Skip to main content
Erschienen in: Journal of Applied Mathematics and Computing 1-2/2019

12.02.2019 | Original Research

Finite element method for drifted space fractional tempered diffusion equation

verfasst von: Ayan Chakraborty, B. V. Rathish Kumar

Erschienen in: Journal of Applied Mathematics and Computing | Ausgabe 1-2/2019

Einloggen

Aktivieren Sie unsere intelligente Suche, um passende Fachinhalte oder Patente zu finden.

search-config
loading …

Abstract

Off-late many models in viscoelasticity, signal processing or anomalous diffusion equations are formulated in fractional calculus. Tempered fractional calculus is the generalization of fractional calculus and in the last few years several important partial differential equations occurring in different field of science have been reconsidered in this terms like diffusion wave equations, Schr\(\ddot{o}\)dinger equation and so on. In the present paper, a time dependent tempered fractional diffusion equation of order \(\gamma \in (0,1)\) with forcing function is considered. Existence, uniqueness, stability, and regularity of the solution has been proved. Crank–Nicolson discretization is used in the time direction. By implementing finite element approximation a priori space–time estimate has been derived and we proved that the convergent order is \(\mathcal {O}(h^2+\varDelta t ^2)\) where h is the space step size and \(\varDelta t\) is the time difference. A couple of numerical examples have been presented to confirm the accuracy of theoretical results. Finally, we conclude that the studied method is useful for solving tempered fractional diffusion equations.

Sie haben noch keine Lizenz? Dann Informieren Sie sich jetzt über unsere Produkte:

Springer Professional "Wirtschaft+Technik"

Online-Abonnement

Mit Springer Professional "Wirtschaft+Technik" erhalten Sie Zugriff auf:

  • über 102.000 Bücher
  • über 537 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Maschinenbau + Werkstoffe
  • Versicherung + Risiko

Jetzt Wissensvorsprung sichern!

Springer Professional "Wirtschaft"

Online-Abonnement

Mit Springer Professional "Wirtschaft" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 340 Zeitschriften

aus folgenden Fachgebieten:

  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Versicherung + Risiko




Jetzt Wissensvorsprung sichern!

Springer Professional "Technik"

Online-Abonnement

Mit Springer Professional "Technik" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 390 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Maschinenbau + Werkstoffe




 

Jetzt Wissensvorsprung sichern!

