Research article

Fourth-order effective approximation of the normalized Riemann-Liouville tempered fractional derivatives and its applications

  • Received: 07 June 2025 Revised: 29 July 2025 Accepted: 31 July 2025 Published: 06 August 2025
  • MSC : 65M06, 65M12

  • In this paper, a fourth-order quasi-compact approximation for the normalized Riemann-Liouville tempered fractional derivatives was proposed. Its effectiveness was proved by using the generating function method, and it was applied to the numerical solution of the two-sided space tempered fractional diffusion equation with the time Caputo tempered fractional derivative. For the time Caputo tempered fractional derivative, we transformed the Caputo tempered fractional derivative into the Riemann-Liouville tempered fractional derivative through the relationship between them, and then employed the tempered weighted and shifted Grünwald difference operator to approximate the Riemann-Liouville tempered fractional derivative in the time direction. Thus, an efficient numerical scheme with second-order accuracy in time and fourth-order accuracy in space was derived. The stability and convergence of the numerical scheme were rigorously and elaborately proved, and the effectiveness of the numerical scheme was verified by a series of simulations conducted on numerical examples.

    Citation: Jianxin Li, Zeshan Qiu. Fourth-order effective approximation of the normalized Riemann-Liouville tempered fractional derivatives and its applications[J]. AIMS Mathematics, 2025, 10(8): 17801-17831. doi: 10.3934/math.2025794

    Related Papers:

  • In this paper, a fourth-order quasi-compact approximation for the normalized Riemann-Liouville tempered fractional derivatives was proposed. Its effectiveness was proved by using the generating function method, and it was applied to the numerical solution of the two-sided space tempered fractional diffusion equation with the time Caputo tempered fractional derivative. For the time Caputo tempered fractional derivative, we transformed the Caputo tempered fractional derivative into the Riemann-Liouville tempered fractional derivative through the relationship between them, and then employed the tempered weighted and shifted Grünwald difference operator to approximate the Riemann-Liouville tempered fractional derivative in the time direction. Thus, an efficient numerical scheme with second-order accuracy in time and fourth-order accuracy in space was derived. The stability and convergence of the numerical scheme were rigorously and elaborately proved, and the effectiveness of the numerical scheme was verified by a series of simulations conducted on numerical examples.



