Time-fractional Heat Equation Research Articles

Nonoverlapping Schwarz Waveform Relaxation Algorithm for a Class of Time-Fractional Heat Equations

Nonoverlapping Schwarz Waveform Relaxation Algorithm for a Class of Time-Fractional Heat Equations

Weak solutions of fractional differential equations in non cylindrical domains

We study a time fractional heat equation in a non cylindrical domain. The problem is one-dimensional. We prove existence of properly defined weak solutions by means of the Galerkin approximation.

Multigrid Waveform Relaxation for the Time-Fractional Heat Equation

In this work, we propose an efficient and robust multigrid method for solving the time-fractional heat equation. Due to the nonlocal property of fractional differential operators, numerical methods usually generate systems of equations for which the coefficient matrix is dense. Therefore, the design of efficient solvers for the numerical simulation of these problems is a difficult task. We develop a parallel-in-time multigrid algorithm based on the waveform relaxation approach, whose application to time-fractional problems seems very natural due to the fact that the fractional derivative at each spatial point depends on the values of the function at this point at all earlier times. Exploiting the Toeplitz-like structure of the coefficient matrix, the proposed multigrid waveform relaxation method has a computational cost of $O(NM\log(M))$ operations, where $M$ is the number of time steps and $N$ is the number of spatial grid points. A semialgebraic mode analysis is also developed to theoretically confirm t...

A Lagrange Regularized Kernel Method for Solving Multi-dimensional Time-Fractional Heat Equations

Abstract: Evolution equations containing fractional derivatives can provide suitable mathematical models for describing important physical phenomena. In this paper, we propose an accurate method for numerical solutions of multi-dimensional time-fractional heat equations. The proposed method is based on a fractional exponential integrator scheme in time and the Lagrange regularized kernel method in space. Numerical experiments show the effectiveness of the proposed approach.

Boundary-value problems for fractional heat equation involving Caputo-Fabrizio derivative

In this work, we consider a number of boundary-value problems for time-fractional heat equation with the recently introduced Caputo-Fabrizio derivative. Using the method of separation of variables, we prove a unique solvability of t he stated problems. Moreover, we have found an explicit solution to certain initial value problem for Caputo-Fabrizio fractiona l order differential equation by reducing the problem to a Volterra integral equation. Different forms of solution were presented depending on the values of the parameter appeared in the problem.

On the q-Laplace Transform and Related Special Functions

Motivated by statistical mechanics contexts, we study the properties of the q-Laplace transform, which is an extension of the well-known Laplace transform. In many circumstances, the kernel function to evaluate certain integral forms has been studied. In this article, we establish relationships between q-exponential and other well-known functional forms, such as Mittag–Leffler functions, hypergeometric and H-function, by means of the kernel function of the integral. Traditionally, we have been applying the Laplace transform method to solve differential equations and boundary value problems. Here, we propose an alternative, the q-Laplace transform method, to solve differential equations, such as as the fractional space-time diffusion equation, the generalized kinetic equation and the time fractional heat equation.

Mittag-Leffler analysis II: Application to the fractional heat equation

Mittag-Leffler analysis is an infinite dimensional analysis with respect to non-Gaussian measures of Mittag-Leffler type which generalizes the powerful theory of Gaussian analysis and in particular white noise analysis. In this paper we further develop the Mittag-Leffler analysis by characterizing the convergent sequences in the distribution space. Moreover we provide an approximation of Donsker's delta by square integrable functions. Then we apply the structures and techniques from Mittag-Leffler analysis in order to show that a Green's function to the time-fractional heat equation can be constructed using generalized grey Brownian motion (ggBm) by extending the fractional Feynman–Kac formula from Schneider. Moreover we analyse ggBm, show its differentiability in a distributional sense and the existence of corresponding local times.

English

English

English

English

On two exact solutions of time fractional heat equations using different transforms

Two solutions of time fractional differential equations are illustrated. The first one converges to functional space in term of Weyl transform in L2(R), while the second solution approaches to the Fox function with respect to time, by using the Fourier and Laplace-Mellin transforms. The fractional calculus is taken in the sense of the Riemann-Liouville fractional differential operator.

