Related papers: Discretized fractional substantial calculus
We compare the performance of several discretizations of the simple pendulum equation in a series of numerical experiments. The stress is put on the long-time behaviour. We choose for the comparison numerical schemes which preserve the…
We examine and extend Sparse Grids as a discretization method for partial differential equations (PDEs). Solving a PDE in $D$ dimensions has a cost that grows as $O(N^D)$ with commonly used methods. Even for moderate $D$ (e.g. $D=3$), this…
A local discontinuous Galerkin (LDG) method for approximating large deformations of prestrained plates is introduced and tested on several insightful numerical examples in our previous computational work. This paper presents a numerical…
We present a new discretization for the Hadamard fractional derivative, that simplifies the computations. We then apply the method to solve a fractional differential equation and a fractional variational problem with dependence on the…
Finite differences have been widely used in mathematical theory as well as in scientific and engineering computations. These concepts are constantly mentioned in calculus. Most frequently-used difference formulas provide excellent…
A discretisation scheme that preserves topological features of a physical problem is extended so that differential geometric structures can be approximated in a consistent way thus giving access to the study of physical systems which are…
This paper considers a class of structured fractional minimization problems. The numerator consists of a differentiable function, a simple nonconvex nonsmooth function, a concave nonsmooth function, and a convex nonsmooth function composed…
We make the split of the integral fractional Laplacian as $(-\Delta)^s u=(-\Delta)(-\Delta)^{s-1}u$, where $s\in(0,\frac{1}{2})\cup(\frac{1}{2},1)$. Based on this splitting, we respectively discretize the one- and two-dimensional integral…
We present the numerical analysis of a finite element method (FEM) for one-dimensional Dirichlet problems involving the logarithmic Laplacian (the pseudo-differential operator that appears as a first-order expansion of the fractional…
Discretizations of the Feynman-Kac path integral representation of the quantum mechanical density matrix are investigated. Each infinite-dimensional path integral is approximated by a Riemann integral over a finite-dimensional function…
We derive and analyze a fully computable discrete scheme for fractional partial differential equations posed on the full space $\mathbb{R}^d$ . Based on a reformulation using the well-known Caffarelli-Silvestre extension, we study a…
Within the expansive domain of optical sciences, achieving the precise characterization of light beams stands as a fundamental pursuit, pivotal for various applications, including telecommunications and imaging technologies. This study…
Starting from kicked equations of motion with derivatives of non-integer orders, we obtain "fractional" discrete maps. These maps are generalizations of well-known universal, standard, dissipative, kicked damped rotator maps. The main…
We propose a direct numerical method for the solution of an optimal control problem governed by a two-side space-fractional diffusion equation. The presented method contains two main steps. In the first step, the space variable is…
We study the convergence of the new family of mimetic finite difference schemes for linear diffusion problems recently proposed in [38]. In contrast to the conventional approach, the diffusion coefficient enters both the primary mimetic…
We investigate a modified split-step Fourier method (SSFM) by including low-pass filters in the linear steps. This method can simultaneously achieve a higher simulation accuracy and a slightly reduced complexity.
In this paper, we develop two fast implicit difference schemes for solving a class of variable-coefficient time-space fractional diffusion equations with integral fractional Laplacian (IFL). The proposed schemes utilize the graded $L1$…
This work is an extension of previous work by Alazah et al. [M. Alazah, S. N. Chandler-Wilde, and S. La Porte, Numerische Mathematik, 128(4):635-661, 2014]. We split the computation of the Fresnel Integrals into 3 cases: a truncated Taylor…
This paper presents a quantum algorithm for solving the fractional Poisson equation \((-\Delta)^s u = f\) with \(s \in (0,1)\) on bounded domains. The proposed approach combines rational approximation techniques with quantum linear system…
In this work (Part I), we study three time-discretization procedures of the Dynamical Low-Rank Approximation (DLRA) of high-dimensional stochastic differential equations (SDEs). Specifically, we consider the Dynamically Orthogonal (DO)…