Fractional diffusion equations have been the focus of modeling problems in hydrology, biology, viscoelasticity, physics, engineering, and other areas of applications. In this paper, a meshfree method based on the movi...Fractional diffusion equations have been the focus of modeling problems in hydrology, biology, viscoelasticity, physics, engineering, and other areas of applications. In this paper, a meshfree method based on the moving Kriging inter- polation is developed for a two-dimensional time-fractional diffusion equation. The shape function and its derivatives are obtained by the moving Kriging interpolation technique. For possessing the Kronecker delta property, this technique is very efficient in imposing the essential boundary conditions. The governing time-fractional diffusion equations are transformed into a standard weak formulation by the Galerkin method. It is then discretized into a meshfree system of time-dependent equations, which are solved by the standard central difference method. Numerical examples illustrating the applicability and effectiveness of the proposed method are presented and discussed in detail.展开更多
Motivated by the widely used ans¨atz method and starting from the modified Riemann–Liouville derivative together with a fractional complex transformation that can be utilized to transform nonlinear fractional pa...Motivated by the widely used ans¨atz method and starting from the modified Riemann–Liouville derivative together with a fractional complex transformation that can be utilized to transform nonlinear fractional partial differential equations to nonlinear ordinary differential equations, new types of exact traveling wave solutions to three important nonlinear space- and time-fractional partial differential equations are obtained simultaneously in terms of solutions of a Riccati equation. The results are new and first reported in this paper.展开更多
In this paper, the time fractional Fordy–Gibbons equation is investigated with Riemann–Liouville derivative. The equation can be reduced to the Caudrey–Dodd–Gibbon equation, Savada–Kotera equation and the Kaup–K...In this paper, the time fractional Fordy–Gibbons equation is investigated with Riemann–Liouville derivative. The equation can be reduced to the Caudrey–Dodd–Gibbon equation, Savada–Kotera equation and the Kaup–Kupershmidt equation, etc. By means of the Lie group analysis method, the invariance properties and symmetry reductions of the equation are derived. Furthermore, by means of the power series theory, its exact power series solutions of the equation are also constructed. Finally, two kinds of conservation laws of the equation are well obtained with aid of the self-adjoint method.展开更多
As a celebrated nonlinear water wave equation,the Davey–Stewartson equation is widely studied by researchers,especially in the field of mathematical physics.On the basis of the Riemann–Liouville fractional derivativ...As a celebrated nonlinear water wave equation,the Davey–Stewartson equation is widely studied by researchers,especially in the field of mathematical physics.On the basis of the Riemann–Liouville fractional derivative,the time-fractional Davey–Stewartson equation is investigated in this paper.By application of the Lie symmetry analysis approach,the Lie point symmetries and symmetry groups are obtained.At the same time,the similarity reductions are derived.Furthermore,the equation is converted to a system of fractional partial differential equations and a system of fractional ordinary differential equations in the sense of Riemann–Liouville fractional derivative.By virtue of the symmetry corresponding to the scalar transformation,the equation is converted to a system of fractional ordinary differential equations in the sense of Erdélyi–Kober fractional integro-differential operators.By using Noether’s theorem and Ibragimov’s new conservation theorem,the conserved vectors and the conservation laws are derived.Finally,the traveling wave solutions are achieved and plotted.展开更多
In this paper,a proficient numerical technique for the time-fractional telegraph equation(TFTE)is proposed.The chief aim of this paper is to utilize a relatively new type of B-spline called the cubic trigonometric B-s...In this paper,a proficient numerical technique for the time-fractional telegraph equation(TFTE)is proposed.The chief aim of this paper is to utilize a relatively new type of B-spline called the cubic trigonometric B-spline for the proposed scheme.This technique is based on finite difference formulation for the Caputo time-fractional derivative and cubic trigonometric B-splines based technique for the derivatives in space.A stability analysis of the scheme is presented to confirm that the errors do not amplify.A convergence analysis is also presented.Computational experiments are carried out in addition to verify the theoretical analysis.Numerical results are contrasted with a few present techniques and it is concluded that the presented scheme is progressively right and more compelling.展开更多
