Search Results (161)

In this paper, we study direct and inverse problems for a spatial-fractional Black–Scholes equation with space-dependent volatility. For the direct problem, we provide CN-WSGD (Crank–Nicholson and the weighted and shifted Grünwald difference) scheme to solve the initial boundary value problem. The latter aims to recover the implied volatility via observable option prices. Using a linearization technique, we rigorously derive a mathematical formulation of the inverse problem in terms of a Fredholm integral equation of the first kind. Based on an integral equation, an efficient numerical reconstruction algorithm is proposed to recover the coefficient. Numerical results for both problems are provided to illustrate the validity and effectiveness of proposed methods. Full article

In this work, we consider a generalized form of the classical $(2+1)$-dimensional sine-Gordon system. The mathematical model considers a generalized reaction term, and the two-dimensional Laplacian includes the presence of space-fractional derivatives of the Riesz type with two different differentiation orders in general. The system is equipped with a conserved quantity that resembles the energy functional in the integer-order scenario. We propose a numerical model to approximate the solutions of the fractional sine-Gordon equation. A discretized form of the energy-like quantity is proposed, and we prove that it is conserved throughout the discrete time. Moreover, the analysis of consistency, stability, and convergence is rigorously carried out. The numerical model is implemented computationally, and some computer simulations are presented in this work. As a consequence of our simulations, we show that the discrete energy is approximately conserved throughout time, which coincides with the theoretical results. Full article

This paper presents a high-order structure-preserving difference scheme for the nonlinear space fractional sine-Gordon equation with damping, employing the triangular scalar auxiliary variable approach. The original equation is reformulated into an equivalent system that satisfies a modified energy conservation or dissipation law, significantly reducing the computational complexity of nonlinear terms. Temporal discretization is achieved using a second-order difference method, while spatial discretization utilizes a simple and easily implementable discrete approximation for the fractional Laplacian operator. The boundedness and convergence of the proposed numerical scheme under the maximum norm are rigorously analyzed, demonstrating its adherence to discrete energy conservation or dissipation laws. Numerical experiments validate the scheme’s effectiveness, structure-preserving properties, and capability for long-time simulations for both one- and two-dimensional problems. Additionally, the impact of the parameter $\epsilon$ on error dynamics is investigated. Full article

In this paper, we propose a high-order compact difference scheme for a class of time-fractional convection–diffusion–reaction equations (CDREs) with variable coefficients. Using the Lagrange polynomial interpolation formula for the time-fractional derivative and a compact finite difference approximation for the spatial derivative, we establish an unconditionally stable compact difference method. The stability and convergence properties of the method are rigorously analyzed using the Fourier method. The convergence order of our discrete scheme is $\mathcal{O}({\tau }^{4-\alpha }+h^8)$, where $\tau$ and h represent the time step size and space step size, respectively. This work contributes to providing a better understanding of the dependability of the method by thoroughly examining convergence and conducting an error analysis. Numerical examples demonstrate the applicability, accuracy, and efficiency of the suggested technique, supplemented by comparisons with previous research. Full article

This paper investigates the inverse problem of identifying a time-dependent source term in multi-term time–space fractional diffusion Equations (TSFDE). First, we rigorously establish the existence and uniqueness of strong solutions for the associated direct problem under homogeneous Dirichlet boundary conditions. A novel implicit finite difference scheme incorporating matrix transfer technique is developed for solving the initial-boundary value problem numerically. Regarding the inverse problem, we prove the solution uniqueness and stability estimates based on interior measurement data. The source identification problem is reformulated as a variational problem using the Tikhonov regularization method, and an approximate solution to the inverse problem is obtained with the aid of the optimal perturbation algorithm. Extensive numerical simulations involving six test cases in both 1D and 2D configurations demonstrate the high effectiveness and satisfactory stability of the proposed methodology. Full article

The study of fractional differential equations is gaining increasing significance due to their wide-ranging applications across various fields. Different methods, including fixed-point theory, variational approaches, and the lower and upper solutions method, are employed to analyze the existence and uniqueness of solutions to fractional differential equations. This paper investigates the existence and uniqueness of solutions to a class of nonlinear fractional differential equations involving mixed Caputo–Riemann fractional derivatives with integral initial conditions, set within a Banach space. Sufficient conditions are provided for the existence and uniqueness of solutions based on the problem’s parameters. The results are derived by constructing the Green’s function for the initial value problem. Schauder’s fixed-point theorem is used to prove existence, while Banach’s contraction mapping principle ensures uniqueness. Finally, an example is given to demonstrate the practical application of the results. Full article

Achieving high-order accuracy in finite difference/spectral methods for space-time fractional differential equations often relies on very restrictive and usually unrealistic smoothness assumptions in the spatial and/or temporal domains. For spatial discretization, spectral methods using smooth basis functions are commonly employed. However, spatial–fractional derivatives pose challenges, as they often lack guaranteed spatial smoothness, requiring non-smooth basis functions. In the temporal domain, finite difference schemes on uniformly graded meshes are commonly employed; however, achieving accuracy remains challenging for non-smooth solutions. In this paper, an efficient algorithm is adopted to improve the accuracy of finite difference/Pertrov–Galerkin spectral schemes for a time-space fractional reaction–diffusion equation, with a hyper-singular integral fractional Laplacian and non-smooth solutions in both time and space domains. The Pertrov–Galerkin spectral method is adapted using non-smooth generalized basis functions to discretize the spatial variable, and the L1 scheme on a non-uniform graded mesh is used to approximate the Caputo fractional derivative. The unconditional stability and convergence are established. The rate of convergence is $O\left(N^{\mu -\gamma }+K^{-min\{\rho \beta ,2-\beta \}}\right),$ achieved without requiring additional regularity assumptions on the solution. Finally, numerical results are provided to validate our theoretical findings. Full article

