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Numerical Methods for Solving Space Fractional Partial Differential Equations Using Hadamard Finite-Part Integral Approach

     

摘要

We introduce a novel numerical method for solving two-sided space fractional partial differential equations in two-dimensional case.The approximation of the space fractional Riemann-Liouville derivative is based on the approximation of the Hadamard finite-part integral which has the convergence order O(h^3-a),where h is the space step size and α∈(1,2)is the order of Riemann-Liouville fractional derivative.Based on this scheme,we introduce a shifted finite difference method for solving space fractional partial differential equations.We obtained the error estimates with the convergence orders O(τ+h^3-a+h^β),where τ is the time step size and β>0 is a parameter which measures the smoothness of the fractional derivatives of the solution of the equation.Unlike the numerical methods for solving space fractional partial differential equations constructed using the standard shifted Griinwald-Letnikov formula or higher order Lubich's methods which require the solution of the equation to satisfy the homogeneous Dirichlet boundary condition to get the firstorder convergence,the numerical method for solving the space fractional partial differential equation constructed using the Hadamard finite-part integral approach does not require the solution of the equation to satisfy the Dirichlet homogeneous boundary condition.Numerical results show that the experimentally determined convergence order obtained using the Hadamard finite-part integral approach for solving the space fractional partial differential equation with non-homogeneous Dirichlet boundary conditions is indeed higher than the convergence order obtained using the numerical methods constructed with the standard shifted Griinwald-Letnikov formula or Lubich's higher order approximation schemes.

著录项

  • 来源
    《应用数学与计算数学学报》|2019年第4期|505-523|共19页
  • 作者

    Yanyong Wang; Yubin Yan; Ye Hu;

  • 作者单位

    Department of Mathematics Luliang University 38 Binghe North East Road Luliang Shanxi 033000 China;

    Department of Mathematics University of Chester CH1 4BJ Chester UK;

  • 原文格式 PDF
  • 正文语种 eng
  • 中图分类
  • 关键词

  • 入库时间 2023-07-26 00:22:38

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