Related papers: High-order numerical algorithms for Riesz derivati…
Numerical methods for fractional calculus attract increasing interests due to its wide applications in various fields such as physics, mechanics, etc. In this paper, we focus on constructing high-order algorithms for Riesz derivatives,…
It is well known that using high-order numerical algorithms to solve fractional differential equations leads to almost the same computational cost with low-order ones but the accuracy (or convergence order) is greatly improved, due to the…
In this paper, we establish even order compact numerical schemes (4th-order, 6th-order, 8th-order, 10th-order) for Riesz derivatives by using the symmetrical fractional centred difference operator. Then we apply the derived 4th-order…
This paper detailedly discusses the locally one-dimensional numerical methods for efficiently solving the three-dimensional fractional partial differential equations, including fractional advection diffusion equation and Riesz fractional…
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…
In this paper, fast numerical methods are established for solving a class of time distributed-order and Riesz space fractional diffusion-wave equations. We derive new difference schemes by the weighted and shifted Gr$\ddot{\rm{u}}$nwald…
The high-order numerical analysis for fractional Laplacian via the Riesz fractional derivative, under the low regularity solution, has presented significant challenges in the past decades. To fill in this gap, we design a grid mapping…
Scientific studies often require the precise calculation of derivatives. In many cases an analytical calculation is not feasible and one resorts to evaluating derivatives numerically. These are error-prone, especially for higher-order…
We consider high-order splitting schemes for large-scale differential Riccati equations. Such equations arise in many different areas and are especially important within the field of optimal control. In the large-scale case, it is critical…
Because of the nonlocal properties of fractional operators, higher order schemes play more important role in discretizing fractional derivatives than classical ones. The striking feature is that higher order schemes of fractional…
A development of an inverse first-order divided difference operator for functions of several variables is presented. Two generalized derivative-free algorithms builded up from Ostrowski's method for solving systems of nonlinear equations…
In this paper, we propose high-order numerical methods for the Riesz space fractional advection-dispersion equations (RSFADE) on a {f}inite domain. The RSFADE is obtained from the standard advection-dispersion equation by replacing the…
The aim of this paper is to develop fast second-order accurate difference schemes for solving one- and two-dimensional time distributed-order and Riesz space fractional diffusion equations. We adopt the same measures for one- and…
In this paper, two kinds of high-order compact finite difference schemes for second-order derivative are developed. Then a second-order numerical scheme for Riemann-Liouvile derivative is established based on fractional center difference…
A consequent approach is proposed to construct symplectic force-gradient algorithms of arbitrarily high orders in the time step for precise integration of motion in classical and quantum mechanics simulations. Within this approach the basic…
Higher-order tensor methods were recently proposed for minimizing smooth convex and nonconvex functions. Higher-order algorithms accelerate the convergence of the classical first-order methods thanks to the higher-order derivatives used in…
We present a high-order compact finite difference approach for a class of parabolic partial differential equations with time and space dependent coefficients as well as with mixed second-order derivative terms in $n$ spatial dimensions.…
We introduce deterministic perturbation schemes for the recently proposed random directions stochastic approximation (RDSA) [17], and propose new first-order and second-order algorithms. In the latter case, these are the first second-order…
We present a novel approach for high-order accurate numerical differentiation on unstructured meshes of quadrilateral elements. To differentiate a given function, an auxiliary function with greater smoothness properties is defined which…
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…