Isogeometric analysis for time-fractional partial differential equations
Sign Up to like & getrecommendations! Published in 2019 at "Numerical Algorithms"
DOI: 10.1007/s11075-019-00844-1
Abstract: We consider isogeometric analysis to solve the time-fractional partial differential equations: fractional diffusion and diffusion-wave equations. Traditional spatial discretization for time-fractional models include finite differences, finte elements, spectral methods, etc. A novel method-isogeometric analysis is… read more here.
Keywords: fractional partial; partial differential; time fractional; analysis ... See more keywords
An implicit-explicit preconditioned direct method for pricing options under regime-switching tempered fractional partial differential models
Sign Up to like & getrecommendations! Published in 2020 at "Numerical Algorithms"
DOI: 10.1007/s11075-020-00994-7
Abstract: Recently, fractional partial differential equations have been widely applied in option pricing problems, which better explains many important empirical facts of financial markets, but rare paper considers the multi-state options pricing problem based on fractional… read more here.
Keywords: regime switching; fractional partial; partial differential; usepackage ... See more keywords
Adomian decomposition and homotopy perturbation method for the solution of time fractional partial integro-differential equations
Sign Up to like & getrecommendations! Published in 2021 at "Journal of Applied Mathematics and Computing"
DOI: 10.1007/s12190-021-01613-x
Abstract: This article deals with two different methods to solve a time fractional partial integro-differential equation. The fractional derivatives are defined here in Caputo sense. The model problem is solved using the Adomian decomposition method and… read more here.
Keywords: fractional partial; integro differential; time fractional; partial integro ... See more keywords
An elliptic regularity theorem for fractional partial differential operators
Sign Up to like & getrecommendations! Published in 2018 at "Computational and Applied Mathematics"
DOI: 10.1007/s40314-018-0618-2
Abstract: We present and prove a version of the elliptic regularity theorem for partial differential equations involving fractional Riemann–Liouville derivatives. In this case, regularity is defined in terms of Sobolev spaces $$H^s(X)$$Hs(X): if the forcing of… read more here.
Keywords: fractional partial; elliptic regularity; partial differential; theorem fractional ... See more keywords
Extended Fractional Reduced Differential Transform for Solving Fractional Partial Differential Equations with Proportional Delay
Sign Up to like & getrecommendations! Published in 2017 at "International Journal of Applied and Computational Mathematics"
DOI: 10.1007/s40819-017-0374-9
Abstract: This paper proposed an $$(n+1)$$(n+1)-dimensional extended reduced differential transform for solving the initial value autonomous system of time fractional partial differential equations (TFPDEs) with proportional delay. Specially, we concerned with the numerical computation of an… read more here.
Keywords: fractional partial; transform solving; delay; reduced differential ... See more keywords
Numerical approach for a class of distributed order time fractional partial differential equations
Sign Up to like & getrecommendations! Published in 2019 at "Applied Numerical Mathematics"
DOI: 10.1016/j.apnum.2018.09.019
Abstract: Abstract The numerical solution of distributed order time fractional partial differential equations based on the midpoint quadrature rule and linear B-spline interpolation is studied. The proposed discretization algorithm follows the Du Fort–Frankel method. The unconditional… read more here.
Keywords: fractional partial; partial differential; differential equations; time fractional ... See more keywords
Fast finite difference methods for space-time fractional partial differential equations in three space dimensions with nonlocal boundary conditions
Sign Up to like & getrecommendations! Published in 2019 at "Applied Numerical Mathematics"
DOI: 10.1016/j.apnum.2019.05.007
Abstract: Abstract Fractional partial differential equations (FPDEs) provide very competitive tools to model challenging phenomena involving anomalous diffusion or long-range memory and spatial interactions. However, numerical methods for space-time FPDEs generate dense stiffness matrices and involve… read more here.
Keywords: time; fractional partial; partial differential; differential equations ... See more keywords
A fast numerical method for fractional partial integro-differential equations with spatial-time delays
Sign Up to like & getrecommendations! Published in 2021 at "Applied Numerical Mathematics"
DOI: 10.1016/j.apnum.2020.12.007
Abstract: Abstract This study aims to efficiently solve the space-time fractional partial integro-differential equations with spatial-time delays, employing a fast numerical methodology dependent upon the matching polynomial of complete graph and matrix-collocation procedure. This methodology provides… read more here.
Keywords: fractional partial; methodology; integro differential; time ... See more keywords
A new approach for seeking coefficient function solutions of conformable fractional partial differential equations based on the Jacobi elliptic equation
Sign Up to like & getrecommendations! Published in 2018 at "Chinese Journal of Physics"
DOI: 10.1016/j.cjph.2018.08.006
Abstract: Abstract In this paper, we present an approach for seeking exact solutions with coefficient function forms of conformable fractional partial differential equations. By a combination of an under-determined fractional transformation and the Jacobi elliptic equation,… read more here.
Keywords: fractional partial; partial differential; differential equations; approach ... See more keywords
Homotopy-Sumudu transforms for solving system of fractional partial differential equations
Sign Up to like & getrecommendations! Published in 2020 at "Advances in Difference Equations"
DOI: 10.1186/s13662-020-02676-z
Abstract: In this paper, we investigate the Sumudu transforms and homotopy analysis method (S-HAM) for solving a system of fractional partial differential equations. A general framework for solving such a kind of problems is presented. The method… read more here.
Keywords: fractional partial; partial differential; solving system; system fractional ... See more keywords
Error estimates of high-order numerical methods for solving time fractional partial differential equations
Sign Up to like & getrecommendations! Published in 2018 at "Fractional Calculus and Applied Analysis"
DOI: 10.1515/fca-2018-0039
Abstract: Abstract Error estimates of some high-order numerical methods for solving time fractional partial differential equations are studied in this paper. We first provide the detailed error estimate of a high-order numerical method proposed recently by… read more here.
Keywords: fractional partial; order; time fractional; time ... See more keywords