Foreword |
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xi | |
Preface |
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xiii | |
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xv | |
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xvii | |
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1 Introduction to Fractional Calculus |
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1 | (28) |
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1.1 Fractional Integrals and Derivatives |
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1 | (9) |
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1.2 Some Other Properties of Fractional Derivatives |
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10 | (8) |
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1.2.1 Leibniz Rule for Fractional Derivatives |
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10 | (1) |
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1.2.2 Fractional Derivative of a Composite Function |
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11 | (1) |
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1.2.3 Behaviors Near and Far from the Lower Terminal |
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12 | (2) |
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1.2.4 Laplace Transforms of Fractional Derivatives |
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14 | (2) |
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1.2.5 Fourier Transforms of Fractional Derivatives |
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16 | (2) |
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1.3 Some Other Fractional Derivatives and Extensions |
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18 | (5) |
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1.3.1 Marchaud Fractional Derivative |
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18 | (1) |
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1.3.2 The Finite Parts of Integrals |
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19 | (1) |
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1.3.3 Directional Integrals and Derivatives in R2 |
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20 | (1) |
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1.3.4 Partial Fractional Derivatives |
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21 | (2) |
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23 | (2) |
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1.5 Fractional Initial and Boundary Problems |
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25 | (4) |
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2 Numerical Methods for Fractional Integral and Derivatives |
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29 | (68) |
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2.1 Approximations to Fractional Integrals |
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29 | (11) |
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2.1.1 Numerical Methods Based on Polynomial Interpolation |
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30 | (4) |
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2.1.2 High-Order Methods Based on Gauss Interpolation |
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34 | (4) |
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2.1.3 Fractional Linear Multistep Methods |
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38 | (2) |
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2.2 Approximations to Riemann--Liouville Derivatives |
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40 | (8) |
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2.2.1 Grunwald--Letnikov Type Approximation |
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41 | (2) |
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2.2.2 L1, L2 and L2C Methods |
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43 | (5) |
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2.3 Approximations to Caputo Derivatives |
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48 | (7) |
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2.3.1 L1, L2 and L2C Methods |
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49 | (1) |
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2.3.2 Approximations Based on Polynomial Interpolation |
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49 | (3) |
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52 | (3) |
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2.4 Approximation to Riesz Derivatives |
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55 | (36) |
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2.4.1 High-Order Algorithms (I) |
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55 | (12) |
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2.4.2 High-Order Algorithms (II) |
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67 | (4) |
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2.4.3 High-Order Algorithms (III) |
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71 | (15) |
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86 | (5) |
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91 | (1) |
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2.6 Short Memory Principle |
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92 | (2) |
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94 | (3) |
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3 Numerical Methods for Fractional Ordinary Differential Equations |
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97 | (28) |
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97 | (1) |
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98 | (2) |
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100 | (10) |
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109 | (1) |
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3.4 Fractional Linear Multistep Methods |
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110 | (15) |
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4 Finite Difference Methods for Fractional Partial Differential Equations |
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125 | (94) |
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125 | (1) |
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4.2 One-Dimensional Time-Fractional Equations |
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125 | (34) |
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4.2.1 Riemann--Liouville Type Subdiffusion Equations |
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127 | (1) |
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4.2.1.1 Explicit Euler Type Methods |
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127 | (3) |
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4.2.1.2 Implicit Euler Type Methods |
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130 | (6) |
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4.2.1.3 Crank--Nicolson Type Methods |
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136 | (6) |
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4.2.1.4 Integration Methods |
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142 | (2) |
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4.2.1.5 Numerical Examples |
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144 | (2) |
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4.2.2 Caputo Type Subdiffusion Equations |
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146 | (1) |
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4.2.2.1 Explicit Euler Type Methods |
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147 | (3) |
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4.2.2.2 Implicit Euler Type Methods |
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150 | (3) |
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4.2.2.3 FLMM Finite Difference Methods |
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153 | (4) |
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4.2.2.4 Numerical Examples |
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157 | (2) |
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4.3 One-Dimensional Space-Fractional Differential Equations |
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159 | (15) |
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4.3.1 One-Sided Space-Fractional Diffusion Equation |
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159 | (9) |
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4.3.2 Two-Sided Space-Fractional Diffusion Equation |
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168 | (2) |
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4.3.3 Riesz Space-Fractional Diffusion Equation |
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170 | (2) |
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172 | (2) |
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4.4 One-Dimensional Time-Space Fractional Differential Equations |
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174 | (9) |
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4.4.1 Time-Space Fractional Diffusion Equation with Caputo Derivative in Time |
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174 | (5) |
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4.4.2 Time-Space Fractional Diffusion Equation with Riemann-Liouville Derivative in Time |
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179 | (2) |
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181 | (2) |
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4.5 Fractional Differential Equations in Two Space Dimensions |
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183 | (36) |
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4.5.1 Time-Fractional Diffusion Equation with Riemann--Liouville Derivative in Time |
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185 | (13) |
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4.5.2 Time-Fractional Diffusion Equation with Caputo Derivative in Time |
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198 | (6) |
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4.5.3 Space-Fractional Diffusion Equation |
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204 | (4) |
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4.5.4 Time-Space Fractional Diffusion Equation with Caputo Derivative in Time |
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208 | (4) |
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4.5.5 Time-Space Fractional Diffusion Equation with Riemann-Liouville Derivative in Time |
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212 | (2) |
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214 | (5) |
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5 Galerkin Finite Element Methods for Fractional Partial Differential Equations |
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219 | (46) |
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5.1 Mathematical Preliminaries |
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219 | (5) |
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5.2 Galerkin FEM for Stationary Fractional Advection Dispersion Equation |
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224 | (6) |
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5.2.1 Notations and Polynomial Approximation |
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225 | (1) |
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5.2.2 Variational Formulation |
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226 | (3) |
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5.2.3 Finite Element Solution and Error Estimates |
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229 | (1) |
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5.3 Galerkin FEM for Space-Fractional Diffusion Equation |
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230 | (8) |
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5.3.1 Semi-Discrete Approximation |
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230 | (4) |
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5.3.2 Fully Discrete Approximation |
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234 | (4) |
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5.4 Galerkin FEM for Time-Fractional Differential Equations |
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238 | (13) |
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5.4.1 Semi-Discrete Schemes |
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238 | (3) |
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5.4.2 Fully Discrete Schemes |
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241 | (7) |
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248 | (3) |
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5.5 Galerkin FEM for Time-Space Fractional Differential Equations |
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251 | (14) |
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5.5.1 Semi-Discrete Approximations |
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253 | (3) |
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5.5.2 Fully Discrete Schemes |
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256 | (9) |
Bibliography |
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265 | (14) |
Index |
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279 | |