Related papers: Operator splitting for well-posed active scalar eq…
We present the stochastic solution to a generalized fractional partial differential equation involving a regularized operator related to the so-called Prabhakar operator and admitting, amongst others, as specific cases the fractional…
We present a method for constructing numerical schemes with up to 3rd strong convergence order for solution of a class of stochastic differential equations, including equations of the Langevin type. The construction proceeds in two stages.…
We carry out a comprehensive linear stability analysis of active Brownian particle systems around a constant homogeneous state. These scalar models, being important prototypes for the continuous description of active matter, are…
In this paper, we consider a class of nonconvex and nonsmooth fractional programming problems, that involve the sum of a convex, possibly nonsmooth function composed with a linear operator and a differentiable, possibly nonconvex function…
We consider non-local in time semilinear subdiffusion equations on a bounded domain, where the kernel in the integro-differential operator belongs to a large class, which covers many relevant cases from physics applications, in particular…
We explain how the invariant subspace method can be extended to a scalar and coupled system of time-space fractional partial differential equations. The effectiveness and applicability of the method have been illustrated through time-space…
We propose a quasi-random operator splitting method for evolution equations driven by multiple mechanisms. The method uses a low-discrepancy sequence to generate the ordering of the subflows, while requiring only one application of each…
We consider the dispersion properties of tracer particles moving in non-equilibrium heterogeneous periodic media. The tracer motion is described by a Fokker-Planck equation with arbitrary spatially periodic (but constant in time) local…
In this paper, we combine the operator splitting methodology for abstract evolution equations with that of stochastic methods for large-scale optimization problems. The combination results in a randomized splitting scheme, which in a given…
An equation containing a fractional power of an elliptic operator of second order is studied for Dirichlet boundary conditions. Finite difference approximations in space are employed. The proposed numerical algorithm is based on solving an…
Due to the seminal works of Hochbruck and Ostermann exponential splittings are well established numerical methods utilizing operator semigroup theory for the treatment of semilinear evolution equations whose principal linear part involves a…
Comparing with the classical local gradient flow and phase field models, the nonlocal models such as nonlocal Cahn-Hilliard equations equipped with nonlocal diffusion operator can describe more practical phenomena for modeling phase…
We investigate the equivalence of different operator-splitting schemes for the integration of the Langevin equation. We consider a specific problem, so called the directed percolation process, which can be extended to a wider class of…
We study the Strang splitting scheme for quasilinear Schr\"odinger equations. We establish the convergence of the scheme for solutions with small initial data. We analyze the linear instability of the numerical scheme, which explains the…
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…
Splitting methods are a widely used numerical scheme for solving convection-diffusion problems. However, they may lose stability in some situations, particularly when applied to convection-diffusion problems in the presence of an unbounded…
The dynamics of the fragmentation equation with size diffusion is investigated when the size ranges in (0, $\infty$). The associated linear operator involves three terms and can be seen as a nonlocal perturbation of a Schr{\"o}dinger…
Splitting methods constitute a well-established class of numerical schemes for solving convection-diffusion-reaction problems. They have been shown to be effective in solving problems with periodic boundary conditions. However, in the case…
The goal of the present work is to solve a linear dispersive equation with variable coefficient advection on an unbounded domain. In this setting, transparent boundary conditions are vital to allow waves to leave (or even re-enter) the,…
This paper is concerned with numerical solution of transport problems in heterogeneous porous media. A semi-discrete continuous-in-time formulation of the linear advection-diffusion equation is obtained by using a mixed hybrid finite…