Numerical Methods for Fractional Calculus presents numerical methods for fractional integrals and fractional derivatives, finite difference methods for fractional ordinary differential equations (FODEs) and fractional partial differential equations (FPDEs), and finite element methods for FPDEs.The book introduces the basic definitions and propertie

In this paper, a new alternating direction implicit Galerkin--Legendre spectral method for the two-dimensional Riesz space fractional nonlinear reaction-diffusion equation is developed. The temporal component is discretized by the Crank--Nicolson method. The detailed implementation of the method is presented. The stability and convergence analysis is strictly proven, which shows that the derived method is stable and convergent of order $2$ in time. An optimal error estimate in space is also obtained by introducing a new orthogonal projector. The present method is extended to solve the fractional FitzHugh--Nagumo model. Numerical results are provided to verify the theoretical analysis.

In this paper, two finite difference/element approaches for the time-fractional subdiffusion equation with Dirichlet boundary conditions are developed, in which the time direction is approximated by the fractional linear multistep method and the space direction is approximated by the finite element method. The two methods are unconditionally stable and convergent of order $O(\tau^q+h^{r+1})$ in the $L^2$ norm, where $q=2-\beta$ or 2 when the analytical solution to the subdiffusion equation is sufficiently smooth, $\beta\,(0<\beta<1)$ is the order of the fractional derivative, $\tau$ and $h$ are the step sizes in time and space, respectively, and $r$ is the degree of the polynomial space. The corresponding schemes for the subdiffusion equation with Neumann boundary conditions are presented as well, where the stability and convergence are shown. Numerical examples are provided to verify the theoretical analysis. Comparisons between the algorithms derived in this paper and the existing algorithms are given, which show that our numerical schemes exhibit better performances than the existing ones.

This article aims to fill in the gap of the second-order accurate schemes for the time-fractional subdiffusion equation with unconditional stability. Two fully discrete schemes are first proposed for the time-fractional subdiffusion equation with space discretized by finite element method and time discretized by the fractional linear multistep methods. These two methods are unconditionally stable with maximum global convergence order of $O(\tau+h^{r+1})$ in the $L^2$ norm, where $\tau$ and $h$ are the step sizes in time and space, respectively, and $r$ is the degree of the piecewise polynomial space. The average convergence rates for the two methods in time are also investigated, which shows that the average convergence rates of the two methods are $O(\tau^{1.5}+h^{r+1})$. Furthermore, two improved algorithms are constrcted, and they are also unconditionally stable and convergent of order $O(\tau^2+h^{r+1})$. Numerical examples are provided to verify the theoretical analysis. Comparisons between the present algorithms and the existing ones are included, showing that our numerical algorithms exhibit better performances than the known ones.

Fractional finite difference methods are useful to solve the fractional differential equations. The aim of this article is to prove the stability and convergence of the fractional Euler method, the fractional Adams method and the high order methods based on the convolution formula by using the generalized discrete Gronwall inequality. Numerical experiments are also presented, which verify the theoretical analysis.