A new fractional numerical differentiation formula to approximate the Caputo fractional derivative and its applications
From MaRDI portal
Publication:348672
DOI10.1016/J.JCP.2013.11.017zbMath1349.65088OpenAlexW2062266804MaRDI QIDQ348672
Guang-hua Gao, Zhi-zhong Sun, Hong-Wei Zhang
Publication date: 5 December 2016
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jcp.2013.11.017
Caputo fractional derivativesub-diffusion\(L1-2\) formula\(L1\) formulafractional numerical differentiation formula
Related Items (only showing first 100 items - show all)
Efficient and Accurate Numerical Methods Using the Accelerated Spectral Deferred Correction for Solving Fractional Differential Equations ⋮ A stabilizer-free weak Galerkin finite element method with Alikhanov formula on nonuniform mesh for a linear reaction-subdiffusion problem ⋮ A bilateral preconditioning for an L2-type all-at-once system from time-space non-local evolution equations with a weakly singular kernel ⋮ A stable and convergent finite-difference model which conserves the positivity and the dissipativity of Gibbs' free energy for a nonlinear combustion equation ⋮ Analyses of the contour integral method for time fractional normal-subdiffusion transport equation ⋮ A fast temporal second‐order difference scheme for the time‐fractional subdiffusion equation ⋮ Computational algorithm for financial mathematical model based on European option ⋮ High‐order finite difference/spectral‐Galerkin approximations for the nonlinear time–space fractional Ginzburg–Landau equation ⋮ Numerical algorithms for the time‐Caputo and space‐Riesz fractional Bloch‐Torrey equations ⋮ Numerical method for generalized time fractional KdV‐type equation ⋮ A Fast Front-Tracking Approach and Its Analysis for a Temporal Multiscale Flow Problem with a Fractional Order Boundary Growth ⋮ \({\boldsymbol{H^1}}\) -Norm Stability and Convergence of an L2-Type Method on Nonuniform Meshes for Subdiffusion Equation ⋮ The characteristic difference DDM for solving the time-fractional order convection-diffusion equations ⋮ A new approximation for the generalized fractional derivative and its application to generalized fractional diffusion equation ⋮ A robust higher-order finite difference technique for a time-fractional singularly perturbed problem ⋮ Convergence and superconvergence analysis for nonlinear delay reaction–diffusion system with nonconforming finite element ⋮ Convergence and superconvergence analysis of finite element methods for nonlinear Ginzburg-Landau equation with Caputo derivative ⋮ Convergence analysis of a finite volume scheme for a distributed order diffusion equation ⋮ Pointwise-in-time a posteriori error control for higher-order discretizations of time-fractional parabolic equations ⋮ A high-efficient accurate coupled mesh-free scheme for 2D/3D space-fractional convection-diffusion/Burgers' problems ⋮ Discretised general fractional derivative ⋮ Numerical Methods for Solving the Robin Boundary Value Problem for a Generalized Diffusion Equation with a Non-smooth Solution ⋮ Energy stability of a temporal variable-step difference scheme for time-fractional nonlinear fourth-order reaction–diffusion equation ⋮ Numerical solutions of fourth‐order fractional sub‐diffusion problems via parametric quintic spline ⋮ \(H^1\)-analysis of H3N3-\(2_\sigma\)-based difference method for fractional hyperbolic equations ⋮ Long time \(H^1\)-stability of fast \(\mathrm{L}2\)-\(1_\sigma\) method on general nonuniform meshes for subdiffusion equations ⋮ Analysis of finite difference schemes for Volterra integro-differential equations involving arbitrary order derivatives ⋮ Superconvergence analysis of anisotropic finite element method for the time fractional substantial diffusion equation with smooth and nonsmooth solutions ⋮ Convective flow of a fractional second grade fluid containing different nanoparticles with Prabhakar fractional derivative subject to non‐uniform velocity at the boundary ⋮ Alternating direction implicit approach for the two-dimensional time fractional nonlinear Klein-Gordon and sine-Gordon problems ⋮ Parameter estimation for time-fractional Black-Scholes equation with S\&P 500 index option ⋮ A fast linearized Galerkin finite element method for the nonlinear multi-term time fractional wave equation ⋮ An accelerated novel meshless coupled Algorithm for non-local nonlinear behavior in 2D/3D space-fractional GPEs ⋮ Numerical analysis for fractional Bratu type equation with explicit and implicit methods ⋮ Two-grid \(H^1 \)-Galerkin mixed finite elements combined with \(L1\) scheme for nonlinear time fractional parabolic equations ⋮ Global-in-time \(H^1\)-stability of \(\mathrm{L}2\)-\(1_\sigma\) method on general nonuniform meshes for subdiffusion equation ⋮ The construction of an optimal fourth-order fractional-compact-type numerical differential formula of the Riesz derivative and its application ⋮ Numerical solution of the space-time fractional diffusion equation based on fractional reproducing kernel collocation method ⋮ The non-uniform L1-type scheme coupling the finite volume method for the time-space fractional diffusion equation with variable coefficients ⋮ Strong convergence of a fractional exponential integrator scheme for finite element discretization of time-fractional SPDE driven by fractional and standard Brownian motions ⋮ Design and analysis of a high order computational technique for time‐fractional Black–Scholes model describing option pricing ⋮ Crank-Nicolson schemes for sub-diffusion equations with nonsingular and singular source terms in time ⋮ A positivity-preserving and robust fast solver for time-fractional convection-diffusion problems ⋮ Two linear finite difference schemes based on exponential basis for two-dimensional time fractional Burgers equation ⋮ Fast High Order and Energy Dissipative Schemes with Variable Time Steps for Time-Fractional Molecular Beam Epitaxial Growth Model ⋮ A Direct Discontinuous Galerkin Method for Time Fractional Diffusion Equations with Fractional Dynamic Boundary Conditions ⋮ Unconditionally convergent and superconvergent finite element method for nonlinear time-fractional parabolic equations with distributed delay ⋮ Unnamed Item ⋮ Subdiffusion with a time-dependent coefficient: Analysis and numerical solution ⋮ Müntz Spectral Method for Two-Dimensional Space-Fractional Convection-Diffusion Equation ⋮ A Second-Order Scheme with Nonuniform Time Steps for a Linear Reaction-Subdiffusion Problem ⋮ A high-order difference scheme for the fractional sub-diffusion equation ⋮ Improved efficient difference method for the modified anomalous sub-diffusion equation with a nonlinear source term ⋮ A Highly Efficient Numerical Method for the Time-Fractional Diffusion Equation on Unbounded Domains ⋮ An \(\alpha\)-robust error analysis of the \(\overline{\mathrm{L}1}\) scheme for time-fractional integro-differential initial-boundary value problems ⋮ Parameter identification for fractional fractal diffusion model based on experimental data ⋮ High-order approximation to Caputo derivatives and Caputo-type advection-diffusion equations. III. ⋮ A Fast High Order Method for the Time-Fractional Diffusion Equation ⋮ Optimization of the richardson integration over fluctuations of its step sizes ⋮ Устойчивость и сходимость разностных схем для уравнения диффузии дискретно-распределенного порядка с обобщенными функциями памяти ⋮ On the identification of a nonlinear term in a reaction–diffusion equation ⋮ Adaptive Second-Order Crank--Nicolson Time-Stepping Schemes for Time-Fractional Molecular Beam Epitaxial Growth Models ⋮ COMPACT FINITE DIFFERENCE SCHEMES OF THE TIME FRACTIONAL BLACK-SCHOLES MODEL ⋮ NEW PREDICTOR-CORRECTOR APPROACH FOR NONLINEAR FRACTIONAL DIFFERENTIAL EQUATIONS: ERROR ANALYSIS AND STABILITY ⋮ Stability and Convergence Analyses of the FDM Based on Some L-Type Formulae for Solving the Subdiffusion Equation ⋮ Artificial Boundary Conditions for Time-Fractional Telegraph Equation ⋮ Numerical Study of Time-Fractional Telegraph Equations of Transmission Line Modeling ⋮ Time-Splitting Schemes for Fractional Differential Equations I: Smooth Solutions ⋮ Two meshless procedures: moving Kriging interpolation and element-free Galerkin for fractional PDEs ⋮ Mathematical analysis and numerical methods for Caputo-Hadamard fractional diffusion-wave equations ⋮ Spectral and pseudospectral approximations for the time fractional diffusion equation on an unbounded domain ⋮ A parallel-in-time two-sided preconditioning for all-at-once system from a non-local evolutionary equation with weakly singular kernel ⋮ Finite difference method on non-uniform meshes for time fractional diffusion problem ⋮ On high-order compact schemes for the multidimensional time-fractional Schrödinger equation ⋮ Constructions of second order approximations of the Caputo fractional derivative ⋮ Two temporal second-order \(H^1\)-Galerkin mixed finite element schemes for distributed-order fractional sub-diffusion equations ⋮ Efficient shifted fractional trapezoidal rule for