This dissertation presents new numerical methods for the solution of fractional differential equations of single and distributed order that find application in the different fields of physics and engineering. We start by presenting the relationship between fractional derivatives and processes like anomalous diffusion, and, we then develop new numerical methods for the solution of the time-fractional diffusion equations. The first numerical method is developed for the solution of the fractional diffusion equations with Neumann boundary conditions and the diffusivity parameter depending on the space variable. The method is based on finite differences, and, we prove its convergence (convergence order of O(Δx² + Δt²^-α), 0 < α < 1) and stability. We also present a brief description of the application of such boundary conditions and fractional model to real world problems (heat flux in human skin). A discussion on the common substitution of the classical derivative by a fractional derivative is also performed, using as an example the temperature equation. Numerical methods for the solution of fractional differential equations are more difficult to develop when compared to the classical integer-order case, and, this is due to potential singularities of the solution and to the nonlocal properties of the fractional differential operators that lead to numerical methods that are computationally demanding. We then study a more complex type of equations: distributed order fractional differential equations where we intend to overcome the second problem on the numerical approximation of fractional differential equations mentioned above. These equations allow the modelling of more complex anomalous diffusion processes, and can be viewed as a continuous sum of weighted fractional derivatives. Since the numerical solution of distributed order fractional differential equations based on finite differences is very time consuming, we develop a new numerical method for the solution of the distributed order fractional differential equations based on Chebyshev polynomials and present for the first time a detailed study on the convergence of the method. The third numerical method proposed in this thesis aims to overcome both problems on the numerical approximation of fractional differential equations. We start by solving the problem of potential singularities in the solution by presenting a method based on a non-polynomial approximation of the solution. We use the method of lines for the numerical approximation of the fractional diffusion equation, by proceeding in two separate steps: first, spatial derivatives are approximated using finite differences; second, the resulting system of semi-discrete ordinary differential equations in the initial value variable is integrated in time with a non-polynomial collocation method. This numerical method is further improved by considering graded meshes and an hybrid approximation of the solution by considering a non-polynomial approximation in the first sub-interval which contains the origin in time (the point where the solution may be singular) and a polynomial approximation in the remaining intervals. This way we obtain a method that allows a faster numerical solution of fractional differential equations (than the method obtained with non-polynomial approximation) and also takes into account the potential singularity of the solution. The thesis ends with the main conclusions and a discussion on the main topics presented along the text, together with a proposal of future work.

Abstract The dissertation considers the time fractional diffusion equation (TFDE) with the Dirichlet boundary condition in the sub-diffusion case, i.e. the order of the time derivative is α ∈ (0,1). In the thesis we have studied the solvability of TFDE by the method of layer potentials. We have shown that both the single layer potential and the double layer potential approaches lead to integral equations which are uniquely solvable. The dissertation consists of four articles and a summary section. The first article presents the solution for the time fractional diffusion equation in terms of the single layer potential. In the second and third article we have studied the boundary behaviour of the layer potentials for TFDE. The fourth paper considers the spline collocation method to solve the boundary integral equation related to TFDE. In the summary part we have proved that TFDE has a unique solution and the solution is given by the double layer potential when the lateral boundary of a bounded domain admits C1 regularity. Also, we have proved that the solution depends continuously on the datum in the sense that a nontangential maximal function of the solution is norm bounded from above by the datum in L2(ΣT). If the datum belongs to the space H1,α/2(ΣT), we have proved that the nontangential function of the gradient of the solution is norm bounded from above by the datum in H1,α/2(ΣT).