Implicit-Explicit Difference Schemes for Nonlinear Fractional Differential Equations with Nonsmooth Solutions

DOI10.1137/16M1070323zbMath1355.65104arXiv1608.00831OpenAlexW2510732450WikidataQ60123738 ScholiaQ60123738MaRDI QIDQ2827040

Zhongqiang Zhang, Fanhai Zeng, George Em. Karniadakis, Wan-Rong Cao

Publication date: 12 October 2016

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1608.00831

zbMATH Keywords

stabilityconvergencenumerical examplefinite difference methodmultirate systemsnonlinear fractional differential equationslow regularitytime-fractional derivativesmultiterm fractional derivativessecond-order implicit-explicit time-stepping schemes

Mathematics Subject Classification ID

Nonlinear ordinary differential equations and systems (34A34) Stability and convergence of numerical methods for ordinary differential equations (65L20) Numerical methods for initial value problems involving ordinary differential equations (65L05) Finite difference and finite volume methods for ordinary differential equations (65L12) Fractional ordinary differential equations (34A08)

Related Items (53)

A spectral Petrov-Galerkin method for optimal control problem governed by a fractional ordinary differential equation ⋮ On high order numerical schemes for fractional differential equations by block-by-block approach ⋮ A new numerical method for solving semilinear fractional differential equation ⋮ An effective finite element method with shifted fractional powers bases for fractional boundary value problems ⋮ An extrapolated finite difference method for two-dimensional fractional boundary value problems with non-smooth solution ⋮ A second-order difference scheme for the time fractional substantial diffusion equation ⋮ Stability of two-step spline collocation methods for initial value problems for fractional differential equations ⋮ High-order compact difference methods for Caputo-type variable coefficient fractional sub-diffusion equations in conservative form ⋮ An approach to construct higher order time discretisation schemes for time fractional partial differential equations with nonsmooth data ⋮ An improved algorithm based on finite difference schemes for fractional boundary value problems with nonsmooth solution ⋮ Finite difference/finite element method for tempered time fractional advection-dispersion equation with fast evaluation of Caputo derivative ⋮ A fast temporal second‐order difference scheme for the time‐fractional subdiffusion equation ⋮ A fast Alikhanov algorithm with general nonuniform time steps for a two‐dimensional distributed‐order time–space fractional advection–dispersion equation ⋮ A compact ADI scheme for two-dimensional fractional sub-diffusion equation with Neumann boundary condition ⋮ Implicit-explicit time integration of nonlinear fractional differential equations ⋮ Efficient high-order exponential time differencing methods for nonlinear fractional differential models ⋮ Unconditional convergence of linearized orthogonal spline collocation algorithm for semilinear subdiffusion equation with nonsmooth solution ⋮ High order asymptotic preserving finite difference WENO schemes with constrained transport for MHD equations in all sonic Mach numbers ⋮ Energy stability of a temporal variable-step difference scheme for time-fractional nonlinear fourth-order reaction–diffusion equation ⋮ A fractional Adams-Simpson-type method for nonlinear fractional ordinary differential equations with non-smooth data ⋮ Operator-based approach for the construction of analytical soliton solutions to nonlinear fractional-order differential equations ⋮ Long-time behavior of numerical solutions to nonlinear fractional ODEs ⋮ Superconvergence analysis of anisotropic finite element method for the time fractional substantial diffusion equation with smooth and nonsmooth solutions ⋮ Fast evaluation for magnetohydrodynamic flow and heat transfer of fractional Oldroyd‐B fluids between parallel plates ⋮ Generalized Mittag-Leffler quadrature methods for fractional differential equations ⋮ An Analysis of the Modified L1 Scheme for Time-Fractional Partial Differential Equations with Nonsmooth Data ⋮ A transformed \(L1\) Legendre-Galerkin spectral method for time fractional Fokker-Planck equations ⋮ Numerical study for a novel variable-order multiple time delay awareness programs mathematical model ⋮ Numerical algorithm for two dimensional fractional Stokes' first problem for a heated generalized second grade fluid with smooth and non-smooth solution ⋮ Nonuniform Alikhanov linearized Galerkin finite element methods for nonlinear time-fractional parabolic equations ⋮ Legendre spectral methods based on two families of novel second-order numerical formulas for the fractional activator-inhibitor system ⋮ Numerical methods for time-fractional evolution equations with nonsmooth data: a concise overview ⋮ Stability analysis of spline collocation methods for fractional differential equations ⋮ An efficient split-step method for distributed-order space-fractional reaction-diffusion equations with time-dependent boundary conditions ⋮ Singularity preserving spectral collocation method for nonlinear systems of fractional differential equations with the right-sided Caputo fractional derivative ⋮ A thermodynamically consistent fractional visco-elasto-plastic model with memory-dependent damage for anomalous materials ⋮ A fast linearized numerical method for nonlinear time-fractional diffusion equations ⋮ A New Class of Semi-Implicit Methods with Linear Complexity for Nonlinear Fractional Differential Equations ⋮ Generalized exponential time differencing schemes for stiff fractional systems with nonsmooth source term ⋮ A finite difference scheme on graded meshes for time-fractional nonlinear Korteweg-de Vries equation ⋮ A high order formula to approximate the Caputo fractional derivative ⋮ Semi-implicit Galerkin-Legendre spectral schemes for nonlinear time-space fractional diffusion-reaction equations with smooth and nonsmooth solutions ⋮ An effective finite element method with singularity reconstruction for fractional convection-diffusion equation ⋮ A novel numerical scheme for a time fractional Black-Scholes equation ⋮ A novel scheme to capture the initial dramatic evolutions of nonlinear subdiffusion equations ⋮ A tunable finite difference method for fractional differential equations with non-smooth solutions ⋮ Convolution Quadrature Methods for Time-Space Fractional Nonlinear Diffusion-Wave Equations ⋮ Dissipativity and Contractivity Analysis for Fractional Functional Differential Equations and their Numerical Approximations ⋮ Linearized Galerkin FEMs for nonlinear time fractional parabolic problems with non-smooth solutions in time direction ⋮ Spectral approximations for nonlinear fractional delay diffusion equations with smooth and nonsmooth solutions ⋮ Finite difference method for two-dimensional nonlinear time-fractional subdiffusion equation ⋮ Unconditionally optimal \(H^1\)-norm error estimates of a fast and linearized Galerkin method for nonlinear subdiffusion equations ⋮ Numerical methods for fractional partial differential equations