In this paper, we are studying a class of nonlinear fractional difference equations with time-varying delays in Banach space. By means of mathematical induction and the Picard iteration method, we first obtain the existence result of this fractional difference system. Under some new criteria along with the Schauder’s fixed point theorem, we then derive the attractivity conclusions. Subsequently, with the aid of Grönwall’s inequality, we prove that the system is globally attractive. Finally, we give two examples to prove the validity of our theorems. Full article

In this paper, a new L2 (NL2) scheme is proposed to approximate the Caputo temporal fractional derivative, leading to a time-stepping scheme for the time-fractional diffusion equation (TFDE). Subsequently, the space derivative of the resulting system is discretized using a specific finite difference method, yielding a fully discrete system. We then establish the $H^1$-norm stability and convergence of the time-stepping scheme on uniform meshes for the TFDE. In particular, we prove that the proposed scheme has $(3-\alpha )$th-order accuracy, where $\alpha$ ($0<\alpha <1$) is the order of the time-fractional derivative. Finally, numerical experiments for several test problems are carried out to validate the obtained theoretical results. Full article

In this study, we introduce an innovative approach for addressing fractional partial differential equations (fPDEs) by combining Monte Carlo-based physics-informed neural networks (PINNs) with the cuckoo search (CS) optimization algorithm, termed PINN-CS. There is a further enhancement in the application of quasi-Monte Carlo assessment that comes with high efficiency and computational solutions to estimates of fractional derivatives. By employing structured sampling nodes comparable to techniques used in finite difference approaches on staggered or irregular grids, the proposed PINN-CS minimizes storage and computation costs while maintaining high precision in estimating solutions. This is supported by numerous numerical simulations to analyze various high-dimensional phenomena in various environments, comprising two-dimensional space-fractional Poisson equations, two-dimensional time-space fractional diffusion equations, and three-dimensional fractional Bloch–Torrey equations. The results demonstrate that PINN-CS achieves superior numerical accuracy and computational efficiency compared to traditional fPINN and Monte Carlo fPINN methods. Furthermore, the extended use to problem areas with irregular geometries and difficult-to-define boundary conditions makes the method immensely practical. This research thus lays a foundation for more adaptive and accurate use of hybrid techniques in the development of the fractional differential equations and in computing science and engineering. Full article

In this article, we proposed a compact difference-Galerkin spectral method for the fourth-order equation in multi-dimensional space with the time-fractional derivative order $\alpha \in (1,2)$. The novel compact difference-Galerkin spectral method can effectively address the issue of high-order derivative accuracy and handle complex boundary problems. Simultaneously, the main conclusions of this article, including the stability, convergence, and solvability of the method, are derived. Finally, some computational experiments are illustrated to demonstrate the superiority of the compact difference-Galerkin spectral method. Full article

In this paper, we have established a numerical method for a class of time-fractional and Riesz space distributed-order advection–diffusion equation with time-delay. Firstly, we transform the Riesz space distributed-order derivative term of the diffusion equation into multi-term fractional derivatives by using the Gauss quadrature formula. Secondly, we discretize time by using second-order finite differences, discretize space by using second kind Chebyshev polynomials, and convert the multi-term fractional equation to a system of algebraic equations. Finally, we solve the algebraic equations by the iterative method, and prove the stability and convergence. Moreover, relevant examples are shown to verify the validity of our algorithm. Full article

In this work, we present various novelty methods by employing the fractional differential quadrature technique to solve the time and space fractional nonlinear Benjamin–Bona–Mahony equation and the Benjamin–Bona–Mahony–Burger equation. The novelty of these methods is based on the generalized Caputo sense, classical differential quadrature method, and discrete singular convolution methods based on two different kernels. Also, the solution strategy is to apply perturbation analysis or an iterative method to reduce the problem to a series of linear initial boundary value problems. Consequently, we apply these suggested techniques to reduce the nonlinear fractional PDEs into ordinary differential equations. Hence, to validate the suggested techniques, a solution to this problem was obtained by designing a MATLAB code for each method. Also, we compare this solution with the exact ones. Furthermore, more figures and tables have been investigated to illustrate the high accuracy and rapid convergence of these novel techniques. From the obtained solutions, it was found that the suggested techniques are easily applicable and effective, which can help in the study of the other higher-D nonlinear fractional PDEs emerging in mathematical physics. Full article

In this paper, we will introduce a compact alternating direction implicit (ADI) difference scheme for solving the two-dimensional (2D) time fractional nonlinear Schrödinger equation. The difference scheme is constructed by using the $L1-2-3$ formula to approximate the Caputo fractional derivative in time and the fourth-order compact difference scheme is adopted in the space direction. The proposed difference scheme with a convergence accuracy of $O({\tau }^{1+\alpha }+h_x^4+h_y^4)(\alpha \in (0,1))$ is obtained by adding a small term, where $\tau$, $h_x$, $h_y$ are the temporal and spatial step sizes, respectively. The convergence and unconditional stability of the difference scheme are obtained. Moreover, numerical experiments are given to verify the accuracy and efficiency of the difference scheme. Full article

Anomalous diffusion of particles has been described by the time-fractional reaction–diffusion equation. A hybrid formulation of numerical technique is proposed to solve the time-fractional-order reaction–diffusion (FRD) equation numerically. The technique comprises the semi-discretization of the time variable using an L1 finite-difference scheme and space discretization using the quintic Hermite spline collocation method. The hybrid technique reduces the problem to an iterative scheme of an algebraic system of equations. The stability analysis of the proposed numerical scheme and the optimal error bounds for the approximate solution are also studied. A comparative study of the obtained results and an error analysis of approximation show the efficiency, accuracy, and effectiveness of the technique. Full article