Fast Evaluation of the Caputo Fractional Derivative and its Applications to Fractional Diffusion Equations

DOI10.4208/cicp.OA-2016-0136zbMath1488.65247arXiv1511.03453MaRDI QIDQ5158714

Zhimin Zhang, Qian Zhang, Jiwei Zhang, Shidong Jiang

Publication date: 26 October 2021

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

Full work available at URL: https://arxiv.org/abs/1511.03453

zbMATH Keywords

stability analysis; fractional derivative; Caputo derivative; fractional diffusion equation; fast convolution algorithm; sum-of-exponentials approximation

Mathematics Subject Classification ID

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

65M12: Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs

35R11: Fractional partial differential equations

Related Items

Numerical blow-up of nonlinear parabolic integro-differential equations on unbounded domain, Incomplete iterative solution of subdiffusion, Exponential sum approximation for Mittag-Leffler function and its application to fractional Zener wave equation, Using hierarchical matrices in the solution of the time-fractional heat equation by multigrid waveform relaxation, A parallel-in-time iterative algorithm for Volterra partial integro-differential problems with weakly singular kernel, Two finite difference schemes for multi-dimensional fractional wave equations with weakly singular solutions, A stable fast time-stepping method for fractional integral and derivative operators, Unconditionally optimal error estimates of a linearized Galerkin method for nonlinear time fractional reaction-subdiffusion equations, Optimized overlapping Schwarz waveform relaxation for a class of time-fractional diffusion problems, Müntz spectral methods for the time-fractional diffusion equation, The numerical computation of the time fractional Schrödinger equation on an unbounded domain, Parareal algorithms with local time-integrators for time fractional differential equations, Efficient high order algorithms for fractional integrals and fractional differential equations, Stability and superconvergence of efficient MAC schemes for fractional Stokes equation on non-uniform grids, The temporal second order difference schemes based on the interpolation approximation for the time multi-term fractional wave equation, Generalized finite difference method with irregular mesh for a class of three-dimensional variable-order time-fractional advection-diffusion equations, Lévy-driven stochastic Volterra integral equations with doubly singular kernels: existence, uniqueness, and a fast EM method, A preconditioned fast finite element approximation to variable-order time-fractional diffusion equations in multiple space dimensions, Numerical schemes for modelling time-fractional dynamics of non-isothermal diffusion in soils, An implicit difference scheme and algorithm implementation for the one-dimensional time-fractional Burgers equations, Long time numerical behaviors of fractional pantograph equations, A Gauss-Jacobi kernel compression scheme for fractional differential equations, An accurate spectral method for the transverse magnetic mode of Maxwell equations in Cole-Cole dispersive media, An efficient parallel approximate algorithm for solving time fractional reaction-diffusion equations, The Laguerre-Hermite spectral methods for the time-fractional sub-diffusion equations on unbounded domains, A CG-DG method for Maxwell's equations in Cole-Cole dispersive media, An efficient FDTD algorithm for 2D/3D time fractional Maxwell's system, A fast linearized numerical method for nonlinear time-fractional diffusion equations, Numerical analysis of finite-difference time-domain method for 2D/3D Maxwell's equations in a Cole-Cole dispersive medium, A class of efficient time-stepping methods for multi-term time-fractional reaction-diffusion-wave equations, An efficient second order stabilized scheme for the two dimensional time fractional Allen-Cahn equation, A fast difference scheme for the variable coefficient time-fractional diffusion wave equations, Waveform relaxation for fractional sub-diffusion equations, Two linearized schemes for time fractional nonlinear wave equations with fourth-order derivative, Stable numerical schemes for time-fractional diffusion equation with generalized memory kernel, Fast L2-1\(_\sigma\) Galerkin FEMs for generalized nonlinear coupled Schrödinger equations with Caputo derivatives, A second order energy dissipative scheme for time fractional \(L^2\) gradient flows using SAV approach, Numerical blow-up analysis of the explicit L1-scheme for fractional ordinary differential equations, Two finite difference methods based on an H2N2 interpolation for two-dimensional time fractional mixed diffusion and diffusion-wave equations, Fast difference scheme for the reaction-diffusion-advection equation with exact artificial boundary conditions, A fast numerical scheme for a variably distributed-order time-fractional diffusion equation and its analysis, A fast finite volume method for spatial fractional diffusion equations on nonuniform meshes, Unconditionally optimal \(H^1\)-norm error estimates of a fast and linearized Galerkin method for nonlinear subdiffusion equations, Fast algorithm for nonlocal Allen-Cahn equation with scalar auxiliary variable approach, Efficient hybrid group iterative methods in the solution of two-dimensional time fractional cable equation, Mathematical analysis and numerical methods for Caputo-Hadamard fractional diffusion-wave equations, A