Implicit finite difference method for fractional percolation equation with Dirichlet and fractional boundary conditions

An implicit finite difference method is developed for a one-dimensional frac- tional percolation equation （FPE） with the Dirichlet and fractional boundary conditions. The stability and convergence are discussed for two special cases, i.e., a continued seep- age flow with a monotone percolation coefficient and a seepage flow with the fractional Neumann boundary condition. The accuracy and efficiency of the method are checked with two numerical examples.

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.

Existence of Positive Solutions for Boundary Value Problem of Nonlinear Fractional <i>q</i>-Difference Equation

In this paper, we investigate the existence of positive solutions for a class of nonlinear q-fractional boundary value problem. By using some fixed point theorems on cone, some existence results of positive solutions are obtained.

Fractional Difference Approximations for Time-Fractional Telegraph Equation

In this paper, we approximate the solution to time-fractional telegraph equation by two kinds of difference methods: the Grünwald formula and Caputo fractional difference.

Existence and Multiple of Positive Solution for Nonlinear Fractional Difference Equations with Parameter

Let,. We study the existence and multiple positive solutions of n-th nonlinear discrete fractional boundary value problem of the form By using a fixed-point theorem on cone, the parameter intervals of problem is established.

Compact finite difference schemes for the backward fractional Feynman–Kac equation with fractional substantial derivative

The fractional Feynman-Kac equations describe the distributions of functionals of non-Brownian motion, or anomalous diffusion, including two types called the forward and backward fractional Feynman-Kac equations, where the nonlocal time-space coupled fractional substantial derivative is involved. This paper focuses on the more widely used backward version. Based on the newly proposed approximation operators for fractional substantial derivative, we establish compact finite difference schemes for the backward fractional Feynman-Kac equation. The proposed difference schemes have the q-th(q = 1, 2, 3, 4) order accuracy in temporal direction and fourth order accuracy in spatial direction, respectively. The numerical stability and convergence in the maximum norm are proved for the first order time discretization scheme by the discrete energy method, where an inner product in complex space is introduced. Finally, extensive numerical experiments are carried out to verify the availability and superiority of the algorithms. Also, simulations of the backward fractional Feynman-Kac equation with Dirac delta function as the initial condition are performed to further confirm the effectiveness of the proposed methods.

ULAM-HYERS-RASSIAS STABILITY AND EXISTENCE OF SOLUTIONS TO NONLINEAR FRACTIONAL DIFFERENCE EQUATIONS WITH MULTIPOINT SUMMATION BOUNDARY CONDITION

The purpose of this study is to acquire some conditions that reveal existence and stability for solutions to a class of difference equations with non-integer orderμ∈(1,2].The required conditions are obtained by applying the technique of contraction principle for uniqueness and Schauder’s fixed point theorem for existence.Also,we establish some conditions under which the solution of the considered class of difference equations is generalized Ulam-Hyers-Rassias stable.Example for the illustration of results is given.

Efficient Finite Difference/Spectral Method for the Time Fractional Ito Equation Using Fast Fourier Transform Technic

A finite difference/spectral scheme is proposed for the time fractional Ito equation.The mass conservation and stability of the numerical solution are deduced by the energy method in the L^(2)norm form.To reduce the computation costs,the fast Fourier transform technic is applied to a pair of equivalent coupled differential equations.The effectiveness of the proposed algorithm is verified by the first numerical example.The mass conservation property and stability statement are confirmed by two other numerical examples.

Stability and Convergence of an Implicit Difference Approximation for the Space Riesz Fractional Reaction-Dispersion Equation

In this paper,we consider a Riesz space-fractional reaction-dispersion equation (RSFRDE).The RSFRDE is obtained from the classical reaction-dispersion equation by replacing the second-order space derivative with a Riesz derivative of orderβ∈(1,2]. We propose an implicit finite difference approximation for RSFRDE.The stability and convergence of the finite difference approximations are analyzed.Numerical results are found in good agreement with the theoretical analysis.

Existence and Stability Results for Impulsive Fractional <i>q</i>-Difference Equation

In this paper, we study the boundary value problem for an impulsive fractional q-difference equation. Based on Banach’s contraction mapping principle, the existence and Hyers-Ulam stability of solutions for the equation which we considered are obtained. At last, an illustrative example is given for the main result.

A Cauchy Problem for Some Fractional q-Difference Equations with Nonlocal Conditions

In this paper, we discussed the problem of nonlocal value for nonlinear fractional q-difference equation. The classical tools of fixed point theorems such as Krasnoselskii’s theorem and Banach’s contraction principle are used. At the end of the manuscript, we have an example that illustrates the key findings.

Discrete Fractional Lagrange Equations of Nonconservative Systems

In order to study discrete nonconservative system,Hamilton's principle within fractional difference operators of Riemann-Liouville type is given. Discrete Lagrange equations of the nonconservative system as well as the nonconservative system with dynamic constraint are established within fractional difference operators of Riemann-Liouville type from the view of time scales. Firstly,time scale calculus and fractional calculus are reviewed.Secondly,with the help of the properties of time scale calculus,discrete Lagrange equation of the nonconservative system within fractional difference operators of Riemann-Liouville type is presented. Thirdly,using the Lagrange multipliers,discrete Lagrange equation of the nonconservative system with dynamic constraint is also established.Then two special cases are discussed. Finally,two examples are devoted to illustrate the results.

