Based on restricted variational principle, a novel method for interval wavelet construction is proposed. For the excellent local property of quasi-Shannon wavelet, its interval wavelet is constructed, and then applied to solve ordinary differential equations. Parameter choices for the interval wavelet method are discussed and its numerical performance is demonstrated.
Metzler et al. introduced a fractional Fokker-Planck equation (FFPE) describing a subdiffusive behavior of a particle under the combined influence of external nonlinear force field and a Boltzmann thermal heat bath. In this paper, we present an interval Shannon wavelet numerical method for the FFPE. In this method, a new concept named “dynamic interval wavelet” is proposed to solve the problem that the numerical solution of the fractional PDE is usually sensitive to boundary conditions. Comparing with the traditional wavelet defined in the interval, the Newton interpolator is employed instead of the Lagrange interpolation operator, so, the extrapolation points in the interval wavelet can be chosen dynamically to restrict the boundary effect without increase of the calculation amount. In order to avoid unlimited increasing of the extrapolation points, both the error tolerance and the condition number are taken as indicators for the dynamic choice of the extrapolation points. Then, combining with the finite difference technology, a new numerical method for the time fractional partial differential equation is constructed. A simple Fokker-Planck equation is taken as an example to illustrate the effectiveness by comparing with the Grunwald-Letnikov central difference approximation (GL-CDA).
The windowed-Shannon wavelet is not recommended generally as the window function will destroy the partition of unity of Shannon mother wavelet. A novel windowing scheme is proposed to overcome the shortcoming of the general windowed-Shannon function, and then, a novel and efficient Shannon-Cosine wavelet spectral method is provided for solving the fractional PDEs. Taking full advantage of the waveform of sinc function to hold the partition of unity, Shannon-Cosine wavelet is constructed, which is composed of Shannon wavelet and the trigonometric polynomials. It was proved that the proposed wavelet function meets the requirements of being a trial function and possesses many other excellent properties such as normalization, interpolation, two-scale relations, compact support domain, and so on. Therefore, it is a real wavelet function instead of a general Shannon-Gabor wavelet which is a kind of quasi-wavelet. Next, by means of the Shannon-Cosine wavelet collocation method, the corresponding algebraic equation system of the fractional Fokker-Planck equation can be obtained. Approximate solutions of the fractional Fokker-Plank equations are compared with the exact solutions. These calculations illustrate that the accuracy of the Shannon-Cosine wavelet collocation solutions is quite high even using a small number of grid points.
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