In this work, we develop an efficient iterative scheme for a class of nonlocal evolution models involving a Caputo fractional derivative of order $\alpha (0,1)$ in time. The fully discrete scheme is obtained using the standard Galerkin method with conforming piecewise linear finite elements in space and corrected high-order BDF convolution quadrature in time. At each time step, instead of solving the linear algebraic system exactly, we employ a multigrid iteration with a Gauss–Seidel smoother to approximate the solution efficiently. Illustrative numerical results for nonsmooth problem data are presented to demonstrate the approach.

In this paper, we consider numerical solutions of fractional ordinary differential equations with the Caputo–Fabrizio derivative, and construct and analyze a high-order time-stepping scheme for this equation. The proposed method makes use of quadratic interpolation function in sub-intervals, which allows to produce fourth-order convergence. A rigorous stability and convergence analysis of the proposed scheme is given. A series of numerical examples are presented to validate the theoretical claims. Traditionally a scheme having fourth-order convergence could only be obtained by using block-by-block technique. The advantage of our scheme is that the solution can be obtained step by step, which is cheaper than a block-by-block-based approach.

The aim of this article is to review our recent work on nonlocal dynamics of non-Gaussian systems arising in a gene regulatory network. We have used the mean exit time, escape probability and maximal likely trajectory to quantify dynamical behaviors of a stochastic differential system with non-Gaussian $\alpha$-stable Lévy motions, to examine how the non-Gaussianity index and noise intensity affect the gene transcription processes.

In this paper, a second-order finite-difference scheme is investigated for time-dependent space fractional diffusion equations with variable coefficients. In the presented scheme, the Crank–Nicolson temporal discretization and a second-order weighted-and-shifted Grünwald–Letnikov spatial discretization are employed. Theoretically, the unconditional stability and the second-order convergence in time and space of the proposed scheme are established under some conditions on the variable coefficients. Moreover, a Toeplitz preconditioner is proposed for linear systems arising from the proposed scheme. The condition number of the preconditioned matrix is proven to be bounded by a constant independent of the discretization step-sizes, so that the Krylov subspace solver for the preconditioned linear systems converges linearly. Numerical results are reported to show the convergence rate and the efficiency of the proposed scheme.

The numerical computation of nonlocal Schrödinger equations (SEs) on the whole real axis is considered. Based on the artificial boundary method, we first derive the exact artificial nonreflecting boundary conditions. For the numerical implementation, we employ the quadrature scheme proposed in Tian and Du (SIAM J Numer Anal 51:3458–3482, 2013) to discretize the nonlocal operator, and apply the z-transform to the discrete nonlocal system in an exterior domain, and derive an exact solution expression for the discrete system. This solution expression is referred to our exact nonreflecting boundary condition and leads us to reformulate the original infinite discrete system into an equivalent finite discrete system. Meanwhile, the trapezoidal quadrature rule is introduced to discretize the contour integral involved in exact boundary conditions. Numerical examples are finally provided to demonstrate the effectiveness of our approach.

We study the convergence and asymptotic compatibility of higher order collocation methods for nonlocal operators inspired by peridynamics, a nonlocal formulation of continuum mechanics. We prove that the methods are optimally convergent with respect to the polynomial degree of the approximation. A numerical method is said to be asymptotically compatible if the sequence of approximate solutions of the nonlocal problem converges to the solution of the corresponding local problem as the horizon and the grid sizes simultaneously approach zero. We carry out a calibration process via Taylor series expansions and a scaling of the nonlocal operator via a strain energy density argument to ensure that the resulting collocation methods are asymptotically compatible. We find that, for polynomial degrees greater than or equal to two, there exists a calibration constant independent of the horizon size and the grid size such that the resulting collocation methods for the nonlocal diffusion are asymptotically compatible. We verify these findings through extensive numerical experiments.

The aim of this paper is to obtain the numerical solutions of generalized space-fractional Burgers’ equations with initial-boundary conditions by the Jacobi spectral collocation method using the shifted Jacobi–Gauss–Lobatto collocation points. By means of the simplified Jacobi operational matrix, we produce the differentiation matrix and transfer the space-fractional Burgers’ equation into a system of ordinary differential equations that can be solved by the fourth-order Runge–Kutta method. The numerical simulations indicate that the Jacobi spectral collocation method is highly accurate and fast convergent for the generalized space-fractional Burgers’ equation.