parallel-in-time two-sided preconditioning for all-at-once system from a non-local evolutionary equation with weakly singular kernel, Numerical learning approximation of time-fractional sub diffusion model on a semi-infinite domain, All-at-once method for variable-order time fractional diffusion equations, Efficient shifted fractional trapezoidal rule for subdiffusion problems with nonsmooth solutions on uniform meshes, Fast algorithm based on the novel approximation formula for the Caputo-Fabrizio fractional derivative, Robust and stable schemes for time fractional molecular beam epitaxial growth model using SAV approach, Fast Crank-Nicolson compact difference scheme for the two-dimensional time-fractional mobile/immobile transport equation, Two-grid finite element methods for nonlinear time-fractional parabolic equations, A fast algorithm for two-dimensional distributed-order time-space fractional diffusion equations, Time two-grid technique combined with temporal second order difference method for two-dimensional semilinear fractional sub-diffusion equations, Exponential-sum-approximation technique for variable-order time-fractional diffusion equations, Numerical solution of fractional-order ordinary differential equations using the reformulated infinite state representation, A Legendre spectral method on graded meshes for the two-dimensional multi-term time-fractional diffusion equation with non-smooth solutions, Simple maximum principle preserving time-stepping methods for time-fractional Allen-Cahn equation, New explicit and accelerated techniques for solving fractional order differential equations, Fast solvers for finite difference scheme of two-dimensional time-space fractional differential equations, Finite difference/finite element method for tempered time fractional advection-dispersion equation with fast evaluation of Caputo derivative, An H2N2 interpolation for Caputo derivative with order in \((1,2)\) and its application to time-fractional wave equations in more than one space dimension, Parallel finite-difference algorithms for three-dimensional space-fractional diffusion equation with \(\psi\)-Caputo derivatives, A second-order and nonuniform time-stepping maximum-principle preserving scheme for time-fractional Allen-Cahn equations, A fast method for variable-order Caputo fractional derivative with applications to time-fractional diffusion equations, Efficient methods for nonlinear time fractional diffusion-wave equations and their fast implementations, Time-fractional Allen-Cahn and Cahn-Hilliard phase-field models and their numerical investigation, A fast finite volume method for conservative space-time fractional diffusion equations discretized on space-time locally refined meshes, Space-time finite element method for the multi-term time-space fractional diffusion equation on a two-dimensional domain, A parareal finite volume method for variable-order time-fractional diffusion equations, On power law scaling dynamics for time-fractional phase field models during coarsening, Adaptive linear second-order energy stable schemes for time-fractional Allen-Cahn equation with volume constraint, LDG schemes with second order implicit time discretization for a fractional sub-diffusion equation, A fast temporal second-order compact ADI difference scheme for the 2D multi-term fractional wave equation, A QSC method for fractional subdiffusion equations with fractional boundary conditions and its application in parameters identification, A fast collocation approximation to a two-sided variable-order space-fractional diffusion equation and its analysis, Lattice BGK model for time-fractional incompressible Navier-Stokes equations, A second-order fast compact scheme with unequal time-steps for subdiffusion problems, An L1 Legendre-Galerkin spectral method with fast algorithm for the two-dimensional nonlinear coupled time fractional Schrödinger equation and its parameter estimation, A numerical method for two-dimensional multi-term time-space fractional nonlinear diffusion-wave equations, On the recurrent computation of fractional operator with Mittag-Leffler kernel, Legendre spectral methods based on two families of novel second-order numerical formulas for the fractional activator-inhibitor system, An \(H^1\) convergence of the spectral method for the time-fractional non-linear diffusion equations, Fast evaluation for the two-dimensional nonlinear coupled time-space fractional Klein-Gordon-Zakharov equations, An implicit difference scheme for time-fractional diffusion equations with a time-invariant type variable order, Highly efficient schemes for time-fractional Allen-Cahn equation using extended SAV approach, Fast and efficient finite difference/finite element method for the two-dimensional multi-term time-space fractional Bloch-Torrey equation, Fast algorithms for convolution quadrature of Riemann-Liouville fractional derivative, A finite difference scheme on graded meshes for time-fractional nonlinear Korteweg-de Vries equation, Local discontinuous Galerkin methods for the time tempered fractional diffusion equation, Several effective algorithms for nonlinear time fractional models, A fast Galerkin finite element method for a space-time fractional Allen-Cahn equation, Sharp \(H^1\)-norm error estimate of a cosine pseudo-spectral scheme for 2D reaction-subdiffusion equations, A fast linearized finite difference method for the nonlinear multi-term time-fractional wave equation, Space-time finite element method for the