An Explicit Difference Method for Solving Fractional Diffusion and Diffusion-Wave Equations in the Caputo Form

2010 ◽  
Vol 6 (2) ◽  
Author(s):  
Joaquín Quintana Murillo ◽  
Santos Bravo Yuste
Keyword(s):  
Fractional Derivative ◽  
Difference Method ◽  
Wave Equations ◽  
Time Derivative ◽  
Fourier Method ◽  
Its Region ◽  
Fractional Diffusion ◽  
Diffusion Wave ◽  
Von Neumann ◽  
The Stability

An explicit difference method is considered for solving fractional diffusion and fractional diffusion-wave equations where the time derivative is a fractional derivative in the Caputo form. For the fractional diffusion equation, the L1 discretization formula of the fractional derivative is employed, whereas the L2 discretization formula is used for the fractional diffusion-wave equation. In both equations, the spatial derivative is approximated by means of the three-point centered formula. The accuracy of the present method is similar to other well-known explicit difference schemes, but its region of stability is larger. The stability analysis is carried out by means of a kind of fractional von Neumann (or Fourier) method. The stability bound so obtained, which is given in terms of the Riemann zeta function, is checked numerically.

On an Explicit Difference Method for Fractional Diffusion and Diffusion-Wave Equations

2009 ◽  
Author(s):  
Joaqui´n Quintana Murillo ◽  
Santos Bravo Yuste
Keyword(s):  
Wave Equations ◽  
Its Region ◽  
Fractional Diffusion ◽  
Diffusion Wave ◽  
Von Neumann ◽  
Stability Bound ◽  
Riemann Zeta ◽  
The Stability ◽  
And Diffusion ◽  
Explicit Difference Schemes

An explicit difference scheme for solving fractional diffusion and fractional diffusion-wave equations, in which the fractional derivative is in the Caputo form, is considered. The two equations are studied separately: for the fractional diffusion equation, the L1 discretization formula is employed, whereas the L2 discretization formula is used for the fractional diffusion-wave equation. Its accuracy is similar to other well-known explicit difference schemes, but its region of stability is larger. The stability analysis is carried out by means of a procedure similar to the standard von Neumann method. The stability bound, which is given in terms of the the Riemann Zeta function, is checked numerically.

Fractional diffusion-wave equations: Hidden regularity for weak solutions

2021 ◽  
Vol 24 (4) ◽  
pp. 1015-1034
Author(s):  
Paola Loreti ◽  
Daniela Sforza
Keyword(s):  
Fractional Derivative ◽  
Weak Solutions ◽  
Caputo Fractional Derivative ◽  
Wave Equations ◽  
Regularity Result ◽  
Fractional Diffusion ◽  
Interpolation Spaces ◽  
Diffusion Wave ◽  
Regularity Properties

Abstract We prove a “hidden” regularity result for weak solutions of time fractional diffusion-wave equations where the Caputo fractional derivative is of order α ∈ (1, 2). To establish such result we analyse the regularity properties of the weak solutions in suitable interpolation spaces.

scholarly journals FUNGSI WRIGHT SEBAGAI SOLUSI ANALITIK PERSAMAAN DIFUSI-GELOMBANG FRAKSIONAL PADA MEDIA VISKOELASTIS

2020 ◽  
Vol 3 (1) ◽  
pp. 19-33
Author(s):  
Ray Novita Yasa ◽  
Agus Yodi Gunawan
Keyword(s):  
Wave Equation ◽  
Analytical Solution ◽  
Fractional Derivative ◽  
Wave Equations ◽  
Equations Of Motion ◽  
Fractional Diffusion ◽  
Form Solution ◽  
Wright Function ◽  
Diffusion Wave ◽  
Viscoelastic Media

A fractional diffusion-wave equations in a fractional viscoelastic media can be constructed by using equations of motion and kinematic equations of viscoelasticmaterial in fractional order. This article concerns the fractional diffusion-wave equations in the fractional viscoelastic media for semi-infinite regions that satisfies signalling boundary value problems. Fractional derivative was used in Caputo sense. The analytical solution of the fractional diffusion-wave equation in the fractional viscoelastic media was solved by means of Laplace transform techniques in the term of Wright function for simple form solution. For general parameters, Numerical Inverse Laplace Transforms (NILT) was used to determine the solution.

scholarly journals Numerical method for fractional diffusion-wave equations with functional delay

2021 ◽  
Vol 57 ◽  
pp. 156-169
Author(s):  
V.G. Pimenov ◽  
E.E. Tashirova
Keyword(s):  
Numerical Method ◽  
Wave Equations ◽  
Order Of Convergence ◽  
Fractional Diffusion ◽  
Explicit Method ◽  
Diffusion Wave ◽  
Functional Delay ◽  
The Stability ◽  
The Given ◽  
Implicit Numerical Method

