Numerical solution of time fractional partial differential equations using multiquadric quasi-interpolation scheme
Keywords:
Time fractional partial, differential equation, multiquadric, quasi-interpolation, schemeAbstract
In this paper, a meshfree method is presented to solve time fractional partial differential equations. It is based on the multiquadric quasi-interpolation operator LW2 . In the present scheme, quadrature formula is used to discretise the temporal Caputo fractional derivative of order α ∈ (0, 1] and the quasiinterpolation is used to approximate the solution function and its spatial derivatives. Our numerical results are compared with the exact solutions as well as the results obtained from the other numerical schemes. It can be easily seen that the proposed method is a reliable and effective method to solve fractional partial differential equation. Furthermore, the stability analysis of the method is surveyed.
Downloads
References
Aminataei, A., & Karimi Vanani, S. (2013). Numerical solution of fractional Fokker-
Planck equation using the operational collocation method. Applied and Computational
Mathematics, 12, 33–43.
Beatson, R. K., & Powell, M. J. D. (1992). Univariate multiquadric approximation: quasiinterpolation
to scattered data. Constructive Approximation, 8, 275–288.
Carpinteri, A., & Mainardi, F. (1997). Fractals and Fractional Calculus in Continuum
Mechanics (pp. 291–348). New York, NY: Springer-VerlagWien.
Chen, S., Liu, F., Zhuang, P., & Anh, V. (2009). Finite difference approximations for the
fractional Fokker-Planck equation. Applied Mathematical Modelling, 33, 256–273.
Debnath, L., & Bhatta, D. (2004). Solutions to few linear fractional inhomogeneous partial
differential equations in fluidmechanics. Fractional Calculus andAppliedAnalysis, 7, 21–36.
Dehghan, M., Abbaszadeh, M., & Mohebbi, A. (2015). An implicit RBF meshless approach
for solving the time fractional nonlinear Sine-Gordon and Klein-Gordon equations.
Engineering Analysis with Boundary Elements, 50, 412–434.
El-Sayed, A. M. A., & Gaber, M. (2006). The Adomian decomposition method for solving
partial differential equations of fractal order in finite domains. Physics Letters A, 359, 175–
Fan, W. P., & Jiang, X. Y. (2014). Parameters estimation for a one-dimensional time fractional
thermal wave equation with fractional heat flux conditions. Acta Physica Sinica -Chinese
Edition, 63, 140202–140230.
Feng, L. B., Zhuang, P., Liu, F., & Turner, I. (2015). Stability and convergence of a new finite
volume method for a two-sided space-fractional diffusion equation. Applied Mathematics
and Computation, 257, 52–65.
Jiang, Z. W., Wang, R. H., Zhu, C. G., & Xu, M. (2011). High accuracy multiquadric quasiinterpolation.
Applied Mathematical Modelling, 35, 2185–2219.
Jiang, Z. W., & Wang, R. H. (2012). Numerical solution of one-dimensional Sine-Gordon
equation using high accuracy multiquadric quasi-interpolation. Applied Mathematics and
Computation, 218, 7711–7716.
Hardy, R. L. (1971). Multiquadric equations of topography and other irregular surfaces.
Journal of Geophysical Research, 176, 1905–1915.
Li, Z., Liang, Z., & Yan, Y. (2017). High-order numerical method for solving time fractional
partial differential equation. Journal of Scientific Computing, 71, 785–803.
Madych,W. R., & Nelson, S. A. (1990). Multivariate interpolation and conditionally positive
definite functions. Mathematics of Computation, 54, 211–230.
Magin, R. L., Ingo, C., Colon-Perez, L., Triplett, W., & Mareci, T. H. (2013). Characterization
of anomalous diffusion in porous biological tissues using fractional order derivatives and
entropy. Microporous and Mesoporous Materials, 178, 39–43.
Momani, S. (2005). Analytic and approximate solutions of the space and time fractional
telegraph equations. Applied Mathematics and Computation, 170, 1126–1134.
Momani, S., & Odibat, Z. (2006). Analytical solution of a time-fractional Navier-Stokes
equation by Adomian decomposition method. Applied Mathematics and Computation,
, 488–494.
Momani, S., & Odibat, Z. (2007). Comparison between the homotopy perturbation method
and the variational iteration method for linear fractional partial differential equations.
Computers and Mathematics with Applications, 54, 910–919.
Murio, D. A. (2008). Implicit finite difference approximation for time fractional diffusion
equations. Computers and Mathematics with Applications, 56, 1138–1145.