    加载中


    [1] $\acute{A}$. Cartea, D. del-Castillo-Negrete, Fluid limit of the continuous-time random walk with general L$\acute{e}$vy jump distribution functions, Phys. Rev. E., 76 (2007), 041105. https://doi.org/10.1103/physreve.76.041105 doi: 10.1103/physreve.76.041105
    [2] A. A. Alikhanov, A new difference scheme for the time fractional diffusion equation, J. Comput. Phys., 280 (2015), 424–438. https://doi.org/10.1016/j.jcp.2014.09.031 doi: 10.1016/j.jcp.2014.09.031
    [3] A. Quarteroni, A. Valli, Numerical approximation of partial differential equations, Berlin: Springer, 1994. https://doi.org/10.1007/978-3-540-85268-1
    [4] B. Baeumer, M. M. Meerschaert, Tempered stable L$\acute{e}$vy motion and transient super-diffusion, J. Comput. Appl. Math., 233 (2010), 2438–2448. https://doi.org/10.1016/j.cam.2009.10.027 doi: 10.1016/j.cam.2009.10.027
    [5] B. P. Moghaddam, J. A. Tenreiro Machado, A. Babaei, A computationally efficient method for tempered fractional differential equations with application, Comp. Appl. Math., 37 (2018), 3657–3671. https://doi.org/10.1007/s40314-017-0522-1 doi: 10.1007/s40314-017-0522-1
    [6] C. Li, W. H. Deng, High order schemes for the tempered fractional diffusion equations, Adv. Comput. Math., 42 (2016), 543–572. https://doi.org/10.1007/s10444-015-9434-z doi: 10.1007/s10444-015-9434-z
    [7] C. Lubich, Discretized fractional calculus, SIAM J. Math. Anal., 17 (1986), 704–719. https://doi.org/10.1137/0517050 doi: 10.1137/0517050
    [8] D. A. Benson, S. W. Wheatcraft, M. M. Meerschaert, Application of a fractional advection‐dispersion equation, Water. Resour. Res., 36 (2000), 1403–1412. https://api.semanticscholar.org/CorpusID: 7669161
    [9] D. K. Cen, Z. B. Wang, Y. Mo, Second order difference schemes for time-fractional KdV-Burgers' equation with initial singularity, Appl. Math. Lett., 112 (2021), 106829. https://doi.org/10.1016/j.aml.2020.106829 doi: 10.1016/j.aml.2020.106829
    [10] D. D. Hu, X. N. Cao, The implicit midpoint method for Riesz tempered fractional diffusion equation with a nonlinear source term, Adv. Differ. Equ., 2019 (2019), 66. https://doi.org/10.1186/s13662-019-1990-y doi: 10.1186/s13662-019-1990-y
    [11] D. D. Hu, X. N. Cao, A fourth-order compact ADI scheme for two-dimensional Riesz space fractional nonlinear reaction-diffusion equation, Int. J. Comput. Math., 97 (2019), 1928–1948. https://doi.org/10.1080/00207160.2019.1671587 doi: 10.1080/00207160.2019.1671587
    [12] E. Barkai, Y. Garini, R. Metzler, Strange kinetics of single molecules in living cells, Phys. Today., 65 (2012), 29–35. https://doi.org/10.1063/PT.3.1677 doi: 10.1063/PT.3.1677
    [13] E. Hanert, C. Piret, A Chebyshev pseudospectral method to solve the space-time tempered fractional diffusion equation, SIAM J. Sci. Comput., 36 (2014), 4. https://doi.org/10.1137/130927292 doi: 10.1137/130927292
    [14] E. Scalas, R. Gorenflo, F. Mainardi, Fractional calculus and continuous-time finance, Physica A, 284 (2000), 376–384. https://doi.org/10.1016/S0378-4371(00)00255-7 doi: 10.1016/S0378-4371(00)00255-7
    [15] F. M. Salama, A. T. Balasim, U. Ali, M. A. Khan, Efficient numerical simulations based on an explicit group approach for the time fractional advection-diffusion reaction equation, Comp. Appl. Math., 42 (2023), 157. https://doi.org/10.1007/s40314-023-02278-x doi: 10.1007/s40314-023-02278-x
