Magda Rebelo

Numerical approximation of distributed order reaction-diffusion equations

In this paper an implicit scheme for the numerical approximation of the distributed order time-fractional reaction-diffusion equation with a nonlinear source term is presented. The stability and the convergence order of the numerical scheme are analysed and illustrated through some numerical examples.

NONPOLYNOMIAL COLLOCATION APPROXIMATION OF SOLUTIONS TO FRACTIONAL DIFFERENTIAL EQUATIONS

We propose a non-polynomial collocation method for solving fractional differential equations. The construction of such a scheme is based on the classical equivalence between certain fractional differential equations and corresponding Volterra integral equations. Usually, we cannot expect the solution of a fractional differential equation to be smooth and this poses a challenge to the convergence analysis of numerical schemes. In this paper, the approach we present takes into account the potential non-regularity of the solution, and so we are able to obtain a result on optimal order of convergence without the need to impose inconvenient smoothness conditions on the solution. An error analysis is provided for the linear case and several examples are presented and discussed.

A hybrid collocation method for a nonlinear Volterra integral equation with weakly singular kernel

This work is concerned with the numerical solution of a nonlinear weakly singular Volterra integral equation. Owing to the singular behavior of the solution near the origin, the global convergence order of product integration and collocation methods is not optimal. In order to recover the optimal orders a hybrid collocation method is used which combines a non-polynomial approximation on the first subinterval followed by piecewise polynomial collocation on a graded mesh. Some numerical examples are presented which illustrate the theoretical results and the performance of the method. A comparison is made with the standard graded collocation method.

A numerical method for the distributed order time-fractional diffusion equation

This paper is devoted to the numerical approximation of the diffusion equation with distributed order in time. A numerical method is proposed in the case where the order of the time derivative is distributed over the interval [0, 1], and results concerning the stability and convergence of that scheme are provided. Two numerical examples are presented illustrating the theoretical numerical results.

High Order Numerical Methods for Fractional Terminal Value Problems

Abstract. In this paper we present a shooting algorithm to solve fractional terminal (or boundary) value problems. We provide a convergence analysis of the numerical method, derived based upon properties of the equation being solved and without the need to impose smoothness conditions on the solution. The work is a sequel to our recent investigation where we constructed a nonpolynomial collocation method for the approximation of the solution to fractional initial value problems. Here we show that the method can be adapted for the effective approximation of the solution of terminal value problems. Moreover, we compare the efficiency of this numerical scheme against other existing methods.

Fractional pennes' bioheat equation: theoretical and numerical studies

Abstract In this work we provide a new mathematical model for the Pennes’ bioheat equation, assuming a fractional time derivative of single order. Alternative versions of the bioheat equation are studied and discussed, to take into account the temperature-dependent variability in the tissue perfusion, and both finite and infinite speed of heat propagation. The proposed bioheat model is solved numerically using an implicit finite difference scheme that we prove to be convergent and stable. The numerical method proposed can be applied to general reaction diffusion equations, with a variable diffusion coefficient. The results obtained with the single order fractional model, are compared with the original models that use classical derivatives.

A meshfree method for elasticity problems with interfaces

In this work, we develop a meshfree method based on fundamental solutions basis functions for a transmission problem in linear elasticity. The addressed problem consists in, given the displacement field on the boundary, compute the corresponding displacement field of an elastic object (which has piecewise constant Lame coefficients). The Lame coefficients are assumed to be constant in non overlapping subdomains and, on the corresponding interface (interior boundaries), non homogeneous jump conditions on the displacement and on the traction vectors are considered. The main properties of the method are analyzed and illustrated with several numerical simulations in 2D domains.

A nonpolynomial collocation method for fractional terminal value problems

In this paper we propose a nonpolynomial collocation method for solving a class of terminal (or boundary) value problems for differential equations of fractional order α , 0 < α < 1 . The approach used is based on the equivalence between a problem of this type and a Fredholm integral equation of a particular form. Taking into account the asymptotic behaviour of the solution of this problem, we propose a nonpolynomial collocation method on a uniform mesh. We study the order of convergence of the proposed algorithm and a result on optimal order of convergence is obtained. In order to illustrate the theoretical results and the performance of the method we present several numerical examples.

Fully discretized collocation methods for nonlinear singular Volterra integral equations

We consider a nonlinear weakly singular Volterra integral equation arising from a problem studied by Lighthill (1950) [1]. A series expansion for the solution is obtained and shown to be convergent in a neighbourhood of the origin. Owing to the singularity of the solution at the origin, the global convergence order of product integration and collocation methods is not optimal. However, the optimal orders can be recovered if we use the fully discretized collocation methods based on graded meshes. A theoretical proof is given and we present some numerical results which illustrate the performance of the methods.

A Numerical Method for the Solution of the Time-Fractional Diffusion Equation

In this work we provide a new numerical scheme for the solution of the fractional sub-diffusion equation. This new scheme is based on a combination of a recently proposed non-polynomial collocation method for fractional ordinary differential equations and the method of lines. A comparison of the numerical results obtained with known analytical solutions is carried out, using different values of the order of the fractional derivative and several time and space stepsizes, and we conclude that, as in the fractional ordinary differential equation case, the convergence order of the method is independent of the order of the time derivative and does not decrease when dealing with certain nonsmooth solutions.