Numerical Methods for Solving Space Fractional Partial Differential Equations Using Hadamard Finite-Part Integral Approach

From Springer Nature via Jisc Publications RouterHistory: received 2018-09-29, rev-recd 2018-11-09, accepted 2018-11-10, registration 2019-06-11, epub 2019-07-26, online 2019-07-26, ppub 2019-12Publication status: PublishedAbstract: We introduce a novel numerical method for solving two-sided space fractional partial differential equations in two-dimensional case. The approximation of the space fractional Riemann–Liouville derivative is based on the approximation of the Hadamard finite-part integral which has the convergence order O(h3-α), where h is the space step size and α∈(1, 2) is the order of Riemann–Liouville fractional derivative. Based on this scheme, we introduce a shifted finite difference method for solving space fractional partial differential equations. We obtained the error estimates with the convergence orders O(τ+h3-α+hβ), where τ is the time step size and β>0 is a parameter which measures the smoothness of the fractional derivatives of the solution of the equation. Unlike the numerical methods for solving space fractional partial differential equations constructed using the standard shifted Grünwald–Letnikov formula or higher order Lubich’s methods which require the solution of the equation to satisfy the homogeneous Dirichlet boundary condition to get the first-order convergence, the numerical method for solving the space fractional partial differential equation constructed using the Hadamard finite-part integral approach does not require the solution of the equation to satisfy the Dirichlet homogeneous boundary condition. Numerical results show that the experimentally determined convergence order obtained using the Hadamard finite-part integral approach for solving the space fractional partial differential equation with non-homogeneous Dirichlet boundary conditions is indeed higher than the convergence order obtained using the numerical methods constructed with the standard shifted Grünwald–Letnikov formula or Lubich’s higher order approximation schemes

Efficient preconditioning of the method of lines for solving nonlinear two-sided space-fractional diffusion equations

A standard method for the numerical solution of partial differential equations (PDEs) is the method of lines. In this approach the PDE is discretised in space using �finite di�fferences or similar techniques, and the resulting semidiscrete problem in time is integrated using an initial value problem solver. A significant challenge when applying the method of lines to fractional PDEs is that the non-local nature of the fractional derivatives results in a discretised system where each equation involves contributions from many (possibly every) spatial node(s). This has important consequences for the effi�ciency of the numerical solver. First, since the cost of evaluating the discrete equations is high, it is essential to minimise the number of evaluations required to advance the solution in time. Second, since the Jacobian matrix of the system is dense (partially or fully), methods that avoid the need to form and factorise this matrix are preferred. In this paper, we consider a nonlinear two-sided space-fractional di�ffusion equation in one spatial dimension. A key contribution of this paper is to demonstrate how an eff�ective preconditioner is crucial for improving the effi�ciency of the method of lines for solving this equation. In particular, we show how to construct suitable banded approximations to the system Jacobian for preconditioning purposes that permit high orders and large stepsizes to be used in the temporal integration, without requiring dense matrices to be formed. The results of numerical experiments are presented that demonstrate the effectiveness of this approach

A Class of Second Order Difference Approximation for Solving Space Fractional Diffusion Equations

A class of second order approximations, called the weighted and shifted Gr\"{u}nwald difference operators, are proposed for Riemann-Liouville fractional derivatives, with their effective applications to numerically solving space fractional diffusion equations in one and two dimensions. The stability and convergence of our difference schemes for space fractional diffusion equations with constant coefficients in one and two dimensions are theoretically established. Several numerical examples are implemented to testify the efficiency of the numerical schemes and confirm the convergence order, and the numerical results for variable coefficients problem are also presented.Comment: 24 Page