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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…

Numerical Analysis · Mathematics 2019-07-12 Huan-Yan Jian , Ting-Zhu Huang , Xi-Le Zhao , Yong-Liang Zhao

Over the last two decades, anomalous diffusion processes in which the mean squares variance grows slower or faster than that in a Gaussian process have found many applications. At a macroscopic level, these processes are adequately…

Numerical Analysis · Mathematics 2015-06-23 Bangti Jin , William Rundell

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

In the present article, the author uses Fourier theory of tempered distributions (generalized functions) in deriving a formula for Dirichlet-like integrals. The applied method is remarkably efficient and allows a solution in a few…

Functional Analysis · Mathematics 2021-10-05 Cyril Belardinelli

In this paper, a centred universal high-order finite volume method for solving hyperbolic balance laws is presented. The scheme belongs to the family of ADER methods where the Generalized Riemann Problems (GRP) is a building block. The…

Numerical Analysis · Mathematics 2021-07-28 Gino I. Montecinos

This paper investigates an inverse source problem for a multi-term time-fractional diffusion equation with Caputo derivatives. The source term is separable as \(f(x)g(t)\), with the unknown spatial component \(f(x)\) reconstructed from an…

Analysis of PDEs · Mathematics 2026-03-03 Ravshan Ashurov , Damir Shamuratov

The time-fractional Fokker-Planck equation is a key model for characterizing anomalous diffusion, stochastic transport, and non-equilibrium statistical mechanics with applications in finance, chaotic dynamics, optical physics, and…

Numerical Analysis · Mathematics 2026-01-28 Neetu Garg , Varsha R

A kind of spatial fractional diffusion equations in this paper are studied. Firstly, an L1 formula is employed for the spatial discretization of the equations. Then, a second order scheme is derived based on the resulting semi-discrete…

Numerical Analysis · Mathematics 2020-01-08 Yong-Liang Zhao , Pei-Yong Zhu , Xian-Ming Gu , Xi-Le Zhao , Huan-Yan Jian

In this paper diffusion processes with changing modes are studied involving the variable order partial differential equations. We prove the existence and uniqueness theorem of a solution of the Cauchy problem for fractional variable order…

Mathematical Physics · Physics 2009-03-17 Sabir Umarov , Stanly Steinberg

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…

Numerical Analysis · Mathematics 2022-10-12 Sarita Kumari , Rajesh K. Pandey , R. P. Agarwal

This contribution considers the time-fractional subdiffusion with a time-dependent variable-order fractional operator of order $\beta(t)$. It is assumed that $\beta(t)$ is a piecewise constant function with a finite number of jumps. A proof…

Analysis of PDEs · Mathematics 2025-04-04 Yavar Kian , Marián Slodička , Éric Soccorsi , Karel Van Bockstal

In this work, a subdiffusion equation with constant time delay $\tau$ is considered. First, the regularity of the solution to the considered problem is investigated, finding that its first-order time derivative exhibits singularity at…

Numerical Analysis · Mathematics 2025-04-30 Weiping Bu , Xueqin Zhang , Weizhi Liao , Yue Zhao

Fractional diffusion and Fokker-Planck equations are widely used tools to describe anomalous diffusion in a large variety of complex systems. The equivalent formulations in terms of Caputo or Riemann-Liouville fractional derivatives can be…

Statistical Mechanics · Physics 2023-08-17 Qing Wei , Wei Wang , Hongwei Zhou , Ralf Metzler , Aleksei Chechkin

We study linear time fractional diffusion equations in divergence form of time order less than one. It is merely assumed that the coefficients are measurable and bounded, and that they satisfy a uniform parabolicity condition. As the main…

Analysis of PDEs · Mathematics 2010-11-13 Rico Zacher

This paper is devoted to the numerical analysis of a piecewise constant discontinuous Galerkin method for time fractional subdiffusion problems. The regularity of weak solution is firstly established by using variational approach and…

Numerical Analysis · Mathematics 2022-02-22 Binjie Li , Hao Luo , Xiaoping Xie

We consider a porous medium equation with nonlocal diffusion effects given by an inverse fractional Laplacian operator. In a previous paper we have found mass-preserving, nonnegative weak solutions of the equation satisfying energy…

Analysis of PDEs · Mathematics 2010-04-08 Luis Caffarelli , Juan Luis Vazquez

Super-diffusion, characterized by a spreading rate $t^{1/\alpha}$ of the probability density function $p(x,t) = t^{-1/\alpha} p \left( t^{-1/\alpha} x , 1 \right)$, where $t$ is time, may be modeled by space-fractional diffusion equations…

Statistical Mechanics · Physics 2019-02-20 James F. Kelly , Mark M. Meerschaert

A fractional diffusion equation based on Riemann-Liouville fractional derivatives is solved exactly. The initial values are given as fractional integrals. The solution is obtained in terms of $H$-functions. It differs from the known…

Statistical Mechanics · Physics 2007-05-23 R. Hilfer

By using similarity transformations approach, the exact propagator for a generalized one-dimensional Fokker-Planck equation, with linear drift force and space-time dependent diffusion coefficient, is obtained. The method is simple and…

Data Analysis, Statistics and Probability · Physics 2009-11-07 F. Benamira , L. Guechi

In this paper, the invariant subspace method is applied to the time fractional modified Kuramoto-Sivashinsky partial differential equation. The obtained reduced system of nonlinear ordinary fractional equations is solved by the Laplace…

Analysis of PDEs · Mathematics 2015-03-31 A. Ouhadan , E. H. El Kinani