• Journal of applied mathematics & informatics
• /
• v.19 no.1_2
• /
• pp.179-190
• /
• 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
• /
• v.38 no.5_6
• /
• pp.489-506
• /
• 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.

• Bulletin of the Korean Chemical Society
• /
• v.26 no.11
• /
• pp.1723-1727
• /
• 2005

A generalized fractional diffusion equation (FDE) is presented, which describes the time-evolution of the spatial distribution of a particle performing continuous time random walk (CTRW) on a fractal lattice. For a case corresponding to the CTRW with waiting time distribution that behaves as $\psi(t) \sim (t) ^{-(\alpha+1)}$, the FDE is solved to give analytic expressions for the Green’s function and the mean squared displacement (MSD). In agreement with the previous work of Blumen et al. [Phys. Rev. Lett. 1984, 53, 1301], the time-dependence of MSD is found to be given as < $r^2(t)$ > ~ $t ^{2\alpha/dw}$, where $d_w$ is the walk dimension of the given fractal. A Monte-Carlo simulation is also performed to evaluate the range of applicability of the proposed FDE.

• Bulletin of the Korean Mathematical Society
• /
• v.47 no.6
• /
• pp.1225-1234
• /
• 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.

• Journal of the Korean Mathematical Society
• /
• v.58 no.3
• /
• pp.553-569
• /
• 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.