Literatur
1.
Zurück zum Zitat Meng, Q.-J., Ding, D., Sheng, Q.: Preconditioned iterative methods for fractional diffusion models in finance. Numer. Methods Partial Differ. Equ. 31(5), 1382–1395 (2015)CrossRefMathSciNet Meng, Q.-J., Ding, D., Sheng, Q.: Preconditioned iterative methods for fractional diffusion models in finance. Numer. Methods Partial Differ. Equ. 31(5), 1382–1395 (2015)CrossRefMathSciNet
2.
Zurück zum Zitat Black, F., Scholes, M.: The pricing of options and corporate liabilities. J. Political Econ. 81(3), 637–654 (1973)CrossRefMathSciNet Black, F., Scholes, M.: The pricing of options and corporate liabilities. J. Political Econ. 81(3), 637–654 (1973)CrossRefMathSciNet
3.
Zurück zum Zitat Gorenflo, R., et al.: Time fractional diffusion: a discrete random walk approach. Nonlinear Dyn. 29(1–4), 129–143 (2002)CrossRefMathSciNet Gorenflo, R., et al.: Time fractional diffusion: a discrete random walk approach. Nonlinear Dyn. 29(1–4), 129–143 (2002)CrossRefMathSciNet
4.
Zurück zum Zitat Baeumer, B., Meerschaert, M.M.: Tempered stable Lévy motion and transient super-diffusion. J. Comput. Appl. Math. 233(10), 2438–2448 (2010)CrossRefMathSciNet Baeumer, B., Meerschaert, M.M.: Tempered stable Lévy motion and transient super-diffusion. J. Comput. Appl. Math. 233(10), 2438–2448 (2010)CrossRefMathSciNet
5.
Zurück zum Zitat Cartea, A., del-Castillo-Negrete, D.: Fractional diffusion models of option prices in markets with jumps. Phys. A Stat. Mech. Appl. 374(2), 749–763 (2007)CrossRef Cartea, A., del-Castillo-Negrete, D.: Fractional diffusion models of option prices in markets with jumps. Phys. A Stat. Mech. Appl. 374(2), 749–763 (2007)CrossRef
6.
Zurück zum Zitat Jin, B., et al.: Error analysis of a finite element method for the space-fractional parabolic equation. SIAM J. Numer. Anal. 52(5), 2272–2294 (2014)CrossRefMathSciNet Jin, B., et al.: Error analysis of a finite element method for the space-fractional parabolic equation. SIAM J. Numer. Anal. 52(5), 2272–2294 (2014)CrossRefMathSciNet
7.
Zurück zum Zitat Bhrawy, A.H., Zaky, M.A.: A method based on the Jacobi tau approximation for solving multi-term time-space fractional partial differential equations. J. Comput. Phys. 281, 876–895 (2015)CrossRefMathSciNet Bhrawy, A.H., Zaky, M.A.: A method based on the Jacobi tau approximation for solving multi-term time-space fractional partial differential equations. J. Comput. Phys. 281, 876–895 (2015)CrossRefMathSciNet
8.
Zurück zum Zitat Arqub, O.A., Odibat, Z., Al-Smadi, M.: Numerical solutions of time-fractional partial integrodifferential equations of Robin functions types in Hilbert space with error bounds and error estimates. Nonlinear Dyn. 94(3), 1819–1834 (2018)CrossRef Arqub, O.A., Odibat, Z., Al-Smadi, M.: Numerical solutions of time-fractional partial integrodifferential equations of Robin functions types in Hilbert space with error bounds and error estimates. Nonlinear Dyn. 94(3), 1819–1834 (2018)CrossRef
9.
Zurück zum Zitat Arqub, O.A., Maayah, B.: Numerical solutions of integrodifferential equations of Fredholm operator type in the sense of the Atangana–Baleanu fractional operator. Chaos Solitons Fractals 117, 117–124 (2018)CrossRefMathSciNet Arqub, O.A., Maayah, B.: Numerical solutions of integrodifferential equations of Fredholm operator type in the sense of the Atangana–Baleanu fractional operator. Chaos Solitons Fractals 117, 117–124 (2018)CrossRefMathSciNet
10.
Zurück zum Zitat Arqub, O.A., Al Smadi, M.: Numerical algorithm for solving time? Fractional partial integrodifferential equations subject to initial and Dirichlet boundary conditions. Numer. Methods Partial Differ. Equ. 34(5), 1577–1597 (2018)CrossRefMathSciNet Arqub, O.A., Al Smadi, M.: Numerical algorithm for solving time? Fractional partial integrodifferential equations subject to initial and Dirichlet boundary conditions. Numer. Methods Partial Differ. Equ. 34(5), 1577–1597 (2018)CrossRefMathSciNet
11.
Zurück zum Zitat Al-Smadi, M., Arqub, O.A.: Computational algorithm for solving fredholm time-fractional partial integrodifferential equations of dirichlet functions type with error estimates. Appl. Math. Comput. 342, 280–294 (2019)MathSciNet Al-Smadi, M., Arqub, O.A.: Computational algorithm for solving fredholm time-fractional partial integrodifferential equations of dirichlet functions type with error estimates. Appl. Math. Comput. 342, 280–294 (2019)MathSciNet
12.
Zurück zum Zitat Arqub, O.A.: Solutions of time? Fractional Tricomi and Keldysh equations of Dirichlet functions types in Hilbert space. Numer. Methods Partial Differ. Equ. 34(5), 1759–1780 (2018)CrossRefMathSciNet Arqub, O.A.: Solutions of time? Fractional Tricomi and Keldysh equations of Dirichlet functions types in Hilbert space. Numer. Methods Partial Differ. Equ. 34(5), 1759–1780 (2018)CrossRefMathSciNet
13.
Zurück zum Zitat Arqub, O.A., Al-Smadi, M.: Atangana–Baleanu fractional approach to the solutions of Bagley-Torvik and Painlevé equations in Hilbert space. Chaos Solitons Fractals 117, 161–167 (2018)CrossRefMathSciNet Arqub, O.A., Al-Smadi, M.: Atangana–Baleanu fractional approach to the solutions of Bagley-Torvik and Painlevé equations in Hilbert space. Chaos Solitons Fractals 117, 161–167 (2018)CrossRefMathSciNet
