Efficient numerical techniques for computing the Riesz fractional-order reaction-diffusion models arising in biology
Author
Abstract
Suggested Citation
DOI: 10.1016/j.chaos.2022.112394
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Owolabi, Kolade M., 2020. "High-dimensional spatial patterns in fractional reaction-diffusion system arising in biology," Chaos, Solitons & Fractals, Elsevier, vol. 134(C).
- Metzler, Ralf & Klafter, Joseph, 2000. "Boundary value problems for fractional diffusion equations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 278(1), pages 107-125.
- Raberto, Marco & Scalas, Enrico & Mainardi, Francesco, 2002.
"Waiting-times and returns in high-frequency financial data: an empirical study,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 314(1), pages 749-755.
- M. Raberto & E. Scalas & F. Mainardi, 2002. "Waiting-times and returns in high-frequency financial data: an empirical study," Papers cond-mat/0203596, arXiv.org.
- Marco Raberto & Enrico Scalas & Francesco Mainardi, 2004. "Waiting-times and returns in high-frequency financial data: an empirical study," Finance 0411014, University Library of Munich, Germany.
- 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.
- Enrico Scalas & Rudolf Gorenflo & Francesco Mainardi, 2000. "Fractional calculus and continuous-time finance," Papers cond-mat/0001120, arXiv.org.
- Enrico Scalas & Rudolf Gorenflo & Francesco Mainardi, 2004. "Fractional calculus and continuous-time finance," Finance 0411007, University Library of Munich, Germany.
- Owolabi, Kolade M., 2021. "Computational analysis of different Pseudoplatystoma species patterns the Caputo-Fabrizio derivative," Chaos, Solitons & Fractals, Elsevier, vol. 144(C).
- Hengfei Ding & Changpin Li & YangQuan Chen, 2014. "High-Order Algorithms for Riesz Derivative and Their Applications," Abstract and Applied Analysis, Hindawi, vol. 2014, pages 1-17, May.
- 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.
- Francesco Mainardi & Marco Raberto & Rudolf Gorenflo & Enrico Scalas, 2000. "Fractional calculus and continuous-time finance II: the waiting-time distribution," Papers cond-mat/0006454, arXiv.org, revised Nov 2000.
- Francesco Mainardi & Marco Raberto & Rudolf Gorenflo & Enrico Scalas, 2004. "Fractional calculus and continuous-time finance II: the waiting- time distribution," Finance 0411008, University Library of Munich, Germany.
- Manuel Duarte Ortigueira, 2006. "Riesz potential operators and inverses via fractional centred derivatives," International Journal of Mathematics and Mathematical Sciences, Hindawi, vol. 2006, pages 1-12, August.
- Owolabi, Kolade M. & Pindza, Edson & Atangana, Abdon, 2021. "Analysis and pattern formation scenarios in the superdiffusive system of predation described with Caputo operator," Chaos, Solitons & Fractals, Elsevier, vol. 152(C).
- Abidemi, Afeez & Owolabi, Kolade M. & Pindza, Edson, 2022. "Modelling the transmission dynamics of Lassa fever with nonlinear incidence rate and vertical transmission," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 597(C).
- Owolabi, Kolade M., 2016. "Mathematical analysis and numerical simulation of patterns in fractional and classical reaction-diffusion systems," Chaos, Solitons & Fractals, Elsevier, vol. 93(C), pages 89-98.
- Das, S., 2009. "A note on fractional diffusion equations," Chaos, Solitons & Fractals, Elsevier, vol. 42(4), pages 2074-2079.
- Chenkuan Li & Joshua Beaudin, 2020. "On the Generalized Riesz Derivative," Mathematics, MDPI, vol. 8(7), pages 1-22, July.
- Alqhtani, Manal & Owolabi, Kolade M. & Saad, Khaled M., 2022. "Spatiotemporal (target) patterns in sub-diffusive predator-prey system with the Caputo operator," Chaos, Solitons & Fractals, Elsevier, vol. 160(C).
- Omar Abu Arqub & Mohamed S. Osman & Abdel-Haleem Abdel-Aty & Abdel-Baset A. Mohamed & Shaher Momani, 2020. "A Numerical Algorithm for the Solutions of ABC Singular Lane–Emden Type Models Arising in Astrophysics Using Reproducing Kernel Discretization Method," Mathematics, MDPI, vol. 8(6), pages 1-15, June.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Li, Peiluan & Gao, Rong & Xu, Changjin & Ahmad, Shabir & Li, Ying & Akgül, Ali, 2023. "Bifurcation behavior and PDγ control mechanism of a fractional delayed genetic regulatory model," Chaos, Solitons & Fractals, Elsevier, vol. 168(C).
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Marseguerra, Marzio & Zoia, Andrea, 2008. "Pre-asymptotic corrections to fractional diffusion equations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(12), pages 2668-2674.
- Scalas, Enrico & Kaizoji, Taisei & Kirchler, Michael & Huber, Jürgen & Tedeschi, Alessandra, 2006.
"Waiting times between orders and trades in double-auction markets,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 366(C), pages 463-471.
- Enrico Scalas & Taisei Kaizoji & Michael Kirchler & Juergen Huber & Alessandra Tedeschi, 2006. "Waiting times between orders and trades in double-auction markets," Papers physics/0608273, arXiv.org.
- Schumer, Rina & Baeumer, Boris & Meerschaert, Mark M., 2011. "Extremal behavior of a coupled continuous time random walk," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(3), pages 505-511.
- Langlands, T.A.M., 2006. "Solution of a modified fractional diffusion equation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 367(C), pages 136-144.
- D’Amico, Guglielmo & Janssen, Jacques & Manca, Raimondo, 2009. "European and American options: The semi-Markov case," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(15), pages 3181-3194.