For a fractional diffusion-wave equation with a nonlinear effect of functional delay, an implicit numerical method is constructed. The scheme is based on the L2-method of approximation of the fractional derivative of the order from 1 to 2, interpolation and extrapolation with the given properties of discrete prehistory and an analogue of the Crank-Nicolson method. The order of convergence of the method is investigated using the ideas of the general theory of difference schemes with heredity. The order of convergence of the method is more significant than in previously known methods, depending on the order of the starting values. The main point of the proof is the use of the stability of the L2-method. The results of comparing numerical experiments with other schemes are presented: a purely implicit method and a purely explicit method, these results showed, in general, the advantages of the proposed scheme.

scholarly journals Approximate Solutions of Time Fractional Diffusion Wave Models

Mathematics ◽  
2019 ◽  
Vol 7 (10) ◽  
pp. 923 ◽  
Author(s):  
Abdul Ghafoor ◽  
Sirajul Haq ◽  
Manzoor Hussain ◽  
Poom Kumam ◽  
Muhammad Asif Jan
Keyword(s):  
Finite Difference ◽  
Wave Equations ◽  
Quadrature Rule ◽  
Approximate Solutions ◽  
Fractional Diffusion ◽  
Haar Wavelets ◽  
Test Problems ◽  
Algebraic Equations ◽  
Diffusion Wave ◽  
Wave Models

In this paper, a wavelet based collocation method is formulated for an approximate solution of (1 + 1)- and (1 + 2)-dimensional time fractional diffusion wave equations. The main objective of this study is to combine the finite difference method with Haar wavelets. One and two dimensional Haar wavelets are used for the discretization of a spatial operator while time fractional derivative is approximated using second order finite difference and quadrature rule. The scheme has an excellent feature that converts a time fractional partial differential equation to a system of algebraic equations which can be solved easily. The suggested technique is applied to solve some test problems. The obtained results have been compared with existing results in the literature. Also, the accuracy of the scheme has been checked by computing L 2 and L ∞ error norms. Computations validate that the proposed method produces good results, which are comparable with exact solutions and those presented before.

NUMERICAL SIMULATIONS FOR SPACE–TIME FRACTIONAL DIFFUSION EQUATIONS

2013 ◽  
Vol 10 (02) ◽  
pp. 1341001 ◽  
Author(s):  
LEEVAN LING ◽  
MASAHIRO YAMAMOTO
Keyword(s):  
Diffusion Equation ◽  
Fractional Derivative ◽  
Time Derivative ◽  
Fundamental Solutions ◽  
Fractional Diffusion ◽  
Space Time ◽  
Fractional Diffusion Equation ◽  
Long Time ◽  
Liouville Fractional Derivative ◽  
Time Fractional Diffusion Equation

We consider the solutions of a space–time fractional diffusion equation on the interval [-1, 1]. The equation is obtained from the standard diffusion equation by replacing the second-order space derivative by a Riemann–Liouville fractional derivative of order between one and two, and the first-order time derivative by a Caputo fractional derivative of order between zero and one. As the fundamental solution of this fractional equation is unknown (if exists), an eigenfunction approach is applied to obtain approximate fundamental solutions which are then used to solve the space–time fractional diffusion equation with initial and boundary values. Numerical results are presented to demonstrate the effectiveness of the proposed method in long time simulations.

scholarly journals Using Fractional Bernoulli Wavelets for Solving Fractional Diffusion Wave Equations with Initial and Boundary Conditions

2021 ◽  
Vol 5 (4) ◽  
pp. 212
Author(s):  
Monireh Nosrati Sahlan ◽  
Hojjat Afshari ◽  
Jehad Alzabut ◽  
Ghada Alobaidi
Keyword(s):  
Fractional Order ◽  
Fractional Derivatives ◽  
Wave Equations ◽  
Bernoulli Polynomials ◽  
Fractional Diffusion ◽  
Computational Time ◽  
Operational Matrices ◽  
Algebraic Equations ◽  
Diffusion Wave ◽  
Klein Gordon

In this paper, fractional-order Bernoulli wavelets based on the Bernoulli polynomials are constructed and applied to evaluate the numerical solution of the general form of Caputo fractional order diffusion wave equations. The operational matrices of ordinary and fractional derivatives for Bernoulli wavelets are set via fractional Riemann–Liouville integral operator. Then, these wavelets and their operational matrices are utilized to reduce the nonlinear fractional problem to a set of algebraic equations. For solving the obtained system of equations, Galerkin and collocation spectral methods are employed. To demonstrate the validity and applicability of the presented method, we offer five significant examples, including generalized Cattaneo diffusion wave and Klein–Gordon equations. The implementation of algorithms exposes high accuracy of the presented numerical method. The advantage of having compact support and orthogonality of these family of wavelets trigger having sparse operational matrices, which reduces the computational time and CPU requirements.

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