14.
Zurück zum Zitat Weng, Z., Zhai, S., Feng, X.: A Fourier spectral method for fractional-in-space Cahn–Hilliard equation. Appl. Math. Model. 42, 462–477 (2017)CrossRefMathSciNet Weng, Z., Zhai, S., Feng, X.: A Fourier spectral method for fractional-in-space Cahn–Hilliard equation. Appl. Math. Model. 42, 462–477 (2017)CrossRefMathSciNet
15.
Zurück zum Zitat Gajda, J., Magdziarz, M.: Fractional Fokker–Planck equation with tempered \(\alpha \)-stable waiting times: Langevin picture and computer simulation. Phys. Rev. E 82(1), 011117 (2010)CrossRef Gajda, J., Magdziarz, M.: Fractional Fokker–Planck equation with tempered \(\alpha \)-stable waiting times: Langevin picture and computer simulation. Phys. Rev. E 82(1), 011117 (2010)CrossRef
16.
Zurück zum Zitat Balint, A.M., Balint, S.: In classical mechanics objectivity lost when Riemann-Liouwille or Caputo fractional order derivatives are used. arXiv preprint arXiv:1806.04186 (2018) Balint, A.M., Balint, S.: In classical mechanics objectivity lost when Riemann-Liouwille or Caputo fractional order derivatives are used. arXiv preprint arXiv:​1806.​04186 (2018)
17.
Zurück zum Zitat Ding, H., Li, C., Chen, Y.Q.: High-order algorithms for Riesz derivative and their applications (II). J. Comput. Phys. 293, 218–237 (2015)CrossRefMathSciNet Ding, H., Li, C., Chen, Y.Q.: High-order algorithms for Riesz derivative and their applications (II). J. Comput. Phys. 293, 218–237 (2015)CrossRefMathSciNet
18.
Zurück zum Zitat Shen, S., Liu, F., Anh, V.: Numerical approximations and solution techniques for the space–time Riesz–Caputo fractional advection-diffusion equation. Numer. Algorithms 56(3), 383–403 (2011)CrossRefMathSciNet Shen, S., Liu, F., Anh, V.: Numerical approximations and solution techniques for the space–time Riesz–Caputo fractional advection-diffusion equation. Numer. Algorithms 56(3), 383–403 (2011)CrossRefMathSciNet
19.
Zurück zum Zitat Çelik, C., Duman, M.: Crank–Nicolson method for the fractional diffusion equation with the Riesz fractional derivative. J. Comput. Phys. 231(4), 1743–1750 (2012)CrossRefMathSciNet Çelik, C., Duman, M.: Crank–Nicolson method for the fractional diffusion equation with the Riesz fractional derivative. J. Comput. Phys. 231(4), 1743–1750 (2012)CrossRefMathSciNet
20.
Zurück zum Zitat Wang, X., Deng, W.: Discontinuous Galerkin methods and their adaptivity for the tempered fractional (convection) diffusion equations. arXiv preprint arXiv:1706.02826 (2017) Wang, X., Deng, W.: Discontinuous Galerkin methods and their adaptivity for the tempered fractional (convection) diffusion equations. arXiv preprint arXiv:​1706.​02826 (2017)
21.
Zurück zum Zitat Çelik, C., Duman, M.: Finite element method for a symmetric tempered fractional diffusion equation. Appl. Numer. Math. 120, 270–286 (2017)CrossRefMathSciNet Çelik, C., Duman, M.: Finite element method for a symmetric tempered fractional diffusion equation. Appl. Numer. Math. 120, 270–286 (2017)CrossRefMathSciNet
22.
Zurück zum Zitat Shlesinger, M.F., West, B.J., Klafter, J.: Lévy dynamics of enhanced diffusion: application to turbulence. Phys. Rev. Lett. 58(11), 1100 (1987)CrossRefMathSciNet Shlesinger, M.F., West, B.J., Klafter, J.: Lévy dynamics of enhanced diffusion: application to turbulence. Phys. Rev. Lett. 58(11), 1100 (1987)CrossRefMathSciNet
23.
Zurück zum Zitat Heymans, N., Podlubny, I.: Physical interpretation of initial conditions for fractional differential equations with Riemann–Liouville fractional derivatives. Rheol. Acta 45(5), 765–771 (2006)CrossRef Heymans, N., Podlubny, I.: Physical interpretation of initial conditions for fractional differential equations with Riemann–Liouville fractional derivatives. Rheol. Acta 45(5), 765–771 (2006)CrossRef
24.
Zurück zum Zitat Caputo, M.: Linear models of dissipation whose Q is almost frequency independent-II. Geophys. J. Int. 13(5), 529–539 (1967)CrossRef Caputo, M.: Linear models of dissipation whose Q is almost frequency independent-II. Geophys. J. Int. 13(5), 529–539 (1967)CrossRef
25.
Zurück zum Zitat Evans, L.C.: Partial differential equations. American Mathematical Society (2010) Evans, L.C.: Partial differential equations. American Mathematical Society (2010)
26.
Zurück zum Zitat Quarteroni, A., Valli, A.: Introduction. Springer, Berlin (1994) Quarteroni, A., Valli, A.: Introduction. Springer, Berlin (1994)
27.
Zurück zum Zitat Chen, M. et al.: A fast multigrid finite element method for the time-dependent tempered fractional problem. arXiv preprint arXiv:1711.08209 (2017) Chen, M. et al.: A fast multigrid finite element method for the time-dependent tempered fractional problem. arXiv preprint arXiv:​1711.​08209 (2017)
Metadaten
Titel
Finite element method for drifted space fractional tempered diffusion equation
verfasst von
Ayan Chakraborty
B. V. Rathish Kumar
Publikationsdatum
12.02.2019
Verlag
Springer Berlin Heidelberg
Erschienen in
Journal of Applied Mathematics and Computing / Ausgabe 1-2/2019
Print ISSN: 1598-5865
Elektronische ISSN: 1865-2085
DOI
https://doi.org/10.1007/s12190-019-01241-6

Weitere Artikel der Ausgabe 1-2/2019

Journal of Applied Mathematics and Computing 1-2/2019 Zur Ausgabe