A multiscale collocation method for fractional differential problems

We introduce a multiscale collocation method to numerically solve differential problems involving both ordinary and fractional derivatives of high order. The proposed method uses multiresolution analyses (MRA) as approximating spaces and takes advantage of a finite difference formula that allows us to express both ordinary and fractional derivatives of the approximating function in a closed form. Thus, the method is easy to implement, accurate and efficient. The convergence and the stability of the multiscale collocation method are proved and some numerical results are shown.We introduce a multiscale collocation method to numerically solve differential problems involving both ordinary and fractional derivatives of high order. The proposed method uses multiresolution analyses (MRA) as approximating spaces and takes advantage of a finite difference formula that allows us to express both ordinary and fractional derivatives of the approximating function in a closed form. Thus, the method is easy to implement, accurate and efficient. The convergence and the stability of the multiscale collocation method are proved and some numerical results are shown

A fractional B-spline collocation method for the numerical solution of fractional predator-prey models

We present a collocation method based on fractional B-splines for the solution of fractional differential problems. The key-idea is to use the space generated by the fractional B-splines, i.e., piecewise polynomials of noninteger degree, as approximating space. Then, in the collocation step the fractional derivative of the approximating function is approximated accurately and efficiently by an exact differentiation rule that involves the generalized finite difference operator. To show the effectiveness of the method for the solution of nonlinear dynamical systems of fractional order, we solved the fractional Lotka-Volterra model and a fractional predator-pray model with variable coefficients. The numerical tests show that the method we proposed is accurate while keeping a low computational cost

A discrete least squares collocation method for two-dimensional nonlinear time-dependent partial differential equations

In this paper, we develop regularized discrete least squares collocation and finite volume methods for solving two-dimensional nonlinear time-dependent partial differential equations on irregular domains. The solution is approximated using tensor product cubic spline basis functions defined on a background rectangular (interpolation) mesh, which leads to high spatial accuracy and straightforward implementation, and establishes a solid base for extending the computational framework to three-dimensional problems. A semi-implicit time-stepping method is employed to transform the nonlinear partial differential equation into a linear boundary value problem. A key finding of our study is that the newly proposed mesh-free finite volume method based on circular control volumes reduces to the collocation method as the radius limits to zero. Both methods produce a large constrained least-squares problem that must be solved at each time step in the advancement of the solution. We have found that regularization yields a relatively well-conditioned system that can be solved accurately using QR factorization. An extensive numerical investigation is performed to illustrate the effectiveness of the present methods, including the application of the new method to a coupled system of time-fractional partial differential equations having different fractional indices in different (irregularly shaped) regions of the solution domain

Optimal B-spline bases for the numerical solution of fractional differential problems

Efficient numerical methods to solve fractional differential problems are particularly required in order to approximate accurately the nonlocal behavior of the fractional derivative. The aim of the paper is to show how optimal B-spline bases allow us to construct accurate numerical methods that have a low computational cost. First of all, we describe in detail how to construct optimal B-spline bases on bounded intervals and recall their main properties. Then, we give the analytical expression of their derivatives of fractional order and use these bases in the numerical solution of fractional differential problems. Some numerical tests showing the good performances of the bases in solving a time-fractional diffusion problem by a collocation-Galerkin method are also displayed

Quintic spline collocation method for fractional boundary value problems

AbstractThe spline collocation method is a competent and highly effective mathematical tool for constructing the approximate solutions of boundary value problems arising in science, engineering and mathematical physics. In this paper, a quintic polynomial spline collocation method is employed for a class of fractional boundary value problems (FBVPs). The FBVPs are expressed in terms of Caputo’s fractional derivative in this approach. The consistency relations are derived in order to compute the approximate solutions of FBVPs. Finally, numerical results are given, which demonstrate the effectiveness of the numerical scheme

A collocation method based on discrete spline quasi-interpolatory operators for the solution of time fractional differential equations

In many applications, real phenomena are modeled by differential problems having a time fractional derivative that depends on the history of the unknown function. For the numerical solution of time fractional differential equations, we propose a new method that combines spline quasi-interpolatory operators and collocation methods. We show that the method is convergent and reproduces polynomials of suitable degree. The numerical tests demonstrate the validity and applicability of the proposed method when used to solve linear time fractional differential equations

Differential quadrature method for space-fractional diffusion equations on 2D irregular domains

In mathematical physics, the space-fractional diffusion equations are of particular interest in the studies of physical phenomena modelled by L\'{e}vy processes, which are sometimes called super-diffusion equations. In this article, we develop the differential quadrature (DQ) methods for solving the 2D space-fractional diffusion equations on irregular domains. The methods in presence reduce the original equation into a set of ordinary differential equations (ODEs) by introducing valid DQ formulations to fractional directional derivatives based on the functional values at scattered nodal points on problem domain. The required weighted coefficients are calculated by using radial basis functions (RBFs) as trial functions, and the resultant ODEs are discretized by the Crank-Nicolson scheme. The main advantages of our methods lie in their flexibility and applicability to arbitrary domains. A series of illustrated examples are finally provided to support these points.Comment: 25 pages, 25 figures, 7 table