Numerical methods for fractional partial differential equations

C Li, A Chen - International Journal of Computer Mathematics, 2018 - Taylor & Francis
In this review paper, we are mainly concerned with the finite difference methods, the
Galerkin finite element methods, and the spectral methods for fractional partial differential …

A weighted finite difference method for the fractional diffusion equation based on the Riemann–Liouville derivative

E Sousa, C Li - Applied Numerical Mathematics, 2015 - Elsevier
A one dimensional fractional diffusion model with the Riemann–Liouville fractional
derivative is studied. First, a second order discretization for this derivative is presented and …

Fourth order accurate scheme for the space fractional diffusion equations

M Chen, W Deng - SIAM Journal on Numerical Analysis, 2014 - SIAM
Because of the nonlocal properties of fractional operators, higher order schemes play a
more important role in discretizing fractional derivatives than classical ones. The striking …

Nonuniform difference schemes for multi-term and distributed-order fractional parabolic equations with fractional Laplacian

M Fardi, MA Zaky, AS Hendy - Mathematics and Computers in Simulation, 2023 - Elsevier
In this paper, the multi-term temporal fractional order and temporal distributed-order
parabolic equations with fractional Laplacian are numerically investigated. Several …

Finite element method for space-time fractional diffusion equation

LB Feng, P Zhuang, F Liu, I Turner, YT Gu - Numerical Algorithms, 2016 - Springer
In this paper, we consider two types of space-time fractional diffusion equations (STFDE) on
a finite domain. The equation can be obtained from the standard diffusion equation by …

Stability and convergence of a new finite volume method for a two-sided space-fractional diffusion equation

LB Feng, P Zhuang, F Liu, I Turner - Applied Mathematics and Computation, 2015 - Elsevier
In this paper, we consider a two-sided space-fractional diffusion equation with variable
coefficients on a finite domain. Firstly, based on the nodal basis functions, we present a new …

High order finite difference method for time-space fractional differential equations with Caputo and Riemann-Liouville derivatives

S Vong, P Lyu, X Chen, SL Lei - Numerical Algorithms, 2016 - Springer
We consider high order finite difference methods for two-dimensional fractional differential
equations with temporal Caputo and spatial Riemann-Liouville derivatives in this paper. We …

Fast difference schemes for solving high-dimensional time-fractional subdiffusion equations

F Zeng, Z Zhang, GE Karniadakis - Journal of Computational Physics, 2016 - Elsevier
In this paper, we focus on fast solvers with linearithmic complexity in space for high-
dimensional time-fractional subdiffusion equations. Firstly, we present two alternating …

Second-order BDF time approximation for Riesz space-fractional diffusion equations

H Liao, P Lyu, S Vong - International Journal of Computer …, 2018 - Taylor & Francis
Second-order backward difference formula (BDF2) is considered for time approximation of
Riesz space-fractional diffusion equations. The Riesz space derivative is approximated by …

A splitting preconditioner for Toeplitz-like linear systems arising from fractional diffusion equations

X Lin, MK Ng, HW Sun - SIAM Journal on Matrix Analysis and Applications, 2017 - SIAM
In this paper, we study Toeplitz-like linear systems arising from time-dependent one-
dimensional and two-dimensional Riesz space-fractional diffusion equations with variable …