Uses Software

• ma2dfc

Cites Work

• Unnamed Item
• A new predictor-corrector method for fractional differential equations
• A fast semi-implicit difference method for a nonlinear two-sided space-fractional diffusion equation with variable diffusivity coefficients
• A new fractional numerical differentiation formula to approximate the Caputo fractional derivative and its applications
• Finite difference methods for the time fractional diffusion equation on non-uniform meshes
• A semi-alternating direction method for a 2-D fractional Fitzhugh-Nagumo monodomain model on an approximate irregular domain
• Jacobian-predictor-corrector approach for fractional differential equations
• Numerical approaches to fractional calculus and fractional ordinary differential equation
• Second-order stable finite difference schemes for the time-fractional diffusion-wave equation
• Fractional Adams-Moulton methods
• Matrix approach to discrete fractional calculus. II: Partial fractional differential equations
• On the order of the error in discretization methods for weakly singular second kind Volterra integral equations with non-smooth solutions
• A finite difference scheme for partial integro-differential equations with a weakly singular kernel
• Fractional differential equations. An introduction to fractional derivatives, fractional differential equations, to methods of their solution and some of their applications
• A semi-implicit numerical scheme for reacting flow. II: Stiff, operator-split formulation
• Detailed error analysis for a fractional Adams method
• A predictor-corrector approach for the numerical solution of fractional differential equations
• A fractional trapezoidal rule for integro-differential equations of fractional order in Banach spaces
• Euler implicit/explicit iterative scheme for the stationary Navier-Stokes equations
• Quasi-compact finite difference schemes for space fractional diffusion equations
• Trapezoidal methods for fractional differential equations: theoretical and computational aspects
• Second-order numerical methods for multi-term fractional differential equations: smooth and non-smooth solutions
• Nonpolynomial collocation approximation of solutions to fractional differential equations
• Short memory principle and a predictor-corrector approach for fractional differential equations
• A finite difference method with non-uniform timesteps for fractional diffusion equations
• Finite difference/spectral approximations for the time-fractional diffusion equation
• A fully discrete difference scheme for a diffusion-wave system
• Pitfalls in fast numerical solvers for fractional differential equations
• Explicit and implicit finite difference schemes for fractional Cattaneo equation
• Circulant preconditioning technique for barrier options pricing under fractional diffusion models
• A class of linearized energy-conserved finite difference schemes for nonlinear space-fractional Schrödinger equations
• Asymptotic Preserving Implicit-Explicit Runge--Kutta Methods for Nonlinear Kinetic Equations
• Wellposedness of Variable-Coefficient Conservative Fractional Elliptic Differential Equations
• Discontinuous Spectral Element Methods for Time- and Space-Fractional Advection Equations
• Optimal Error Estimates of Spectral Petrov--Galerkin and Collocation Methods for Initial Value Problems of Fractional Differential Equations
• Discretized Fractional Calculus
• On linear stability of predictor–corrector algorithms for fractional differential equations
• Convolution quadrature time discretization of fractional diffusion-wave equations
• Numerical Algorithms for Time-Fractional Subdiffusion Equation with Second-Order Accuracy
• A Space-Time Spectral Method for the Time Fractional Diffusion Equation
• Fractional Linear Multistep Methods for Abel-Volterra Integral Equations of the Second Kind
• A Stability Analysis of Convolution Quadraturea for Abel-Volterra Integral Equations
• A Hybrid Collocation Method for Volterra Integral Equations with Weakly Singular Kernels
• Error Analysis of a Finite Element Method for the Space-Fractional Parabolic Equation
• Preconditioning Techniques for Diagonal-times-Toeplitz Matrices in Fractional Diffusion Equations
• A class of second order difference approximations for solving space fractional diffusion equations
• Time-Splitting Schemes for Fractional Differential Equations I: Smooth Solutions
• The Use of Finite Difference/Element Approaches for Solving the Time-Fractional Subdiffusion Equation
• Polynomial spectral collocation method for space fractional advection–diffusion equation
• Analysis of fractional differential equations

This page was built for publication: Implicit-Explicit Difference Schemes for Nonlinear Fractional Differential Equations with Nonsmooth Solutions