Related papers: High-order Numerical Methods for Riesz Space Fract…
A general conversion strategy by involving a shifted parameter $\theta$ is proposed to construct high-order accuracy difference formulas for fractional calculus operators. By converting the second-order backward difference formula with such…
We describe an exact and highly efficient numerical algorithm for solving a special but important class of convection-diffusion equations. These equations occur in many problems in physics, chemistry, or biology, and they are usually hard…
In this article, we deal with the efficient computation of the Wright function in the cases of interest for the expression of solutions of some fractional differential equations. The proposed algorithm is based on the inversion of the…
In this paper, we consider a numerical method for the multi-term Caputo-Fabrizio time-fractional diffusion equations (with orders $\alpha_i\in(0,1)$, $i=1,2,\cdots,n$). The proposed method employs a fast finite difference scheme to…
Preserving scalar boundedness is important for numerical schemes used in turbulent compressible multi-component flow simulations to prevent unphysical results and unstable simulations. However, ensuring scalar boundedness for high-order,…
In this article, we discuss the numerical solution of diffusion equations on random surfaces within the isogeometric framework. We describe in detail, how diffusion problems on random surfaces can be modelled and how quantities of interest…
In this short note we investigate the numerical performance of the method of artificial diffusion for second-order fully nonlinear Hamilton-Jacobi-Bellman equations. The method was proposed in (M. Jensen and I. Smears, arxiv:1111.5423);…
In this work, a new relationship is established between the solutions of higher fractional differential equations and a Wright-type transformation. Solutions could be interpreted as expected values of functions in a random time process. As…
Recently, the numerical schemes of the Fokker-Planck equations describing anomalous diffusion with two internal states have been proposed in [Nie, Sun and Deng, arXiv: 1811.04723], which use convolution quadrature to approximate the…
In this work, our aim is to introduce a symmetric fractional-order reduction (SFOR) method to develop numerical algorithms on nonuniform temporal meshes for fractional wave equations under lower regularity assumptions. The $L$-type…
In this paper we construct high order numerical methods for solving third and fourth orders nonlinear functional differential equations (FDE). They are based on the discretization of iterative methods on continuous level with the use of the…
In this paper we consider a class of partial integro-differential equations of fractional order, motivated by an equation which arises as a result of modeling surface-volume reactions in optical biosensors. We solve these equations by…
We propose a method to numerically compute fractional derivatives (or the fractional Laplacian) on the whole real line via Riesz fractional integrals. The compactified real line is divided into a number of intervals, thus amounting to a…
A numerical procedure was developed for solving equations for compressible granular multiphase flows in which the particle volume fraction can range dynamically from very dilute to very dense. The procedure uses a low-dissipation and…
In this paper, we consider the numerical pricing of financial derivatives using Radial Basis Function generated Finite Differences in space. Such discretization methods have the advantage of not requiring Cartesian grids. Instead, the nodes…
The fractional wave equation governs the propagation of mechanical diffusive waves in viscoelastic media which exhibits a power-law creep, and consequently provided a physical interpretation of this equation in the framework of dynamic…
In the past decades, a remarkable amount of research has been carried out regarding fast solvers for large linear systems resulting from various discretizations of fractional differential equations (FDEs). In the current work, we focus on…
This paper establishes explicit solutions for fractional diffusion problems on bounded domains. It also gives stochastic solutions, in terms of Markov processes time-changed by an inverse stable subordinator whose index equals the order of…
We propose a second order exponential scheme suitable for two-component coupled systems of stiff evolutionary advection--diffusion--reaction equations in two and three space dimensions. It is based on a directional splitting of the involved…
The paper studies a higher-order diffusion model of Maxwell-Stefan kind. The model is based upon higher-order moment equations of kinetic theory of mixtures, which include viscous dissipation in the model. Governing equations are analyzed…