학술논문

Differential operator multiplication method for fractional differential equations.
Document Type
Article
Source
Computational Mechanics. Nov2016, Vol. 58 Issue 5, p879-888. 10p.
Subject
*FRACTIONAL differential equations
*STATISTICAL correlation
*HEAT equation
*ORDINARY differential equations
*PARTIAL differential equations
*FOURIER transforms
Language
ISSN
0178-7675
Abstract
Fractional derivatives play a very important role in modeling physical phenomena involving long-range correlation effects. However, they raise challenges of computational cost and memory storage requirements when solved using current well developed numerical methods. In this paper, the differential operator multiplication method is proposed to address the issues by considering a reaction-advection-diffusion equation with a fractional derivative in time. The linear fractional differential equation is transformed into an integer order differential equation by the proposed method, which can fundamentally fix the aforementioned issues for select fractional differential equations. In such a transform, special attention should be paid to the initial conditions for the resulting differential equation of higher integer order. Through numerical experiments, we verify the proposed method for both fractional ordinary differential equations and partial differential equations. [ABSTRACT FROM AUTHOR]