Fractional Sub-diffusion Equation Research Articles

An efficient approach for solving a class of fractional anomalous diffusion equation with convergence

This article presents a study on Fractional Anomalous Diffusion (FAD) and proposes a novel numerical algorithm for solving Caputo’s type fractional sub-diffusion equations to convert the fractional model into a set of nonlinear algebraic equations. These equations are efficiently solved using the Levenberg-Marquardt algorithm. The study provides the error analysis to validate the proposed method. The effectiveness and accuracy of the method are demonstrated through several test problems, and its performance and reliability are compared with other existing methods in the literature. The results indicate that the proposed method is a reliable and efficient technique for solving fractional sub-diffusion equations, with better accuracy and computational efficiency than other existing methods. The study’s findings could provide a valuable tool for solving FAD in various applications, including physics, chemistry, biology, and engineering.

New discretization of [formula omitted]-Caputo fractional derivative and applications

In the present paper, two approximations to evaluate the ψ-Caputo fractional derivative are developed using the linear and the quadratic polynomial interpolations. We present a study of the pointwise error for each approximation and illustrate some particular cases that correspond to approximations of the well known fractional derivatives, such as: Caputo, Katugampola and Hadamard fractional derivatives. In order to elucidate the investigated results, we present some examples for each approximation. For concreteness, we show some applications where we solve initial value problems and problems involving fractional sub-diffusion equations. Finally, some concluding remark are presented.

Existence, uniqueness and regularity for a semilinear stochastic subdiffusion with integrated multiplicative noise

We investigate a semilinear stochastic time-space fractional subdiffusion equation driven by fractionally integrated multiplicative noise. The equation involves the ψ\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$\\psi $$\\end{document}-Caputo derivative of order α∈(0,1)\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$\\alpha \\in (0,1)$$\\end{document} and the spectral fractional Laplacian of order β∈(12,1]\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$\\beta \\in (\\frac{1}{2},1]$$\\end{document}. The existence and uniqueness of the mild solution are proved in a suitable Banach space by using the Banach contraction mapping principle. The spatial and temporal regularities of the mild solution are established in terms of the smoothing properties of the solution operators.

Pointwise-in-time $ \alpha $-robust error estimate of the ADI difference scheme for three-dimensional fractional subdiffusion equations with variable coefficients

<abstract><p>In this paper, a fully-discrete alternating direction implicit (ADI) difference method is proposed for solving three-dimensional (3D) fractional subdiffusion equations with variable coefficients, whose solution presents a weak singularity at $ t = 0 $. The proposed method is established via the L1 scheme on graded mesh for the Caputo fractional derivative and central difference method for spatial derivative, and an ADI method is structured to change the 3D problem into three 1D problems. Using the modified Grönwall inequality we prove the stability and $ \alpha $-robust convergence. The results presented in numerical experiments are in accordance with the theoretical analysis.</p></abstract>

Two new approximations for generalized Caputo fractional derivative and their application in solving generalized fractional sub-diffusion equations

Two new approximations for generalized Caputo fractional derivative and their application in solving generalized fractional sub-diffusion equations

A Fast Temporal Second Order Difference Scheme for the Fractional Sub-diffusion Equations on One Dimensional Space Unbounded Domain

A Fast Temporal Second Order Difference Scheme for the Fractional Sub-diffusion Equations on One Dimensional Space Unbounded Domain

A cardinal approach for two-dimensional modified anomalous space–time fractional sub-diffusion equation

In this paper, the modified anomalous space–time fractional sub-diffusion equation in two dimensions is introduced. The Chebyshev cardinal polynomials (as an appropriate family of basis functions) are successfully used to make a computational technique for this equation. To this end, the time and space fractional derivative matrices of these polynomials are obtained at first. Then, by approximating the unknown solution via the expressed polynomials and applying these matrices, as well as the collocation technique, solving the problem turns into solving an algebraic system of equations. The capability of the approach is checked by solving two test problems.

Breaking barriers: Robert Denis Mare and research on social stratification

In this paper, the modified anomalous space–time fractional sub-diffusion equation in two dimensions is introduced. The Chebyshev cardinal polynomials (as an appropriate family of basis functions) are successfully used to make a computational technique for this equation. To this end, the time and space fractional derivative matrices of these polynomials are obtained at first. Then, by approximating the unknown solution via the expressed polynomials and applying these matrices, as well as the collocation technique, solving the problem turns into solving an algebraic system of equations. The capability of the approach is checked by solving two test problems.

