Implicit finite difference approximation for time fractional diffusion equations

DOI10.1016/J.CAMWA.2008.02.015zbMATH Open1155.65372OpenAlexW1966258563MaRDI QIDQ1004783FDOQ1004783

Authors: D. A. Murio 

Publication date: 12 March 2009

Published in: Computers & Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2008.02.015

Recommendations

• Implicit difference approximation for the time fractional diffusion equation
• Analysis of an implicit finite difference scheme for time fractional diffusion equation
• scientific article; zbMATH DE number 6401743
• Higher order Diethelm method for the time fractional diffusion equation
• A finite element approximation for a class of Caputo time-fractional diffusion equations

zbMATH Keywords

finite difference approximationunconditional stabilityfractional differentiationimplicit methodtime fractional diffusion

Mathematics Subject Classification ID

Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06)

Cites Work

• The fractional calculus. Theory and applications of differentiation and integration to arbitrary order
• Fractals and fractional calculus in continuum mechanics
• Numerical solution of the space fractional Fokker-Planck equation.
• The accuracy and stability of an implicit solution method for the fractional diffusion equation
• Finite difference approximations for fractional advection-dispersion flow equations
• Title not available (Why is that?)
• Title not available (Why is that?)
• An Explicit Finite Difference Method and a New von Neumann-Type Stability Analysis for Fractional Diffusion Equations
• Title not available (Why is that?)
• Title not available (Why is that?)
• Weighted average finite difference methods for fractional diffusion equations
• Solution for a fractional diffusion-wave equation defined in a bounded domain
• A fractional diffusion equation to describe Lévy flights

Cited In (only showing first 100 items - show all)