- Boukhouima, Adnane & Hattaf, Khalid & Lotfi, El Mehdi & Mahrouf, Marouane & Torres, Delfim F.M. & Yousfi, Noura, 2020. "Lyapunov functions for fractional-order systems in biology: Methods and applications," Chaos, Solitons & Fractals, Elsevier, vol. 140(C).
- Jiang, Zhi-Qiang & Chen, Wei & Zhou, Wei-Xing, 2009.
"Detrended fluctuation analysis of intertrade durations,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(4), pages 433-440.
- Zhi-Qiang Jiang & Wei Chen & Wei-Xing Zhou, 2008. "Detrended fluctuation analysis of intertrade durations," Papers 0806.2444, arXiv.org.
- Enrico Scalas & Rudolf Gorenflo & Hugh Luckock & Francesco Mainardi & Maurizio Mantelli & Marco Raberto, 2004.
"Anomalous waiting times in high-frequency financial data,"
Quantitative Finance, Taylor & Francis Journals, vol. 4(6), pages 695-702.
- Enrico Scalas & Rudolf Gorenflo & Francesco Mainardi & Maurizio Mantelli & Marco Raberto, 2003. "Anomalous waiting times in high-frequency financial data," Papers cond-mat/0310305, arXiv.org.
- Enrico Scalas & Rudolf Gorenflo & Hugh Luckock & Francesco Mainardi & Maurizio Mantelli & Marco Raberto, 2005. "Anomalous waiting times in high-frequency financial data," Papers physics/0505210, arXiv.org.
- Hosseininia, M. & Heydari, M.H., 2019. "Meshfree moving least squares method for nonlinear variable-order time fractional 2D telegraph equation involving Mittag–Leffler non-singular kernel," Chaos, Solitons & Fractals, Elsevier, vol. 127(C), pages 389-399.
- Plamen Ch Ivanov & Ainslie Yuen & Pandelis Perakakis, 2014. "Impact of Stock Market Structure on Intertrade Time and Price Dynamics," PLOS ONE, Public Library of Science, vol. 9(4), pages 1-14, April.
- Berardi, Luca & Serva, Maurizio, 2005. "Time and foreign exchange markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 353(C), pages 403-412.
- Meerschaert, Mark M. & Scalas, Enrico, 2006.
"Coupled continuous time random walks in finance,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 370(1), pages 114-118.
- Mark M. Meerschaert & Enrico Scalas, 2006. "Coupled continuous time random walks in finance," Papers physics/0608281, arXiv.org.
- Masoliver, Jaume & Montero, Miquel & Perello, Josep & Weiss, George H., 2006.
"The continuous time random walk formalism in financial markets,"
Journal of Economic Behavior & Organization, Elsevier, vol. 61(4), pages 577-598, December.
- Jaume Masoliver & Miquel Montero & Josep Perello, "undated". "The continuous time random walk formalism in financial markets," Modeling, Computing, and Mastering Complexity 2003 24, Society for Computational Economics.
- J. Masoliver & M. Montero & J. Perello & G. H. Weiss, 2006. "The continuous time random walk formalism in financial markets," Papers physics/0611138, arXiv.org.
- Guglielmo D'Amico & Filippo Petroni, 2020. "A micro-to-macro approach to returns, volumes and waiting times," Papers 2007.06262, arXiv.org.
- Ni, Xiao-Hui & Jiang, Zhi-Qiang & Gu, Gao-Feng & Ren, Fei & Chen, Wei & Zhou, Wei-Xing, 2010.
"Scaling and memory in the non-Poisson process of limit order cancelation,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(14), pages 2751-2761.
- Xiao-Hui Ni & Zhi-Qiang Jiang & Gao-Feng Gu & Fei Ren & Wei Chen & Wei-Xing Zhou, 2009. "Scaling and memory in the non-poisson process of limit order cancelation," Papers 0911.0057, arXiv.org.
- Ponta, Linda & Trinh, Mailan & Raberto, Marco & Scalas, Enrico & Cincotti, Silvano, 2019.
"Modeling non-stationarities in high-frequency financial time series,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 521(C), pages 173-196.
- Linda Ponta & Mailan Trinh & Marco Raberto & Enrico Scalas & Silvano Cincotti, 2012. "Modeling non-stationarities in high-frequency financial time series," Papers 1212.0479, arXiv.org, revised Feb 2017.
- Repetowicz, Przemysław & Richmond, Peter, 2004. "Modeling of waiting times and price changes in currency exchange data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 343(C), pages 677-693.
- Scalas, Enrico & Politi, Mauro, 2012.
"A parsimonious model for intraday European option pricing,"
Economics Discussion Papers
2012-14, Kiel Institute for the World Economy (IfW Kiel).
- Enrico Scalas & Mauro Politi, 2012. "A parsimonious model for intraday European option pricing," Papers 1202.4332, arXiv.org.
- Adán J. Serna-Reyes & Jorge E. Macías-Díaz & Nuria Reguera, 2021. "A Convergent Three-Step Numerical Method to Solve a Double-Fractional Two-Component Bose–Einstein Condensate," Mathematics, MDPI, vol. 9(12), pages 1-22, June.
- Scalas, Enrico & Viles, Noèlia, 2014. "A functional limit theorem for stochastic integrals driven by a time-changed symmetric α-stable Lévy process," Stochastic Processes and their Applications, Elsevier, vol. 124(1), pages 385-410.
More about this item
Keywords
Riesz operator; Subdiffusion and superdiffusion processes;Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:chsofr:v:161:y:2022:i:c:s096007792200604x. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Thayer, Thomas R. (email available below). General contact details of provider: https://www.journals.elsevier.com/chaos-solitons-and-fractals .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.