Related papers: High-order fractional-compact finite difference me…
In this paper, a compact alternating direction implicit (ADI) finite difference scheme for the two-dimensional time fractional diffusion-wave equation is developed, with temporal and spatial accuracy order equal to two and four…
In this paper, we study the numerical solutions of the multi-dimensional spatial fractional Allen-Cahn equations. After semi-discretization for the spatial fractional Riesz derivative, a system of nonlinear ordinary differential equations…
The fractional Hilbert transform was introduced by Zayed [30, Zayed, 1998] and has been widely used in signal processing. In view of is connection with the fractional Fourier transform, Chen, the first, second and fourth authors of this…
This contribution proposes a new formulation to efficiently compute directional derivatives of order one to fourth. The formulation is based on automatic differentiation implemented with dual numbers. Directional derivatives are particular…
In this paper, the coupled fractional Ginzburg-Landau equations are first time investigated numerically. A linearized implicit finite difference scheme is proposed. The scheme involves three time levels, is unconditionally stable and…
In this paper we provide a rigorous mathematical foundation for continuous approximations of a class of systems with piece-wise continuous functions. By using techniques from the theory of differential inclusions, the underlying piece-wise…
In this paper, we investigate the numerical solution of the two-dimensional fractional Laplacian wave equations. After splitting out the Riesz fractional derivatives from the fractional Laplacian, we treat the Riesz fractional derivatives…
This master thesis is based on the paper "Sharp commutator estimates via harmonic extensions" by Lenzmann and Schikorra, in which they proposed a method to prove estimates for commutators involving Riesz transforms, fractional Laplacians…
In this research work, let us focus on the construction of numerical scheme based on radial basis functions finite difference (RBF-FD) method combined with the Laplace transform for the solution of fractional order dispersive wave…
In this paper, we consider a fast and second-order implicit difference method for approximation of a class of time-space fractional variable coefficients advection-diffusion equation. To begin with, we construct an implicit difference…
When solving the time-dependent radiative transport equation (RTE), implicit time discretization is often employed for its robustness and stability. This results in a sequence of steady-state RTEs with identical cross-sections but varying…
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…
The second order weighted and shifted Gr\"{u}nwald difference (WSGD) operators are developed in [Tian et al., arXiv:1201.5949] to solve space fractional partial differential equations. Along this direction, we further design a new family of…
Calculating dynamical diffraction patterns for X-ray topography and similar x-ray scattering-imaging techniques require the numerical integration of the Takagi-Taupin equations. This is usually performed with a simple second order finite…
The Feynman-Kac equation governs the distribution of the statistical observable -- functional, having wide applications in almost all disciplines. After overcoming challenges from the time-space coupled nonlocal operator and the possible…
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…
In this article, a high-order time-stepping scheme based on the cubic interpolation formula is considered to approximate the generalized Caputo fractional derivative (GCFD). Convergence order for this scheme is $(4-\alpha)$, where $\alpha…
After reviewing the problematic behavior of some previously suggested finite interval spatial operators of the symmetric Riesz type, we create a wish list leading toward a new spatial operator suitable to use in the space-time fractional…
We obtain inequalities for the Riesz means for the discrete spectrum of a class of self-adjoint compact integral operators. Such bounds imply some inequalities for the counting function of the Dirichlet boundary problem for the Laplace…
In this paper, we introduce second order and fourth order space discretization via finite difference implementation of the finite element method for solving Fokker-Planck equations associated with irreversible processes. The proposed…