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The exponential trapezoidal rule is proposed and analyzed for the numerical integration of semilinear integro-differential equations. Although the method is implicit, the numerical solution is easily obtained by standard fixed-point…

Numerical Analysis · Mathematics 2024-03-12 Alexander Ostermann , Nasrin Vaisi

In this paper, compact finite difference schemes for the modified anomalous fractional sub-diffusion equation and fractional diffusion-wave equation are studied. Schemes proposed previously can at most achieve temporal accuracy of order…

Numerical Analysis · Mathematics 2015-06-17 Zhibo Wang , Seakweng Vong

In this paper, we consider initial-boundary value problems for two-component nonlinear systems of time-fractional diffusion equations with the homogeneous Neumann boundary condition and non-negative initial values. The main results are the…

Analysis of PDEs · Mathematics 2024-05-28 Dian Feng , Masahiro Yamamoto

We solve the convection-diffusion equation using a coupling of cell-centered finite volume (FV) and discontinuous Galerkin (DG) methods. The domain is divided into disjoint regions assigned to FV or DG, and the two methods are coupled…

Numerical Analysis · Mathematics 2025-09-30 Maurice S. Fabien

In this paper, we propose a novel computational implicit method, which we call Isogeometric Residual Minimization (iGRM) with direction splitting. The method mixes the benefits resulting from isogeometric analysis, implicit dynamics,…

Numerical Analysis · Mathematics 2021-03-09 Marcin Los , Judit Munoz-Matute , Ignacio Muga , Maciej Paszynski

In this paper, some initial-boundary-value problems for the time-fractional diffusion equation are first considered in open bounded n-dimensional domains. In particular, the maximum principle well-known for the PDEs of elliptic and…

Analysis of PDEs · Mathematics 2012-05-08 Yuri Luchko

A reaction-diffusion problem with a Caputo time derivative is considered. An integral discretization scheme on a graded mesh along with a decomposition of the exact solution is proposed. The truncation error estimate of the discretization…

Numerical Analysis · Mathematics 2018-10-19 Zhongdi Cen , Jian Huang , Anbo Le , Aimin Xu

We propose a numerical method for convection-diffusion problems under low regularity assumptions. We derive the method and analyze it using the primal-dual weak Galerkin (PDWG) finite element framework. The Euler-Lagrange formulation…

Numerical Analysis · Mathematics 2024-12-20 Chunmei Wang , Ludmil Zikatanov

In this paper, we propose a new finite element approach to simulate the time-dependent Ginzburg-Landau equations under the temporal gauge, and design an efficient preconditioner for the Newton iteration of the resulting discrete system. The…

Numerical Analysis · Mathematics 2022-12-28 Qingguo Hong , Limin Ma , Jinchao Xu

We examine the use of a two-level deflation preconditioner combined with GMRES to locally solve the subdomain systems arising from applying domain decomposition methods to Helmholtz problems. Our results show that the direct solution method…

Numerical Analysis · Mathematics 2023-05-03 Niall Bootland , Vandana Dwarka , Pierre Jolivet , Victorita Dolean , Cornelis Vuik

In this paper we present in one-dimensional space a numerical solution of a partial differential equation of fractional order. This equation describes a process of anomalous diffusion. The process arises from the interactions within the…

Numerical Analysis · Mathematics 2007-05-23 Mariusz Ciesielski , Jacek Leszczynski

In this work, we propose an efficient and robust multigrid method for solving the time-fractional heat equation. Due to the nonlocal property of fractional differential operators, numerical methods usually generate systems of equations for…

Numerical Analysis · Mathematics 2017-08-28 Francisco J. Gaspar , Carmen Rodrigo

This paper focuses on the adaptive discontinuous Galerkin (DG) methods for the tempered fractional (convection) diffusion equations. The DG schemes with interior penalty for the diffusion term and numerical flux for the convection term are…

Numerical Analysis · Mathematics 2020-06-16 Xudong Wang , Weihua Deng

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

We propose a novel preconditioned inexact primal-dual interior point method for constrained convex quadratic programming problems. The algorithm we describe invokes the preconditioned conjugate gradient method on a new reduced Schur…

Numerical Analysis · Mathematics 2021-12-28 Samah Karim , Edgar Solomonik

Stochastic Galerkin finite element method (SGFEM) provides an efficient alternative to traditional sampling methods for the numerical solution of linear elliptic partial differential equations with parametric or random inputs. However,…

Numerical Analysis · Mathematics 2021-02-16 Alex Bespalov , Daniel Loghin , Rawin Youngnoi

The discretization of convection-diffusion equations by implicit or semi-implicit methods leads to a sequence of linear systems usually solved by iterative linear solvers such as GMRES. Many techniques bearing the name of \emph{recycling…

Numerical Analysis · Mathematics 2018-07-26 Giuseppe Pitton , Luca Heltai

In this work, a second-order approximation of the fractional substantial derivative is presented by considering a modified shifted substantial Gr\"{u}nwald formula and its asymptotic expansion. Moreover, the proposed approximation is…

Numerical Analysis · Mathematics 2016-07-26 Zhaopeng Hao , Wanrong Cao , Guang Lin

Fast Fourier Transform (FFT)-based solvers for the Poisson equation are highly efficient, exhibiting $O(N\log N)$ computational complexity and excellent parallelism. However, their application is typically restricted to simple, regular…

Numerical Analysis · Mathematics 2025-09-30 Zichao Jiang , Jiacheng Lian , Zhuolin Wang

In arXiv:2305.03945 [math.NA], a first-order optimization algorithm has been introduced to solve time-implicit schemes of reaction-diffusion equations. In this research, we conduct theoretical studies on this first-order algorithm equipped…

Numerical Analysis · Mathematics 2025-04-01 Shu Liu , Xinzhe Zuo , Stanley Osher , Wuchen Li