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Radial basis functions method for solving the fractional diffusion equations

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  • Saberi Zafarghandi, Fahimeh
  • Mohammadi, Maryam
  • Babolian, Esmail
  • Javadi, Shahnam

Abstract

Fractional order diffusion equations are generalizations of classical diffusion equations, treating super-diffusive flow processes. The paper presents a meshless method based on spatial trial spaces spanned by the radial basis functions (RBFs) for the numerical solution of a class of initial-boundary value fractional diffusion equations with variable coefficients on a finite domain. The space fractional derivatives are defined by using Riemann–Liouville fractional derivative. We first provide Riemann–Liouville fractional derivatives for the five kinds of RBFs, including the Powers, Gaussian, Multiquadric, Matérn and Thin-plate splines, in one dimension. The time-dependent fractional diffusion equation is discretized in space with the RBF collocation method and the remaining system of ordinary differential equations (ODEs) is advanced in time with an ODE method using a method of lines approach. Some numerical results are given in order to demonstrate the efficiency and accuracy of the method. Additionally, some physical properties of this fractional diffusion system are simulated, which further confirm the effectiveness of our method. The stability of the linear systems arising from discretizing Riemann–Liouville fractional differential operator with RBFs is also analysed.

Suggested Citation

  • Saberi Zafarghandi, Fahimeh & Mohammadi, Maryam & Babolian, Esmail & Javadi, Shahnam, 2019. "Radial basis functions method for solving the fractional diffusion equations," Applied Mathematics and Computation, Elsevier, vol. 342(C), pages 224-246.
    • Handle: RePEc:eee:apmaco:v:342:y:2019:i:c:p:224-246
    DOI: 10.1016/j.amc.2018.08.043
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    References listed on IDEAS

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    1. Scalas, Enrico & Gorenflo, Rudolf & Mainardi, Francesco, 2000. "Fractional calculus and continuous-time finance," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 284(1), pages 376-384.
    2. Liu, Q. & Liu, F. & Gu, Y.T. & Zhuang, P. & Chen, J. & Turner, I., 2015. "A meshless method based on Point Interpolation Method (PIM) for the space fractional diffusion equation," Applied Mathematics and Computation, Elsevier, vol. 256(C), pages 930-938.
    3. Dehghan, Mehdi & Shokri, Ali, 2008. "A numerical method for solution of the two-dimensional sine-Gordon equation using the radial basis functions," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(3), pages 700-715.
    4. Cartea, Álvaro & del-Castillo-Negrete, Diego, 2007. "Fractional diffusion models of option prices in markets with jumps," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 374(2), pages 749-763.
    5. Mainardi, Francesco & Raberto, Marco & Gorenflo, Rudolf & Scalas, Enrico, 2000. "Fractional calculus and continuous-time finance II: the waiting-time distribution," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 287(3), pages 468-481.
    6. Li, Wei & Li, Can, 2015. "Second-order explicit difference schemes for the space fractional advection diffusion equation," Applied Mathematics and Computation, Elsevier, vol. 257(C), pages 446-457.
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    Cited by:

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