This paper is aimed at solving the nonlinear time-fractional partial differential equation with two small parameters arising from option pricing model in financial economics.The traditional reproducing kernel(RK)metho...This paper is aimed at solving the nonlinear time-fractional partial differential equation with two small parameters arising from option pricing model in financial economics.The traditional reproducing kernel(RK)method which deals with this problem is very troublesome.This paper proposes a new method by adaptive multi-step piecewise interpolation reproducing kernel(AMPIRK)method for the first time.This method has three obvious advantages which are as follows.Firstly,the piecewise number is reduced.Secondly,the calculation accuracy is improved.Finally,the waste time caused by too many fragments is avoided.Then four numerical examples show that this new method has a higher precision and it is a more timesaving numerical method than the others.The research in this paper provides a powerful mathematical tool for solving time-fractional option pricing model which will play an important role in financial economics.展开更多
In this paper,a new type of the discrete fractional Gronwall inequality is developed,which is applied to analyze the stability and convergence of a Galerkin spectral method for a linear time-fractional subdifiFusion e...In this paper,a new type of the discrete fractional Gronwall inequality is developed,which is applied to analyze the stability and convergence of a Galerkin spectral method for a linear time-fractional subdifiFusion equation.Based on the temporal-spatial error splitting argument technique,the discrete fractional Gronwall inequality is also applied to prove the unconditional convergence of a semi-implicit Galerkin spectral method for a nonlinear time-fractional subdififusion equation.展开更多
In this paper, we approximate the solution to time-fractional telegraph equation by two kinds of difference methods: the Grünwald formula and Caputo fractional difference.
In this paper, the new mapping approach and the new extended auxiliary equation approach were used to investigate the exact traveling wave solutions of (2 + 1)-dimensional time-fractional Zoomeron equation with the co...In this paper, the new mapping approach and the new extended auxiliary equation approach were used to investigate the exact traveling wave solutions of (2 + 1)-dimensional time-fractional Zoomeron equation with the conformable fractional derivative. As a result, the singular soliton solutions, kink and anti-kink soliton solutions, periodic function soliton solutions, Jacobi elliptic function solutions and hyperbolic function solutions of (2 + 1)-dimensional time-fractional Zoomeron equation were obtained. Finally, the 3D and 2D graphs of some solutions were drawn by setting the suitable values of parameters with Maple, and analyze the dynamic behaviors of the solutions.展开更多
Studying the dynamics of solitons in nonlinear time-fractional partial differential equations has received substantial attention,in the last decades.The main aim of the current investigation is to consider the time-fr...Studying the dynamics of solitons in nonlinear time-fractional partial differential equations has received substantial attention,in the last decades.The main aim of the current investigation is to consider the time-fractional Sharma–Tasso–Olver–Burgers(STOB)equation in the Caputo–Fabrizio(CF)context and obtain its valid approximations through adopting a mixed approach composed of the homotopy analysis method(HAM)and the Laplace transform.The existence and uniqueness of the solution of the time-fractional STOB equation in the CF context are investigated by demonstrating the Lipschitz condition forφ(x,t;u)as the kernel and giving some theorems.To illustrate the CF operator effect on the dynamics of the obtained solitons,several two-and threedimensional plots are formally considered.It is shown that the mixed approach is capable of producing valid approximations to the time-fractional STOB equation in the CF context.展开更多
This article proposes a high-order numerical method for a space distributed-order time-fractional diffusion equation.First,we use the mid-point quadrature rule to transform the space distributed-order term into multi-...This article proposes a high-order numerical method for a space distributed-order time-fractional diffusion equation.First,we use the mid-point quadrature rule to transform the space distributed-order term into multi-term fractional derivatives.Second,based on the piecewise-quadratic polynomials,we construct the nodal basis functions,and then discretize the multi-term fractional equation by the finite volume method.For the time-fractional derivative,the finite difference method is used.Finally,the iterative scheme is proved to be unconditionally stable and convergent with the accuracy O(σ^(2)+τ^(2-β)+h^(3)),whereτand h are the time step size and the space step size,respectively.A numerical example is presented to verify the effectiveness of the proposed method.展开更多
In this paper,we consider the inverse problem for identifying the source term of the time-fractional equation with a hyper-Bessel operator.First,we prove that this inverse problem is ill-posed,and give the conditional...In this paper,we consider the inverse problem for identifying the source term of the time-fractional equation with a hyper-Bessel operator.First,we prove that this inverse problem is ill-posed,and give the conditional stability.Then,we give the optimal error bound for this inverse problem.Next,we use the fractional Tikhonov regularization method and the fractional Landweber iterative regularization method to restore the stability of the ill-posed problem,and give corresponding error estimates under different regularization parameter selection rules.Finally,we verify the effectiveness of the method through numerical examples.展开更多
