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We are interested in the kernel of one-dimensional diffusion equations with continuous coefficients as evaluated by means of explicit discretization schemes of uniform step $h>0$ in the limit as $h\to0$. We consider both semidiscrete…

Numerical Analysis · Mathematics 2007-11-02 Claudio Albanese

In this work, we investigate the recovery of a parameter in a diffusion process given by the order of derivation in time for a class of diffusion type equations, including both classical and time-fractional diffusion equations, from the…

Analysis of PDEs · Mathematics 2021-11-04 Bangti Jin , Yavar Kian

We study solution techniques for parabolic equations with fractional diffusion and Caputo fractional time derivative, the latter being discretized and analyzed in a general Hilbert space setting. The spatial fractional diffusion is realized…

Numerical Analysis · Mathematics 2015-03-05 Ricardo H. Nochetto , Enrique Otarola , Abner J. Salgado

We establish uniform error bounds of the L1 discretization of the Caputo derivative of H\"older continuous functions. The result can be understood as: error = (degree of smoothness - order of the derivative). We present an elementary proof…

Numerical Analysis · Mathematics 2024-11-19 Félix del Teso , Łukasz Płociniczak

The work presents integral solutions of the fractional subdiffusion equation by an integral method, as an alternative approach to the solutions employing hypergeometric functions. The integral solution suggests a preliminary defined profile…

Mathematical Physics · Physics 2011-03-09 Jordan Hristov

In this article, we consider the space-time Fractional (nonlocal) diffusion equation $$\partial_t^\beta u(t,x)={\mathtt{L}_D^{\alpha_1,\alpha_2}} u(t,x), \ \ t\geq 0, \ x\in D, $$ where $\partial_t^\beta$ is the Caputo fractional derivative…

Analysis of PDEs · Mathematics 2020-05-19 Ngartelbaye Guerngar , Erkan Nane , Süleyman Ulusoy , Hans Werner Van Wyk

We develop unified and easy to use framework to study robust fully discrete numerical methods for nonlinear degenerate diffusion equations $$ \partial_t u-\mathfrak{L}[\varphi(u)]=f(x,t) \qquad\text{in}\qquad \mathbb{R}^N\times(0,T), $$…

Numerical Analysis · Mathematics 2018-10-17 Félix del Teso , Jørgen Endal , Espen R. Jakobsen

This work aims to construct an efficient and highly accurate numerical method to address the time singularity at $t=0$ involved in a class of time-fractional parabolic integro-partial differential equations in one and two dimensions. The…

Numerical Analysis · Mathematics 2024-09-27 Sudarshan Santra , Ratikanta Behera

A high-accuracy time discretization is discussed to numerically solve the nonlinear fractional diffusion equation forced by a space-time white noise. The main purpose of this paper is to improve the temporal convergence rate by modifying…

Numerical Analysis · Mathematics 2021-05-04 Xing Liu

We use a subdiffusion equation with fractional Caputo time derivative with respect to another function $g$ ($g$--subdiffusion equation) to describe a smooth transition from ordinary subdiffusion to superdiffusion. Ordinary subdiffusion is…

Statistical Mechanics · Physics 2023-06-14 Tadeusz Kosztołowicz

The Caputo time-derivative is usually defined pointwise for well-behaved functions, say, for continuously differentiable functions. Accordingly, in the theory of the partial fractional differential equations with the Caputo derivatives, the…

Analysis of PDEs · Mathematics 2014-11-27 Rudolf Gorenflo , Yuri Luchko , Masahiro Yamamoto

We consider a wave equation with a nonlocal logarithmic damping depending on a small parameter $\theta \in (0,1/2)$. This research is a counter part of that was initiated by Charao-D'Abbicco-Ikehata considered in [5] for the large parameter…

Analysis of PDEs · Mathematics 2021-09-27 Alessandra Piske , Ruy Coimbra Charão , Ryo Ikehata

In this paper, we develop fast procedures for solving linear systems arising from discretization of ordinary and partial differential equations with Caputo fractional derivative w.r.t time variable. First, we consider a finite difference…

Analysis of PDEs · Mathematics 2018-02-01 Zhengguang Liu , Aijie Cheng , Xiaoli Li , Hong Wang

We develop a unified and easy to use framework to study robust fully discrete numerical methods for nonlinear degenerate diffusion equations $$ \partial_t u-\mathfrak{L}^{\sigma,\mu}[\varphi(u)]=f \quad\quad\text{in}\quad\quad…

Numerical Analysis · Mathematics 2019-06-20 Félix del Teso , Jørgen Endal , Espen R. Jakobsen

Reflected diffusions in polyhedral domains are commonly used as approximate models for stochastic processing networks in heavy traffic. Stationary distributions of such models give useful information on the steady state performance of the…

Probability · Mathematics 2012-05-24 Amarjit Budhiraja , Jiang Chen , Sylvain Rubenthaler

In this article, we consider the space-time fractional (nonlocal) equation characterizing the so-called "double-scale" anomalous diffusion $$\partial_t^\beta u(t, x) = -(-\Delta)^{\alpha/2}u(t,x) - (-\Delta)^{\gamma/2}u(t,x) \ \ t> 0, \…

Analysis of PDEs · Mathematics 2019-12-18 Ngartelbaye Guerngar , Erkan Nane , Ramazan Tinatztepe , Suleyman Ulusoy , Hans Werner Van Wyk

For $0<\nu_2<\nu_1\leq 1$, we analyze a linear integro-differential equation on the space-time cylinder $\Omega\times(0,T)$ in the unknown $u=u(x,t)$ $$\mathbf{D}_{t}^{\nu_1}(\varrho_{1}u)-\mathbf{D}_{t}^{\nu_2}(\varrho_2…

Analysis of PDEs · Mathematics 2026-02-13 Vittorino Pata , Sergii Siryk , Nataliya Vasylyeva

We establish uniform error bounds of the L1 discretization of the Caputo fractional derivative of the function from the weighted Sobolev space with weight belonging to the Mucknenhoupt class. We present how our framework works for several…

Numerical Analysis · Mathematics 2026-04-27 Łukasz Płociniczak , Hubert Woszczek

In this article, a numerical scheme is introduced for solving the fractional partial differential equation (FPDE) arising from electromagnetic waves in dielectric media (EMWDM) by using an efficient class of finite difference methods. The…

Numerical Analysis · Mathematics 2022-05-02 Vijay Kumar Patel , Dhirendra Bahuguna

In this paper, a second order finite difference scheme is investigated for time-dependent one-side space fractional diffusion equations with variable coefficients. The existing schemes for the equation with variable coefficients have…

Numerical Analysis · Mathematics 2019-02-25 Xue-lei Lin , Pin Lyu , Michael K. Ng , Hai-Wei Sun , Seakweng Vong