distributed-order time fractional reaction diffusion equations, An efficient and accurate method for modeling nonlinear fractional viscoelastic biomaterials, An integrated fractional partial differential equation and molecular dynamics model of anomalously diffusive transport in heterogeneous nano-pore structures, Unconditional convergence of a fast two-level linearized algorithm for semilinear subdiffusion equations, Numerical solution to a linearized time fractional KdV equation on unbounded domains, Numerical Solution of the Time-Fractional Sub-Diffusion Equation on an Unbounded Domain in Two-Dimensional Space, Exponential Sum Approximations for t−β, Fast and Parallel Runge--Kutta Approximation of Fractional Evolution Equations, A New Class of Semi-Implicit Methods with Linear Complexity for Nonlinear Fractional Differential Equations, Unnamed Item, A Hidden-Memory Variable-Order Time-Fractional Optimal Control Model: Analysis and Approximation, A Lagrangian relaxation towards equilibrium wall model for large eddy simulation, Numerical methods for fractional partial differential equations, On the numerical solution and dynamical laws of nonlinear fractional Schrödinger/Gross–Pitaevskii equations, A fast high-order compact difference method for the fractal mobile/immobile transport equation, A fast compact finite difference method for quasilinear time fractional parabolic equation without singular kernel, A Fast Temporal Second-Order Compact ADI Scheme for Time Fractional Mixed Diffusion-Wave Equations, A Support Vector Machine Method for Two Time-Scale Variable-Order Time-Fractional Diffusion Equations, A fast algorithm for simulation of rough volatility models, Lattice Boltzmann Model for Time-Fractional Nonlinear Wave Equations, Asymptotic Analysis on the Sharp Interface Limit of the Time-Fractional Cahn--Hilliard Equation, A Spectrally Accurate Approximation to Subdiffusion Equations Using the Log Orthogonal Functions, Numerical approximation and fast evaluation of the overdamped generalized Langevin equation with fractional noise, High-Order Local Absorbing Boundary Conditions for Fractional Evolution Equations on Unbounded Strips, Fast Evaluation of the Caputo Fractional Derivative and its Applications to Fractional Diffusion Equations: A Second-Order Scheme, Analysis of L1-Galerkin FEMs for Time-Fractional Nonlinear Parabolic Problems, Efficient Numerical Computation of Time-Fractional Nonlinear Schrödinger Equations in Unbounded Domain, Asymptotic Results of Schwarz Waveform Relaxation Algorithm for Time Fractional Cable Equations, Müntz Spectral Method for Two-Dimensional Space-Fractional Convection-Diffusion Equation, An Energy Stable and Maximum Bound Preserving Scheme with Variable Time Steps for Time Fractional Allen--Cahn Equation, Fast One-Dimensional Convolution with General Kernels Using Sum-of-Exponential Approximation, A Parallel-in-Time Algorithm for High-Order BDF Methods for Diffusion and Subdiffusion Equations, A Fast High Order Method for the Time-Fractional Diffusion Equation, On Energy Dissipation Theory and Numerical Stability for Time-Fractional Phase-Field Equations, Efficient Multistep Methods for Tempered Fractional Calculus: Algorithms and Simulations, Green's function for anisotropic dispersive poroelastic media based on the Radon transform and eigenvector diagonalization, An active set algorithm for robust combinatorial optimization based on separation oracles, Efficient Preconditioning for Time Fractional Diffusion Inverse Source Problems, Two-point stress–strain-rate correlation structure and non-local eddy viscosity in turbulent flows, Adaptive Second-Order Crank--Nicolson Time-Stepping Schemes for Time-Fractional Molecular Beam Epitaxial Growth Models, An exponentially convergent scheme in time for time fractional diffusion equations with non-smooth initial data, A review on variable-order fractional differential equations: mathematical foundations, physical models, numerical methods and applications, A stable explicitly solvable numerical method for the Riesz fractional advection-dispersion equations, Convergence and stability of compact finite difference method for nonlinear time fractional reaction-diffusion equations with delay, A lattice Boltzmann model for the fractional advection-diffusion equation coupled with incompressible Navier-Stokes equation, Superconvergence of finite element approximations for the fractional diffusion-wave equation, A weak Galerkin finite element method for high dimensional time-fractional diffusion equation, Accuracy and speed of splitting methods for three-dimensional space-time fractional diffusion equation with \(\psi\)-Caputo derivatives, High-order local discontinuous Galerkin algorithm with time second-order schemes for the two-dimensional nonlinear fractional diffusion equation, Efficient difference method for time-space fractional diffusion equation with Robin fractional derivative boundary condition, Second-order and nonuniform time-stepping schemes for time fractional evolution equations with time-space dependent coefficients, Efficient difference schemes for the Caputo-tempered fractional diffusion equations based on polynomial interpolation, Fast and efficient finite difference method for the distributed-order diffusion equation based on the staggered grids, Highly Efficient and Energy Dissipative Schemes for the Time Fractional Allen--Cahn Equation, Fast Evaluation of Artificial Boundary Conditions for Advection Diffusion Equations

