• Journal of applied mathematics & informatics
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• 제19권1_2호
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• pp.179-190
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• 2005

We deal with the Cauchy problem for the space-time fractional diffusion equation, which is obtained from standard diffusion equation by replacing the second-order space derivative with a Caputo (or Riemann-Liouville) derivative of order ${\beta}{\in}$ (0, 2] and the first-order time derivative with Caputo derivative of order ${\beta}{\in}$ (0, 1]. The fundamental solution (Green function) for the Cauchy problem is investigated with respect to its scaling and similarity properties, starting from its Fourier-Laplace representation. We derive explicit expression of the Green function. The Green function also can be interpreted as a spatial probability density function evolving in time. We further explain the similarity property by discussing the scale-invariance of the space-time fractional diffusion equation.

• Journal of applied mathematics & informatics
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• 제9권2호
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• pp.695-703
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• 2002

The fractional order evolutionary integral equations have been considered by first author in [6], the existence, uniqueness and some other properties of the solution have been proved. Here we study the continuation of the solution and its fractional order derivative. Also we study the generality of this problem and prove that the fractional order diffusion problem, the fractional order wave problem and the initial value problem of the equation of evolution are special cases of it. The abstract diffusion-wave problem will be given also as an application.

• KSII Transactions on Internet and Information Systems (TIIS)
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• 제11권1호
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• pp.436-450
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• 2017

Recently, the method based on fractional order partial differential equation has been used in image processing. Usually, the optional order of fractional differentiation is determined by a lot of experiments. In this paper, a denoising model is proposed based on adaptive fractional order anisotropic diffusion. In the proposed model, the complexity of the local image texture is reflected by the local variance, and the order of the fractional differentiation is determined adaptively. In the process of the adaptive fractional order model, the discrete Fourier transform is applied to compute the fractional order difference as well as the dynamic evolution process. Experimental results show that the peak signal-to-noise ratio (PSNR) and structural similarity index measurement (SSIM) of the proposed image denoising algorithm is better than that of other some algorithms. The proposed algorithm not only can keep the detailed image information and edge information, but also obtain a good visual effect.

• Journal of applied mathematics & informatics
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• 제28권5_6호
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• pp.1157-1169
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• 2010

This paper presents the analytical solution of the fractional Fokker-Planck equation by Adomian decomposition method. By using initial conditions, the explicit solution of the equation has been presented in the closed form and then the numerical solution has been represented graphically. Two different approaches have been presented in order to show the application of the present technique. The present method performs extremely well in terms of efficiency and simplicity.

• 대한수학회보
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• 제47권6호
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• pp.1225-1234
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• 2010

Numerical solutions for the fractional differential dispersion equations with nonlinear forcing terms are considered. The backward Euler finite difference scheme is applied in order to obtain numerical solutions for the equation. Existence and stability of the approximate solutions are carried out by using the right shifted Grunwald formula for the fractional derivative term in the spatial direction. Error estimate of order $O({\Delta}x+{\Delta}t)$ is obtained in the discrete $L_2$ norm. The method is applied to a linear fractional dispersion equations in order to see the theoretical order of convergence. Numerical results for a nonlinear problem show that the numerical solution approach the solution of classical diffusion equation as fractional order approaches 2.

• Nuclear Engineering and Technology
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• 제56권4호
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• pp.1296-1309
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• 2024

The aim of this work is to explore the effect of the double subdiffusion on the stability in BWRs. A BWR novel reduced order model with double subdiffusion effects: reduced order fractional model (DS-F-ROM) to describe the neutron and heat transfer processes was proposed for this study. The double subdiffusion was developed with a fractional-order two-equation model, and with different fractional-orders and relaxation times. The stability analysis was carried out using the root-locus method and change from the s to the W domain and were confirmed using the time-domain evolution of neutron flux for a unit step change in reactivity. The results obtained using the reduced fractional-order model are presented for different anomalous diffusion coefficient values. Results are compared with normal diffusion and P1 equations, which are obtained straightforwardly with DS-ROM when relaxation time tends to zero, and when the anomalous diffusion coefficient tends to one, respectively.

• Journal of applied mathematics & informatics
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• 제26권1_2호
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• pp.1-14
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• 2008

In this paper, A Riesz fractional diffusion equation with a nonlinear source term (RFDE-NST) is considered. This equation is commonly used to model the growth and spreading of biological species. According to the equivalent of the Riemann-Liouville(R-L) and $Gr\ddot{u}nwald$-Letnikov(G-L) fractional derivative definitions, an implicit difference approximation (IFDA) for the RFDE-NST is derived. We prove the IFDA is unconditionally stable and convergent. In order to evaluate the efficiency of the IFDA, a comparison with a fractional method of lines (FMOL) is used. Finally, two numerical examples are presented to show that the numerical results are in good agreement with our theoretical analysis.

• 대한수학회지
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• 제58권3호
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• pp.553-569
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• 2021

In this paper, we present and analyze a fully discrete numerical method for solving the time-fractional diffusion wave equation: ∂^β_tu - div(a∇u) = f, 1 < β < 2. We first construct a difference formula to approximate ∂^β_tu by using an interpolation of derivative type. The truncation error of this formula is of O(△t^2+δ-β)-order if function u(t) ∈ C^2,δ[0, T] where 0 ≤ δ ≤ 1 is the Hölder continuity index. This error order can come up to O(△t^3-β) if u(t) ∈ C³ [0, T]. Then, in combinination with the linear finite volume discretization on spatial domain, we give a fully discrete scheme for the fractional wave equation. We prove that the fully discrete scheme is unconditionally stable and the discrete solution admits the optimal error estimates in the H¹-norm and L₂-norm, respectively. Numerical examples are provided to verify the effectiveness of the proposed numerical method.

• Journal of applied mathematics & informatics
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• 제38권5_6호
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• pp.489-506
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• 2020

The spatial fractional diffusion equation can be discretized by employing the implicit finite difference scheme using the shifted Grünwald formula. The discretized linear system is obtained, whose the coefficient matrix has a diagonal-plus-Toeplitz structure. In order to solve the diagonal-plus-Toeplitz linear system, on the basis of circulant and skew-circulant splitting (CSCS splitting), we construct a new and efficient iterative method, called DSCS iterative methods, which have two parameters. Than we prove the convergence of DSCS methods. As a focus, we derive the simple and effective values of two optimal parameters under some restrictions. Some numerical experiments are carried out to illustrate the validity and accuracy of the new methods.

• 대한수학회지
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• 제53권4호
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• pp.929-967
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• 2016

Let p(t, x) be the fundamental solution to the problem $${\partial}^{\alpha}_tu=-(-{\Delta})^{\beta}u,\;{\alpha}{\in}(0,2),\;{\beta}{\in}(0,{\infty})$$. If ${\alpha},{\beta}{\in}(0,1)$, then the kernel p(t, x) becomes the transition density of a Levy process delayed by an inverse subordinator. In this paper we provide the asymptotic behaviors and sharp upper bounds of p(t, x) and its space and time fractional derivatives $$D^n_x(-{\Delta}_x)^{\gamma}D^{\sigma}_tI^{\delta}_tp(t,x),\;{\forall}n{\in}{\mathbb{Z}}_+,\;{\gamma}{\in}[0,{\beta}],\;{\sigma},{\delta}{\in}[0,{\infty})$$, where $D^n_x$ x is a partial derivative of order n with respect to x, $(-{\Delta}_x)^{\gamma}$ is a fractional Laplace operator and $D^{\sigma}_t$ and $I^{\delta}_t$ are Riemann-Liouville fractional derivative and integral respectively.