance between commodity?xi and xj are defined as [1]. Examples of calculation of price of pork, beef and mutton mainly due to price raising of pork in 2007-07 to 2008-02 inChina are given with same market data as [1]. Conclusion is made.

A Compact Finite Volume Scheme for the Multi-Term Time Fractional Sub-Diffusion Equation

In this paper, we introduce high-order finite volume methods for the multi-term time fractional sub-diffusion equation. The time fractional derivatives are described in Caputo’s sense. By using some operators, we obtain the compact finite volume scheme have high order accuracy. We use a compact operator to deal with spatial direction;then we can get the compact finite volume scheme. It is proved that the finite volume scheme is unconditionally stable and convergent in L∞-norm. The convergence order is O(τ2-α + h4). Finally, two numerical examples are given to confirm the theoretical results. Some tables listed also can explain the stability and convergence of the scheme.

A DIRECT DISCONTINUOUS GALERKIN METHOD FOR TIME FRACTIONAL DIFFUSION EQUATIONS WITH FRACTIONAL DYNAMIC BOUNDARY CONDITIONS

This paper deals with the numerical approximation for the time fractional diffusion problem with fractional dynamic boundary conditions.The well-posedness for the weak solutions is studied.A direct discontinuous Galerkin approach is used in spatial direction under the uniform meshes,together with a second-order Alikhanov scheme is utilized in temporal direction on the graded mesh,and then the fully discrete scheme is constructed.Furthermore,the stability and the error estimate for the full scheme are analyzed in detail.Numerical experiments are also given to illustrate the effectiveness of the proposed method.

Finite element multigrid method for multi-term time fractional advection diffusion equations

In this paper,a class of multi-term time fractional advection diffusion equations(MTFADEs)is considered.By finite difference method in temporal direction and finite element method in spatial direction,two fully discrete schemes of MTFADEs with different definitions on multi-term time fractional derivative are obtained.The stability and convergence of these numerical schemes are discussed.Next,a V-cycle multigrid method is proposed to solve the resulting linear systems.The convergence of the multigrid method is investigated.Finally,some numerical examples are given for verification of our theoretical analysis.

Numerical Methods for Semilinear Fractional Diffusion Equations with Time Delay

In this paper,we consider the numerical solutions of the semilinear Riesz space-fractional diffusion equations(RSFDEs)with time delay,which constitute an important class of differential equations of practical significance.We develop a novel implicit alternating direction method that can effectively and efficiently tackle the RSFDEs in both two and three dimensions.The numerical method is proved to be uniquely solvable,stable and convergent with second order accuracy in both space and time.Numerical results are presented to verify the accuracy and efficiency of the proposed numerical scheme.

Spatial High Accuracy Analysis of FEM for Two-dimensional Multi-term Time-fractional Diffusion-wave Equations

In this paper, high-order numerical analysis of finite element method（FEM） is presented for twodimensional multi-term time-fractional diffusion-wave equation（TFDWE）. First of all, a fully-discrete approximate scheme for multi-term TFDWE is established, which is based on bilinear FEM in spatial direction and Crank-Nicolson approximation in temporal direction, respectively. Then the proposed scheme is proved to be unconditionally stable and convergent. And then, rigorous proofs are given here for superclose properties in H-1-norm and temporal convergence in L-2-norm with order O（h-2＋ τ-（3-α））, where h and τ are the spatial size and time step, respectively. At the same time, theoretical analysis of global superconvergence in H-1-norm is derived by interpolation postprocessing technique. At last, numerical example is provided to demonstrate the theoretical analysis.

High-Order Accurate Runge-Kutta (Local) Discontinuous Galerkin Methods for One- and Two-Dimensional Fractional Diffusion Equations

As the generalization of the integer order partial differential equations(PDE),the fractional order PDEs are drawing more and more attention for their applications in fluid flow,finance and other areas.This paper presents high-order accurate Runge-Kutta local discontinuous Galerkin(DG)methods for one-and two-dimensional fractional diffusion equations containing derivatives of fractional order in space.The Caputo derivative is chosen as the representation of spatial derivative,because it may represent the fractional derivative by an integral operator.Some numerical examples show that the convergence orders of the proposed local Pk–DG methods are O(hk+1)both in one and two dimensions,where Pk denotes the space of the real-valued polynomials with degree at most k.

Spectral Optimization Methods for the Time Fractional Diffusion Inverse Problem

An inverse problem of reconstructing the initial condition for a time fractional diffusion equation is investigated.On the basis of the optimal control framework,the uniqueness and first order necessary optimality condition of the minimizer for the objective functional are established,and a time-space spectral method is proposed to numerically solve the resulting minimization problem.The contribution of the paper is threefold:1)a priori error estimate for the spectral approximation is derived;2)a conjugate gradient optimization algorithm is designed to efficiently solve the inverse problem;3)some numerical experiments are carried out to show that the proposed method is capable to find out the optimal initial condition,and that the convergence rate of the method is exponential if the optimal initial condition is smooth.

Application of low-dimensional finite element method to fractional diffusion equation

Classical finite element method(FEM)has been applied to solve some fractional differential equations,but its scheme has too many degrees of freedom.In this paper,a low-dimensional FEM,whose number of basis functions is reduced by the theory of proper orthogonal decomposition(POD)technique,is proposed for the time fractional diffusion equation in two-dimensional space.The presented method has the properties of low dimensions and high accuracy so that the amount of computation is decreased and the calculation time is saved.Moreover,error estimation of the method is obtained.Numerical example is given to illustrate the feasibility and validity of the low-dimensional FEM in comparison with traditional FEM for the time fractional differential equations.

求解一类时间分数阶扩散方程的深度学习方法

偏微分方程可以用深度学习方法求解,其求解思路是构建损失函数、采集样本点,然后在采集到的时空样本点上利用随机梯度下降法训练神经网络,直接去逼近方程,从而把方程求解问题转化为极小化损失函数的问题.特别地,对时间分数阶扩散方程而言,损失函数刻画了神经网络与方程的分数阶算子、初值条件、边界条件等的逼近程度.常见的损失函数有均方误差损失函数及交叉熵误差函数.理论上,使损失函数减小到零的神经网络就是方程的解.本文证明,用深度学习方法求解时间分数阶扩散方程时均方误差损失函数可以减小到零,且相应的神经网络在解区域上一致收敛到方程的真解,因而此时的神经网络就是方程的解.数值算例验证了理论分析.

多项时间分数阶扩散方程类Carey非协调元的误差分析

基于L^(1)全离散格式,针对具有Caputo导数的二维多项时间分数阶扩散方程给出了类Carey非协调有限元方法.利用该单元的特殊性质和分数阶导数巧妙的处理技巧导出了L^(2)模和H^(1)模意义下的最优误差估计.

时空分数阶扩散偏微分方程的谱方法

扩散方程是物理学建模最基本的方程之一。研究时空分数阶扩散偏微分方程的谱方法数值求解,时间方向采用Caputo分数阶导数的L1插值逼近格式,构造了原方程在时间方向上的半离散格式,证明了半离散格式解的存在唯一性和稳定性,并给出了误差分析方面结论的相关证明。在半离散格式的基础上,空间方向采用Legendre谱方法离散得到原方程的全离散格式,进一步证明了此全离散格式的解存在且唯一,而是无条件稳定的,并严格证明了数值解与精确解之间的误差方面的结论。