    [16] F. Sabzikar, M. M. Meerschaert, J. H. Chen, Tempered fractional calculus, J. Comput. Phys., 293 (2015), 14–28. https://doi.org/10.1016/j.jcp.2014.04.024
    [17] F. W. Liu, P. H. Zhuang, K. Burrage, Numerical methods and analysis for a class of fractional advection-dispersion models, Comput. Math. Appl., 64 (2012), 2990–3007. https://doi.org/10.1016/j.camwa.2012.01.020 doi: 10.1016/j.camwa.2012.01.020
    [18] G. H. Gao, Z. Z. Sun, H. W. Zhang, A new fractional numerical differentiation formula to approximate the Caputo fractional derivative and its applications, J. Comput. Phys., 259 (2014), 33–50. https://doi.org/10.1016/j.jcp.2013.11.017 doi: 10.1016/j.jcp.2013.11.017
    [19] H. F. Ding, C. P. Li, A high-order algorithm for Time-Caputo-Tempered partial differential equation with Riesz derivatives in two spatial dimensions, J. Sci. Comput., 80 (2019), 81–109. https://doi.org/10.1007/s10915-019-00930-5 doi: 10.1007/s10915-019-00930-5
    [20] H. Zhang, F. W. Liu, I. Turner, S. Chen, The numerical simulation of the tempered fractional Black-Scholes equation for European double barrier option, Appl. Math. Model., 40 (2016), 5819–5834. https://doi.org/10.1016/j.apm.2016.01.027 doi: 10.1016/j.apm.2016.01.027
    [21] H. Zhou, W. Y. Tian, W. H. Deng, Quasi-compact finite difference schemes for space fractional diffusion equations, J. Sci. Comput., 56 (2013), 45–66. https://doi.org/10.1007/s10915-012-9661-0 doi: 10.1007/s10915-012-9661-0
    [22] J. H. Cushman, T. R. Ginn, Fractional advection-dispersion equation: A classical mass balance with convolution-Fickian Flux, Water Resour. Res., 36 (2000), 3763–3766. https://doi.org/10.1029/2000WR900261 doi: 10.1029/2000WR900261
    [23] L. B. Feng, F. W. Liu, V. Anh, Galerkin finite element method for a two-dimensional tempered time-space fractional diffusion equation with application to a Bloch-Torrey equation retaining Larmor precession, Math. Comput. Simul., 206 (2023), 517–537. https://doi.org/10.1016/j.matcom.2022.11.024 doi: 10.1016/j.matcom.2022.11.024
    [24] L. B. Feng, F. W. Liu, V. Anh, S. L. Qin, Analytical and numerical investigation on the tempered time-fractional operator with application to the Bloch equation and the two-layered problem, Nonlinear. Dyn., 109 (2022), 2041–2061. https://doi.org/10.1007/s11071-022-07561-w doi: 10.1007/s11071-022-07561-w
    [25] M. Dehghan, M. Abbaszadeh, A finite difference/finite element technique with error estimate for space fractional tempered diffusion-wave equation, Comput. Math. Appl., 75 (2018), 2903–2914. https://doi.org/10.1016/j.camwa.2018.01.020 doi: 10.1016/j.camwa.2018.01.020
    [26] M. Dehghan, M. Abbaszadeh, W. H. Deng, Fourth-order numerical method for the space-time tempered fractional diffusion-wave equation, Appl. Math. Lett., 73 (2017), 120–127. https://doi.org/10.1016/j.aml.2017.04.011 doi: 10.1016/j.aml.2017.04.011
    [27] M. H. Chen, W. H. Deng, Fourth order accurate scheme for the space fractional diffusion equations, SIAM J. Numer. Anal., 52 (2014), 3. https://doi.org/10.1137/130933447 doi: 10.1137/130933447
    [28] M. H. Chen, W. H. Deng, High order algorithms for the fractional substantial diffusion equation with truncated L$\acute{e}$vy flights, SIAM J. Sci. Comput., 37 (2015), 2. https://doi.org/10.1137/14097207X doi: 10.1137/14097207X
    [29] M. M. Meerschaert, C. Tadjeran, Finite difference approximations for fractional advection-dispersion equations, J. Comput. Appl. Math., 172 (2004), 65–77. https://doi.org/10.1016/j.cam.2004.01.033 doi: 10.1016/j.cam.2004.01.033