The variational iteration method is successfully extended to the case of solving fractional differential equations, and the Lagrange multiplier of the method is identified in a more accurate way. Some diffusion models...The variational iteration method is successfully extended to the case of solving fractional differential equations, and the Lagrange multiplier of the method is identified in a more accurate way. Some diffusion models with fractional derivatives are investigated analytically, and the results show the efficiency of the new Lagrange multiplier for fractional differential equations of arbitrary order.展开更多
The time-fractional modified Korteweg-de Vries(KdV)equation is committed to establish exact solutions by employing the bifurcation method.Firstly,the phase portraits and related qualitative analysis are comprehensivel...The time-fractional modified Korteweg-de Vries(KdV)equation is committed to establish exact solutions by employing the bifurcation method.Firstly,the phase portraits and related qualitative analysis are comprehensively provided.Then,we give parametric expressions of different types of solutions matching with the corresponding orbits.Finally,solution profiles,3D and density plots of some solutions are presented with proper parametric choices.展开更多
In this paper, we study an efficient higher order numerical method to timefractional partial differential equations with temporal Caputo derivative. A collocation method based on shifted generalized Jacobi functions i...In this paper, we study an efficient higher order numerical method to timefractional partial differential equations with temporal Caputo derivative. A collocation method based on shifted generalized Jacobi functions is taken for approximating the solution of the given time-fractional partial differential equation in time and a shifted Chebyshev collocation method based on operational matrix in space. The derived numerical solution can approximate the non-smooth solution in time of given equations well. Some numerical examples are presented to illustrate the efficiency and accuracy of the proposed method.展开更多
The present article is concerned with the implementation of a recent semi-analytical method referred to as fractional reduced differential transform method （FRDTM） for computation of approximate solution of time-fra...The present article is concerned with the implementation of a recent semi-analytical method referred to as fractional reduced differential transform method （FRDTM） for computation of approximate solution of time-fractional gas dynamics equation （TFGDE） arising in shock fronts. In this approach, the fractional derivative is described in the Caputo sense. Four numeric experiments have been carried out to confirm the validity and the efficiency of the method. It is found that the exact or a closed approximate analytical solution of a fractional nonlinear differential equations arising in allied science and engineering can be obtained easily. Moreover, due to its small size of calculation contrary to the other analytical approaches while dealing with a complex and tedious physical problems arising in various branches of natural sciences and engineering, it is very easy to implement.展开更多
This paper presents space-time continuous and time discontinuous Galerkin schemes for solving nonlinear time-fractional partial differential equations based on B-splines in time and non-uniform rational B-splines (NUR...This paper presents space-time continuous and time discontinuous Galerkin schemes for solving nonlinear time-fractional partial differential equations based on B-splines in time and non-uniform rational B-splines (NURBS) in space within the framework of Iso-geometric Analysis. The first approach uses the space-time continuous Petrov-Galerkin technique for a class of nonlinear time-fractional Sobolev-type equations and the optimal error estimates are obtained through a concise equivalence analysis. The second approach employs a generalizable time discontinuous Galerkin scheme for the time-fractional Allen-Cahn equation. It first transforms the equation into a time integral equation and then uses the discontinuous Galerkin method in time and the NURBS discretization in space. The optimal error estimates are provided for the approach. The convergence analysis under time graded meshes is also carried out, taking into account the initial singularity of the solution for two models. Finally, numerical examples are presented to demonstrate the effectiveness of the proposed methods.展开更多
In this article, a finite volume element algorithm is presented and discussed for the numerical solutions of a time-fractional nonlinear fourth-order diffusion equation with time delay. By choosing the second-order sp...In this article, a finite volume element algorithm is presented and discussed for the numerical solutions of a time-fractional nonlinear fourth-order diffusion equation with time delay. By choosing the second-order spatial derivative of the original unknown as an additional variable, the fourth-order problem is transformed into a second-order system. Then the fully discrete finite volume element scheme is formulated by using L1approximation for temporal Caputo derivative and finite volume element method in spatial direction. The unique solvability and stable result of the proposed scheme are proved. A priori estimate of L2-norm with optimal order of convergence O(h2+τ2−α)where τand hare time step length and space mesh parameter, respectively, is obtained. The efficiency of the scheme is supported by some numerical experiments.展开更多
