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The aim of this paper is to develop fast second-order accurate difference schemes for solving one- and two-dimensional time distributed-order and Riesz space fractional diffusion equations. We adopt the same measures for one- and…

Numerical Analysis · Mathematics 2019-07-12 Huan-Yan Jian , Ting-Zhu Huang , Xi-Le Zhao , Yong-Liang Zhao

A quasi-second order scheme is developed to obtain approximate solutions of the shallow water equationswith bathymetry. The scheme is based on a staggered finite volume scheme for the space discretization:the scalar unknowns are located in…

Numerical Analysis · Mathematics 2021-11-19 R Herbin , J. -C Latché , Y Nasseri , N Therme

Physical laws governing population dynamics are generally expressed as differential equations. Research in recent decades has incorporated fractional-order (non-integer) derivatives into differential models of natural phenomena, such as…

Numerical Analysis · Mathematics 2022-12-08 A. P. Harris , T. A. Biala , A. Q. M. Khaliq

The non-Markovian continuous-time random walk model, featuring fat-tailed waiting times and narrow distributed displacements with a non-zero mean, is a well studied model for anomalous diffusion. Using an analytical approach, we recently…

Statistical Mechanics · Physics 2023-09-18 Wanli Wang , Eli Barkai

This paper focuses on providing the computation methods for the backward time tempered fractional Feynman-Kac equation, being one of the models recently proposed in [Wu, Deng, and Barkai, Phys. Rev. E, 84 (2016) 032151]. The discretization…

Numerical Analysis · Mathematics 2017-05-01 Weihua Deng , Zhijiang Zhang

High order discretization schemes play more important role in fractional operators than classical ones. This is because usually for classical derivatives the stencil for high order discretization schemes is wider than low order ones; but…

Numerical Analysis · Mathematics 2014-09-05 Minghua Chen , Weihua Deng

In the Heliosphere, power-law particle distributions are observed e.g. upstream of interplanetary shocks, which can result from superdiffusive transport. This non-Gaussian transport regime may result from intermittent magnetic field…

High Energy Astrophysical Phenomena · Physics 2024-12-25 Sophie Aerdker , Lukas Merten , Frederic Effenberger , Horst Fichtner , Julia Becker Tjus

Of primary interest in this paper is the numerical approximation of a time dependent fractional, in space, diffusion equation where the domain is assumed to be nonhomogeneous, having different axial diffusion coefficients. This work is…

Numerical Analysis · Mathematics 2026-05-12 T. Catoe , V. J. Ervin

The semi-implicit schemes for the nonlinear predator-prey reaction-diffusion model with the space-time fractional derivatives are discussed, where the space fractional derivative is discretized by the fractional centered difference and WSGD…

Numerical Analysis · Mathematics 2015-03-27 Yanyan Yu , Weihua Deng , Yujiang Wu

We investigate the impact of spatial-temporal discretisation schemes on the dynamics of a class of reaction-diffusion equations that includes the FitzHugh-Nagumo system. For the temporal discretisation we consider the family of six backward…

Dynamical Systems · Mathematics 2020-10-23 Willem M. Schouten-Straatman , Hermen Jan Hupkes

The continuous-time random walk (CTRW) model is useful for alleviating the computational burden of simulating diffusion in actual media. In principle, isotropic CTRW only requires knowledge of the step-size, $P_l$, and waiting-time, $P_t$,…

Statistical Mechanics · Physics 2017-01-19 Shahar Amitai , Raphael Blumenfeld

In this paper, we develop a numerical method for the L\'evy-Fokker-Planck equation with the fractional diffusive scaling. There are two main challenges. One comes from a two-fold nonlocality, that is, the need to apply the fractional…

Numerical Analysis · Mathematics 2021-03-23 Wuzhe Xu , Li Wang

Continuous Time Random Walks (CTRW) are widely used to coarse-grain the evolution of systems jumping from a metastable sub-set of their configuration space, or trap, to another via rare intermittent events. The multi-scaled behavior typical…

Statistical Mechanics · Physics 2014-01-21 Paolo Sibani

In this article, we systematically explain how to apply the analytical technique called the invariant subspace method to find various types of analytical solutions for a coupled nonlinear time-fractional system of partial differential…

Analysis of PDEs · Mathematics 2024-06-17 K. S. Priyendhu , P. Prakash , M. Lakshmanan

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 discuss the time-space Caputo-Riesz fractional diffusion equation with variable coefficients on a finite domain. The finite difference schemes for this equation are provided. We theoretically prove and numerically verify…

Numerical Analysis · Mathematics 2013-04-16 Minghua Chen , Weihua Deng , Yujiang Wu

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

This is the second part of study on the optimal convergence rate of the explicit Euler discretization in time for the convection-diffusion equations [Appl. Math. Lett. \textbf{131} (2022) 108048] which focuses on high-dimensional…

Numerical Analysis · Mathematics 2022-05-13 Qifeng Zhang , Jiyuan Zhang , Zhi-zhong Sun

Zolotarev proved a duality result that relates stable densities with different indices. In this paper, we show how Zolotarev duality leads to some interesting results on fractional diffusion. Fractional diffusion equations employ fractional…

Probability · Mathematics 2009-12-26 Boris Baeumer , Mark M. Meerschaert , Erkan Nane

Our work is about energy conserving fourth-order time discretizations of a three-field formulation of Maxwell's equations in conjunction with a spatial discretization using higher-order and compatible de Rham finite element spaces. Toward…

Numerical Analysis · Mathematics 2026-01-21 Archana Arya , Kaushik Kalyanaraman