Uses Software

• DLMF

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A new fractional numerical differentiation formula to approximate the Caputo fractional derivative and its applications
• Artificial boundary conditions and finite difference approximations for a time-fractional diffusion-wave equation on a two-dimensional unbounded spatial domain
• A circulant preconditioner for fractional diffusion equations
• Multigrid method for fractional diffusion equations
• Compact alternating direction implicit method for two-dimensional time fractional diffusion equation
• A finite difference scheme for fractional sub-diffusion equations on an unbounded domain using artificial boundary conditions
• Numerical approaches to fractional calculus and fractional ordinary differential equation
• Numerical analysis and physical simulations for the time fractional radial diffusion equation
• Efficient implementation to numerically solve the nonlinear time fractional parabolic problems on unbounded spatial domain
• Compact finite difference method for the fractional diffusion equation
• The fractional calculus. Theory and applications of differentiation and integration to arbitrary order
• Fractional differential equations. An introduction to fractional derivatives, fractional differential equations, to methods of their solution and some of their applications
• Spectral approximation of the free-space heat kernel
• The accuracy and stability of an implicit solution method for the fractional diffusion equation
• A direct \(O(N \log ^{2} N)\) finite difference method for fractional diffusion equations
• Obtaining artificial boundary conditions for fractional sub-diffusion equation on space two-dimensional unbounded domains
• Absorbing boundary conditions for the fractional wave equation
• Artificial boundary condition for a modified fractional diffusion problem
• Approximation by exponential sums revisited
• A linear finite difference scheme for generalized time fractional Burgers equation
• High-order approximation to Caputo derivatives and Caputo-type advection-diffusion equations. II
• Efficient sum-of-exponentials approximations for the heat kernel and their applications
• A fast direct method for block triangular Toeplitz-like with tri-diagonal block systems from time-fractional partial differential equations
• Finite difference/spectral approximations for the time-fractional diffusion equation
• A bootstrap method for sum-of-poles approximations
• A high order schema for the numerical solution of the fractional ordinary differential equations
• The finite difference approximation for a class of fractional sub-diffusion equations on a space unbounded domain
• On approximation of functions by exponential sums
• A fully discrete difference scheme for a diffusion-wave system
• Approximations of fractional integrals and Caputo fractional derivatives
• The Maximum Principle for Time-Fractional Diffusion Equations and Its Application
• Alternating Direction Implicit Galerkin Finite Element Method for the Two-Dimensional Time Fractional Evolution Equation
• Fast and Accurate Evaluation of Nonlocal Coulomb and Dipole-Dipole Interactions via the Nonuniform FFT
• A Kernel Compression Scheme for Fractional Differential Equations
• Finite difference/spectral approximations for the fractional cable equation
• Computational Solution of Blow-Up Problems for Semilinear Parabolic PDEs on Unbounded Domains
• A Fast Time Stepping Method for Evaluating Fractional Integrals
• Numerical methods for solving a two-dimensional variable-order anomalous subdiffusion equation
• Rapid Evaluation of Nonreflecting Boundary Kernels for Time-Domain Wave Propagation
• Numerical solution to a linearized time fractional KdV equation on unbounded domains
• Fast Convolution for Nonreflecting Boundary Conditions
• A Fast Finite Difference Method for Two-Dimensional Space-Fractional Diffusion Equations
• Fast Summation by Interval Clustering for an Evolution Equation with Memory
• Artificial Boundary Method
• A Second-Order Finite Difference Method for Two-Dimensional Fractional Percolation Equations
• Efficient representation of nonreflecting boundary conditions for the time‐dependent Schrödinger equation in two dimensions
• Fast approximate inversion of a block triangular Toeplitz matrix with applications to fractional sub‐diffusion equations
• A fast algorithm for the evaluation of heat potentials
• The random walk's guide to anomalous diffusion: A fractional dynamics approach
• High-order approximation to Caputo derivatives and Caputo-type advection-diffusion equations. III.