Fractional Linear Multistep Methods Research Articles

Fractional Block Method for the Solution of Fractional Order Differential Equations

The construction of the fourth-order 2-point Fractional Block Backward Differentiation Formula (2FBBDF(4)) to solve the fractional order differential equations (FDEs) is presented in this paper. The method is developed using the fractional linear multistep method (FLMM) linked with the linear difference operator. This paper aims to approximate the fractional order problems via 2FBBDF(4), which is normally used to solve ordinary differential equations. The criteria for the stability of the method are analyzed in order to solve FDE problems. Consequently, the method is determined to be \textit{A}-stable for different values of α within the interval (0,1) . Then, Newton's iteration is implemented in this method to solve the problems. Multiple numerical examples of linear, nonlinear, and system FDEs are provided for the scenario where the order α lies within the range of 0 and 1 . Ultimately, the numerical results confirm that the proposed method performs at a similar level to the existing methods.

Analysis of Fractional Linear Multi-Step Methods of Order Four from Super-Convergence

We analyze two implicit fractional linear multi-step methods of order four for solving fractional initial value problems. The methods are derived from the Grunwald-Letnikov approximation of fractional derivative at a non-integer shift point with super-convergence. The weight coefficients of the methods are computed from fundamental G unwald weights, making them computationally efficient when compared with other known methods of order four. We also show that the stability regions are larger than that of the fractional Adams-Moulton and fractional backward difference formula methods. We present numerical results and illustrations to verify that the theoretical results obtained are indeed satisfied.

Higher-order fractional linear multi-step methods

In this paper, we propose two arrays, containing the coefficients of fractional Adams-Bashforth and Adams-Moulton methods, and also recursive relations to produce the elements of these arrays. Then, we illustrate the application of these arrays in a suitable way to construct higher-order fractional linear multi-step methods in general form, with extended stability regions. The effectiveness of the new method is shown in comparison with some available previous results in an illustrative test problem.

Stability properties of fractional second linear multistep methods in the implicit form: Theory and applications

The main purpose of this paper is to numerically solve the fractional differential equations (FDE)s with the fractional order in (1, 2) using the implicit forms of the special case of fractional second linear multistep methods (FSLMM)s. The studies are focused on the stability properties and proving that the proposed methods are A(?)?stable. For this purpose, after introducing the FSLMMs, the implicit family of FSLMMs based on fractional backward difference formula 1 (FBDF1) are constructed which have the first, and second order of convergence. The stability regions of the proposed methods are thoroughly studied. Furthermore, in order to show the validity of the proposed theories, some numerical examples are reported. Finally, the application of proposed method for solving the Bagley-Torvik (B-T) equation is also presented.

Mittag-Leffler stability of numerical solutions to linear homogeneous time fractional parabolic equations

<abstract><p>In a bounded domain, the solution of linear homogeneous time fractional parabolic equation is known to exhibit polynomial type decay rate (the so-called Mittag-Leffler stability) over time, which is quite different from the exponential decay of classical parabolic equation. We firstly use the finite element method or finite difference method to discretize the parabolic equation in space to obtain fractional ordinary differential equation, and then use fractional linear multistep method (F-LMM) to discretize in time to obtain a fully discretized schemes. We prove that the strongly $ A $-stable F-LMM method combined with appropriate spatial discretization can accurately maintain the long-term optimal algebraic decay rate of the original continuous equation. Numerical examples are included to confirm the correctness of our theoretical analysis.</p></abstract>

Analysis of New Type of Second-order Fractional Linear Multi-step Method with Improved Stability

We present and investigate a new type of implicit fractional linear multi-step method of order two for fractional initial value problems. The method is obtained from the second-order superconvergence of the Grünwald-Letnikov approximation of the fractional derivative at a non-integer shift point. The method coincides with the backward difference method of order two for the classical initial value problem when the order of the derivative is one. The weight coefficients of the proposed method are obtained from the Grünwald weights and are hence computationally efficient compared with that of the fractional backward difference formula of order two. The stability properties are analyzed and it is shown that the stability region of the method is larger than that of the fractional Adams-Moulton method of order two and the fractional trapezoidal method. Numerical results and illustrations are presented to justify the analytical theories.

