Numerical Methods for Solving Fractional Differential Equations

Department of Mathematical SciencesIn this thesis, several efficient numerical methods are proposed to solve initial value problems and boundary value problems of fractional di???erential equations. For fractional initial value problems, we propose a new type of the predictorevaluate-corrector-evaluate method based on the Caputo fractional derivative operator. Furthermore, we propose a new type of the Caputo fractional derivative operator that does not have a di???erential form of a solution. However, with some fractional orders, there are problems that a solution blows up and the scheme has a low convergence. Thus, we identify new treatments for these values. Then, we can expect a significant improvement for all fractional orders. The advantages and improvements are shown by testing various numerical examples. For fractional BVPs, we propose an explicit method that dramatically reduces the computational time for solving a dense matrix system. Moreover, by adopting high-order predictor-corrector methods which have uniform convergence rates O(h2) or O(h3) for all fractional orders [8], we propose a second-order method and a third-order method by using the Newton???s method and the Halley method, respectively. We show its advantage by testing various numerical examples.clos

Rigorous Simulations of 3D Patterns on Extreme Ultraviolet Lithography Masks

Simulations of light scattering off an extreme ultraviolet lithography mask with a 2D-periodic absorber pattern are presented. In a detailed convergence study it is shown that accurate results can be attained for relatively large 3D computational domains and in the presence of sidewall-angles and corner-roundings.Comment: SPIE Europe Optical Metrology, Conference Proceeding

Multigrid waveform relaxation for the time-fractional heat equation

In this work, we propose an efficient and robust multigrid method for solving the time-fractional heat equation. Due to the nonlocal property of fractional differential operators, numerical methods usually generate systems of equations for which the coefficient matrix is dense. Therefore, the design of efficient solvers for the numerical simulation of these problems is a difficult task. We develop a parallel-in-time multigrid algorithm based on the waveform relaxation approach, whose application to time-fractional problems seems very natural due to the fact that the fractional derivative at each spatial point depends on the values of the function at this point at all earlier times. Exploiting the Toeplitz-like structure of the coefficient matrix, the proposed multigrid waveform relaxation method has a computational cost of $O(N M \log(M))$ operations, where $M$ is the number of time steps and $N$ is the number of spatial grid points. A semi-algebraic mode analysis is also developed to theoretically confirm the good results obtained. Several numerical experiments, including examples with non-smooth solutions and a nonlinear problem with applications in porous media, are presented