Related papers: A numeric-analytical method for solving the Cauchy…
In this article we present logarithmic methods for solving first order and second order ordinary differential equations. The essence of the method is that we apply the basic properties derivatives and logarithms to reduce the number of…
Problems of the numerical solution of the Cauchy problem for a first-order differential-operator equation are discussed. A fundamental feature of the problem under study is that the equation includes a fractional power of the self-adjoint…
First, using the uniform decomposition in both physical and frequency spaces, we obtain an equivalent norm on modulation spaces. Secondly, we consider the Cauchy problem for the dissipative evolutionary pseudo-differential equation…
In this note, a numerical method based on finite differences to solve a class of nonlinear advection-diffusion fractional differential equation is proposed. The fractional operator considered here is the fractional Riemann-Liouville…
Welcome to a beautiful subject in scientific computing: numerical solution of ordinary differential equations (ODEs) with initial conditions.
In this paper, the existence and uniqueness of solution of the Cauchy problem for abstract Boussinesq equation is obtained. By applying this result, the Cauchy problem for systems of Boussinesq equations of finite or infinite orders are…
In this note, two numerical methods of solving fractional differential equations (FDEs) are briefly described, namely predictor-corrector approach of Adams-Bashforth-Moulton type and multi-step generalized differential transform method…
We consider the Cauchy problem associated with a general parabolic partial differential equation in $d$ dimensions. We find a family of closed-form asymptotic approximations for the unique classical solution of this equation as well as…
A robust and fast solver for the fractional differential equation (FDEs) involving the Riesz fractional derivative is developed using an adaptive finite element method on non-uniform meshes. It is based on the utilization of hierarchical…
Conventional finite-difference schemes for solving partial differential equations are based on approximating derivatives by finite-differences. In this work, an alternative theory is proposed which view finite-difference schemes as…
The aim of this paper is to develop and analyze numerical schemes for approximately solving the backward problem of subdiffusion equation involving a fractional derivative in time with order $\alpha\in(0,1)$. After using quasi-boundary…
The time fractional diffusion equation is obtained from the standard diffusion equation by replacing the first-order time derivative with a fractional derivative of order $\beta \in (0,1)$. The fundamental solution for the Cauchy problem is…
In this note, we present a new numerical method for solving backward stochastic differential equations. Our method can be viewed as an analogue of the classical finite element method solving deterministic partial differential equations.
We propose a physical analogy between finding the solution of an ordinary differential equation (ODE) and a $N$ particle problem in statistical mechanics. It uses the fact that the solution of an ODE is equivalent to obtain the minimum of a…
Fractional Cauchy problems replace the usual first-order time derivative by a fractional derivative. This paper develops classical solutions and stochastic analogues for fractional Cauchy problems in a bounded domain $D\subset\mathbb{R}^d$…
In a fractional Cauchy problem, the usual first order time derivative is replaced by a fractional derivative. The fractional derivative models time delays in a diffusion process. The order of the fractional derivative can be distributed…
We consider an evolution equation with the regularized fractional derivative of an order $\alpha \in (0,1)$ with respect to the time variable, and a uniformly elliptic operator with variable coefficients acting in the spatial variables.…
Domain decomposition methods are essential in solving applied problems on parallel computer systems. For boundary value problems for evolutionary equations the implicit schemes are in common use to solve problems at a new time level…
We study two classes of linear difference differential equations analogous to Euler-Cauchy ordinary differential equations, but in which multiple arguments are shifted forward or backward by fixed amounts. Special cases of these equations…
We present a general method of solving the Cauchy problem for a linear parabolic partial differential equation of evolution type with variable coefficients and demonstrate it on the equation with derivatives of orders two, one and zero. The…