Odibat, Z.M., & Momani, S. (2006). Approximate solutions for boundary value problems of
time-fractional wave equation. Applied Mathematics and Computation, 181, 767–774.
Odibat, Z. M., & Momani, S. (2009). The variational iteration method: an efficient scheme
for handling fractional partial differential equations in fluid mechanics. Computers and
Mathematics with Applications, 58, 2199–2208.
Orssingher, E., & Beghin, L. (2004). Time fractional telegraph equation and telegraph process
with brownian time. Probability Theory and Related Fields, 128, 141–160.
Orssingher, E., & Zhao, X. (2003). The space fractional telegraph equation and the related
telegraph process. Chinese Annals of Mathematics, 24B, 45–56.
Pinto, L., & Sousa, E. (2017). Numerical solution of a time-space fractional Fokker-Planck
equation with variable force field and diffusion. Commm. Nonlinear Science and Numerical
Simulation, 50, 211–228.
Podlubny, I., Chechkin, A., Skovranek, T., Chen, Y., & Jara, B. (2009). Matrix approach
to discrete fractional calculas II: Partial fractional differential equation. Journal of
Computational Physics, 228, 3137–3153.
Povstenko, Y. Z. (2010). Evolution of the initial box-signal for time-fractional diffusion-wave
equation in a case of different spatial dimensions. Physics A, 389, 4696–4707.
Qi, H., & Jiang, X. (2011). Solutions of the space-time fractional Cattaneo diffusion equation.
Physics A, 390, 1876–1883.
Ray, S. S. (2015). Two reliable approaches involving haar wavelet method and optimal
homotopy asymptotic method for the solution of fractional fisher type equation. Journal of
Physics: Conference Series, 574, 112–131.
Sabatelli, L., Keating, S., Dudley, J., & Richmond, P. (2002). Waiting time distributions in
financial markets. European Physical Journal B, 27, 273–275.
Sarboland, M., & Aminataei, A. (2014). On the numerical solution of one-dimensional
nonlinear nonhomogeneous Burgers’ equation. Journal of Applied Mathematics, 2014,
Article ID 598432, 15.
Sarboland, M., & Aminataei, A. (2015a). An efficient numerical scheme for coupled nonlinear
Burgers’ equations. Applied Mathematics and Information Sciences, 1, 245–255.
Sarboland, M., & Aminataei, A. (2015b). On the numerical solution of the nonlinear
Korteweg-de Vries equation. Systems Science and Control Engineering, 3, 69–80.
Song, L., & Wang, W. (2013). Solution of the fractional Black-Scholes option pricing model
by finite difference method. Abstract and Applied Analysis, 45, 1–16.
EUROPEAN JOURNAL OF COMPUTATIONAL MECHANICS 107
Sun,H.H., Abdelvahab, A. A., &Onaral, B. (1984). Linear approximation of transfer function
with a pole of fractional order. IEEE Transactions on Automatic Control, 29, 441–444.
Uddin, M., & Haq, S. (2011). RBFs approximation method for time fractional partial
differential equations. Communications in Nonlinear Science and Numerical Simulation,
, 4208–4214.
ul-Islam, S., Haq, S., & Uddin, M. (2009). Ameshfree interpolation method for the numerical
solution of the coupled nonlinear partial differential equations. Engineering Analysis with
Boundary Elements, 33, 399–409.
Vanani, S. K., & Aminataei, A. (2012). On the numerical solution of fractional partial
differential equations. Mathematical and Computational Applications, 17, 140–151.
Wu, Z.M., & Schaback, R. (1994). Shape preserving properties and convergence of univariate
multiquadric quasi- interpolation. Acta Mathematicae Applicatae Sinica (English Ser.), 10,
–446.
Wyss, W. (2000). The fractional Black-Scholes equation. Fractional Calculus and Applied
Analysis, 3, 51–61.
Zhao, Z., & Li, C. (2012). Fractional difference/finite element approximations for the timespace
fractional telegraph equation. Applied Mathematics and Computation, 219, 2975–
Zhuang, P., Liu, F., Turner, I., & Gu, Y. T. (2014). Finite volume and finite element methods
for solving a one-dimensional space-fractional Boussinesq equation. AppliedMathematical
Modelling, 38, 3860–3870.
Zhuang, P., Liu, F., Anh, V., & Turner, I. (2008). New solution and analytical techniques of
the implicit numerical method for the anomalous subdiffusion equation. SIAM Journal on
Numerical Analysis, 46, 1079–1095.