subdiffusion problems with nonsmooth solutions on uniform meshes ⋮ Robust and stable schemes for time fractional molecular beam epitaxial growth model using SAV approach ⋮ A center box method for radially symmetric solution of fractional subdiffusion equation ⋮ A time-spectral algorithm for fractional wave problems ⋮ Stability and convergence analysis of a class of continuous piecewise polynomial approximations for time-fractional differential equations ⋮ A two-level fourth-order approach for time-fractional convection-diffusion-reaction equation with variable coefficients ⋮ Energy stable L2 schemes for time-fractional phase-field equations ⋮ On high order numerical schemes for fractional differential equations by block-by-block approach ⋮ A new parallel difference algorithm based on improved alternating segment Crank-Nicolson scheme for time fractional reaction-diffusion equation ⋮ Numerical approach for approximating the Caputo fractional-order derivative operator ⋮ A high order numerical method for solving Caputo nonlinear fractional ordinary differential equations ⋮ A numerical method for solving retrospective inverse problem of fractional parabolic equation ⋮ A linearized second-order scheme for nonlinear time fractional Klein-Gordon type equations ⋮ Stabilizer-free weak Galerkin finite element method with second-order accuracy in time for the time fractional diffusion equation ⋮ A class of time-fractional diffusion equations with generalized fractional derivatives ⋮ A second-order scheme with nonuniform time grids for Caputo-Hadamard fractional sub-diffusion equations ⋮ Analysis of stability and convergence for L-type formulas combined with a spatial finite element method for solving subdiffusion problems ⋮ Analysis of two methods based on Galerkin weak form for fractional diffusion-wave: meshless interpolating element free Galerkin (IEFG) and finite element methods ⋮ A novel high-order numerical scheme and its analysis for the two-dimensional time-fractional reaction-subdiffusion equation ⋮ Two time-stepping schemes for sub-diffusion equations with singular source terms ⋮ Compact exponential scheme for the time fractional convection-diffusion reaction equation with variable coefficients ⋮ A new difference scheme for the time fractional diffusion equation ⋮ Stability and convergence of finite difference schemes for a class of time-fractional sub-diffusion equations based on certain superconvergence ⋮ Hermite pseudospectral method for the time fractional diffusion equation with variable coefficients
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Alternating direction implicit Galerkin finite element method for the two-dimensional fractional diffusion-wave equation
- Exponentially accurate spectral and spectral element methods for fractional ODEs
- Compact alternating direction implicit method for two-dimensional time fractional diffusion equation
- A finite difference scheme for fractional sub-diffusion equations on an unbounded domain using artificial boundary conditions
- Numerical approaches to fractional calculus and fractional ordinary differential equation
- A characteristic difference method for the transient fractional convection-diffusion equations
- A compact finite difference scheme for the fractional sub-diffusion equations
- Numerical analysis and physical simulations for the time fractional radial diffusion equation
- Compact finite difference method for the fractional diffusion equation
- Computing eigenelements of boundary value problems with fractional derivatives
- Fox \(H\) functions in fractional diffusion
- The accuracy and stability of an implicit solution method for the fractional diffusion equation
- Finite difference/spectral approximations for the time-fractional diffusion equation
- Numerical method for solving diffusion-wave phenomena
- A high order schema for the numerical solution of the fractional ordinary differential equations
- A fully discrete difference scheme for a diffusion-wave system
- Weighted average finite difference methods for fractional diffusion equations
- Approximations of fractional integrals and Caputo fractional derivatives
- Finite difference/spectral approximations for the fractional cable equation
- Numerical methods for solving a two-dimensional variable-order anomalous subdiffusion equation
- Advances on Fractional Inequalities
This page was built for publication: A new fractional numerical differentiation formula to approximate the Caputo fractional derivative and its applications