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We extend the ultraspherical spectral method to solving nonlinear ODE boundary value problems. We propose to use the inexact Newton-GMRES framework for which an effective preconditioner can be constructed and a fast Jacobian-vector…

Numerical Analysis · Mathematics 2023-07-03 Ouyuan Qin , Kuan Xu

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

Time fractional advection-dispersion equations arise as generalizations of classical integer order advection-dispersion equations and are increasingly used to model fluid flow problems through porous media. In this paper we develop an…

Numerical Analysis · Mathematics 2019-05-16 Carlos E. Mejía , Alejandro Piedrahita

We consider the initial/boundary value problem for the fractional diffusion and diffusion-wave equations involving a Caputo fractional derivative in time. We develop two "simple" fully discrete schemes based on the Galerkin finite element…

Numerical Analysis · Mathematics 2015-10-13 Bangti Jin , Raytcho Lazarov , Zhi Zhou

In mathematical physics, the space-fractional diffusion equations are of particular interest in the studies of physical phenomena modelled by L\'{e}vy processes, which are sometimes called super-diffusion equations. In this article, we…

Numerical Analysis · Mathematics 2018-01-03 X. G. Zhu , Z. B. Yuan , F. Liu , Y. F. Nie

We consider boundary value problems with Riemann-Liouville fractional derivatives of order $s\in (1, 2)$ with non-constant diffusion and reaction coefficients. A variational formulation is derived and analyzed leading to the well-posedness…

Numerical Analysis · Mathematics 2025-09-03 Ruben Aylwin , Göksu Oruc , Karsten Urban

In this paper we apply the boundary elements method (BEM) and the dual reciprocity boundary elements method (DRBEM) for the numerical solution of two-dimensional time-fractional partial differential equations (TFPDEs). The fractional…

Numerical Analysis · Mathematics 2023-05-23 Peyman Alipour

We consider an efficient preconditioner for boundary integral equation (BIE) formulations of the two-dimensional Stokes equations in porous media. While BIEs are well-suited for resolving the complex porous geometry, they lead to a dense…

Numerical Analysis · Mathematics 2016-09-16 Pieter Coulier , Bryan Quaife , Eric Darve

For characterizing the Brownian motion in a bounded domain: $\Omega$, it is well-known that the boundary conditions of the classical diffusion equation just rely on the given information of the solution along the boundary of a domain; on…

Analysis of PDEs · Mathematics 2018-01-24 Weihua Deng , Buyang Li , Wenyi Tian , Pingwen Zhang

The Fractional Diffusion Equation (FDE) is a mathematical model that describes anomalous transport phenomena characterized by non-local and long-range dependencies which deviate from the traditional behavior of diffusion. Solving this…

Numerical Analysis · Mathematics 2023-11-14 Mohammad Partohaghighi , Emmanuel Asante-Asamani , Olaniyi S. Iyiola

It is well known that the discretization of fractional diffusion equations (FDEs) with fractional derivatives $\alpha\in(1,2)$, using the so-called weighted and shifted Gr\"unwald formula, leads to linear systems whose coefficient matrices…

Numerical Analysis · Mathematics 2022-04-06 Nikos Barakitis , Sven-Erik Ekström , Paris Vassalos

We examine initial-boundary value problems for diffusion equations with distributed order time-fractional derivatives. We prove existence and uniqueness results for the weak solution to these systems, together with its continuous dependency…

Analysis of PDEs · Mathematics 2017-09-21 Zhiyuan Li , Yavar Kian , Eric Soccorsi

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

Analogues of the conjugate gradient method, MINRES, and GMRES are derived for solving boundary value problems (BVPs) involving second-order differential operators. Two challenges arise: imposing the boundary conditions on the solution while…

Numerical Analysis · Mathematics 2018-04-20 Marc Aurèle Gilles , Alex Townsend

We investigate semi-discrete numerical schemes based on the standard Galerkin and lumped mass Galerkin finite element methods for an initial-boundary value problem for homogeneous fractional diffusion problems with non-smooth initial data.…

Numerical Analysis · Mathematics 2013-03-13 Bangti Jin , Raytcho Lazarov , Joseph Pasciak , Zhi Zhou

We establish a new iterative method for solving a class of large and sparse linear systems of equations with three-by-three block coefficient matrices having saddle point structure. Convergence properties of the proposed method are studied…

Numerical Analysis · Mathematics 2021-09-13 Hamed Aslani , Davod Khojasteh Salkuyeh , Fatemeh Panjeh Ali Beik

In this work we study arbitrary-order hybrid discretizations of Friedrichs systems. Friedrichs systems provide a framework that goes beyond the standard classification of partial differential equations into hyperbolic or elliptic, and are…

Numerical Analysis · Mathematics 2026-02-12 Daniele Di Pietro , Aurelio Spadotto

Diffusion models have emerged as powerful generative tools with applications in computer vision and scientific machine learning (SciML), where they have been used to solve large-scale probabilistic inverse problems. Traditionally, these…

In this article, the piecewise-linear finite element method (FEM) is applied to approximate the solution of time-fractional diffusion equations on bounded convex domains. Standard energy arguments do not provide satisfactory results for…

Numerical Analysis · Mathematics 2018-11-06 Samir Karaa , Kassem Mustapha , Amiya K. Pani

We introduce a two-level hybrid restricted additive Schwarz (RAS) preconditioner for heterogeneous steady-state convection-diffusion equations at high P\'{e}clet numbers. Our construction builds on the multiscale spectral generalized finite…

Numerical Analysis · Mathematics 2025-09-23 Lukas Holbach , Peter Bastian , Robert Scheichl