A higher order numerical method for time fractional partial differential equations with nonsmooth data

DOI10.1016/j.jcp.2017.12.035zbMath1381.35232OpenAlexW2781523636MaRDI QIDQ1699481

Yanyuan Xing, Yubin Yan

Publication date: 23 February 2018

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10034/620810

zbMATH Keywords

Laplace transformerror estimatesCaputo fractional derivativetime-fractional partial differential equation

Mathematics Subject Classification ID

Transform methods (e.g., integral transforms) applied to PDEs (35A22) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Fractional partial differential equations (35R11)

Related Items (38)

Finite difference method on non-uniform meshes for time fractional diffusion problem ⋮ Numerical analysis of axially non-linear viscoelastic string with the variable fractional order model by using Bernstein polynomials algorithm ⋮ A new high order ADI numerical difference formula for time-fractional convection-diffusion equation ⋮ Two high-order time discretization schemes for subdiffusion problems with nonsmooth data ⋮ A single-step correction scheme of Crank-Nicolson convolution quadrature for the subdiffusion equation ⋮ Analysis of a Fully Discrete Finite Element Method for Parabolic Interface Problems with Nonsmooth Initial Data ⋮ A robust error analysis of the OSC method for a multi-term fourth-order sub-diffusion equation ⋮ An approach to construct higher order time discretisation schemes for time fractional partial differential equations with nonsmooth data ⋮ High-order orthogonal spline collocation method with graded meshes for two-dimensional fractional evolution integro-differential equation ⋮ Higher order time stepping methods for subdiffusion problems based on weighted and shifted Grünwald-Letnikov formulae with nonsmooth data ⋮ An Exponential Spectral Method Using VP Means for Semilinear Subdiffusion Equations with Rough Data ⋮ A compact ADI scheme for two-dimensional fractional sub-diffusion equation with Neumann boundary condition ⋮ Unconditional convergence of linearized orthogonal spline collocation algorithm for semilinear subdiffusion equation with nonsmooth solution ⋮ Linearized transformed \(L1\) Finite element methods for semi-linear time-fractional parabolic problems ⋮ Long time \(H^1\)-stability of fast \(\mathrm{L}2\)-\(1_\sigma\) method on general nonuniform meshes for subdiffusion equations ⋮ Long-time behavior of numerical solutions to nonlinear fractional ODEs ⋮ Approximate solution of the multi-term time fractional diffusion and diffusion-wave equations ⋮ Error and stability estimates of a time-fractional option pricing model under fully spatial-temporal graded meshes ⋮ An efficient spline collocation method for a nonlinear fourth-order reaction subdiffusion equation ⋮ A high-order numerical scheme for right Caputo fractional differential equations with uniform accuracy ⋮ Analysis of stability and Hopf bifurcation in a fractional Gauss-type predator-prey model with Allee effect and Holling type-III functional response ⋮ Error analysis of an L2-type method on graded meshes for a fractional-order parabolic problem ⋮ Numerical solution of a class of nonlinear partial differential equations by using barycentric interpolation collocation method ⋮ Numerical solution for solving fractional parabolic partial differential equations ⋮ Numerical methods for time-fractional evolution equations with nonsmooth data: a concise overview ⋮ SPECTRALLY ACCURATE OPTION PRICING UNDER THE TIME-FRACTIONAL BLACK–SCHOLES MODEL ⋮ Numerical schemes for modelling time-fractional dynamics of non-isothermal diffusion in soils ⋮ Space-time spectral method for the Cattaneo equation with time fractional derivative ⋮ Fast algorithms for convolution quadrature of Riemann-Liouville fractional derivative ⋮ A Fast High Order Method for the Time-Fractional Diffusion Equation ⋮ Multigrid methods for time-fractional evolution equations: a numerical study ⋮ Error estimates of a continuous Galerkin time stepping method for subdiffusion problem ⋮ Exponential Convolution Quadrature for Nonlinear Subdiffusion Equations with Nonsmooth Initial Data ⋮ Linearized Galerkin FEMs for nonlinear time fractional parabolic problems with non-smooth solutions in time direction ⋮ A fast high order method for time fractional diffusion equation with non-smooth data ⋮ Numerical algorithms of the two-dimensional Feynman-Kac equation for reaction and diffusion processes ⋮ Finite difference method for time-fractional Klein-Gordon equation on an unbounded domain using artificial boundary conditions ⋮ Optimal error estimates of a time-spectral method for fractional diffusion problems with low regularity data

Uses Software

• Adaptative L1 TE and Predictive

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• A new fractional numerical differentiation formula to approximate the Caputo fractional derivative and its applications
• A multi-domain spectral method for time-fractional differential equations
• Time-stepping error bounds for fractional diffusion problems with non-smooth initial data
• Higher order numerical methods for solving fractional differential equations
• An algorithm for the numerical solution of two-sided space-fractional partial differential equations
• Too much regularity may force too much uniqueness
• Initial value/boundary value problems for fractional diffusion-wave equations and applications to some inverse problems
• Local discontinuous Galerkin methods for fractional ordinary differential equations
• Singularity analysis and asymptotics of Bernoulli sums
• An algorithm for the numerical solution of differential equations of fractional order
• Higher order finite difference method for the reaction and anomalous-diffusion equation
• A unified Petrov-Galerkin spectral method for fractional PDEs
• The accuracy and stability of an implicit solution method for the fractional diffusion equation
• A tunable finite difference method for fractional differential equations with non-smooth solutions
• Second-order numerical methods for multi-term fractional differential equations: smooth and non-smooth solutions
• Time-stepping discontinuous Galerkin methods for fractional diffusion problems
• Finite difference/spectral approximations for the time-fractional diffusion equation
• A fully discrete difference scheme for a diffusion-wave system
• An analysis of the L1 scheme for the subdiffusion equation with nonsmooth data
• Generalized Jacobi functions and their applications to fractional differential equations
• Error Analysis of a High Order Method for Time-Fractional Diffusion Equations
• A finite element method for time fractional partial differential equations
• Uniform convergence for a discontinuous Galerkin, time-stepping method applied to a fractional diffusion equation
• Generalized compound quadrature formulae for finite-part integrals
• Correction of High-Order BDF Convolution Quadrature for Fractional Evolution Equations
• An Analysis of the Modified L1 Scheme for Time-Fractional Partial Differential Equations with Nonsmooth Data
• An Explicit Finite Difference Method and a New von Neumann-Type Stability Analysis for Fractional Diffusion Equations
• Nonsmooth data error estimates for approximations of an evolution equation with a positive-type memory term
• A Discontinuous Petrov--Galerkin Method for Time-Fractional Diffusion Equations
• Error Analysis of a Finite Difference Method on Graded Meshes for a Time-Fractional Diffusion Equation
• The Use of Finite Difference/Element Approaches for Solving the Time-Fractional Subdiffusion Equation
• Fractional Spectral Collocation Method
• Fast, accurate and robust adaptive finite difference methods for fractional diffusion equations

This page was built for publication: A higher order numerical method for time fractional partial differential equations with nonsmooth data