The article discusses different schemes for the numerical solution of the fractional Riccati equation with variable coefficients and variable memory, where the fractional derivative is understood in the sense of Gerasimov-Caputo. For a nonlinear fractional equation, in the general case, theorems of approximation, stability, and convergence of a nonlocal implicit finite difference scheme (IFDS) are proved. For IFDS, it is shown that the scheme converges with the order corresponding to the estimate for approximating the Gerasimov-Caputo fractional operator. The IFDS scheme is solved by the modified Newton’s method (MNM), for which it is shown that the method is locally stable and converges with the first order of accuracy. In the case of the fractional Riccati equation, approximation, stability, and convergence theorems are proved for a nonlocal explicit finite difference scheme (EFDS). It is shown that EFDS conditionally converges with the first order of accuracy. On specific test examples, the computational accuracy of numerical methods was estimated according to Runge’s rule and compared with the exact solution. It is shown that the order of computational accuracy of numerical methods tends to the theoretical order of accuracy with increasing nodes of the computational grid.
In this study, the model Riccati equation with variable coefficients as functions, as well as a derivative of a fractional variable order (VO) of the Gerasimov-Caputo type, is used to approximate the data for some physical processes with saturation. In particular, the proposed model is applied to the description of solar activity (SA), namely the number of sunspots observed over the past 25 years. It is also used to describe data from Johns Hopkins University on coronavirus infection COVID-19, in particular data on the Russian Federation and the Republic of Uzbekistan. Finally, it is used to study issues related to seismic activity, in particular, the description of data on the volumetric activity of Radon (RVA). The Riccati equation used in the mathematical model was numerically solved by constructing an implicit finite difference scheme (IFDS) and its implementation by the modified Newton method (MNM). The calculated curves obtained in the study are compared with known experimental data. It is shown that if the model parameters are chosen appropriately, the model curves will give results that correlate well with real experimental data. Moreover, with other parameters of the model, it is possible to make some prediction about the possible course of the considered processes.
Mathematical modeling is used to study the hereditary mechanism of the accumulation of radioactive radon gas in a chamber with gas-discharge counters at several observation points in Kamchatka. Continuous monitoring of variations in radon volumetric activity in order to identify anomalies in its values is one of the effective methods for studying the stress–strain state of the geo-environment with the possibility of building strong earthquake forecasts. The model equation of radon transfer, taking into account its accumulation in the chamber and the presence of the hereditary effect (heredity or memory), is a nonlinear differential Riccati equation with non-constant coefficients with a fractional derivative in the sense of Gerasimov–Caputo, for which local initial conditions are set (Cauchy problem). The proposed hereditary model of radon accumulation in the chamber is a generalization of the previously known model with an integer derivative (classical model). This fact indicates the preservation of the properties of the previously obtained solution according to the classical model, as well as the presence of new properties that are applied to the study of radon volumetric activity at observation points. The paper shows that due to the order of the fractional derivative, as well as the quadratic nonlinearity in the model equation, the results of numerical simulation give a better approximation of the experimental data of radon monitoring than by classical models. This indicates that the hereditary model of radon transport is more flexible, which allows using it to describe various anomalous effects in the values of radon volume activity.
The paper presents a mathematical model of radon accumulation in a chamber, which takes into account the hereditary properties of the environment in which radon migrates, and also uses a nonlinear function that is responsible for the mechanisms of radon entering the chamber. The simulation of accumulation is performed in comparison with real data. It is shown that the model presented in this work gives a better agreement between the model and real curves of radon accumulation and can be used for a more accurate description of the processes occurring in the chamber.
The numerical solution for fractional dynamics problems can create a high computational load, which makes it necessary to implement efficient algorithms for their solution. The main contribution to the computational load of such computations is created by heredity (memory), which is determined by the dependence of the current value of the solution function on previous values in the time interval. In terms of mathematics, the heredity here is described using a fractional differentiation operator in the Gerasimov–Caputo sense of variable order. As an example, we consider the Cauchy problem for the non-linear fractional Riccati equation with non-constant coefficients. An efficient parallel implementation algorithm has been proposed for the known sequential non-local explicit finite-difference numerical solution scheme. This implementation of the algorithm is a hybrid one, since it uses both GPU and CPU computational nodes. The program code of the parallel implementation of the algorithm is described in C and CUDA C languages, and is developed using OpenMP and CUDA hardware, as well as software architectures. This paper presents a study on the computational efficiency of the proposed parallel algorithm based on data from a series of computational experiments that were obtained using a computing server NVIDIA DGX STATION. The average computation time is analyzed in terms of the following: running time, acceleration, efficiency, and the cost of the algorithm. As a result, it is shown on test examples that the hybrid version of the numerical algorithm can give a significant performance increase of 3–5 times in comparison with both the sequential version of the algorithm and OpenMP implementation.
The article proposes a nonlocal explicit finite-difference scheme for the numerical solution of a nonlinear, ordinary differential equation with a derivative of a fractional variable order of the Gerasimov–Caputo type. The questions of approximation, convergence, and stability of this scheme are studied. It is shown that the nonlocal finite-difference scheme is conditionally stable and converges to the first order. Using the fractional Riccati equation as an example, the computational accuracy of the numerical method is analyzed. It is shown that with an increase in the nodes of the computational grid, the order of computational accuracy tends to unity, i.e., to the theoretical value of the order of accuracy.