This research addresses the assessment of real options via the time-fractional Heston model,which takes into account jumps and inertia.First,we examine the existence and uniqueness of viscosity solutions leveraging th...This research addresses the assessment of real options via the time-fractional Heston model,which takes into account jumps and inertia.First,we examine the existence and uniqueness of viscosity solutions leveraging the continuous model reformulated as a time-fractional Hamilton-Jacobi-Bellman(HJB)equation using Caputo fractional derivative and Rellich-Kondrachov compactness theorem.Secondly,we present a higher-order regularity result stylized with Sobolev embeddings and Caputo fractional derivative expressed using the Duhamel principle.Third,we investigate some well-known discrete approaches proving the backward martingale convergence theorem with the Caputo time-fractional derivative being approximated using the Grünwald-Letnikov scheme.Finally,we show the existence of Nash-equilibrium solution for the pricing of real options with both two players and two stopping times,which results in lengthy implications for risk management and strategic decision making.展开更多
Fractional Klein-Kramers equation can well describe subdiffusion in phase space.In this paper,we develop the fully discrete scheme for time-fractional Klein-Kramers equation based on the backward Euler convolution qua...Fractional Klein-Kramers equation can well describe subdiffusion in phase space.In this paper,we develop the fully discrete scheme for time-fractional Klein-Kramers equation based on the backward Euler convolution quadrature and local discontinuous Galerkin methods.Thanks to the obtained sharp regularity estimates in temporal and spatial directions after overcoming the hypocoercivity of the operator,the complete error analyses of the fully discrete scheme are built.It is worth mentioning that the convergence of the provided scheme is independent of the temporal regularity of the exact solution.Finally,numerical results are proposed to verify the correctness of the theoretical results.展开更多
基金Project supported by the National Natural Science Foundation of China(Grant No.11072117)the Natural Science Foundation of Ningbo City,China(GrantNo.2013A610103)+2 种基金the Natural Science Foundation of Zhejiang Province,China(Grant No.Y6090131)the Disciplinary Project of Ningbo City,China(GrantNo.SZXL1067)the K.C.Wong Magna Fund in Ningbo University,China
文摘Fractional diffusion equations have been the focus of modeling problems in hydrology, biology, viscoelasticity, physics, engineering, and other areas of applications. In this paper, a meshfree method based on the moving Kriging inter- polation is developed for a two-dimensional time-fractional diffusion equation. The shape function and its derivatives are obtained by the moving Kriging interpolation technique. For possessing the Kronecker delta property, this technique is very efficient in imposing the essential boundary conditions. The governing time-fractional diffusion equations are transformed into a standard weak formulation by the Galerkin method. It is then discretized into a meshfree system of time-dependent equations, which are solved by the standard central difference method. Numerical examples illustrating the applicability and effectiveness of the proposed method are presented and discussed in detail.
基金Supported by National Natural Science Foundation of China under Grant Nos.11071278,111471004the Fundamental Research Funds for the Central Universities of GK201302026 and GK201102007
文摘Motivated by the widely used ans¨atz method and starting from the modified Riemann–Liouville derivative together with a fractional complex transformation that can be utilized to transform nonlinear fractional partial differential equations to nonlinear ordinary differential equations, new types of exact traveling wave solutions to three important nonlinear space- and time-fractional partial differential equations are obtained simultaneously in terms of solutions of a Riccati equation. The results are new and first reported in this paper.
基金Supported by the Fundamental Research Funds for Key Discipline Construction under Grant No.XZD201602the Fundamental Research Funds for the Central Universities under Grant Nos.2015QNA53 and 2015XKQY14+2 种基金the Fundamental Research Funds for Postdoctoral at the Key Laboratory of Gas and Fire Control for Coal Minesthe General Financial Grant from the China Postdoctoral Science Foundation under Grant No.2015M570498Natural Sciences Foundation of China under Grant No.11301527
文摘In this paper, the time fractional Fordy–Gibbons equation is investigated with Riemann–Liouville derivative. The equation can be reduced to the Caudrey–Dodd–Gibbon equation, Savada–Kotera equation and the Kaup–Kupershmidt equation, etc. By means of the Lie group analysis method, the invariance properties and symmetry reductions of the equation are derived. Furthermore, by means of the power series theory, its exact power series solutions of the equation are also constructed. Finally, two kinds of conservation laws of the equation are well obtained with aid of the self-adjoint method.
