Efficient computation of the Grünwald-Letnikov fractional diffusion derivative using adaptive time step memory
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Publication:350152
DOI10.1016/J.JCP.2015.04.048zbMATH Open1349.65320arXiv1505.03967OpenAlexW1696467154MaRDI QIDQ350152FDOQ350152
Nirupama Bhattacharya, Gabriel A. Silva, Christopher L. MacDonald, Brian P. Sprouse
Publication date: 5 December 2016
Published in: Journal of Computational Physics (Search for Journal in Brave)
Abstract: Computing numerical solutions to fractional differential equations can be computationally intensive due to the effect of non-local derivatives in which all previous time points contribute to the current iteration. In general, numerical approaches that depend on truncating part of the system history while efficient, can suffer from high degrees of error and inaccuracy. Here we present an adaptive time step memory method for smooth functions applied to the Grunwald-Letnikov fractional diffusion derivative. This method is computationally efficient and results in smaller errors during numerical simulations. Sampled points along the system history at progressively longer intervals are assumed to reflect the values of neighboring time points. By including progressively fewer points backward in time, a temporally weighted history is computed that includes contributions from the entire past of the system, maintaining accuracy, but with fewer points actually calculated, greatly improving computational efficiency.
Full work available at URL: https://arxiv.org/abs/1505.03967
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Physiology (general) (92C30) Neural biology (92C20) Fractional partial differential equations (35R11) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Computational methods for problems pertaining to biology (92-08)
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Cited In (10)
- Monte Carlo method for fractional-order differentiation
- How to empower Grünwald–Letnikov fractional difference equations with available initial condition?
- Bifurcation and chaos in integer and fractional order two-degree-of-freedom shape memory alloy oscillators
- An adaptive memory method for accurate and efficient computation of the Caputo fractional derivative
- Approximating the Basset force by optimizing the method of van Hinsberg et al.
- A modified memory-based mathematical model describing fluid flow in porous media
- Operational matrix approach for solving the variable-order nonlinear Galilei invariant advection-diffusion equation
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- Analysis of subdiffusion in disordered and fractured media using a Grünwald-Letnikov fractional calculus model
- No chattering and adaptive sliding mode control of a fractional-order phase converter with disturbances and parameter uncertainties
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