Novel analytical and numerical methods for solving fractional dynamical systems

During the past three decades, the subject of fractional calculus (that is, calculus of integrals and derivatives of arbitrary order) has gained considerable popularity and importance, mainly due to its demonstrated applications in numerous diverse and widespread fields in science and engineering. For example, fractional calculus has been successfully applied to problems in system biology, physics, chemistry and biochemistry, hydrology, medicine, and finance. In many cases these new fractional-order models are more adequate than the previously used integer-order models, because fractional derivatives and integrals enable the description of the memory and hereditary properties inherent in various materials and processes that are governed by anomalous diffusion. Hence, there is a growing need to find the solution behaviour of these fractional differential equations. However, the analytic solutions of most fractional differential equations generally cannot be obtained. As a consequence, approximate and numerical techniques are playing an important role in identifying the solution behaviour of such fractional equations and exploring their applications. The main objective of this thesis is to develop new effective numerical methods and supporting analysis, based on the finite difference and finite element methods, for solving time, space and time-space fractional dynamical systems involving fractional derivatives in one and two spatial dimensions. A series of five published papers and one manuscript in preparation will be presented on the solution of the space fractional diffusion equation, space fractional advectiondispersion equation, time and space fractional diffusion equation, time and space fractional Fokker-Planck equation with a linear or non-linear source term, and fractional cable equation involving two time fractional derivatives, respectively. One important contribution of this thesis is the demonstration of how to choose different approximation techniques for different fractional derivatives. Special attention has been paid to the Riesz space fractional derivative, due to its important application in the field of groundwater flow, system biology and finance. We present three numerical methods to approximate the Riesz space fractional derivative, namely the L1/ L2-approximation method, the standard/shifted Gr¨unwald method, and the matrix transform method (MTM). The first two methods are based on the finite difference method, while the MTM allows discretisation in space using either the finite difference or finite element methods. Furthermore, we prove the equivalence of the Riesz fractional derivative and the fractional Laplacian operator under homogeneous Dirichlet boundary conditions – a result that had not previously been established. This result justifies the aforementioned use of the MTM to approximate the Riesz fractional derivative. After spatial discretisation, the time-space fractional partial differential equation is transformed into a system of fractional-in-time differential equations. We then investigate numerical methods to handle time fractional derivatives, be they Caputo type or Riemann-Liouville type. This leads to new methods utilising either finite difference strategies or the Laplace transform method for advancing the solution in time. The stability and convergence of our proposed numerical methods are also investigated. Numerical experiments are carried out in support of our theoretical analysis. We also emphasise that the numerical methods we develop are applicable for many other types of fractional partial differential equations

Solving 2D Time-Fractional Diffusion Equations by Preconditioned Fractional EDG Method

Fractional differential equations play a significant role in science and technology given that several scientific problems in mathematics, physics, engineering and chemistry can be resolved using fractional partial differential equations in terms of space and/or time fractional derivative. Because of new developments in the analysis and understanding of many complex systems in engineering and sciences, it has been observed that several phenomena are more realistically and accurately described by differential equations of fractional order. Fast computational methods for solving fractional partial differential equations using finite difference schemes derived from skewed (rotated) difference operators have been extensively investigated over the years. The main aim of this paper is to examine a new fractional group iterative method which is called Preconditioned Fractional Explicit Decoupled Group (PFEDG) method in solving 2D time-fractional diffusion equations. Numerical experiments and comparison with other existing methods are given to confirm the superiority of our proposed method

Finite Difference Methods For Linear Fuzzy Time Fractional Diffusion And Advection-Diffusion Equation

Fractional differential equations have attracted considerable attention in the last decade or so. This is evident from the number of publications on such equations in various scientific and engineering fields. Crisp quantities in fractional differential equations which are deemed imprecise and uncertain can be replaced by fuzzy quantities to reflect imprecision and uncertainty. The fractional partial differential equation can then be expressed by fuzzy fractional partial differential equations which can give a better description for certain phenomena involving uncertainties. The analytical solution of fuzzy fractional partial differential equations is often not possible. Therefore, there is great interest in obtaining solutions via numerical methods. The finite difference method is one of the more frequently used numerical methods for solving the fractional partial differential equations due to their simplicity and universal applicability. In this thesis, the focus is the development, analysis and application of finite difference schemes of second order of accuracy and compact finite difference methods of fourth order of accuracy to solve fuzzy time fractional diffusion equation and fuzzy time fractional advection-diffusion equation. Two different fuzzy computational techniques (single and double parametric form of fuzzy number) are investigated. The Caputo formula is used to approximate the fuzzy time fractional derivative. The consistency, stability, and convergence of the finite difference methods are investigated. Numerical experiments are carried out and the results indicate the effectiveness and feasibility of the schemes that have been developed

A note on finite difference methods for nonlinear fractional differential equations with non-uniform meshes

This is an Accepted Manuscript of an article published by Taylor & Francis in International Journal of Computer Mathematics on 09/10/2017, available online: http://dx.doi.org/10.1080/00207160.2017.1381691We consider finite difference methods for solving nonlinear fractional differential equations in the Caputo fractional derivative sense with non-uniform meshes. Under the assumption that the Caputo derivative of the solution of the fractional differential equation is suitably smooth, Li et al. \lq \lq Finite difference methods with non-uniform meshes for nonlinear fractional differential equations\rq\rq, Journal of Computational Physics, 316(2016), 614-631, obtained the error estimates of finite difference methods with non-uniform meshes. However the Caputo derivative of the solution of the fractional differential equation in general has a weak singularity near the initial time. In this paper, we obtain the error estimates of finite difference methods with non-uniform meshes when the Caputo fractional derivative of the solution of the fractional differential equation has lower smoothness. The convergence result shows clearly how the regularity of the Caputo fractional derivative of the solution affect the order of convergence of the finite difference methods. Numerical results are presented that confirm the sharpness of the error analysis

A finite element method for time fractional partial differential equations

Fractional differential equations, particularly fractional partial differential equations (FPDEs) have many applications in areas such as diffusion processes, electromagnetics, electrochemistry, material science and turbulent flow. There are lots of work for the existence and uniqueness of the solutions for fractional partial differential equations. In recent years, people start to consider the numerical methods for solving fractional partial differential equation. The numerical methods include finite difference method, finite element method and the spectral method. In this dissertation, we mainly consider the finite element method, for the time fractional partial differential equation. We consider both time discretization and space discretization. We obtain the optimal error estimates both in time and space. The numerical examples demonstrate that the numerical results are consistent with the theoretical results

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

The Grünwald–Letnikov method for fractional differential equations

AbstractThis paper is devoted to the numerical treatment of fractional differential equations. Based on the Grünwald–Letnikov definition of fractional derivatives, finite difference schemes for the approximation of the solution are discussed. The main properties of these explicit and implicit methods concerning the stability, the convergence and the error behavior are studied related to linear test equations. The asymptotic stability and the absolute stability of these methods are proved. Error representations and estimates for the truncation, propagation and global error are derived. Numerical experiments are given