Sharp error estimates for spatial-temporal finite difference approximations to fractional sub-diffusion equation without regularity assumption on the exact solution

Finite difference method as a popular numerical method has been widely used to solve fractional diffusion equations. In the general spatial error analyses, an assumption $$u\in C^{4}({\bar{\varOmega }})$$ is needed to preserve $${\mathcal {O}}(h^{2})$$ convergence when using central finite difference scheme to solve fractional sub-diffusion equation with Laplace operator, but this assumption is somewhat strong, where u is the exact solution and h is the mesh size. In this paper, a novel analysis technique is proposed to show that the spatial convergence rate can reach $${\mathcal {O}}(h^{\min (\sigma +\frac{1}{2}-\epsilon ,2)})$$ in both $$l^{2}$$ -norm and $$l^{\infty }$$ -norm in one-dimensional domain when the initial value and source term are both in $${\dot{H}}^{\sigma }(\varOmega )$$ but without any regularity assumption on the exact solution, where $$\sigma \ge 0$$ and $$\epsilon >0$$ being arbitrarily small. After making slight modifications on the scheme, acting on the initial value and source term, the spatial convergence rate can be improved to $${\mathcal {O}}(h^{2})$$ in $$l^{2}$$ -norm and $${\mathcal {O}}(h^{\min (\sigma +\frac{3}{2}-\epsilon ,2)})$$ in $$l^{\infty }$$ -norm. It is worth mentioning that our spatial error analysis is applicable to high dimensional cube domain by using the properties of tensor product. Moreover, two kinds of averaged schemes are provided to approximate the Riemann–Liouville fractional derivative, and $${\mathcal {O}}(\tau ^{2})$$ convergence is obtained for all $$\alpha \in (0,1)$$ . Finally, some numerical experiments verify the effectiveness of the built theory.

A Compact Scheme Combining the Fast Time Stepping Method for Solving 2D Fractional Subdiffusion Equations

In this paper, in order to improve the calculation accuracy and efficiency of α-order Caputo fractional derivative (0 < α ≤ 1), we developed a compact scheme combining the fast time stepping method for solving 2D fractional nonlinear subdiffusion equations. In the temporal direction, a time stepping method was applied. It can reach second-order accuracy. In the spatial direction, we utilized the compact difference scheme, which can reach fourth-order accuracy. Some properties of coefficients are given, which are essential for the theoretical analysis. Meanwhile, we rigorously proved the unconditional stability of the proposed scheme and gave the sharp error estimate. To overcome the intensive computation caused by the fractional operators, we combined a fast algorithm, which can reduce the computational complexity from O(N2) to O(Nlog(N)), where N represents the number of time steps. Considering that the solution of the subdiffusion equation is weakly regular in most cases, we added correction terms to ensure that the solution can achieve the optimal convergence accuracy.

Regional gradient observability for fractional differential equations with Caputo time-fractional derivatives

We investigate the regional gradient observability of fractional sub-diffusion equations involving the Caputo derivative. The problem consists of describing a method to find and recover the initial gradient vector in the desired region, which is contained in the spatial domain. After giving necessary notions and definitions, we prove some useful characterizations for exact and approximate regional gradient observability. An example of a fractional system that is not (globally) gradient observable but it is regionally gradient observable is given, showing the importance of regional analysis. Our characterization of the notion of regional gradient observability is given for two types of strategic sensors. The recovery of the initial gradient is carried out using an expansion of the Hilbert uniqueness method. Two illustrative examples are given to show the application of the developed approach. The numerical simulations confirm that the proposed algorithm is effective in terms of the reconstruction error.

A new fourth-order grouping iterative method for the time fractional sub-diffusion equation having a weak singularity at initial time

<abstract><p>A new fourth-order explicit grouping iterative method is constructed for the numerical solution of the fractional sub-diffusion equation. The discretization of the equation is based on fourth-order finite difference method. Captive fractional discretization having functions with a weak singularity at $ t = 0 $ is used for time and similarly, the space derivative is approximated with the help of fourth-order approximation. Furthermore, the convergence and stability of the scheme are analyzed. Finally, the accuracy and validity are investigated by some numerical examples.</p></abstract>

A two-grid ADI finite element approximation for a nonlinear distributed-order fractional sub-diffusion equation

<abstract><p>In this paper, a two-grid alternating direction implicit (ADI) finite element (FE) method based on the weighted and shifted Grünwald difference (WSGD) operator is proposed for solving a two-dimensional nonlinear time distributed-order fractional sub-diffusion equation. The stability and optimal error estimates with second-order convergence rate in spatial direction are obtained. The storage space can be reduced and computing efficiency can be improved in this method. Two numerical examples are provided to verify the theoretical results.</p></abstract>

Subdiffusion equationwith Caputo fractional derivative with respect to another function in modeling diffusion in a complex system consisting of a matrix and channels.

