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In this note, a numerical method based on finite differences to solve a class of nonlinear advection-diffusion fractional differential equation is proposed. The fractional operator considered here is the fractional Riemann-Liouville…

Analysis of PDEs · Mathematics 2020-10-09 Jocemar Q. Chagas , Giuliano G. La Guardia , Ervin K. Lenzi

Fractional diffusion equations replace the integer-order derivatives in space and time by their fractional-order analogues. They are used in physics to model anomalous diffusion. This paper develops strong solutions of space-time fractional…

Probability · Mathematics 2016-12-19 Zhen-Qing Chen , Mark M. Meerschaert , Erkan Nane

Recently, we have proposed a new diffusive representation for fractional derivatives and, based on this representation, suggested an algorithm for their numerical computation. From the construction of the algorithm, it is immediately…

Numerical Analysis · Mathematics 2022-04-12 Kai Diethelm

This paper deals with the investigation of the solution of an unified fractional reaction-diffusion equation of distributed order associated with the Caputo derivatives as the time-derivative and Riesz-Feller fractional derivative as the…

Mathematical Physics · Physics 2014-09-09 R. K. Saxena , A. M. Mathai , H. J. Haubold

In arXiv:2305.03945 [math.NA], a first-order optimization algorithm has been introduced to solve time-implicit schemes of reaction-diffusion equations. In this research, we conduct theoretical studies on this first-order algorithm equipped…

Numerical Analysis · Mathematics 2025-04-01 Shu Liu , Xinzhe Zuo , Stanley Osher , Wuchen Li

We propose a locally one dimensional (LOD) finite difference method for multidimensional Riesz fractional diffusion equation with variable coefficients on a finite domain. The numerical method is second-order convergent in both space and…

Numerical Analysis · Mathematics 2014-09-22 Minghua Chen , Yantao Wang , Xiao Cheng , Weihua Deng

This paper is in continuation of the authors' recently published paper (Journal of Mathematical Physics 55(2014)083519) in which computational solutions of an unified reaction-diffusion equation of distributed order associated with Caputo…

Mathematical Physics · Physics 2016-10-31 R. K. Saxena , A. M. Mathai , H. J. Haubold

The equation with the time fractional substantial derivative and space fractional derivative describes the distribution of the functionals of the L\'evy flights; and the equation is derived as the macroscopic limit of the continuous time…

Numerical Analysis · Mathematics 2015-04-27 Minghua Chen , Weihua Deng

We study a fully discrete finite element method for variable-order time-fractional diffusion equations with a time-dependent variable order. Optimal convergence estimates are proved with the first-order accuracy in time (and second order…

Numerical Analysis · Mathematics 2019-05-15 Xiangcheng Zheng , Fanhai Zeng , Hong Wang

In this work, we numerically study the higher-ordered/extended Boussinesq system describing the propagation of water-waves over flat topography. A reformulation of the same order of precision that avoids the calculation of high order…

Analysis of PDEs · Mathematics 2022-07-04 Ralph Lteif , Stéphane Gerbi

In this paper, a higher order finite difference scheme is proposed for Generalized Fractional Diffusion Equations (GFDEs). The fractional diffusion equation is considered in terms of the generalized fractional derivatives (GFDs) which uses…

Numerical Analysis · Mathematics 2022-06-08 Kamlesh Kumar , Rajesh K. Pandey

This article is in continuation of our earlier article [37] in which computational solution of an unified reaction-diffusion equation of distributed order associated with Caputo derivatives as the time-derivative and Riesz-Feller derivative…

Analysis of PDEs · Mathematics 2012-11-02 R. K. Saxena , A. M. Mathai , H. J. Haubold

In this paper, a second-order backward difference formula (abbr. BDF2) is used to approximate first-order time partial derivative, the Riesz fractional derivatives are approximated by fourth-order compact operators, a class of new…

Numerical Analysis · Mathematics 2019-09-06 Dongdong Hu , Xuenian Cao

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

Fractional derivatives can be used to model time delays in a diffusion process. When the order of the fractional derivative is distributed over the unit interval, it is useful for modeling a mixture of delay sources. In some special cases…

Analysis of PDEs · Mathematics 2016-11-29 Jebessa B. Mijena , Erkan Nane

This work considers the variable-exponent fractional diffusion-wave equation, which describes, e.g. the propagation of mechanical diffusive waves in viscoelastic media with varying material properties. Rigorous numerical analysis for this…

Numerical Analysis · Mathematics 2025-09-29 Wenlin Qiu , Xiangcheng Zheng

In ordinary turbulence research it has been a long standing tradition to solve the equations in spectral space giving the best possible accuracy. This is indeed a natural choice for incompressible problems with periodic boundaries, but it…

Astrophysics · Physics 2009-11-07 A. Brandenburg , W. Dobler

We introduce a novel discretization technique for both elliptic and parabolic fractional diffusion problems based on double exponential quadrature formulas and the Riesz-Dunford functional calculus. Compared to related schemes, the new…

Numerical Analysis · Mathematics 2020-12-11 Alexander Rieder

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

The object of this paper is to present a computable solution of a fractional partial differential equation associated with a Riemann-Liouville derivative of fractional order as the time-derivative and Riesz-Feller fractional derivative as…

Mathematical Physics · Physics 2011-10-03 R. K. Saxena , A. M. Mathai , H. J. Haubold