New fractional linear multi-step methods of order four with improved stabilities

New fractional linear multi-step methods of order four with improved stabilities

A new type of fractional linear multi-step method with improved stability

A new type of fractional linear multi-step method with improved stability

Mittag–Leffler stability of numerical solutions to time fractional ODEs

The asymptotic stable region and long-time decay rate of solutions to linear homogeneous Caputo time fractional ordinary differential equations (F-ODEs) are known to be completely determined by the eigenvalues of the coefficient matrix. Very different from the exponential decay of solutions to classical ODEs, solutions of F-ODEs decay only polynomially, leading to the so-called Mittag-Leffler stability, which was already extended to semi-linear F-ODEs with small perturbations. This work is mainly devoted to the qualitative analysis of the long-time behavior of numerical solutions. By applying the singularity analysis of generating functions developed by Flajolet and Odlyzko (SIAM J. Disc. Math. 3(2), 216–240, 1990), we are able to prove that both $$\mathcal {L}$$ 1 scheme and strong A-stable fractional linear multistep methods (F-LMMs) can preserve the numerical Mittag-Leffler stability for linear homogeneous F-ODEs exactly as in the continuous case. Through an improved estimate of the discrete fractional resolvent operator, we show that strong A-stable F-LMMs are also Mittag-Leffler stable for semi-linear F-ODEs under small perturbations. For the numerical schemes based on $$\alpha$$ -difference approximation to Caputo derivative, we establish the Mittag-Leffler stability for semi-linear problems by making use of properties of the Poisson transformation. The new results and analyses provide not only the rigorous justifications and explanations of the Mittag-Leffler stability of numerical solutions with exact decay rate, but also establish some close connection between the continuous and discrete F-ODEs. Numerical experiments are presented for several typical time fractional evolutional equations, including time fractional sub-diffusion equations and semi-linear F-ODEs. All the numerical results exhibit the typical long-time polynomial decay rate, which is fully consistent with our theoretical predictions.

Fractional second linear multistep methods: the explicit forms for solving fractional differential equations and stability analysis

In this paper, the explicit forms of the fractional second linear multistep methods (FSLMMs) are introduced for solving fractional differential equations (FDEs) of the fractional-order in . These explicit FSLMMs are constructed based on fractional backward difference formulas 1, 2, and 3 (FBDF1, FBDF2, and FBDF3) with the first, second, third, and fourth orders of convergence. Also, the monotonicity of these FBDFs is considered when the order of fractional derivatives lies into . The order of consistency, linear stability, and the order of convergence of these explicit methods are analysed. Moreover, the stability regions of the proposed methods are completely studied in the stability topic. Finally, four experimental examples are presented to confirm the proposed theories.

The global stability investigation of the mathematical design of a fractional-order HBV infection.

This work presents approximate solutions of a fractional-order design for hepatitis B virus infection. The numerical solution of the system is given by using an implicit fractional linear multi-step method of the second order. Here, Caputo fractional derivative is considered for fractional derivative. Basic theoretical properties are discussed. We prove the global stability analysis of the fractional-order model. Numerical simulations are demonstrated to display our theoretical results. This current study is to reveal that the order of the fractional derivative beta does not affect the regular state’s stability concerning both theoretical and numerical results. Besides, if the fractional-order beta increases, the solutions converge more rapidly to the regular states. Finally, we note that this study can provide beneficial outcomes for understanding and estimating the dissipation of distinct epidemics.

