Numerical treatment of an initial-boundary value problem for fractional partial differential equations

DOI10.1016/J.SIGPRO.2006.02.009MaRDI QIDQ1031332zbMATH OpenOpenAlexFDO

Authors M. Ciesielski, J. Leszczynski

Publication date 29 October 2009

Published in Signal Processing (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0607103

zbMATH Keywords

finite difference methodboundary conditionsfractional calculusanomalous diffusionRiesz-Feller operator

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Abstract: This paper deals with numerical solutions to a partial differential equation of fractional order. Generally this type of equation describes a transition from anomalous diffusion to transport processes. From a phenomenological point of view, the equation includes at least two fractional derivatives: spatial and temporal. In this paper we proposed a new numerical scheme for the spatial derivative, the so called Riesz-Feller operator. Moreover, using the finite difference method, we show how to employ this scheme in the numerical solution of fractional partial differential equations. In other words, we considered an initial-boundary value problem in one dimensional space. In the final part of this paper some numerical results and plots of simulations are shown as examples.

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Cited in

(17)

• The variational iteration method for solving Riesz fractional partial differential equations
• On a numerical scheme for solving differential equations of fractional order
• Numerical method to initial-boundary value problems for fractional partial differential equations with time-space variable coefficients
• Numerical analysis of initial-boundary value problem for a Sobolev-type equation with a fractional-order time derivative
• The transport dynamics in complex systems governing by anomalous diffusion modelled with Riesz fractional partial differential equations
• Chaotic dynamics in Bonhoffer-van der Pol fractional reaction-diffusion system
• A numerical method for solving boundary value problems for fractional differential equations
• Water wave propagation in unbounded domains. II: Numerical methods for fractional PDEs
• Numerical methods for the solution of partial differential equations of fractional order.
• Analysis of the solutions of coupled nonlinear fractional reaction-diffusion equations
• Numerical solutions to integral equations equivalent to differential equations with fractional time
• Numerical approximation of Riesz-Feller operators on \(\mathbb{R}\)
• Numerical solutions to initial and boundary value problems for linear fractional partial differential equations
• Homotopy analysis method for solving a class of fractional partial differential equations
• Using a numerical method by omitting discretization of data to study numerical solutions for boundary value problems of fractional order differential equations
• Asymptotic behavior of fractional Laplacians in the half space
• An improved method for nonlinear variable-order equation

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