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Weighted averaged finite difference methods for solving fractional diffusion equations are discussed and different formulae of the discretization of the Riemann-Liouville derivative are considered. The stability analysis of the different…

Numerical Analysis · Mathematics 2025-10-20 Santos B. Yuste

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

We consider initial boundary value problems for one-dimensional diffusion equation with time-fractional derivative of order $\alpha \in (0,1)$ which are subject to non-zero Neumann boundary conditions. We prove the uniqueness for an inverse…

Analysis of PDEs · Mathematics 2020-09-25 W. Rundell , M. Yamamoto

Space fractional convection diffusion equation describes physical phenomena where particles or energy (or other physical quantities) are transferred inside a physical system due to two processes: convection and superdiffusion. In this…

Numerical Analysis · Mathematics 2014-05-20 Minghua Chen , Weihua Deng

We study solution techniques for an evolution equation involving second order derivative in time and the spectral fractional powers, of order $s \in (0,1)$, of symmetric, coercive, linear, elliptic, second-order operators in bounded domains…

Numerical Analysis · Mathematics 2018-06-18 Lehel Banjai , Enrique Otarola

In this work, we consider the numerical solution of an initial boundary value problem for the distributed order time fractional diffusion equation. The model arises in the mathematical modeling of ultra-slow diffusion processes observed in…

Numerical Analysis · Mathematics 2015-04-08 Bangti Jin , Raytcho Lazarov , Dongwoo Sheen , Zhi Zhou

In this paper we develop a numerical scheme based on quadratures to approximate solutions of integro-differential equations involving convolution kernels, $\nu$, of diffusive type. In particular, we assume $\nu$ is symmetric and…

Numerical Analysis · Mathematics 2020-11-03 Loic Cappanera , Gabriela Jaramillo , Cory Ward

A new method that enables easy and convenient discretization of partial differential equations with derivatives of arbitrary real order (so-called fractional derivatives) and delays is presented and illustrated on numerical solution of…

Numerical Analysis · Mathematics 2009-03-06 Igor Podlubny , Aleksei V. Chechkin , Tomas Skovranek , YangQuan Chen , Blas M. Vinagre Jara

We study an initial-boundary value problem of variable-order time-fractional diffusion equations in one space dimension. Based on the wellposedness of the proposed model and the smoothing properties of its solutions, which are shown to be…

Analysis of PDEs · Mathematics 2020-01-08 Xiangcheng Zheng , Jin Cheng , Hong Wang

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

Solutions of boundary value problems for a diffusion equation of fractional and variable order in differential and difference settings are studied. It is shown that the method of energy inequalities is applicable to obtaining a priori…

Numerical Analysis · Mathematics 2012-11-22 A. A. Alikhanov

We propose a finite difference scheme for the numerical solution of a two-dimensional singularly perturbed convection-diffusion partial differential equation whose solution features interacting boundary and interior layers, the latter due…

Numerical Analysis · Mathematics 2024-01-05 Ram Shiromani , Niall Madden , V. Shanthi

A class of finite difference schemes for solving a fractional anti-diffusive equation, recently proposed by Andrew C. Fowler to describe the dynamics of dunes, is considered. Their linear stability is analyzed using the standard Von Neumann…

Analysis of PDEs · Mathematics 2011-04-27 Pascal Azerad , Afaf Bouharguane

Problems with localized nonhomogeneous material properties present well-known challenges for numerical simulations. In particular, such problems may feature large differences in length scales, causing difficulties with meshing and…

Numerical Analysis · Mathematics 2021-11-23 Alex Viguerie , Silvia Bertoluzza , Alessandro Veneziani , Ferdinando Auricchio

We consider numerical methods for linear parabolic equations in one spatial dimension having piecewise constant diffusion coefficients defined by a one parameter family of interface conditions at the discontinuity. We construct immersed…

Numerical Analysis · Mathematics 2013-10-31 V. A. Bokil , N. L. Gibson , S. L. Nguyen , E. A. Thomann , E. Waymire

We consider difference schemes for the time-fractional diffusion equation with variable coefficients and nonlocal boundary conditions containing real parameters $\alpha$, $\beta$ and $\gamma$. By the method of energy inequalities, for the…

Numerical Analysis · Mathematics 2014-05-02 A. A. Alikhanov

Fractional differential equation (FDE) provides an accurate description of transport processes that exhibit anomalous diffusion but introduces new mathematical difficulties that have not been encountered in the context of integer-order…

Analysis of PDEs · Mathematics 2016-12-09 Hong Wang , Danping Yang

In the present article, we study the diffusion equations with fractional time derivatives. The aim of this paper is to investigate the best possible regularity for the initial value/boundary value problems with non-homogeneous Dirichlet…

Analysis of PDEs · Mathematics 2015-01-08 Kenichi Fujishiro

A finite difference method is constructed to solve singularly perturbed convection-diffusion problems posed on smooth domains. Constraints are imposed on the data so that only regular exponential boundary layers appear in the solution. A…

Numerical Analysis · Mathematics 2021-12-23 Alan F. Hegarty , Eugene O'Riordan

The multiple-Dirichlet-to-Neumann (multiple-DtN) non-reflecting boundary condition is adapted to acoustic scattering from obstacles embedded in the half-plane. The multiple-DtN map is coupled with the method of images as an alternative…

Computational Physics · Physics 2014-01-03 Sebastian Acosta , Vianey Villamizar , Bruce Malone