The analytical solution and numerical solution of the fractional diffusion-wave equation with damping

Fractional partial differential equations have been applied to many problems in physics, finance, and engineering. Numerical methods and error estimates of these equations are currently a very active area of research. In this paper we consider a fractional diffusionwave equation with damping. We derive the analytical solution for the equation using the method of separation of variables. An implicit difference approximation is constructed. Stability and convergence are proved by the energy method. Finally, two numerical examples are presented to show the effectiveness of this approximation.

Numerical Solution of Fractional Diffusion-Wave Equation with two Space Variables by Matrix Method

Mathematics Subject Classi¯cation 2010: 26A33, 65D25, 65M06, 65Z05.

Cauchy-Type Problem for Diffusion-Wave Equation with the Riemann-Liouville Partial Derivative

2000 Mathematics Subject Classification: 35A15, 44A15, 26A33

Analytical solutions for the multi-term time-fractional diffusion-wave/diffusion equations in a finite domain

Multi-term time-fractional differential equations have been used for describing important physical phenomena. However, studies of the multi-term time-fractional partial differential equations with three kinds of nonhomogeneous boundary conditions are still limited. In this paper, a method of separating variables is used to solve the multi-term time-fractional diffusion-wave equation and the multi-term time-fractional diffusion equation in a finite domain. In the two equations, the time-fractional derivative is defined in the Caputo sense. We discuss and derive the analytical solutions of the two equations with three kinds of nonhomogeneous boundary conditions, namely, Dirichlet, Neumann and Robin conditions, respectively.

Solving Fractional Diffusion-Wave Equations Using a New Iterative Method

Mathematics Subject Classification: 26A33, 31B10

Well-Posedness of Diffusion-Wave Problem with Arbitrary Finite Number of Time Fractional Derivatives in Sobolev Spaces H^s

Mathematics Subject Classification 2010: 26A33, 33E12, 35S10, 45K05.

Stability and convergence of an effective numerical method for the time-space fractional Fokker-Planck equation with a nonlinear source term

Fractional Fokker-Planck equations (FFPEs) have gained much interest recently for describing transport dynamics in complex systems that are governed by anomalous diffusion and nonexponential relaxation patterns. However, effective numerical methods and analytic techniques for the FFPE are still in their embryonic state. In this paper, we consider a class of time-space fractional Fokker-Planck equations with a nonlinear source term (TSFFPE-NST), which involve the Caputo time fractional derivative (CTFD) of order α ∈ (0, 1) and the symmetric Riesz space fractional derivative (RSFD) of order μ ∈ (1, 2). Approximating the CTFD and RSFD using the L1-algorithm and shifted Grunwald method, respectively, a computationally effective numerical method is presented to solve the TSFFPE-NST. The stability and convergence of the proposed numerical method are investigated. Finally, numerical experiments are carried out to support the theoretical claims.

A comparison of finite difference and finite volume methods for solving the space fractional advection-dispersion equation with variable coefficients

Transport processes within heterogeneous media may exhibit non-classical diffusion or dispersion; that is, not adequately described by the classical theory of Brownian motion and Fick's law. We consider a space fractional advection-dispersion equation based on a fractional Fick's law. The equation involves the Riemann-Liouville fractional derivative which arises from assuming that particles may make large jumps. Finite difference methods for solving this equation have been proposed by Meerschaert and Tadjeran. In the variable coefficient case, the product rule is first applied, and then the Riemann-Liouville fractional derivatives are discretised using standard and shifted Grunwald formulas, depending on the fractional order. In this work, we consider a finite volume method that deals directly with the equation in conservative form. Fractionally-shifted Grunwald formulas are used to discretise the fractional derivatives at control volume faces. We compare the two methods for several case studies from the literature, highlighting the convenience of the finite volume approach.

A comparison of finite difference and finite volume methods for solving the space-fractional advection-dispersion equation with variable coefficients

Transport processes within heterogeneous media may exhibit non- classical diffusion or dispersion which is not adequately described by the classical theory of Brownian motion and Fick’s law. We consider a space-fractional advection-dispersion equation based on a fractional Fick’s law. Zhang et al. [Water Resources Research, 43(5)(2007)] considered such an equation with variable coefficients, which they dis- cretised using the finite difference method proposed by Meerschaert and Tadjeran [Journal of Computational and Applied Mathematics, 172(1):65-77 (2004)]. For this method the presence of variable coef- ficients necessitates applying the product rule before discretising the Riemann–Liouville fractional derivatives using standard and shifted Gru ̈nwald formulas, depending on the fractional order. As an alternative, we propose using a finite volume method that deals directly with the equation in conservative form. Fractionally-shifted Gru ̈nwald formulas are used to discretise the Riemann–Liouville fractional derivatives at control volume faces, eliminating the need for product rule expansions. We compare the two methods for several case studies, highlighting the convenience of the finite volume approach.

On the numerical solution of the 2d wave equation with compact fdtd schemes

This paper discusses compact-stencil finite difference time domain (FDTD) schemes for approximating the 2D wave equation in the context of digital audio. Stability, accuracy, and efficiency are investigated and new ways of viewing and interpreting the results are discussed. It is shown that if a tight accuracy constraint is applied, implicit schemes outperform explicit schemes. The paper also discusses the relevance to digital waveguide mesh modelling, and highlights the optimally efficient explicit scheme.

Exponential decay for Kirchhoff wave equation with nonlocal condition in a noncylindrical domain

In this paper, we prove the exponential decay as time goes to infinity of regular solutions of the problem for the Kirchhoff wave equation with nonlocal condition and weak dampingu(tt) - M (\\delU\\(2)(2)) Deltau + integral(0)(t) g(t - s)Deltau(.,s) ds + alphau(t) = 0, in (Q) over cap,where (Q) over cap is a noncylindrical domain of Rn+1 (n greater than or equal to 1) with the lateral boundary (&USigma;) over cap and alpha is a positive constant. (C) 2004 Elsevier Ltd. All rights reserved.

Nonlinear Wave Equation with Vanishing Potential

We study the Cauchy problem for utt − ∆u + V (x)u^5 = 0 in 3–dimensional case. The function V (x) is positive and regular, in particular we are interested in the case V (x) = 0 in some points. We look for the global classical solution of this equation under a suitable hypothesis on the initial energy.

Null Condition for Semilinear Wave Equation with Variable Coefficients

∗The author was partially supported by M.U.R.S.T. Progr. Nazionale “Problemi Non Lineari...”