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 Crank--Nicolson ADI spectral method for a two-dimensional Riesz space fractional nonlinear reaction-diffusion equation

F Zeng, F Liu, C Li, K Burrage, I Turner, V Anh - SIAM Journal on Numerical …, 2014 - SIAM
In this paper, a new alternating direction implicit Galerkin--Legendre spectral method for the
two-dimensional Riesz space fractional nonlinear reaction-diffusion equation is developed …

[BOOK][B] Lie symmetry analysis of fractional differential equations

MS Hashemi, D Baleanu - 2020 - taylorfrancis.com
The trajectory of fractional calculus has undergone several periods of intensive
development, both in pure and applied sciences. During the last few decades fractional …

Solving Inverse Stochastic Problems from Discrete Particle Observations Using the Fokker--Planck Equation and Physics-Informed Neural Networks

X Chen, L Yang, J Duan, GE Karniadakis - SIAM Journal on Scientific …, 2021 - SIAM
The Fokker--Planck (FP) equation governing the evolution of the probability density function
(PDF) is applicable to many disciplines, but it requires specification of the coefficients for …

Fractional Spectral and Fractional Finite Element Methods: A Comprehensive Review and Future Prospects

MB Hafeez, M Krawczuk - Archives of Computational Methods in …, 2024 - Springer
In this article, we will discuss the applications of the Spectral element method (SEM) and
Finite element Method (FEM) for fractional calculusThe so-called fractional Spectral element …

Finite difference methods for the time fractional diffusion equation on non-uniform meshes

Y Zhang, Z Sun, H Liao - Journal of Computational Physics, 2014 - Elsevier
Since fractional derivatives are integrals with weakly singular kernel, the discretization on
the uniform mesh may lead to poor accuracy. The finite difference approximation of Caputo …

A fast linearized conservative finite element method for the strongly coupled nonlinear fractional Schrödinger equations

M Li, XM Gu, C Huang, M Fei, G Zhang - Journal of Computational Physics, 2018 - Elsevier
In this paper, a fast linearized conservative finite element method is studied for solving the
strongly coupled nonlinear fractional Schrödinger equations. We prove that the scheme …

A direct O (N log2 N) finite difference method for fractional diffusion equations

H Wang, K Wang, T Sircar - Journal of Computational Physics, 2010 - Elsevier
Fractional diffusion equations model phenomena exhibiting anomalous diffusion that can
not be modeled accurately by the second-order diffusion equations. Because of the nonlocal …

Ergodic properties of fractional Brownian-Langevin motion

W Deng, E Barkai - Physical Review E—Statistical, Nonlinear, and Soft …, 2009 - APS
We investigate the time average mean-square displacement δ 2¯(x (t))=∫ 0 t− Δ [x (t′+ Δ)−
x (t′)] 2 dt′∕(t− Δ) for fractional Brownian-Langevin motion where x (t) is the stochastic …

Error estimates for a semidiscrete finite element method for fractional order parabolic equations

B **, R Lazarov, Z Zhou - SIAM Journal on Numerical Analysis, 2013 - SIAM
We consider the initial boundary value problem for a homogeneous time-fractional diffusion
equation with an initial condition v(x) and a homogeneous Dirichlet boundary condition in a …