Parallel Direct and Iterative Methods for Solving the Time-Fractional Diffusion Equation on Multicore Processors

The spectral iterative method for Solving Fractional-Order Logistic ‎Equation

In this paper, a new spectral-iterative method is employed to give approximate solutions of fractional logistic differential equation. This approach is based on combination of two different methods, i.e. the iterative method cite{35} and the spectral method. The method reduces the differential equation to systems of linear algebraic equations and then the resulting systems are solved by a numer...

The use of iterative methods for solving Black-Scholes equation

Finite integration method with RBFs for solving time-fractional convection-diffusion equation with variable coefficients

In this paper, a modification of finite integration method (FIM) is combined with the radial basis function (RBF) method to solve a time-fractional convection-diffusion equation with variable coefficients. The FIM transforms partial differential equations into integral equations and this creates some constants of integration. Unlike the usual FIM, the proposed method computes constants of integ...

Iterative methods for solving non linear Fokker-Planck equation

A New Implicit Finite Difference Method for Solving Time Fractional Diffusion Equation

In this paper, a time fractional diffusion equation on a finite domain is con- sidered. The time fractional diffusion equation is obtained from the standard diffusion equation by replacing the first order time derivative by a fractional derivative of order 0 < a< 1 (in the Riemann-Liovill or Caputo sence). In equation that we consider the time fractional derivative is in...