Abstract
Trapped dynamics widely appears in nature, e.g., the motion of particles in viscous cytoplasm. The famous continuous time random walk (CTRW) model with power law waiting time distribution (having diverging first moment) describes this phenomenon. Because of the finite lifetime of biological particles, sometimes it is necessary to temper the power law measure such that the waiting time measure has convergent first moment. Then the time operator of the Fokker-Planck equation corresponding to the CTRW model with tempered waiting time measure is the so-called tempered fractional derivative. This paper focus on discussing the properties of the time tempered fractional derivative, and studying the well-posedness and the Jacobi-predictor-corrector algorithm for the tempered fractional ordinary differential equation. By adjusting the parameter of the proposed algorithm, high convergence order can be obtained and the computational cost linearly increases with time. The numerical results shows that our algorithm converges with order $ N_I $, where $ N_I $ is the number of used interpolating points.
Highlights
The fractional calculus has a long history
The Riemann-Liouville tempered fractional derivative is defined by aDtα,λu(t) = e−λtaDtα eλtu(t) e−λt dn = Γ(n − α) dtn t eλsu(s) a (t − s)α−n+1 ds, (3)
We extend the so-called Jacobi-predictor-corrector algorithm [48] to the the tempered fractional ordinary differential equation (ODE); and its striking benefits are still kept, including having any desired convergence orders and the linearly increasing computational cost with the time t
Summary
The fractional calculus has a long history. The origin of fractional calculus can be traced back to the letter between Leibniz and L’Hopital in 1695. The Riemann-Liouville tempered fractional derivative is defined by aDtα,λu(t) = e−λtaDtα eλtu(t) e−λt dn = Γ(n − α) dtn t eλsu(s) a (t − s)α−n+1 ds, (3) Take v(t) = eλtu(t) in the equation for the Riemann-Liouville and Caputo fractional derivatives [36, 26, 38]
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