    [30] M. M. Meerschaert, Y. Zhang, B. Baeumer, Tempered anomalous diffusion in heterogeneous systems, Geophys. Res. Lett., 35 (2008), 17. https://doi.org/10.1029/2008GL034899 doi: 10.1029/2008GL034899
    [31] M. R. Hooshmandasl, M. H. Heydari, C. Cattani, Numerical solution of fractional sub-diffusion and time-fractional diffusion-wave equations via fractional-order Legendre functions, Eur. Phys. J. Plus., 131 (2016), 268. https://doi.org/10.1140/epjp/i2016-16268-2 doi: 10.1140/epjp/i2016-16268-2
    [32] M. Weilbeer, Efficient numerical methods for fractional differential equations and their analytical background, 2005.
    [33] R. Bhatia, Positive definite matrices, Princeton University Press, 2009. https://doi.org/10.1515/9781400827787
    [34] R. Chawla, D. Kumar, S. Singh, A Second-Order Scheme for the Generalized Time-Fractional Burgers' Equation, J. Comput. Nonlinear Dynam., 19 (2024), 011001. https://doi.org/10.1115/1.4063792 doi: 10.1115/1.4063792
    [35] R. Hilfer, Applications of fractional calculus in physics, World Scientific, 2000. https://doi.org/10.1142/3779
    [36] R. H. Chan, X. Q. Jin, An introduction to iterative toeplitz solvers, 2007. https://doi.org/10.1137/1.9780898718850
    [37] R. Metzler, J. Klafter, The restaurant at the end of the random walk: Recent developments in the description of anomalous transport by fractional dynamics, J. Phys. A., 37 (2004), 31. https://doi.org/10.1088/0305-4470/37/31/R01 doi: 10.1088/0305-4470/37/31/R01
    [38] R. M. Hafez, Y. H. Youssri, A. G. Atta, Jacobi rational operational approach for time-fractional sub-diffusion equation on a semi-infinite domain, Contemp. Math., 4 (2023), 853–876. https://doi.org/10.37256/cm.4420233594 doi: 10.37256/cm.4420233594
    [39] T. T. Hang, Z. G. Zhou, H. Pan, Y. Wang, The conservative characteristic difference method and analysis for solving two-sided space-fractional advection-diffusion equations, Numer. Algor., 92 (2023), 1723–1755. https://doi.org/10.1007/s11075-022-01363-2 doi: 10.1007/s11075-022-01363-2
    [40] W. H. Deng, Z. J. Zhang, Numerical schemes of the time tempered fractional Feynman-Kac equation, Comput. Math. Appl., 73 (2017), 1063–1076. https://doi.org/10.1016/j.camwa.2016.12.017 doi: 10.1016/j.camwa.2016.12.017
    [41] W. H. Luo, X. M. Gu, L. Yang, J. Meng, A Lagrange-quadratic spline optimal collocation method for the time tempered fractional diffusion equation, Math. Comput. Simul., 182 (2021), 1–24. https://doi.org/10.1016/j.matcom.2020.10.016 doi: 10.1016/j.matcom.2020.10.016
    [42] W. L. Wang, E. Barkai, Fractional advection-diffusion-asymmetry equation, Phys. Rev. Lett., 125 (2020), 240606. https://doi.org/10.1103/PhysRevLett.125.240606 doi: 10.1103/PhysRevLett.125.240606
    [43] W. Y. Tian, H. Zhou, W. H. Deng, A class of second order difference approximations for solving space fractional diffusion equations, Math. Comp., 84 (2015), 1703–1727. https://doi.org/10.1090/s0025-5718-2015-02917-2 doi: 10.1090/s0025-5718-2015-02917-2
    [44] X. Guo, Y. T. Li, H. Wang, A high order finite difference method for tempered fractional diffusion equations with applications to the CGMY model, SIAM J. Sci. Comput., 40 (2018), 5. https://doi.org/10.1137/18M1172739 doi: 10.1137/18M1172739
    [45] Y. H. Youssri, A. G. Atta, Chebyshev Petrov-Galerkin method for nonlinear time-fractional integro-differential equations with a mildly singular kernel, J. Appl. Math. Comput., 71 (2025), 3891–3911. https://doi.org/10.1007/s12190-025-02371-w doi: 10.1007/s12190-025-02371-w
