Fast Second-Order Evaluation for Variable-Order Caputo Fractional Derivative with Applications to Fractional Sub-Diffusion Equations
From MaRDI portal
Publication:5864774
DOI10.4208/nmtma.OA-2021-0148zbMath1499.35697arXiv2102.02960MaRDI QIDQ5864774
Zhi-Wei Fang, Jia-li Zhang, Hai-Wei Sun
Publication date: 8 June 2022
Published in: Numerical Mathematics: Theory, Methods and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2102.02960
fast algorithmstability and convergencetime-fractional sub-diffusion equationexponential-sum-approximation methodvariable-order Caputo fractional derivative
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
A Unified Fast Memory-Saving Time-Stepping Method for Fractional Operators and Its Applications, Preconditioning technique based on sine transformation for nonlocal Helmholtz equations with fractional Laplacian, Fast numerical scheme for the time-fractional option pricing model with asset-price-dependent variable order, A corrected \(\mathrm{L}1\) method for a time-fractional subdiffusion equation, $L2-1_\sigma$ Finite Element Method for Time-Fractional Diffusion Problems with Discontinuous Coefficients, A fast algorithm for time-fractional diffusion equation with space-time-dependent variable order
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A numerical solution for variable order fractional functional differential equation
- A new difference scheme for the time fractional diffusion equation
- Second-order approximations for variable order fractional derivatives: algorithms and applications
- A preconditioned fast finite difference method for space-time fractional partial differential equations
- On the selection and meaning of variable order operators for dynamic modeling
- Nonlinear dynamics and control of a variable order oscillator with application to the van der Pol equation
- Numerical solution of the space fractional Fokker-Planck equation.
- A stable fast time-stepping method for fractional integral and derivative operators
- Waiting-times and returns in high-frequency financial data: An empirical study
- Variable order and distributed order fractional operators
- Exponential-sum-approximation technique for variable-order time-fractional diffusion equations
- Temporal second order difference schemes for the multi-dimensional variable-order time fractional sub-diffusion equations
- A fast method for variable-order Caputo fractional derivative with applications to time-fractional diffusion equations
- Approximation by exponential sums revisited
- Block structured preconditioners in tensor form for the all-at-once solution of a finite volume fractional diffusion equation
- A review on variable-order fractional differential equations: mathematical foundations, physical models, numerical methods and applications
- A fast direct method for block triangular Toeplitz-like with tri-diagonal block systems from time-fractional partial differential equations
- Numerical solution of fractional integro-differential equations by a hybrid collocation method
- A Kernel Compression Scheme for Fractional Differential Equations
- Numerical Schemes with High Spatial Accuracy for a Variable-Order Anomalous Subdiffusion Equation
- Numerical Methods for the Variable-Order Fractional Advection-Diffusion Equation with a Nonlinear Source Term
- Superlinear PCG methods for symmetric Toeplitz systems
- Mechanics with variable-order differential operators
- Approximate inversion method for time‐fractional subdiffusion equations
- Sharp Error Estimate of the Nonuniform L1 Formula for Linear Reaction-Subdiffusion Equations
- The variable viscoelasticity oscillator
- Fast Convolution for Nonreflecting Boundary Conditions
- Integration and differentiation to a variable fractional order
- Fractional Differential Equations
- Fast Evaluation of the Caputo Fractional Derivative and its Applications to Fractional Diffusion Equations
- Error Analysis of a Finite Difference Method on Graded Meshes for a Time-Fractional Diffusion Equation
- From diffusion to anomalous diffusion: A century after Einstein’s Brownian motion
- Fractional diffusion in inhomogeneous media
- Fast approximate inversion of a block triangular Toeplitz matrix with applications to fractional sub‐diffusion equations