基金the National Natural Science Foundation of China(Grant No.11975143)。
文摘As a celebrated nonlinear water wave equation,the Davey–Stewartson equation is widely studied by researchers,especially in the field of mathematical physics.On the basis of the Riemann–Liouville fractional derivative,the time-fractional Davey–Stewartson equation is investigated in this paper.By application of the Lie symmetry analysis approach,the Lie point symmetries and symmetry groups are obtained.At the same time,the similarity reductions are derived.Furthermore,the equation is converted to a system of fractional partial differential equations and a system of fractional ordinary differential equations in the sense of Riemann–Liouville fractional derivative.By virtue of the symmetry corresponding to the scalar transformation,the equation is converted to a system of fractional ordinary differential equations in the sense of Erdélyi–Kober fractional integro-differential operators.By using Noether’s theorem and Ibragimov’s new conservation theorem,the conserved vectors and the conservation laws are derived.Finally,the traveling wave solutions are achieved and plotted.
文摘In this paper,a proficient numerical technique for the time-fractional telegraph equation(TFTE)is proposed.The chief aim of this paper is to utilize a relatively new type of B-spline called the cubic trigonometric B-spline for the proposed scheme.This technique is based on finite difference formulation for the Caputo time-fractional derivative and cubic trigonometric B-splines based technique for the derivatives in space.A stability analysis of the scheme is presented to confirm that the errors do not amplify.A convergence analysis is also presented.Computational experiments are carried out in addition to verify the theoretical analysis.Numerical results are contrasted with a few present techniques and it is concluded that the presented scheme is progressively right and more compelling.
基金the National Natural Science Foundation of China(Grant Nos.71961022,11902163,12265020,and 12262024)the Natural Science Foundation of Inner Mongolia Autonomous Region of China(Grant Nos.2019BS01011 and 2022MS01003)+5 种基金2022 Inner Mongolia Autonomous Region Grassland Talents Project-Young Innovative and Entrepreneurial Talents(Mingjing Du)2022 Talent Development Foundation of Inner Mongolia Autonomous Region of China(Ming-Jing Du)the Young Talents of Science and Technology in Universities of Inner Mongolia Autonomous Region Program(Grant No.NJYT-20-B18)the Key Project of High-quality Economic Development Research Base of Yellow River Basin in 2022(Grant No.21HZD03)2022 Inner Mongolia Autonomous Region International Science and Technology Cooperation High-end Foreign Experts Introduction Project(Ge Kai)MOE(Ministry of Education in China)Humanities and Social Sciences Foundation(Grants No.20YJC860005).
文摘This paper is aimed at solving the nonlinear time-fractional partial differential equation with two small parameters arising from option pricing model in financial economics.The traditional reproducing kernel(RK)method which deals with this problem is very troublesome.This paper proposes a new method by adaptive multi-step piecewise interpolation reproducing kernel(AMPIRK)method for the first time.This method has three obvious advantages which are as follows.Firstly,the piecewise number is reduced.Secondly,the calculation accuracy is improved.Finally,the waste time caused by too many fragments is avoided.Then four numerical examples show that this new method has a higher precision and it is a more timesaving numerical method than the others.The research in this paper provides a powerful mathematical tool for solving time-fractional option pricing model which will play an important role in financial economics.
文摘In this paper,a new type of the discrete fractional Gronwall inequality is developed,which is applied to analyze the stability and convergence of a Galerkin spectral method for a linear time-fractional subdifiFusion equation.Based on the temporal-spatial error splitting argument technique,the discrete fractional Gronwall inequality is also applied to prove the unconditional convergence of a semi-implicit Galerkin spectral method for a nonlinear time-fractional subdififusion equation.
文摘In this paper, we approximate the solution to time-fractional telegraph equation by two kinds of difference methods: the Grünwald formula and Caputo fractional difference.
