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 tim...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.展开更多
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.
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 Galer...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.展开更多
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 finit...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.展开更多
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 discre...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.展开更多
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 signific...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.展开更多
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 co...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.展开更多
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 i...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.展开更多
基金Supported by the Discipline Construction and Teaching Research Fund of LUTcte(20140089)
文摘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.
文摘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.
基金supported by the National Natural Science Foundation of China(Grant Nos.11771112,12071100)by the Fundamental Research Funds for the Central Universities(Grant No.2022FRFK060019).
文摘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.
基金supported by the State Key Program of National Natural Science Foundation of China(11931003)the National Natural Science Foundation of China(41974133)。
文摘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.
基金This research is supported by the National Center for Mathematics and Interdisciplinary Sciences,CAS,and by the National Natural Science Foundation of China(Grant No.11371357).
文摘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.
基金supported by National Natural Science Foundation(NSF)of China(Grant No.11501238)NSF of Guangdong Province(Grant No.2016A030313119)and NSF of Huizhou University(Grant No.hzu201806)+2 种基金supported by the startup fund from City University of Hong Kong and the Hong Kong RGC General Research Fund(projects Nos.12301420,12302919 and 12301218)supported by the NSF of China No.11971221the Shenzhen Sci-Tech Fund No.JCYJ20190809150413261,JCYJ20180307151603959,and JCYJ20170818153840322,and Guangdong Provincial Key Laboratory of Computational Science and Material Design(No.2019B030301001).
文摘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.
基金The work of X.Y was partially supported by the Natural Science Foundation of Fujian Province,China(Grant No.2012J01013)The work of C.X.was partially supported by National NSF of China(Grants 11071203 and 91130002).
文摘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.
基金supported by National Natural Science Foundation(Nos.11361035,11361034,11301258)Natural Science Foundation of Inner Mongolia(Nos.2012MS0106,2012MS0108)Scientific Research Projection of Higher Schools of Inner Mongolia(Nos.NJZZ12011,NJZY14013)。
文摘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.