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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

This paper focuses on providing the high order algorithms for the space-time tempered fractional diffusion-wave equation. The designed schemes are unconditionally stable and have the global truncation error $\mathcal{O}(\tau^2+h^2)$, being…

Numerical Analysis · Mathematics 2017-01-31 Minghua Chen , Weihua Deng

Caputo-Fabrizio fractional delta derivatives on an arbitrary time scale are presented. When the time scale is chosen to be the set of real numbers, then the Caputo-Fabrizio fractional derivative is recovered. For isolated or partly…

Classical Analysis and ODEs · Mathematics 2018-12-17 Dorota Mozyrska , Delfim F. M. Torres , Malgorzata Wyrwas

Necessary and sufficient stability and instability conditions are obtained for multi-term homogeneous linear fractional differential equations with three Caputo derivatives and constant coefficients. In both cases,…

Analysis of PDEs · Mathematics 2020-11-03 Oana Brandibur , Eva Kaslik

We consider an implicit finite difference scheme on uniform grids in time and space for the Cauchy problem for a second order parabolic stochastic partial differential equation where the parabolicity condition is allowed to degenerate. Such…

Numerical Analysis · Mathematics 2016-08-29 Eric Joseph Hall

This paper is devoted to studying three-dimensional non-commensurate fractional order differential equation systems with Caputo derivatives. Necessary and sufficient conditions are for the asymptotic stability of such systems are obtained.

Classical Analysis and ODEs · Mathematics 2024-10-15 Kai Diethelm , Safoura Hashemishahraki , Ha Duc Thai , Hoang The Tuan

In this paper, we develop a fast numerical method for solving the time-dependent Riesz space fractional diffusion equations with a nonlinear source term in the convex domain. An implicit finite difference method is employed to discretize…

Numerical Analysis · Mathematics 2021-02-24 Xin Huang , Hai-Wei Sun

In this paper, we propose and analyze an efficient implicit--explicit (IMEX) second order in time backward differentiation formulation (BDF2) scheme with variable time steps for gradient flow problems using the scalar auxiliary variable…

Numerical Analysis · Mathematics 2022-04-04 Dianming Hou , Zhonghua Qiao

In this paper, we study a $\tau$-matrix approximation based preconditioner for the linear systems arising from discretization of unsteady state Riesz space fractional diffusion equation with non-separable variable coefficients. The…

Numerical Analysis · Mathematics 2024-04-18 Xue-Lei Lin , Michael K. Ng

In this paper we study some cases of time-fractional nonlinear dispersive equations (NDEs) involving Caputo derivatives, by means of the invariant subspace method. This method allows to find exact solutions to nonlinear time-fractional…

Mathematical Physics · Physics 2014-10-30 P. Artale Harris , R. Garra

A one dimensional fractional diffusion model with the Riemann-Liouville fractional derivative is studied. First, a second order discretization for this derivative is presented and then an unconditionally stable weighted average finite…

Numerical Analysis · Mathematics 2011-09-13 Ercília Sousa , Can Li

In this article, two kinds of numerical algorithms are derived for the ultra-slow (or superslow) diffusion equation in one and two space dimensions, where the ultra-slow diffusion is characterized by the Caputo-Hadamard fractional…

Numerical Analysis · Mathematics 2023-04-28 Min Cai , Changpin Li , Yu Wang

Various classes of stable finite difference schemes can be constructed to obtain a numerical solution. It is important to select among all stable schemes such a scheme that is optimal in terms of certain additional criteria. In this study,…

Numerical Analysis · Computer Science 2010-06-01 Petr N. Vabishchevich

For two-dimensional autonomous linear incommensurate fractional-order dynamical systems with Caputo derivatives of different orders, necessary and sufficient conditions are obtained for the asymptotic stability and instability of the null…

Dynamical Systems · Mathematics 2018-12-26 Oana Brandibur , Eva Kaslik

In this work, a subdiffusion equation with constant time delay $\tau$ is considered. First, the regularity of the solution to the considered problem is investigated, finding that its first-order time derivative exhibits singularity at…

Numerical Analysis · Mathematics 2025-04-30 Weiping Bu , Xueqin Zhang , Weizhi Liao , Yue Zhao

In this article, we present a new second order finite difference discrete scheme for fractal mobile/immobile transport model based on equivalent transformative Caputo formulation. The new transformative formulation takes the singular kernel…

Analysis of PDEs · Mathematics 2018-05-15 Zhengguang Liu , Xiaoli Li

In this paper, we consider the initial boundary value problem of the two dimensional multi-term time fractional mixed diffusion and diffusion-wave equations. An alternating direction implicit (ADI) spectral method is developed based on…

Numerical Analysis · Mathematics 2018-09-03 Zeting Liu , Fawang Liu , Fanhai Zeng

An explicit numerical scheme is proposed for solving the initial-boundary value problem for the radiative transport equation in a rectangular domain with completely absorbing boundary condition. An upwind finite difference approximation is…

Numerical Analysis · Mathematics 2013-03-27 Nobuyuki Higashimori , Hiroshi Fujiwara

This study presents a novel high-order numerical method designed for solving the two-dimensional time-fractional convection-diffusion (TFCD) equation. The Caputo definition is employed to characterize the time-fractional derivative. A weak…

Numerical Analysis · Mathematics 2023-08-21 Anshima Singh , Sunil Kumar

In this paper we devise and analyze an unconditionally stable, second-order-in-time numerical scheme for the Cahn-Hilliard equation in two and three space dimensions. We prove that our two-step scheme is unconditionally energy stable and…

Numerical Analysis · Mathematics 2014-11-20 Amanda E. Diegel , Cheng Wang , Steven M. Wise
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