Anomalous diffusion of an antibiotic (colistin) in a system consisting of packed gel (alginate) beads immersed in water is studied experimentally and theoretically. The experimental studies are performed using the interferometric method of measuring concentration profiles of a diffusing substance. We use the g-subdiffusion equationwith the fractional Caputo time derivative with respect to another function g to describe the process. The function g and relevant parameters define anomalous diffusion. We show that experimentally measured time evolution of the amount of antibiotic released from the system determines the function g. The process can be interpreted as subdiffusion in which the subdiffusion parameter (exponent) α decreases over time. The g-subdiffusion equation, which is more general than the "ordinary" fractional subdiffusion equation, can be widely used in various fields of science to model diffusion in a system in which parameters, and even a type of diffusion, evolve over time. We postulate that diffusion in a system composed of channels and a matrix can be described by the g-subdiffusion equation, just like diffusion in a system of packed gel beads placed in water.

Fast compact finite difference schemes on graded meshes for fourth-order multi-term fractional sub-diffusion equations with the first Dirichlet boundary conditions

In this paper, fast compact finite difference schemes are derived for fourth-order multi-term fractional sub-diffusion equations with initial singularity under the first Dirichlet boundary conditions. In contrast to the direct scheme, the fast algorithm adopted to approximate the Caputo derivative reduces the computation costs effectively. Sharp error estimate of the proposed scheme for linear models is rigorously presented by the energy method. Furthermore, to handle more intricate nonlinear models, a crucial Grönwall inequality is then deduced to analyse the stability and convergence of the linearized scheme. It is worth pointing out that the Grönwall inequality is also helpful in numerical analysis of multi-step schemes for other problems, such as, integro-differential equations with multiple fractional derivatives. Ultimately, numerical examples are provided to verify the efficiency of the established difference schemes.

Nonpolynomial Spline Interpolation for Solving Fractional Subdiffusion Equations

The nonpolynomial spline interpolation is proposed to distinguish numerical analysis from the senes boundary conditions, accurance error estimations. The idea used in this article is readily applicable to obtain numerical solution of nonpolynomial spline interpolation. These analyze the methods that are suitable for the numerical solution of subdiffusion equation. The method has been shown to be stable by using von Neumann technique. The accuracy and efficiency of the scheme are checked by several examples to obtain numerical tests.

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.

On the existence and uniqueness of solutions to a nonlinear variable order time-fractional reaction–diffusion equation with delay

In this article, our purpose is to study the existence and uniqueness of a solution to a damped variable order fractional subdiffusion equation with time delay. Under weak assumptions on the data, we prove the uniqueness of a weak solution to the problem under consideration. The method of semi-discretization is extended to this kind of time fractional parabolic problem with delay in the case that the time delay parameter s>0 satisfies s⩽T, where T denotes the final time. As a consequence, two a priori estimates are predicted based on a discrete variational formulation of the problem. The existence of the problem’s weak solution on the time frame 0,⌊Ts⌋s is established by the aid of these derived a priori estimates. The paper is closed by introducing a fully discrete scheme based on Galerkin Legendre spectral approximation for the spatial operator and the backward Euler difference approximation for the temporal variable order operator. Accordingly, the accuracy and efficiency of the proposed scheme are justified by giving some numerical experiments for the sake of clearness.

Fast Second-Order Evaluation for Variable-Order Caputo Fractional Derivative with Applications to Fractional Sub-Diffusion Equations

In this paper, we propose a fast second-order approximation to the variable-order (VO) Caputo fractional derivative, which is developed based on $L2$-$1_\sigma$ formula and the exponential-sum-approximation technique. The fast evaluation method can achieve the second-order accuracy and further reduce the computational cost and the acting memory for the VO Caputo fractional derivative. This fast algorithm is applied to construct a relevant fast temporal second-order and spatial fourth-order scheme ($FL2$-$1_{\sigma}$ scheme) for the multi-dimensional VO time-fractional sub-diffusion equations. Theoretically, $FL2$-$1_{\sigma}$ scheme is proved to fulfill the similar properties of the coefficients as those of the well-studied $L2$-$1_\sigma$ scheme. Therefore, $FL2$-$1_{\sigma}$ scheme is strictly proved to be unconditionally stable and convergent. A sharp decrease in the computational cost and the acting memory is shown in the numerical examples to demonstrate the efficiency of the proposed method.

A second-order scheme with nonuniform time grids for Caputo–Hadamard fractional sub-diffusion equations

In this paper, a second-order scheme with nonuniform time meshes for Caputo–Hadamard fractional sub-diffusion equations with initial singularity is investigated. Firstly, a Taylor-like formula with integral remainder is proposed, which is crucial to studying the discrete convolution kernels and error estimate. Secondly, we come up with an error convolution structure (ECS) analysis for Llog,2−1σ interpolation approximation to the Caputo–Hadamard fractional derivative. The core result in this paper is an ECS bound and a global consistency analysis established at an offset point. By virtue of this result, we obtain a sharp L2-norm error estimate of a second-order Crank–Nicolson-like scheme for Caputo–Hadamard fractional differential equations. Ultimately, an example is presented to show the sharpness of our analysis.