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Related papers: A PDE Approach to Numerical Fractional Diffusion

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Neural network based methods have emerged as a promising paradigm for scientific computing, yet they face critical bottlenecks in high frequency function approximation and partial differential equation (PDE) solving.

Numerical Analysis · Mathematics 2026-04-06 Xuyang Gao , Liang Chen , Minqiang Xu , Jing Niu

We present a general framework for the rigorous numerical analysis of time-fractional nonlinear parabolic partial differential equations, with a fractional derivative of order $\alpha\in(0,1)$ in time. The framework relies on three…

Numerical Analysis · Mathematics 2017-12-05 Bangti Jin , Buyang Li , Zhi Zhou

We prove optimal estimates for the decay in time of solutions to a rather general class of non-local in time subdiffusion equations in $\mathbb{R}^d$. An important special case is the time-fractional diffusion equation, which has seen much…

Analysis of PDEs · Mathematics 2014-03-10 Jukka Kemppainen , Juhana Siljander , Vicente Vergara , Rico Zacher

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…

Numerical Analysis · Mathematics 2017-05-25 Hengfei Ding , Changpin Li

The aim of this paper is to develop and analyze numerical schemes for approximately solving the backward problem of subdiffusion equation involving a fractional derivative in time with order $\alpha\in(0,1)$. After using quasi-boundary…

Numerical Analysis · Mathematics 2020-10-28 Zhengqi Zhang , Zhi Zhou

A novel efficient and high accuracy numerical method for the time-fractional differential equations (TFDEs) is proposed in this work. We show the equivalence between TFDEs and the integer-order extended parametric differential equations…

Numerical Analysis · Mathematics 2025-05-13 Peng Ding , Zhiping Mao

The paper describes different approaches to generalize the trapezoidal method to fractional differential equations. We analyze the main theoretical properties and we discuss computational aspects to implement efficient algorithms. Numerical…

Numerical Analysis · Mathematics 2019-12-23 Roberto Garrappa

In this paper we focus on strong solutions of some heat-like problems with a non-local derivative in time induced by a Bernstein function and an elliptic operator given by the generator or the Fokker-Planck operator of a Pearson diffusion.…

Probability · Mathematics 2021-06-30 Giacomo Ascione , Nikolai Leonenko , Enrica Pirozzi

Fractional Laplace equations are becoming important tools for mathematical modeling and prediction. Recent years have shown much progress in developing accurate and robust algorithms to numerically solve such problems, yet most solvers for…

Numerical Analysis · Mathematics 2018-08-03 Harbir Antil , Yanlai Chen , Akil Narayan

Partial Differential Equations (PDE) are fundamental to model different phenomena in science and engineering mathematically. Solving them is a crucial step towards a precise knowledge of the behaviour of natural and engineered systems. In…

We describe a numerical framework that uses random sampling to efficiently capture low-rank local solution spaces of multiscale PDE problems arising in domain decomposition. In contrast to existing techniques, our method does not rely on…

Numerical Analysis · Mathematics 2020-02-06 Ke Chen , Qin Li , Jianfeng Lu , Stephen J. Wright

An adaptive finite difference scheme for variable-order fractional-time subdiffusion equations in the Caputo form is studied. The fractional time derivative is discretized by the L1 procedure but using nonhomogeneous timesteps. The size of…

Numerical Analysis · Mathematics 2024-09-20 Joaquín Quintana-Murillo , Santos Bravo Yuste

The study gives a brief overview of existing modifications of the method of functional separation of variables for nonlinear PDEs. It proposes a more general approach to the construction of exact solutions to nonlinear equations of applied…

Mathematical Physics · Physics 2020-01-07 Andrei D. Polyanin

Fractional calculus is an effective tool in incorporating the effects of non-locality and memory into physical models. In this regard, successful applications exist rang- ing from signal processing to anomalous diffusion and quantum…

General Physics · Physics 2014-08-26 S. S. Bayin , J. P. Krisch

This work explores different particle-based approaches to the simulation of one-dimensional fractional subdiffusion equations in unbounded domains. We rely on smooth particle approximations, and consider four methods for estimating the…

Numerical Analysis · Mathematics 2017-07-14 S. Allouch , M. Lucchesi , O. P. Le Maître , K. A. Mustapha , O. M. Knio

This study is motivated by the recent development in the fractional calculus and its applications. During last few years, several different techniques are proposed to localize the nonlocal fractional diffusion operator. They are based on…

Numerical Analysis · Mathematics 2017-06-26 Stanislav Harizanov , Svetozar Margenov

Fractional partial differential equations (FDEs) are used to describe phenomena that involve a "non-local" or "long-range" interaction of some kind. Accurate and practical numerical approximation of their solutions is challenging due to the…

Numerical Analysis · Mathematics 2019-07-18 Justin Crum , Joshua A. Levine , Andrew Gillette

The work in this paper is four-fold. Firstly, we introduce an alternative approach to solve fractional ordinary differential equations as an expected value of a random time process. Using the latter, we present an interesting numerical…

Dynamical Systems · Mathematics 2022-12-28 Tamer Oraby , Harrinson Arrubla , Erwin Suazo

In this thesis we investigate how the nonlocalities affect the study of different PDEs coming from physics, and we analyze these equations under almost optimal assumptions of the nonlinearity. In particular, we focus on the fractional…

Analysis of PDEs · Mathematics 2024-02-14 Marco Gallo

In this manuscript we deal with existence/uniqueness and regularity issues of suitable weak solutions to nonlocal problems driven by fractional Laplace type operators. Different from previous researches, in our approach we consider gradient…

Analysis of PDEs · Mathematics 2020-05-28 João Vitor da Silva , Pablo Ochoa , Analía Silva
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