Integral transform method for solving time fractional systems and fractional heat equation.

In the present paper, time fractional partial differential equation is considered, where the fractional derivative is defined in the Caputo sense. Laplace transform method has been applied to obtain an exact solution. The authors solved certain homogeneous and nonhomogeneous time fractional heat equations using integral transform. Transform method is a powerful tool for solving fractional singular Integro - differential equations and PDEs. The result reveals that the transform method is very convenient and effective.

High-Order Compact Difference Scheme for the Numerical Solution of Time Fractional Heat Equations

A high-order finite difference scheme is proposed for solving time fractional heat equations. The time fractional derivative is described in the Riemann-Liouville sense. In the proposed scheme a new second-order discretization, which is based on Crank-Nicholson method, is applied for the time fractional part and fourth-order accuracy compact approximation is applied for the second-order space derivative. The spectral stability and the Fourier stability analysis of the difference scheme are shown. Finally a detailed numerical analysis, including tables, figures, and error comparison, is given to demonstrate the theoretical results and high accuracy of the proposed scheme.

A Legendre tau-spectral method for solving time-fractional heat equation with nonlocal conditions.

We develop the tau-spectral method to solve the time-fractional heat equation (T-FHE) with nonlocal condition. In order to achieve highly accurate solution of this problem, the operational matrix of fractional integration (described in the Riemann-Liouville sense) for shifted Legendre polynomials is investigated in conjunction with tau-spectral scheme and the Legendre operational polynomials are used as the base function. The main advantage in using the presented scheme is that it converts the T-FHE with nonlocal condition to a system of algebraic equations that simplifies the problem. For demonstrating the validity and applicability of the developed spectral scheme, two numerical examples are presented. The logarithmic graphs of the maximum absolute errors is presented to achieve the exponential convergence of the proposed method. Comparing between our spectral method and other methods ensures that our method is more accurate than those solved similar problem.

Time-fractional heat equations and negative absolute temperatures

The classical parabolic heat equation based on Fourier’s law implies infinite heat propagation speed. To remedy this physical flaw, the hyperbolic heat equation is used, but it may instead predict temperatures less than absolute zero. In recent years, fractional heat equations have been proposed as generalizations of heat equations of integer order. By simulating a 1D model problem of size on the order of a thermal energy carrier’s mean free path length, we have done a study of four fractional generalized Cattaneo equations from Compte and Metzler (1997) called GCE, GCE I, GCE II, and GCE III and also a fractional version of the parabolic heat equation. We have observed that when the fractional order is large enough, these equations give temperatures less than absolute zero. But if the fractional order is small enough, GCE I does not have this problem when the domain length is comparable to the mean free path length. With larger size, GCE I and GCE III also give non-oscillating solutions for both small and large values of the fractional order.

A new difference scheme for time fractional heat equations based on the Crank-Nicholson method

Abstract In this paper, we consider the numerical solution of a time-fractional heat equation, which is obtained from the standard diffusion equation by replacing the first-order time derivative with the Caputo derivative of order α, where 0 < α < 1. The main purpose of this work is to extend the idea on the Crank-Nicholson method to the time-fractional heat equations. By the method of the Fourier analysis, we prove that the proposed method is stable and the numerical solution converges to the exact one with the order O(τ 2-α + h 2), conditionally. Numerical experiments are carried out to support the theoretical claims.

Solution to time fractional partial differential equations and dynamical systems via integral transforms

In this article, the authors solved certain non-homogeneous time fractional heat equations and certain dynamical systems using joint integral transforms. Transform method is a powerful tool for solving partial fractional differential equations. The result reveals that the transform method is very convenient and effective.

Implicit difference approximation for the time fractional heat equation with the nonlocal condition

In this work, a method for solving inhomogeneous nonlocal fractional heat equations is proposed. The method is based on the modified Gauss elimination method. It is proved by using matrix stability approach that the method is unconditionally stable. Numerical results are provided to illustrate the accuracy and efficiency of the proposed method.