Chebyshev Pseudo-Spectral Method for Solving Fractional Advection-Dispersion Equation

Fractional differential equations have recently been applied in various areas of engineering, science, finance, applied mathematics, bio-engineering and others. However, many researchers remain unaware of this field. In this paper, an efficient numerical method for solving the fractional Advection-dispersion equation (ADE) is considered. The fractional derivative is described in the Caputo sense. The method is based on Chebyshev approximations. The properties of Chebyshev polynomials are used to reduce ADE to a system of ordinary differential equations, which are solved using the finite difference method (FDM). Moreover, the convergence analysis and an upper bound of the error for the derived formula are given. Numerical solutions of ADE are presented and the results are compared with the exact solution.

Analytical and Numerical Solutions of Riesz Space Fractional Advection-Dispersion Equations with Delay

In this paper,we propose numerical methods for the Riesz space fractional advection-dispersion equations with delay(RFADED).We utilize the fractional backward differential formulas method of second order(FBDF2)and weighted shifted Grünwald difference(WSGD)operators to approximate the Riesz fractional derivative and present the finite difference method for the RFADED.Firstly,the FBDF2 and the shifted Grünwald methods are introduced.Secondly,based on the FBDF2 method and the WSGD operators,the finite difference method is applied to the problem.We also show that our numerical schemes are conditionally stable and convergent with the accuracy of O(+h2)and O(2+h2)respectively.Thirdly we find the analytical solution for RFDED in terms Mittag-Leffler type functions.Finally,some numerical examples are given to show the efficacy of the numerical methods and the results are found to be in complete agreement with the analytical solution.

Numerical Solution for the Fractional Wave Equation Using Pseudo-Spectral Method Based on the Generalized Laguerre Polynomials

In this paper, an efficient numerical method is considered for solving the fractional wave equation (FWE). The fractional derivative is described in the Caputo sense. The method is based on Laguerre approximations. The properties of Laguerre polynomials are utilized to reduce FWE to a system of ordinary differential equations, which is solved by the finite difference method. An approximate formula of the fractional derivative is given. Special attention is given to study the convergence analysis and estimate an error upper bound of the presented formula. Numerical solutions of FWE are given and the results are compared with the exact solution.

Fractional sum and fractional difference on non-uniform lattices and analogue of Euler and Cauchy Beta formulas

As is well known,the definitions of fractional sum and fractional difference of f(z)on non-uniform lattices x(z)=c1z^(2)+c2z+c3 or x(z)=c1q^(z)+c2q^(-z)+c3 are more difficult and complicated.In this article,for the first time we propose the definitions of the fractional sum and fractional difference on non-uniform lattices by two different ways.The analogue of Euler’s Beta formula,Cauchy’Beta formula on non-uniform lattices are established,and some fundamental theorems of fractional calculas,the solution of the generalized Abel equation on non-uniform lattices are obtained etc.

Redefined Extended Cubic B-Spline Functions for Numerical Solution of Time-Fractional Telegraph Equation

This work is concerned with the application of a redefined set of extended uniform cubic B-spline(RECBS)functions for the numerical treatment of time-fractional Telegraph equation.The presented technique engages finite difference formulation for discretizing the Caputo time-fractional derivatives and RECBS functions to interpolate the solution curve along the spatial grid.Stability analysis of the scheme is provided to ensure that the errors do not amplify during the execution of the numerical procedure.The derivation of uniform convergence has also been presented.Some computational experiments are executed to verify the theoretical considerations.Numerical results are compared with the existing schemes and it is concluded that the present scheme returns superior outcomes on the topic.

Finite Di erence Method for Riesz Space Fractional Advection-dispersion Equation with Fractional Robin Boundary Condition

In this paper,a Riesz space fractional advection-dispersion equation with fractional Robin boundary condition is considered.By applying the fractional central di erence formula and the weighted and shifted Grunwald-Letnikov formula,we derive a weighted implicit nite difference scheme with accuracy O(△t^2+h^2).The solvability,stability,and convergence of the proposed numerical scheme are proved.A numerical example is presented to confirm the accuracy and efficiency of the scheme.

A Numerical Algorithm for the Caputo Tempered Fractional Advection-Diffusion Equation

By transforming the Caputo tempered fractional advection-diffusion equation into the Riemann–Liouville tempered fractional advection-diffusion equation,and then using the fractional-compact Grünwald–Letnikov tempered difference operator to approximate the Riemann–Liouville tempered fractional partial derivative,the fractional central difference operator to discritize the space Riesz fractional partial derivative,and the classical central difference formula to discretize the advection term,a numerical algorithm is constructed for solving the Caputo tempered fractional advection-diffusion equation.The stability and the convergence analysis of the numerical method are given.Numerical experiments show that the numerical method is effective.

An Efficient Approach for Solving One-Dimensional Fractional Heat Conduction Equation

Several researchers have dealt with the one-dimensional fractional heat conduction equation in the last decades,but as far as we know,no one has investigated such a problem from the perspective of developing suitable fractional-order methods.This has actually motivated us to address this problem by the way of establishing a proper fractional approach that involves employing a combination of a novel fractional difference formula to approximate the Caputo differentiator of orderαcoupled with the modified three-point fractional formula to approximate the Caputo differentiator of order 2α,where 0<α≤1.As a result,the fractional heat conduction equation is then reexpressed numerically using the aforementioned formulas,and by dividing the considered mesh into multiple nodes,a system is generated and algebraically solved with the aid of MATLAB.This would allow us to obtain the desired approximate solution for the problem at hand.