A fast and high-order numerical method for nonlinear fractional-order differential equations with non-singular kernel

DOI10.1016/J.APNUM.2021.01.013MaRDI QIDQ1995959zbMATH OpenOpenAlexWikidataFDO

Authors Seyeon Lee, Junseo Lee, Hyunju Kim, Bongsoo Jang

Publication date 2 March 2021

Published in Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2010.02664

zbMATH Keywords

Caputo fractional derivativeCaputo-Fabrizio fractional derivativeGronwall's inequalitypredictor-corrector algorithm

Mathematics Subject Classification ID

Fractional partial differential equations (35R11) Numerical interpolation (65D05) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Numerical solution of discretized equations for initial value and initial-boundary value problems involving PDEs (65M22)

Abstract: Efficient and fast predictor-corrector methods are proposed to deal with nonlinear Caputo-Fabrizio fractional differential equations, where Caputo-Fabrizio operator is a new proposed fractional derivative with a smooth kernel. The proposed methods achieve a uniform accuracy order with the second-order scheme for linear interpolation and the third-order scheme for quadratic interpolation. The convergence analysis is proved by using the discrete Gronwall's inequality. Furthermore, applying the recurrence relation of the memory term, it reduces CPU time executed the proposed methods. The proposed fast algorithm requires approximately $O(N)$ arithmetic operations while $O(N^2)$ is required in case of the regular predictor-corrector schemes, where $N$ is the total number of time step. The following numerical examples demonstrate the accuracy of the proposed methods as well as the efficiency; nonlinear fractional differential equations, time-fraction sub-diffusion, and time-fractional advection-diffusion equation. The theoretical convergence rates are also verified by numerical experiments.

Recommendations

• Efficient numerical approach for solving fractional partial differential equations with non-singular kernel derivatives
• A high order numerical method for solving nonlinear fractional differential equation with non-uniform meshes
• Fractional high order methods for the nonlinear fractional ordinary differential equation
• An efficient numerical algorithm for solving fractional higher-order nonlinear integrodifferential equations
• Numerical Analysis of a High-Order Scheme for Nonlinear Fractional Differential Equations with Uniform Accuracy
• A high-order numerical scheme for solving nonlinear time fractional reaction-diffusion equations with initial singularity
• A novel high-order algorithm for the numerical estimation of fractional differential equations
• A high order numerical method for solving Caputo nonlinear fractional ordinary differential equations
• A fast high order method for time fractional diffusion equation with non-smooth data
• Numerical methods for nonlinear partial differential equations of fractional order

Cites work

• A high order schema for the numerical solution of the fractional ordinary differential equations
• A high-order predictor-corrector method for solving nonlinear differential equations of fractional order
• A new derivative with normal distribution kernel: theory, methods and applications
• A predictor-corrector approach for the numerical solution of fractional differential equations
• A second-order accurate scheme for two-dimensional space fractional diffusion equations with time Caputo-Fabrizio fractional derivative
• A spectral collocation method for a weakly singular Volterra integral equation of the second kind
• Advances in Fractional Calculus
• Analysis and application of new fractional Adams-Bashforth scheme with Caputo-Fabrizio derivative
• Chaos, fractional kinetics, and anomalous transport
• Convergence analysis of Jacobi spectral collocation methods for Abel-Volterra integral equations of second kind
• Convergence analysis of the Jacobi spectral-collocation methods for Volterra integral equations with a weakly singular kernel
• Convergence analysis of the spectral methods for weakly singular Volterra integro-differential equations with smooth solutions
• Efficient numerical approach for solving fractional partial differential equations with non-singular kernel derivatives
• Fractional-order nonlinear systems. Modeling, analysis and simulation
• Generalized Jacobi spectral-Galerkin method for nonlinear Volterra integral equations with weakly singular kernels
• scientific article; zbMATH DE number 5681159 (Why is no real title available?)
• Modeling and simulation of nonlinear dynamical system in the frame of nonlocal and non-singular derivatives
• Numerical approximation of the space-time Caputo-Fabrizio fractional derivative and application to groundwater pollution equation
• Piecewise Legendre spectral-collocation method for Volterra integro-differential equations
• Piecewise Polynomial Collocation Methods for Linear Volterra Integro-Differential Equations with Weakly Singular Kernels
• Piecewise spectral collocation method for system of Volterra integral equations
• Robust IMEX schemes for solving two-dimensional reaction-diffusion models
• Solution of pattern waves for diffusive Fisher-like non-linear equations with adaptive methods
• The analysis of fractional differential equations. An application-oriented exposition using differential operators of Caputo type
• The piecewise polynomial collocation method for nonlinear weakly singular Volterra equations
• Too much regularity may force too much uniqueness
• Weakly Singular Discrete Gronwall Inequalities
• Why fractional derivatives with nonsingular kernels should not be used

Cited in

(16)

• A fast linearized numerical method for nonlinear time-fractional diffusion equations
• Fast algorithm based on the novel approximation formula for the Caputo-Fabrizio fractional derivative
• A high order numerical method for solving Caputo nonlinear fractional ordinary differential equations
• New explicit and accelerated techniques for solving fractional order differential equations
• Efficient numerical approach for solving fractional partial differential equations with non-singular kernel derivatives
• High-order accurate adaptive kernel compression time-stepping schemes for fractional differential equations
• A high order numerical method for solving nonlinear fractional differential equation with non-uniform meshes
• A new fast predictor-corrector method for nonlinear time-fractional reaction-diffusion equation with nonhomogeneous terms
• A new class of semi-implicit methods with linear complexity for nonlinear fractional differential equations
• A fast compact finite difference method for quasilinear time fractional parabolic equation without singular kernel
• Numerical Analysis of a High-Order Scheme for Nonlinear Fractional Differential Equations with Uniform Accuracy
• A class of fractional differential equations via power non-local and non-singular kernels: existence, uniqueness and numerical approximations
• Numerical simulation of nonlinear fractional delay differential equations with Mittag-Leffler kernels
• Numerical simulation for an initial-boundary value problem of time-fractional Klein-Gordon equations
• Fast shifted Legendre wavelets method for solving two-dimensional nonlinear fractional partial differential equations
• A high-order predictor-corrector method for initial value problems with fractional derivative involving Mittag-Leffler kernel

Describes a project that uses

Uses Software

• Fractional Order Chaotic Systems

This page was built for publication: A fast and high-order numerical method for nonlinear fractional-order differential equations with non-singular kernel

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1995959)