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In this paper, we deal with the inverse source problem of determining a source in a time fractional diffusion equation where data are given at a fixed time. This problem is ill-posed, i.e., the solution does not depend continuously on the…

Probability · Mathematics 2016-11-29 Tuan Nguyen Huy , Erkan Nane

In this article, we consider discrete schemes for a fractional diffusion equation involving a tempered fractional derivative in time. We present a semi-discrete scheme by using the local discontinuous Galerkin (LDG) discretization in the…

Numerical Analysis · Mathematics 2017-04-27 Xiaorui Sun , Fengfqun Zhao , Can Li

We consider boundary value problems with Riemann-Liouville fractional derivatives of order $s\in (1, 2)$ with non-constant diffusion and reaction coefficients. A variational formulation is derived and analyzed leading to the well-posedness…

Numerical Analysis · Mathematics 2025-09-03 Ruben Aylwin , Göksu Oruc , Karsten Urban

In this paper, we propose third-order semi-discretized schemes in space based on the tempered weighted and shifted Gr\"unwald difference (tempered-WSGD) operators for the tempered fractional diffusion equation. We also show stability and…

Numerical Analysis · Mathematics 2020-09-17 Linlin Bu , Cornelis W. Oosterlee

Tempered fractional derivatives originated from the tempered fractional diffusion equations (TFDEs) modeled on the whole space R (see [23]). For numerically solving TFDEs, two kinds of generalized Laguerre functions were defined and some…

Numerical Analysis · Mathematics 2017-03-16 Sheng Chen , Jie Shen , Lilian Wang

The prime aim of the present paper is to continue developing the theory of tempered fractional integrals and derivatives of a function with respect to another function. This theory combines the tempered fractional calculus with the…

Classical Analysis and ODEs · Mathematics 2022-11-23 Ashwini D. Mali , Kishor D. Kucche , Arran Fernandez , Hafiz Muhammad Fahad

We investigate the behavior of the time derivatives of the solution to a linear time-fractional, advection-diffusion-reaction equation, allowing space- and time-dependent coefficients as well as initial data that may have low regularity.…

Analysis of PDEs · Mathematics 2020-03-24 William McLean , Kassem Mustapha , Raed Ali , Omar M. Knio

We investigate the inverse problem consisting in the identification of constant coefficients for a fractional-in-time partial differential equation governed by a finite sum of positive self-adjoint operators on a Hilbert space under…

Analysis of PDEs · Mathematics 2025-07-15 Simone Creo , Maria Rosaria Lancia , Andrea Mola , Gianluca Mola , Silvia Romanelli

We present a stochastic method for efficiently computing the solution of time-fractional partial differential equations (fPDEs) that model anomalous diffusion problems of the subdiffusive type. After discretizing the fPDE in space, the…

Numerical Analysis · Mathematics 2024-02-27 Nicolas L. Guidotti , Juan Acebrón , José Monteiro

A Carleman estimate and the unique continuation of solutions for an anomalous diffusion equation with fractional time derivative of order $0<\alpha<1$ are given. The estimate is derived via some subelliptic estimate for an operator…

Analysis of PDEs · Mathematics 2014-09-16 Ching-Lung Lin , Gen Nakamura

The backward problem for subdiffusion equation with the fractional Riemann-Liouville time-derivative of order ? 2 (0; 1) and an arbitrary positive self-adjoint operator A is considered. This problem is ill-posed in the sense of Hadamard due…

Analysis of PDEs · Mathematics 2021-05-14 Shavcat Alimov , Ravshan Ashurov

In this paper, we propose a novel numerical scheme for solving time-fractional reaction-diffusion problems with Robin boundary conditions, where the time derivative is in the Caputo sense of order $\alpha\in(0,1)$. The existence and…

Numerical Analysis · Mathematics 2025-09-23 Qian Luo , Aiguo Xiao , Xiaoqiang Yan , Jingmin Xia

In this work, we explore a time-fractional diffusion equation of order $\alpha \in (0,1)$ with a stochastic diffusivity parameter. We focus on efficient estimation of the expected values (considered as an infinite dimensional integral on…

Numerical Analysis · Mathematics 2024-09-04 Josef Dick , Hecong Gao , William McLean , Kassem Mustapha

Fractional diffusion equations are widely used to describe anomalous diffusion processes where the characteristic displacement scales as a power of time. For processes lacking such scaling the corresponding description may be given by…

Statistical Mechanics · Physics 2007-05-23 I. M. Sokolov , A. V. Chechkin , J. Klafter

A matrix method for the solution of direct fractional Sturm-Liouville problems on bounded domain is proposed where the fractional derivative is defined in the Riesz sense. The scheme is based on the application of the Galerkin spectral…

Numerical Analysis · Mathematics 2017-04-06 Paolo Ghelardoni , Cecilia Magherini

The tempered fractional diffusion equation could be recognized as the generalization of the classic fractional diffusion equation that the truncation effects are included in the bounded domains. This paper focuses on designing the high…

Numerical Analysis · Mathematics 2020-01-03 Leilei Wei , Yinnian He

In this paper, compact finite difference schemes for the modified anomalous fractional sub-diffusion equation and fractional diffusion-wave equation are studied. Schemes proposed previously can at most achieve temporal accuracy of order…

Numerical Analysis · Mathematics 2015-06-17 Zhibo Wang , Seakweng Vong

In this paper we investigate the variable coefficient two-sided fractional diffusion, advection, reaction equations on a bounded interval. It is known that the fractional diffusion operator may lose coercivity due to the variable…

Numerical Analysis · Mathematics 2022-03-23 Xiangcheng Zheng , V. J. Ervin , Hong Wang

The stochastic solution to diffusion equations with polynomial coefficients is called a Pearson diffusion. If the time derivative is replaced by a distributed fractional derivative, the stochastic solution is called a fractional Pearson…

Probability · Mathematics 2016-11-29 Jebessa B. Mijena , Erkan Nane

In Rajeev (2013), 'Translation invariant diffusion in the space of tempered distributions', it was shown that there is an one to one correspondence between solutions of a class of finite dimensional SDEs and solutions of a class of SPDEs in…

Probability · Mathematics 2016-05-26 Suprio Bhar