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A class of second order approximations, called the weighted and shifted Gr\"{u}nwald difference operators, are proposed for Riemann-Liouville fractional derivatives, with their effective applications to numerically solving space fractional…

Numerical Analysis · Mathematics 2015-04-27 WenYi Tian , Han Zhou , Weihua Deng

We study the use of the hybridizable discontinuous Galerkin (HDG) method for numerically solving fractional diffusion equations of order $-\alpha$ with $-1<\alpha<0$. For exact time-marching, we derive optimal algebraic error estimates…

Numerical Analysis · Mathematics 2014-09-26 Bernardo Cockburn , Kassem Mustapha

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,…

Numerical Analysis · Mathematics 2016-11-22 Hengfei Ding , Changpin Li

In this paper, we investigate a spectral Petrov-Galerkin method for fractional initial value problems. Singularities of the solution at the origin inherited from the weakly singular kernel of the fractional derivative are considered, and…

Numerical Analysis · Mathematics 2021-09-07 Shengyue Li , Wanrong Cao , Zhaopeng Hao

To broaden the range of applicability of variable-order fractional differential models, reliable numerical approaches are needed to solve the model equation. In this paper, we develop Laguerre spectral collocation methods for solving…

Numerical Analysis · Mathematics 2018-04-05 M. A. Zaky , E. H. Doha , T. M. Taha , D. Baleanu

We consider a fast approximation method for a solution of a certain stochastic non-local pseudodifferential equation. This equation defines a Mat\'ern class random field. The approximation method is based on the spectral compactness of the…

Statistics Theory · Mathematics 2014-10-09 Lassi Roininen , Sari Lasanen , Mikko Orispää , Simo Särkkä

The integral version of the fractional Laplacian on a bounded domain is discretized by a Galerkin approximation based on piecewise linear functions on a quasi-uniform mesh. We show that the inverse of the associated stiffness matrix can be…

Numerical Analysis · Mathematics 2024-07-25 Michael Karkulik , Jens Markus Melenk

We study a Sturm-Liouville type eigenvalue problem for second-order differential equations on the infinite interval. Here the eigenfunctions are nonzero solutions exponentially decaying at infinity. We prove that at any discrete eigenvalue…

Dynamical Systems · Mathematics 2010-09-08 David Blazquez-Sanz , Kazuyuki Yagasaki

In the present paper, the Complex Ginzburg-Landau-Schr\"odinger (CGLS) equation with the Riesz fractional derivative has been treated by a reliable implicit finite difference method (IFDM) of second order and furthermore for the purpose of…

Numerical Analysis · Mathematics 2018-07-26 Asim Patra

The fact that the first variation of a variational functional must vanish along an extremizer is the base of most effective solution schemes to solve problems of the calculus of variations. We generalize the method to variational problems…

Optimization and Control · Mathematics 2018-02-14 Shakoor Pooseh , Ricardo Almeida , Delfim F. M. Torres

The paper provides the fractional integrals and derivatives of the Rie\-mann-Liouville and Caputo type for the five kinds of radial basis functions (RBFs), including the powers, Gaussian, multiquadric, Matern and thin-plate splines, in one…

Numerical Analysis · Mathematics 2016-12-23 Maryam Mohammadi , Robert Schaback

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…

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

In this paper, we present a Spectral-Galerkin Method to approximate the zero-index transmission eigenvalues with a conductive boundary condition. This is a new eigenvalue problem derived from the scalar inverse scattering problem for an…

Numerical Analysis · Mathematics 2020-02-27 Isaac Harris

This paper analyzes a space-time finite element method for fractional wave problems. The method uses a Petrov-Galerkin type time-stepping scheme to discretize the time fractional derivative of order $ \gamma $ ($1<\gamma<2$). We establish…

Numerical Analysis · Mathematics 2018-03-12 Binjie Li , Hao Luo , Xiaoping Xie

This work deals with the numerical solution of systems of oscillatory second-order differential equations which often arise from the semi-discretization in space of partial differential equations. Since these differential equations exhibit…

Numerical Analysis · Mathematics 2024-10-29 Lidia Aceto , Fabio Durastante

Fractional diffusion equations replace the integer-order derivatives in space and time by their fractional-order analogues. They are used in physics to model anomalous diffusion. This paper develops strong solutions of space-time fractional…

Probability · Mathematics 2016-12-19 Zhen-Qing Chen , Mark M. Meerschaert , Erkan Nane

This study investigates a class of initial-boundary value problems pertaining to the time-fractional mixed sub-diffusion and diffusion-wave equation (SDDWE). To facilitate the development of a numerical method and analysis, the original…

Numerical Analysis · Mathematics 2023-07-12 Anatoly A. Alikhanov , Mohammad Shahbazi Asl , Chengming Huang

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

We develop a simple and accurate method to solve fractional variational and fractional optimal control problems with dependence on Caputo and Riemann-Liouville operators. Using known formulas for computing fractional derivatives of…

Optimization and Control · Mathematics 2017-07-21 Salman Jahanshahi , Delfim F. M. Torres

This article is in continuation of our earlier article [37] in which computational solution of an unified reaction-diffusion equation of distributed order associated with Caputo derivatives as the time-derivative and Riesz-Feller derivative…

Analysis of PDEs · Mathematics 2012-11-02 R. K. Saxena , A. M. Mathai , H. J. Haubold