Boundary value problems for the diffusion equation of the variable order in differential and difference settings

Solutions of boundary value problems for a diffusion equation of fractional and variable order in differential and difference settings are studied. It is shown that the method of energy inequalities is applicable to obtaining a priori estimates for these problems exactly as in the classical case. The credibility of the obtained results is verified by performing numerical calculations for a test problem.Comment: 19 pages. Presented at the 4-th IFAC Workshop on Fractional Differentiation and Its Applications, Badajoz, Spain, October 18-20, 201

Two New Approximations for Variable-Order Fractional Derivatives

We introduced a parameter σ(t) which was related to α(t); then two numerical schemes for variable-order Caputo fractional derivatives were derived; the second-order numerical approximation to variable-order fractional derivatives α(t)∈(0,1) and 3-α(t)-order approximation for α(t)∈(1,2) are established. For the given parameter σ(t), the error estimations of formulas were proven, which were higher than some recently derived schemes. Finally, some numerical examples with exact solutions were studied to demonstrate the theoretical analysis and verify the efficiency of the proposed methods

Finite Difference Schemes for Variable Order Time-Fractional First Initial Boundary Value Problems

The aim of the study is to obtain the numerical solution of first initial boundary value problem (IBVP) for semi-linear variable order fractional diffusion equation by using different finite difference schemes. We developed the three finite difference schemes namely explicit difference scheme, implicit difference scheme and Crank-Nicolson difference scheme, respectively for variable order type semi-linear diffusion equation. For this scheme the stability as well as convergence are studied via Fourier method. At the end, solution of some numerical examples are discussed and represented graphically using Matlab

Numerical techniques for the variable order time fractional diffusion equation

In this paper we consider the variable order time fractional diffusion equation. We adopt the Coimbra variable order (VO) time fractional operator, which defines a consistent method for VO differentiation of physical variables. The Coimbra variable order fractional operator also can be viewed as a Caputo-type definition. Although this definition is the most appropriate definition having fundamental characteristics that are desirable for physical modeling, numerical methods for fractional partial differential equations using this definition have not yet appeared in the literature. Here an approximate scheme is first proposed. The stability, convergence and solvability of this numerical scheme are discussed via the technique of Fourier analysis. Numerical examples are provided to show that the numerical method is computationally efficient. Crown Copyright © 2012 Published by Elsevier Inc. All rights reserved