Related papers: Compact difference schemes for the modified anomal…
Numerical methods for fractional calculus attract increasing interests due to its wide applications in various fields such as physics, mechanics, etc. In this paper, we focus on constructing high-order algorithms for Riesz derivatives,…
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…
We study the numerical anisotropy existent in compact difference schemes as applied to hyperbolic partial differential equations, and propose an approach to reduce this error and to improve the stability restrictions based on a previous…
Anomalous transport is usually described either by models of continuous time random walks (CTRW) or, otherwise by fractional Fokker-Planck equations (FFPE). The asymptotic relation between properly scaled CTRW and fractional diffusion…
The continuous time random walk (CTRW) underlies many fundamental processes in non-equilibrium statistical physics. When the jump length of CTRW obeys a power-law distribution, its corresponding Fokker-Planck equation has space fractional…
This work introduces and analyzes a finite element scheme for evolution problems involving fractional-in-time and in-space differentiation operators up to order two. The left-sided fractional-order derivative in time we consider is employed…
A novel 3-D higher-order finite-difference time-domain framework with complex frequency-shifted perfectly matched layer for the modeling of wave propagation in cold plasma is presented. Second- and fourth-order spatial approximations are…
Conventional finite-difference schemes for solving partial differential equations are based on approximating derivatives by finite-differences. In this work, an alternative theory is proposed which view finite-difference schemes as…
We present a short overview of the recent results in the theory of diffusion and wave equations with generalised derivative operators. We give generic examples of such generalised diffusion and wave equations, which include time-fractional,…
This paper develops a high-accuracy algorithm for time fractional wave problems, which employs a spectral method in the temporal discretization and a finite element method in the spatial discretization. Moreover, stability and convergence…
We provide and analyze a second order scheme for the model describing the functional distributions of particles performing anomalous motion with exponential Debye pattern and no-time-taking jumps eliminated, and power-law jump length. The…
We derive a new high-order compact finite difference scheme for option pricing in stochastic volatility models. The scheme is fourth-order accurate in space and second-order accurate in time. Under some restrictions, theoretical results…
In this paper, a fractional generalization of the wave equation that describes propagation of damped waves is considered. In contrast to the fractional diffusion-wave equation, the fractional wave equation contains fractional derivatives of…
We present new high-order Alternating Direction Implicit (ADI) schemes for the numerical solution of initial-boundary value problems for convection-diffusion equations with mixed derivative terms. Our approach is based on the…
We introduce two multiscale numerical schemes for the time integration of weakly nonlinear Schr\"odinger equations, built upon the discretization of Picard iterates of the solution. These high-order schemes are designed to achieve high…
A unified explicit form for difference formulas to approximate the fractional and classical derivatives is presented. The formula gives finite difference approximations for any classical derivatives with a desired order of accuracy at nodal…
In this paper, a semi-discrete spatial finite volume (FV) method is proposed and analyzed for approximating solutions of anomalous subdiffusion equations involving a temporal fractional derivative of order $\alpha \in (0,1)$ in a…
This work considers to numerically solve a subdiffusion equation involving constant time delay $\tau$ and Riemann-Liouville fractional derivative. First, a fully discrete finite element scheme is developed for the considered problem under…
In this paper we want to propose practical numerical methods to solve a class of initial-boundary problem of space-time fractional advection-diffusion equations. To start with, an implicit method based on two-sided Gr\"unwald formulae is…
Compact finite-difference (FD) schemes specify derivative approximations implicitly, thus to achieve parallelism with domain-decomposition suitable partitioning of linear systems is required. Consistent order of accuracy, dispersion, and…