arXiv subjects

Anatoly A. Alikhanov

Publications and source records attributed to Anatoly A. Alikhanov.

5 recordsLinked to original sources

arXiv2024

Modified least squares method and a review of its applications in machine learning and fractional differential/integral equations

The least squares method provides the best-fit curve by minimizing the total squares error. In this work, we provide the modified least squares method based on the fractional orthogonal polynomials that belong to the space $M_{n}^λ := \text{span}\{1,x^λ,x^{2λ},\ldots,x^{nλ}\},~λ\in (0,2]$. Numerical experiments demonstrate how to solve different problems using the modified least squares method. Moreover, the results show the advantage of the modified least squares method compared to the classical least squares method. Furthermore, we discuss the various applications of the modified least squares method in the fields like fractional differential/integral equations and machine learning.

math.NA↗

arXiv2023

Stability analysis of a second-order difference scheme for the time-fractional mixed sub-diffusion and diffusion-wave equation

This study investigates a class of initial-boundary value problems pertaining to the time-fractional mixed sub-diffusion and diffusion-wave equation (SDDWE). To facilitate the development of a numerical method and analysis, the original problem is transformed into a new integro-differential model which includes the Caputo derivatives and the Riemann-Liouville fractional integrals with orders belonging to (0,1). By providing an a priori estimate of the solution, we have established the existence and uniqueness of a numerical solution for the problem. We propose a second-order method to approximate the fractional Riemann-Liouville integral and employ an L2 type formula to approximate the Caputo derivative. This results in a method with a temporal accuracy of second-order for approximating the considered model. The proof of the unconditional stability of the proposed difference scheme is established. Moreover, we demonstrate the proposed method's potential to construct and analyze a second-order L2-type numerical scheme for a broader class of the time-fractional mixed SDDWEs with multi-term time-fractional derivatives. Numerical results are presented to assess the accuracy of the method and validate the theoretical findings.

math.NA↗

arXiv2023

A high-order discrete energy decay and maximum-principle preserving scheme for time fractional Allen-Cahn equation

The shifted fractional trapezoidal rule (SFTR) with a special shift is adopted to construct a finite difference scheme for the time-fractional Allen-Cahn (tFAC) equation. Some essential key properties of the weights of SFTR are explored for the first time. Based on these properties, we rigorously demonstrate the discrete energy decay property and maximum-principle preservation for the scheme. Numerical investigations show that the scheme can resolve the intrinsic initial singularity of such nonlinear fractional equations as tFAC equation on uniform meshes without any correction. Comparison with the classic fractional BDF2 and L2-1$_σ$ method further validates the superiority of SFTR in solving the tFAC equation. Experiments concerning both discrete energy decay and discrete maximum-principle also verify the correctness of the theoretical results.

math.NA↗

arXiv2021

A high-order L2 type difference scheme for the time-fractional diffusion equation

The present paper is devoted to constructing L2 type difference analog of the Caputo fractional derivative. The fundamental features of this difference operator are studied and it is used to construct difference schemes generating approximations of the second and fourth order in space and the $(3-α)$ th-order in time for the time fractional diffusion equation with variable coefficients. Stability of the schemes under consideration as well as their convergence with the rate equal to the order of the approximation error are proven. The received results are supported by the numerical computations performed for some test problems.

math.NA↗

arXiv2016

Fast iterative method with a second order implicit difference scheme for time-space fractional convection-diffusion equations

In this paper we want to propose practical numerical methods to solve a class of initial-boundary problem of time-space fractional convection-diffusion equations (TSFCDEs). To start with, an implicit difference method based on two-sided weighted shifted Grünwald formulae is proposed with a discussion of the stability and convergence. We construct an implicit difference scheme (IDS) and show that it converges with second order accuracy in both time and space. Then, we develop fast solution methods for handling the resulting system of linear equation with the Toeplitz matrix. The fast Krylov subspace solvers with suitable circulant preconditioners are designed to deal with the resulting Toeplitz linear systems. Each time level of these methods reduces the memory requirement of the proposed implicit difference scheme from $\mathcal{O}(N^2)$ to $\mathcal{O}(N)$ and the computational complexity from $O(N^3)$ to $O(N\log N)$ in each iterative step, where $N$ is the number of grid nodes. Extensive numerical example runs show the utility of these methods over the traditional direct solvers of the implicit difference methods, in terms of computational cost and memory requirements.

math.NA↗