文摘In this paper, the new mapping approach and the new extended auxiliary equation approach were used to investigate the exact traveling wave solutions of (2 + 1)-dimensional time-fractional Zoomeron equation with the conformable fractional derivative. As a result, the singular soliton solutions, kink and anti-kink soliton solutions, periodic function soliton solutions, Jacobi elliptic function solutions and hyperbolic function solutions of (2 + 1)-dimensional time-fractional Zoomeron equation were obtained. Finally, the 3D and 2D graphs of some solutions were drawn by setting the suitable values of parameters with Maple, and analyze the dynamic behaviors of the solutions.
文摘Studying the dynamics of solitons in nonlinear time-fractional partial differential equations has received substantial attention,in the last decades.The main aim of the current investigation is to consider the time-fractional Sharma–Tasso–Olver–Burgers(STOB)equation in the Caputo–Fabrizio(CF)context and obtain its valid approximations through adopting a mixed approach composed of the homotopy analysis method(HAM)and the Laplace transform.The existence and uniqueness of the solution of the time-fractional STOB equation in the CF context are investigated by demonstrating the Lipschitz condition forφ(x,t;u)as the kernel and giving some theorems.To illustrate the CF operator effect on the dynamics of the obtained solitons,several two-and threedimensional plots are formally considered.It is shown that the mixed approach is capable of producing valid approximations to the time-fractional STOB equation in the CF context.
基金supported by the Natural and Science Foundation Council of China(11771059)Hunan Provincial Natural Science Foundation of China(2018JJ3519)Scientific Research Project of Hunan Provincial office of Education(20A022)。
文摘This article proposes a high-order numerical method for a space distributed-order time-fractional diffusion equation.First,we use the mid-point quadrature rule to transform the space distributed-order term into multi-term fractional derivatives.Second,based on the piecewise-quadratic polynomials,we construct the nodal basis functions,and then discretize the multi-term fractional equation by the finite volume method.For the time-fractional derivative,the finite difference method is used.Finally,the iterative scheme is proved to be unconditionally stable and convergent with the accuracy O(σ^(2)+τ^(2-β)+h^(3)),whereτand h are the time step size and the space step size,respectively.A numerical example is presented to verify the effectiveness of the proposed method.
基金supported by the National Natural Science Foundation of China(11961044)the Doctor Fund of Lan Zhou University of Technologythe Natural Science Foundation of Gansu Provice(21JR7RA214)。
文摘In this paper,we consider the inverse problem for identifying the source term of the time-fractional equation with a hyper-Bessel operator.First,we prove that this inverse problem is ill-posed,and give the conditional stability.Then,we give the optimal error bound for this inverse problem.Next,we use the fractional Tikhonov regularization method and the fractional Landweber iterative regularization method to restore the stability of the ill-posed problem,and give corresponding error estimates under different regularization parameter selection rules.Finally,we verify the effectiveness of the method through numerical examples.
基金Project supported by the Key Program of the National Natural Science Foundation of China （Grant No. 51134018）.
文摘The variational iteration method is successfully extended to the case of solving fractional differential equations, and the Lagrange multiplier of the method is identified in a more accurate way. Some diffusion models with fractional derivatives are investigated analytically, and the results show the efficiency of the new Lagrange multiplier for fractional differential equations of arbitrary order.
基金Project supported by the Natural Science Foundation of Shandong Province (Grant No.ZR2021MA084)the Natural Science Foundation of Liaocheng University (Grant No.318012025)Discipline with Strong Characteristics of Liaocheng University–Intelligent Science and Technology (Grant No.319462208)。
文摘The time-fractional modified Korteweg-de Vries(KdV)equation is committed to establish exact solutions by employing the bifurcation method.Firstly,the phase portraits and related qualitative analysis are comprehensively provided.Then,we give parametric expressions of different types of solutions matching with the corresponding orbits.Finally,solution profiles,3D and density plots of some solutions are presented with proper parametric choices.
基金Supported by the National Natural Science Foundation of China(Grant Nos.1140138011671166)
文摘In this paper, we study an efficient higher order numerical method to timefractional partial differential equations with temporal Caputo derivative. A collocation method based on shifted generalized Jacobi functions is taken for approximating the solution of the given time-fractional partial differential equation in time and a shifted Chebyshev collocation method based on operational matrix in space. The derived numerical solution can approximate the non-smooth solution in time of given equations well. Some numerical examples are presented to illustrate the efficiency and accuracy of the proposed method.