Finite difference schemes for time-fractional Schrödinger equations via fractional linear multistep method

ABSTRACT In this paper, a finite difference-based numerical approach is developed for time-fractional Schrödinger equations with one or multidimensional space variables, with the use of fractional linear multistep method for time discretization and finite difference method for spatial discretization. The proposed method leads to achieve second order of accuracy for time variable. Stability and convergence theorems for the constructed difference scheme is achieved via z-transform method. Time-fractional Schrödinger equation is considered in abstract form to allow generalization of the theoretical results on problems which have distinct spatial operators with or without variable coefficients. Numerical results are presented on one and multidimensional experimental problems to verify the theoretical results.

Construction of new generating function based on linear barycentric rational interpolation for numerical solution of fractional differential equations

In this paper, a new generating function based on linear barycentric rational interpolation is introduced for the numerical solution of fractional differential equations which is designed on fractional linear multistep methods. The consistency of the proposed method is analyzed. considering monotonicity of the coefficients, the stability of the proposed method is presented. Also, the stability regions are determined which show the new scheme improves the stability properties and the accuracy compared with the fractional backward difference formulae. Finally, the extracted numerical results show the effectiveness of the proposed method.

Efficient Multistep Methods for Tempered Fractional Calculus: Algorithms and Simulations

In this work, we extend the fractional linear multistep methods in [C. Lubich, SIAM J. Math. Anal., 17 (1986), pp. 704--719] to the tempered fractional integral and derivative operators in the sense that the tempered fractional derivative operator is interpreted in terms of the Hadamard finite-part integral. We develop two fast methods, Fast Method I and Fast Method II, with linear complexity to calculate the discrete convolution for the approximation of the (tempered) fractional operator. Fast Method I is based on a local approximation for the contour integral that represents the convolution weight. Fast Method II is based on a globally uniform approximation of the trapezoidal rule for the integral on the real line. Both methods are efficient, but numerical experimentation reveals that Fast Method II outperforms Fast Method I in terms of accuracy, efficiency, and coding simplicity for dealing with the fractional derivative operator. The memory requirement and computational cost of Fast Method II are $O(Q)$ and $O(Qn_T)$, respectively, where $n_T$ is the number of the final time steps and $Q$ is the number of quadrature points used in the trapezoidal rule. The effectiveness of the fast methods is verified through a series of numerical examples for long-time integration, including a numerical study of a fractional reaction-diffusion model.

The solution of fractional order epidemic model by implicit Adams methods

We consider the numerical solution of the fractional order epidemic model on long time intervals of a non-fatal disease in a population. Under real-life initial conditions the problem needs to be treated by means of an implicit numerical scheme. Here we consider the use of implicit fractional linear multistep methods of Adams type. Numerical results are presented.

Numerical Algorithms for Time-Fractional Subdiffusion Equation with Second-Order Accuracy

This article aims to fill in the gap of the second-order accurate schemes for the time-fractional subdiffusion equation with unconditional stability. Two fully discrete schemes are first proposed for the time-fractional subdiffusion equation with space discretized by finite element method and time discretized by the fractional linear multistep methods. These two methods are unconditionally stable with maximum global convergence order of $O(\tau+h^{r+1})$ in the $L^2$ norm, where $\tau$ and $h$ are the step sizes in time and space, respectively, and $r$ is the degree of the piecewise polynomial space. The average convergence rates for the two methods in time are also investigated, which shows that the average convergence rates of the two methods are $O(\tau^{1.5}+h^{r+1})$. Furthermore, two improved algorithms are constrcted, and they are also unconditionally stable and convergent of order $O(\tau^2+h^{r+1})$. Numerical examples are provided to verify the theoretical analysis. Comparisons between the present algorithms and the existing ones are included, showing that our numerical algorithms exhibit better performances than the known ones.