• Solving a nonlinear fractional Schrödinger equation using cubic B-splines
• A novel approach of high accuracy analysis of anisotropic bilinear finite element for time-fractional diffusion equations with variable coefficient
• Determination of an unknown source term for an inverse source problem of the time-fractional equation
• Fractional convection-dispersion equation with conformable derivative approach
• Simultaneous inversion of a fractional order and a space source term in an anomalous diffusion model
• Quintic non-polynomial spline for time-fractional nonlinear Schrödinger equation
• Applying Legendre wavelet method with Tikhonov regularization for one-dimensional time-fractional diffusion equations
• A collocation method based on cubic trigonometric B-splines for the numerical simulation of the time-fractional diffusion equation
• Identifying a diffusion coefficient in a time-fractional diffusion equation
• An implicit difference scheme for the time-fractional Cahn-Hilliard equations
• Uniqueness and numerical scheme for the Robin coefficient identification of the time-fractional diffusion equation
• Three regularization methods for identifying the initial value of time fractional advection-dispersion equation
• A modified Tikhonov regularization method for a Cauchy problem of a time fractional diffusion equation
• The implicit Keller box method for the one dimensional time fractional diffusion equation
• On Tikhonov's method and optimal error bound for inverse source problem for a time-fractional diffusion equation
• Mathematical analysis of a Cauchy problem for the time-fractional diffusion-wave equation with \( \alpha \in (0,2) \)
• An implicit Keller box numerical scheme for the solution of fractional subdiffusion equations
• A novel high-order approximate scheme for two-dimensional time-fractional diffusion equations with variable coefficient
• Mathematical model for anomalous subdiffusion using comformable operator
• Efficient operator splitting and spectral methods for the time-space fractional Black-Scholes equation
• Selection of shape parameter in radial basis functions for solution of time-fractional Black-Scholes models
• Numerical approximation of the fractional HIV model using the meshless local Petrov-Galerkin method
• An exponential spline approximation for fractional Bagley-Torvik equation
• An analysis of a second order difference scheme for the fractional subdiffusion system
• Stability and convergence of a finite element method for a semilinear elliptical problem with small viscosity
• Fractional Crank-Nicolson-Galerkin finite element methods for nonlinear time fractional parabolic problems with time delay
• Galerkin-FEM for obtaining the numerical solution of the linear fractional Klein-Gordon equation
• Implicit-explicit time integration of nonlinear fractional differential equations
• A difference scheme for the time-fractional diffusion equation on a metric star graph
• Gaussian radial basis function and quadrature sinc method for two-dimensional space-fractional diffusion equations
• Approximation of Caputo time-fractional diffusion equation using redefined cubic exponential B-spline collocation technique
• Simultaneous identification of three parameters in a time-fractional diffusion-wave equation by a part of boundary Cauchy data
• Error analysis of discontinuous Galerkin method for the time fractional KdV equation with weak singularity solution
• On single-step HSS iterative method with circulant preconditioner for fractional diffusion equations
• A spatially sixth-order hybrid \(L1\)-CCD method for solving time fractional Schrödinger equations.
• Tikhonov regularization method for identifying the space-dependent source for time-fractional diffusion equation on a columnar symmetric domain
• Boundary functions determination in an inverse time fractional heat conduction problem
• A compact ADI scheme for the two dimensional time fractional diffusion-wave equation in polar coordinates
• Collocation method for time fractional diffusion equation based on the Chebyshev polynomials of second kind
• Regularization methods for identifying the initial value of time fractional pseudo-parabolic equation
• Three Landweber iterative methods for solving the initial value problem of time-fractional diffusion-wave equation on spherically symmetric domain
• Numerical investigation of fractional-fractal Boussinesq equation
• Stability and convergence of multistep schemes for 1D and 2D fractional model with nonlinear source term
• Recovering a space-dependent source term in a time-fractional diffusion wave equation
• Analysis of an implicit fully discrete local discontinuous Galerkin method for the time-fractional KdV equation
• An efficient and accurate method for modeling nonlinear fractional viscoelastic biomaterials
• A QSC method for fractional subdiffusion equations with fractional boundary conditions and its application in parameters identification
• Approximation theorems for controllability problem governed by fractional differential equation
• Determination of the initial data in a time-fractional diffusion-wave problem by a final time data
• Parametric study of fractional bioheat equation in skin tissue with sinusoidal heat flux
• Pseudospectral operational matrix for numerical solution of single and multiterm time fractional diffusion equation
• A difference method with parallel nature for solving time-space fractional Black-Scholes model
• Title not available (Why is that?)
• A posteriori error analysis for a fractional differential equation
• On the reconstruction of convection coefficient in a semilinear anomalous diffusion system
• Robust time‐fractional diffusion filtering for noise removal
• Title not available (Why is that?)
• Numerical scheme for Erdélyi-Kober fractional diffusion equation using Galerkin-Hermite method
• An inverse random source problem for the time fractional diffusion equation driven by a fractional Brownian motion
• Generalized Tikhonov method for the final value problem of time-fractional diffusion equation
• A backward problem for the time-fractional diffusion equation
• Two-grid finite element methods for nonlinear time fractional variable coefficient diffusion equations
• A space-time fractional phase-field model with tunable sharpness and decay behavior and its efficient numerical simulation
• A numerical technique based on B‐spline for a class of time‐fractional diffusion equation
• A mollification regularization method for unknown source in time-fractional diffusion equation
• CDS pricing with fractional Hawkes processes
• The time-fractional diffusion inverse problem subject to an extra measurement by a local discontinuous Galerkin method
• The boundary element method applied to the solution of the anomalous diffusion problem
• A new implicit compact difference scheme for the fourth-order fractional diffusion-wave system
• Parametric spline functions for the solution of the one time fractional Burgers equation
• A higher order non-polynomial spline method for fractional sub-diffusion problems
• A cubic trigonometric B-spline collocation approach for the fractional sub-diffusion equations
• Recovering the time-dependent potential function in a multi-term time-fractional diffusion equation
• Gegenbauer spectral method for time-fractional convection-diffusion equations with variable coefficients
• High accuracy analysis of an \(H^1\)-Galerkin mixed finite element method for two-dimensional time fractional diffusion equations
• Rotorcraft parameter estimation using radial basis function neural network
• The numerical analysis of two-sided space-fractional wave equation with improved moving least-square Ritz method
• The method of approximate particular solutions for the time-fractional diffusion equation with a non-local boundary condition
• Identification of time-dependent convection coefficient in a time-fractional diffusion equation
• Time-fractional diffusion equation for signal smoothing
• Numerical methods for the two-dimensional Fokker-Planck equation governing the probability density function of the tempered fractional Brownian motion
• Reconstruction of a space-dependent source in the inexact order time-fractional diffusion equation
• Characterizing time dependent anomalous diffusion process: a survey on fractional derivative and nonlinear models
• Solution of the fractional Black-Scholes option pricing model by finite difference method
• Numerical modelling transient current in the time-of-flight experiment with time-fractional advection-diffusion equations
• Efficient modified Chebyshev differentiation matrices for fractional differential equations
• Recovery of the solute concentration and dispersion flux in an inhomogeneous time fractional diffusion equation
• A Kronecker product splitting preconditioner for two-dimensional space-fractional diffusion equations
• A stable numerical scheme for a time fractional inverse parabolic equation
• A weak Galerkin finite element approximation of two-dimensional sub-diffusion equation with time-fractional derivative
• High-order methods for systems of fractional ordinary differential equations and their application to time-fractional diffusion equations
• A linear finite difference scheme for generalized time fractional Burgers equation
• Fractional Pennes' bioheat equation: theoretical and numerical studies
• Recovering a time-dependent potential function in a multi-term time fractional diffusion equation by using a nonlinear condition
• A quasi-boundary regularization method for identifying the initial value of time-fractional diffusion equation on spherically symmetric domain
• A new operator splitting method for American options under fractional Black-Scholes models
• A hybrid scheme for time fractional inverse parabolic problem
• Reconstruction Robin boundary condition in the heat conduction inverse problem of fractional order
• A high-order compact finite difference scheme and its analysis for the time-fractional diffusion equation
• Landweber iterative method for identifying a space-dependent source for the time-fractional diffusion equation

This page was built for publication: Implicit finite difference approximation for time fractional diffusion equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1004783)