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We are concerned with employing Model Order Reduction (MOR) to efficiently solve parameterized multiscale problems using the Localized Orthogonal Decomposition (LOD) multiscale method. Like many multiscale methods, the LOD follows the idea…

Numerical Analysis · Mathematics 2023-07-13 Tim Keil , Stephan Rave

In this paper, we present a finite difference heterogeneous multiscale method for the Landau-Lifshitz equation with a highly oscillatory diffusion coefficient. The approach combines a higher order discretization and artificial damping in…

Numerical Analysis · Mathematics 2021-08-24 Lena Leitenmaier , Olof Runborg

A class of second order approximations, called the weighted and shifted Gr\"{u}nwald difference operators, are proposed for Riemann-Liouville fractional derivatives, with their effective applications to numerically solving space fractional…

Numerical Analysis · Mathematics 2015-04-27 WenYi Tian , Han Zhou , Weihua Deng

Numerical homogenization methods aim at providing appropriate coarse-scale approximations of solutions to (elliptic) partial differential equations that involve highly oscillatory coefficients. The localized orthogonal decomposition (LOD)…

Numerical Analysis · Mathematics 2026-02-13 Mehdi Elasmi , Felix Krumbiegel , Roland Maier

It is known that the solution of a conservative steady-state two-sided fractional diffusion problem can exhibit singularities near the boundaries. As consequence of this, and due to the conservative nature of the problem, we adopt a finite…

Numerical Analysis · Mathematics 2022-09-20 Marco Donatelli , Rolf Krause , Mariarosa Mazza , Ken Trotti

Because of the nonlocal properties of fractional operators, higher order schemes play more important role in discretizing fractional derivatives than classical ones. The striking feature is that higher order schemes of fractional…

Numerical Analysis · Mathematics 2014-06-17 Minghua Chen , Weihua Deng

This work proposes and analyzes a fully discrete numerical scheme for solving the Landau-Lifshitz-Gilbert (LLG) equation, which achieves fourth-order spatial accuracy and third-order temporal accuracy.Spatially, fourth-order accuracy is…

Numerical Analysis · Mathematics 2025-10-30 Changjian Xie , Cheng Wang

In this paper, we propose an offline-online strategy based on the Localized Orthogonal Decomposition (LOD) method for elliptic multiscale problems with randomly perturbed diffusion coefficient. We consider a periodic deterministic…

Numerical Analysis · Mathematics 2021-12-08 Axel Målqvist , Barbara Verfürth

The second order weighted and shifted Gr\"{u}nwald difference (WSGD) operators are developed in [Tian et al., arXiv:1201.5949] to solve space fractional partial differential equations. Along this direction, we further design a new family of…

Numerical Analysis · Mathematics 2017-01-12 Can Li , Weihua Deng

We propose a novel method to compute a finite difference stencil for Riesz derivative for artibitrary speed of convergence. This method is based on applying a pre-filter to the Gr\"unwald-Letnikov type central difference stencil. The filter…

Numerical Analysis · Mathematics 2021-08-10 Pui Ho Lam , Hing Cheung So , Cheung Fat Chan

In the present paper, the Complex Ginzburg-Landau-Schr\"odinger (CGLS) equation with the Riesz fractional derivative has been treated by a reliable implicit finite difference method (IFDM) of second order and furthermore for the purpose of…

Numerical Analysis · Mathematics 2018-07-26 Asim Patra

This paper develops a two-level fourth-order scheme for solving time-fractional convection-diffusion-reaction equation with variable coefficients subjected to suitable initial and boundary conditions. The basis properties of the new…

Numerical Analysis · Mathematics 2022-04-20 Eric Ngondiep

It is well known that using high-order numerical algorithms to solve fractional differential equations leads to almost the same computational cost with low-order ones but the accuracy (or convergence order) is greatly improved, due to the…

Numerical Analysis · Mathematics 2017-05-25 Hengfei Ding , Changpin Li

In this paper, we propose a new numerical method for the underdamped Langevin diffusion (ULD) and present a non-asymptotic analysis of its sampling error in the 2-Wasserstein distance when the $d$-dimensional target distribution…

Machine Learning · Statistics 2025-08-25 Maximilian Scott , Dáire O'Kane , Andraž Jelinčič , James Foster

This paper deals with numerical solutions to a partial differential equation of fractional order. Generally this type of equation describes a transition from anomalous diffusion to transport processes. From a phenomenological point of view,…

Numerical Analysis · Mathematics 2007-05-23 Mariusz Ciesielski , Jacek Leszczynski

To achieve efficient and accurate long-time integration, we propose a fast, accurate, and stable high-order numerical method for solving fractional-in-space reaction-diffusion equations. The proposed method is explicit in nature and…

Numerical Analysis · Mathematics 2020-03-31 Almushaira Mustafa , Harish Bhatt

This paper concerns the numerical solution of three-dimensional degenerate Kawarada equations. These partial differential equations possess highly nonlinear source terms, and exhibit strong quenching singularities which pose severe…

Numerical Analysis · Mathematics 2024-12-20 Joshua L. Padgett , Qin Sheng

In this work, a second-order approximation of the fractional substantial derivative is presented by considering a modified shifted substantial Gr\"{u}nwald formula and its asymptotic expansion. Moreover, the proposed approximation is…

Numerical Analysis · Mathematics 2016-07-26 Zhaopeng Hao , Wanrong Cao , Guang Lin

In this paper, we present a numerical solution to an ordinary differential equation of a fractional order in one-dimensional space. The solution to this equation can describe a steady state of the process of anomalous diffusion. The process…

Numerical Analysis · Mathematics 2014-12-03 Mariusz Ciesielski , Jacek Leszczynski

In this paper, the coupled fractional Ginzburg-Landau equations are first time investigated numerically. A linearized implicit finite difference scheme is proposed. The scheme involves three time levels, is unconditionally stable and…

Numerical Analysis · Mathematics 2018-06-01 Dongdong He , Kejia Pan