文摘The present article is concerned with the implementation of a recent semi-analytical method referred to as fractional reduced differential transform method （FRDTM） for computation of approximate solution of time-fractional gas dynamics equation （TFGDE） arising in shock fronts. In this approach, the fractional derivative is described in the Caputo sense. Four numeric experiments have been carried out to confirm the validity and the efficiency of the method. It is found that the exact or a closed approximate analytical solution of a fractional nonlinear differential equations arising in allied science and engineering can be obtained easily. Moreover, due to its small size of calculation contrary to the other analytical approaches while dealing with a complex and tedious physical problems arising in various branches of natural sciences and engineering, it is very easy to implement.
基金supported in part by the National Natural Science Foundation of China(Grant No.12101509)by the Undergraduate Research and Learning Program of Southwestern University of Finance and Economics+1 种基金L.Yi was supported in part by the National Natural Science Foundation of China(Grant No.12171322)by the Natural Science Foundation of Shanghai(Grant No.21ZR1447200).
文摘This paper presents space-time continuous and time discontinuous Galerkin schemes for solving nonlinear time-fractional partial differential equations based on B-splines in time and non-uniform rational B-splines (NURBS) in space within the framework of Iso-geometric Analysis. The first approach uses the space-time continuous Petrov-Galerkin technique for a class of nonlinear time-fractional Sobolev-type equations and the optimal error estimates are obtained through a concise equivalence analysis. The second approach employs a generalizable time discontinuous Galerkin scheme for the time-fractional Allen-Cahn equation. It first transforms the equation into a time integral equation and then uses the discontinuous Galerkin method in time and the NURBS discretization in space. The optimal error estimates are provided for the approach. The convergence analysis under time graded meshes is also carried out, taking into account the initial singularity of the solution for two models. Finally, numerical examples are presented to demonstrate the effectiveness of the proposed methods.
文摘In this article, a finite volume element algorithm is presented and discussed for the numerical solutions of a time-fractional nonlinear fourth-order diffusion equation with time delay. By choosing the second-order spatial derivative of the original unknown as an additional variable, the fourth-order problem is transformed into a second-order system. Then the fully discrete finite volume element scheme is formulated by using L1approximation for temporal Caputo derivative and finite volume element method in spatial direction. The unique solvability and stable result of the proposed scheme are proved. A priori estimate of L2-norm with optimal order of convergence O(h2+τ2−α)where τand hare time step length and space mesh parameter, respectively, is obtained. The efficiency of the scheme is supported by some numerical experiments.
文摘This research addresses the assessment of real options via the time-fractional Heston model,which takes into account jumps and inertia.First,we examine the existence and uniqueness of viscosity solutions leveraging the continuous model reformulated as a time-fractional Hamilton-Jacobi-Bellman(HJB)equation using Caputo fractional derivative and Rellich-Kondrachov compactness theorem.Secondly,we present a higher-order regularity result stylized with Sobolev embeddings and Caputo fractional derivative expressed using the Duhamel principle.Third,we investigate some well-known discrete approaches proving the backward martingale convergence theorem with the Caputo time-fractional derivative being approximated using the Grünwald-Letnikov scheme.Finally,we show the existence of Nash-equilibrium solution for the pricing of real options with both two players and two stopping times,which results in lengthy implications for risk management and strategic decision making.
基金supported by the National Natural Science Foundation of China(Grant Nos.12201270,12071195,12225107)by the Innovative Groups of Basic Research in Gansu Province(Grant No.22JR5RA391)+3 种基金by the Science and Technology Plan of Gansu Province(Grant No.22JR5RA535)by the Major Science and Technology Projects in Gansu Province-Leading Talents in Science and Technology(Grant No.23ZDKA0005)by the Fundamental Research Funds for the Central Universities(Grant No.lzujbky-2022-pd04)by the China Postdoctoral Science Foundation(Grant No.2022M721439).
文摘Fractional Klein-Kramers equation can well describe subdiffusion in phase space.In this paper,we develop the fully discrete scheme for time-fractional Klein-Kramers equation based on the backward Euler convolution quadrature and local discontinuous Galerkin methods.Thanks to the obtained sharp regularity estimates in temporal and spatial directions after overcoming the hypocoercivity of the operator,the complete error analyses of the fully discrete scheme are built.It is worth mentioning that the convergence of the provided scheme is independent of the temporal regularity of the exact solution.Finally,numerical results are proposed to verify the correctness of the theoretical results.