    [46] Y. H. Youssri, R. M. Hafez, A. G. Atta, An innovative pseudo-spectral Galerkin algorithm for the time-fractional Tricomi-type equation, Phys. Scr., 99 (2024), 105238. https://doi.org/10.1088/1402-4896/ad74ad doi: 10.1088/1402-4896/ad74ad
    [47] Y. L. Zhao, P. Y. Zhu, X. M. Gu, X. L. Zhao, H. Y. Jian, A preconditioning technique for all-at-once system from the nonlinear tempered fractional diffusion equation, J. Sci. Comput., 83 (2020), 10. https://doi.org/10.1007/s10915-020-01193-1 doi: 10.1007/s10915-020-01193-1
    [48] Y. L. Zhao, T. Z. Huang, X. M. Gu, W. H. Luo, A fast second-order implicit difference method for time-space fractional advection-diffusion equation, Numer. Func. Anal. Opt., 41 (2020), 257–293. https://doi.org/10.1080/01630563.2019.1627369 doi: 10.1080/01630563.2019.1627369
    [49] Y. X. Zhang, Q. Li, H. F. Ding, High-order numerical approximation formulas for Riemann-Liouville (Riesz) tempered fractional derivatives: construction and application (Ⅰ), Appl. Math. Comput., 329 (2018), 432–443. https://doi.org/10.1016/j.amc.2018.02.023 doi: 10.1016/j.amc.2018.02.023
    [50] Y. Y. Yu, W. H. Deng, Y. J. Wu, J. Wu, Third order difference schemes (without using points outside of the domain) for one sided space tempered fractional partial differential equations, Appl. Numer. Math., 112 (2017), 126–145. https://doi.org/10.1016/j.apnum.2016.10.011 doi: 10.1016/j.apnum.2016.10.011
    [51] Y. Zhang, D. A. Benson, D. M. Reeves, Time and space nonlocalities underlying fractional-derivative models: Distinction and literature review of field applications, Adv. Water Resour., 32 (2009), 561–581. https://doi.org/10.1016/j.advwatres.2009.01.008 doi: 10.1016/j.advwatres.2009.01.008
    [52] Z. P. Hao, W. R. Cao, G. Lin, A second-order difference scheme for the time fractional substantial diffusion equation, J. Comput. Appl. Math., 313 (2017), 54–69. http://dx.doi.org/10.1016/j.cam.2016.09.006 doi: 10.1016/j.cam.2016.09.006
    [53] Z. P. Hao, Z. Z. Sun, W. R. Cao, A fourth-order approximation of fractional derivatives with its applications, J. Comput. Phys., 281 (2015), 787–805. https://doi.org/10.1016/j.jcp.2014.10.053 doi: 10.1016/j.jcp.2014.10.053
    [54] Z. S. Qiu, An unconditionally stable numerical method for space tempered fractional convection-diffusion models, J. Math., 2024 (2024), 6710903. https://doi.org/10.1155/2024/6710903 doi: 10.1155/2024/6710903
    [55] Z. S. Qiu, Fourth-order high-precision algorithms for one-sided tempered fractional diffusion equations, AIMS. Math., 9 (2024), 27102–27121. https://doi.org/10.3934/math.20241318 doi: 10.3934/math.20241318
    [56] Z. Z. Sun, X. N. Wu, A fully discrete difference scheme for a diffusion-wave system, Appl. Numer. Math., 56 (2006), 193–209. https://doi.org/10.1016/j.apnum.2005.03.003 doi: 10.1016/j.apnum.2005.03.003
  • Reader Comments
  • © 2025 the Author(s), licensee AIMS Press. This is an open access article distributed under the terms of the Creative Commons Attribution License (http://creativecommons.org/licenses/by/4.0)
通讯作者: 陈斌, bchen63@163.com
  • 1. 

    沈阳化工大学材料科学与工程学院 沈阳 110142

  1. 本站搜索
  2. 百度学术搜索
  3. 万方数据库搜索
  4. CNKI搜索

Metrics

Article views(492) PDF downloads(43) Cited by(0)

Article outline

Figures and Tables

Figures(6)  /  Tables(4)

Other Articles By Authors

/

DownLoad:  Full-Size Img  PowerPoint
Return
Return

Catalog