Discretized fractional substantial calculus

This paper discusses the properties and the numerical discretizations of the fractional substantial integral $$I_s^\nu f(x)=\frac{1}{\Gamma(\nu)} \int_{a}^x{\left(x-\tau\right)^{\nu-1}}e^{-\sigma(x-\tau)}{f(\tau)}d\tau,\nu>0, $$ and the fractional substantial derivative $$D_s^\mu f(x)=D_s^m[I_s^\nu f(x)], \nu=m-\mu,$$ where $D_s=\frac{\partial}{\partial x}+\sigma=D+\sigma$, $\sigma$ can be a constant or a function without related to $x$, say $\sigma(y)$; and $m$ is the smallest integer that exceeds $\mu$. The Fourier transform method and fractional linear multistep method are used to analyze the properties or derive the discretized schemes. And the convergences of the presented discretized schemes with the global truncation error $\mathcal{O}(h^p)$$ (p=1,2,3,4,5)$ are theoretically proved and numerically verified.

Fourth Order Difference Approximations for Space Riemann-Liouville Derivatives Based on Weighted and Shifted Lubich Difference Operators

AbstractHigh order discretization schemes play more important role in fractional operators than classical ones. This is because usually for classical derivatives the stencil for high order discretization schemes is wider than low order ones; but for fractional operators the stencils for high order schemes and low order ones are the same. Then using high order schemes to solve fractional equations leads to almost the same computational cost with first order schemes but the accuracy is greatly improved. Using the fractional linear multistep methods, Lubich obtains thev-th order (v <6) approximations of theα-th derivative (α >0) or integral (α <0) [Lubich, SIAM J. Math. Anal., 17, 704-719, 1986], because of the stability issue the obtained scheme can not be directly applied to the space fractional operator withαЄ (1,2) for time dependent problem. By weighting and shifting Lubich’s 2nd order discretization scheme, in [Chen & Deng, SINUM, arXiv:1304.7425] we derive a series of effective high order discretizations for space fractional derivative, called WSLD operators there. As the sequel of the previous work, we further provide new high order schemes for space fractional derivatives by weighting and shifting Lubich’s 3rd and 4th order discretizations. In particular, we prove that the obtained 4th order approximations are effective for space fractional derivatives. And the corresponding schemes are used to solve the space fractional diffusion equation with variable coefficients.

Determination of Coefficients of High-Order Schemes for Riemann-Liouville Derivative

Although there have existed some numerical algorithms for the fractional differential equations, developing high-order methods (i.e., with convergence order greater than or equal to 2) is just the beginning. Lubich has ever proposed the high-order schemes when he studied the fractional linear multistep methods, where he constructed the pth order schemes (p = 2, 3, 4, 5, 6) for the αth order Riemann-Liouville integral and αth order Riemann-Liouville derivative. In this paper, we study such a problem and develop recursion formulas to compute these coefficients in the higher-order schemes. The coefficients of higher-order schemes (p = 7,8, 9,10) are also obtained. We first find that these coefficients are oscillatory, which is similar to Runge's phenomenon. So, they are not suitable for numerical calculations. Finally, several numerical examples are implemented to testify the efficiency of the numerical schemes for p = 3,…, 6.

The Use of Finite Difference/Element Approaches for Solving the Time-Fractional Subdiffusion Equation

In this paper, two finite difference/element approaches for the time-fractional subdiffusion equation with Dirichlet boundary conditions are developed, in which the time direction is approximated by the fractional linear multistep method and the space direction is approximated by the finite element method. The two methods are unconditionally stable and convergent of order $O(\tau^q+h^{r+1})$ in the $L^2$ norm, where $q=2-\beta$ or 2 when the analytical solution to the subdiffusion equation is sufficiently smooth, $\beta\,(0<\beta<1)$ is the order of the fractional derivative, $\tau$ and $h$ are the step sizes in time and space, respectively, and $r$ is the degree of the polynomial space. The corresponding schemes for the subdiffusion equation with Neumann boundary conditions are presented as well, where the stability and convergence are shown. Numerical examples are provided to verify the theoretical analysis. Comparisons between the algorithms derived in this paper and the existing algorithms are given, which show that our numerical schemes exhibit better performances than the existing ones.