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We couple the L1 discretization of the Caputo fractional derivative in time with the Galerkin scheme to devise a linear numerical method for the semilinear subdiffusion equation. Two important points that we make are: nonsmooth initial data…

Numerical Analysis · Mathematics 2025-04-21 Łukasz Płociniczak , Kacper Taźbierski

In this work, we propose an easy-to-implement fixed-point algorithm for reconstructing a space-time dependent source in a subdiffusion model from lateral boundary measurements. The numerical scheme combines a Galerkin finite element method…

Numerical Analysis · Mathematics 2026-05-08 Siyu Cen , Bangti Jin , Yavar Kian , Zhi Zhou

Nonlinear time fractional partial differential equations are widely used in modeling and simulations. In many applications, there are high contrast changes in media properties. For solving these problems, one often uses coarse spatial grid…

Numerical Analysis · Mathematics 2022-07-13 Wenyuan Li , Anatoly Alikhanov , Yalchin Efendiev , Wing Tat Leung

We present and analyze a space-time Petrov-Galerkin finite element method for a time-fractional diffusion equation involving a Riemann-Liouville fractional derivative of order $\alpha\in(0,1)$ in time and zero initial data. We derive a…

Numerical Analysis · Mathematics 2017-07-26 Beiping Duan , Bangti Jin , Raytcho Lazarov , Joseph Pasciak , Zhi Zhou

We investigate a second-order accurate time-stepping scheme for solving a time-fractional diffusion equation with a Caputo derivative of order~$\alpha \in (0,1)$. The basic idea of our scheme is based on local integration followed by linear…

Numerical Analysis · Mathematics 2024-07-10 Kassem Mustapha , William McLean , Josef Dick

This paper is focussed on the numerical resolution of diffusion advection and reaction equations (DAREs) with special features (such as fractures, walls, corners, obstacles or point loads) which globally, as well as locally, have important…

Numerical Analysis · Mathematics 2019-05-29 Assionvi H. Kouevi , Gabriel J. Lord

In this paper we study the numerical method for approximating the random periodic solution of semiliear stochastic evolution equations. The main challenge lies in proving a convergence over an infinite time horizon while simulating…

Probability · Mathematics 2022-05-12 Yue Wu , Chenggui Yuan

Depending on their sizes, dust grains store more or less charges, catalyse more or less chemical reactions, intercept more or less photons and stick more or less efficiently to form embryos of planets. Hence the need for an accurate…

Instrumentation and Methods for Astrophysics · Physics 2020-12-02 M. Lombart , G. Laibe

We consider the well-posedness of the initial-boundary value problem for a time-fractional partial differential equation with the fractional order lying in (1,2]. For the case of time-dependent coefficients, it is difficult to give an…

Analysis of PDEs · Mathematics 2025-05-23 Xinchi Huang , Masahiro Yamamoto

Small grains play an essential role in astrophysical processes such as chemistry, radiative transfer, gas/dust dynamics. The population of small grains is mainly maintained by the fragmentation process due to colliding grains. An accurate…

Instrumentation and Methods for Astrophysics · Physics 2022-08-24 Maxime Lombart , Mark Hutchison , Yueh-Ning Lee

A finite difference numerical method is investigated for fractional order diffusion problems in one space dimension. For this, a mathematical model is developed to incorporate homogeneous Dirichlet and Neumann type boundary conditions. The…

Numerical Analysis · Mathematics 2014-11-07 Béla J. Szekeres , Ferenc Izsák

In this paper we deal with Mellin convolution of generalized Gamma densities which leads to integrals of modified Bessel functions of the second kind. Such convolutions allow us to explicitly write the solutions of the time-fractional…

Probability · Mathematics 2012-06-14 Mirko D'Ovidio

In this paper, a space-time discontinuous Galerkin finite element method for distributed optimal control problems governed by unsteady diffusion-convection-reaction equations with control constraints is studied. Time discretization is…

Optimization and Control · Mathematics 2013-08-09 Tuğba Akman , Bülent Karasözen

We consider evolutionary systems, i.e. systems of linear partial differential equations arising from the mathematical physics. For these systems there exists a general solution theory in exponentially weighted spaces which can be exploited…

Numerical Analysis · Mathematics 2023-04-26 Sebastian Franz

In this work, we use the spectral Galerkin method to prove the existence of a pathwise unique mild solution of a fractional stochastic partial differential equation of Burgers type in a H\"older space. We get the temporal regularity and…

Analysis of PDEs · Mathematics 2017-12-29 Zineb Arab , Latifa Debbi

We give an algorithm to compute $N$ steps of a convolution quadrature approximation to a continuous temporal convolution using only $O(N \log N)$ multiplications and $O(\log N)$ active memory. The method does not require evaluations of the…

Numerical Analysis · Mathematics 2011-11-10 Achim Schädle , María López-Fernández , Christian Lubich

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

In this paper, we derive the time-fractional Cahn-Hilliard equation from continuum mixture theory with a modification of Fick's law of diffusion. This model describes the process of phase separation with nonlocal memory effects. We analyze…

Analysis of PDEs · Mathematics 2022-10-10 Marvin Fritz , Mabel L. Rajendran , Barbara Wohlmuth

A kind of spatial fractional diffusion equations in this paper are studied. Firstly, an L1 formula is employed for the spatial discretization of the equations. Then, a second order scheme is derived based on the resulting semi-discrete…

Numerical Analysis · Mathematics 2020-01-08 Yong-Liang Zhao , Pei-Yong Zhu , Xian-Ming Gu , Xi-Le Zhao , Huan-Yan Jian

We propose an efficient algorithm for the approximation of fractional integrals by using Runge--Kutta based convolution quadrature. The algorithm is based on a novel integral representation of the convolution weights and a special…

Numerical Analysis · Mathematics 2019-07-29 Lehel Banjai , María López-Fernández
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