Related papers: An Analysis of the Crank-Nicolson Method for Subdi…
We consider an initial-boundary value problem for a 2D time-dependent Schr\"odinger equation on a semi-infinite strip. For the Numerov-Crank-Nicolson finite-difference scheme with discrete transparent boundary conditions, the Strang-type…
We prove existence and uniqueness of the flow of water within a confined aquifer with fractional diffusion in space and fractional time derivative in the sense of Caputo-Fabrizio. Our main method is the fixed-point theorem. We propose the…
Reflected diffusions in polyhedral domains are commonly used as approximate models for stochastic processing networks in heavy traffic. Stationary distributions of such models give useful information on the steady state performance of the…
In this note we consider the approximation of the Greeks Delta and Gamma of American-style options through the numerical solution of time-dependent partial differential complementarity problems (PDCPs). This approach is very attractive as…
We propose implicit integrators for solving stiff differential equations on unit spheres. Our approach extends the standard backward Euler and Crank-Nicolson methods in Cartesian space by incorporating the geometric constraint inherent to…
In this paper, we propose a novel machine learning method based on adaptive tensor neural network subspace to solve linear time-fractional diffusion-wave equations and nonlinear time-fractional partial integro-differential equations. In…
In this paper, a linearized Crank-Nicolson Galerkin finite element method (FEM) for generalized Ginzburg-Landau equation (GLE) is considered, in which, the difference method in time and the standard Galerkin FEM are employed. Based on the…
This paper analyzes a time-stepping discontinuous Galerkin method for modified anomalous subdiffusion problems with two time fractional derivatives of orders $ \alpha $ and $ \beta $ ($ 0 < \alpha < \beta < 1 $). The stability of this…
We present a finite-difference integration algorithm for solution of a system of differential equations containing a diffusion equation with nonlinear terms. The approach is based on Crank-Nicolson method with predictor-corrector algorithm…
A fast two-level linearized scheme with unequal time-steps is constructed and analyzed for an initial-boundary-value problem of semilinear subdiffusion equations. The two-level fast L1 formula of the Caputo derivative is derived based on…
In this work, we theoretically and numerically discuss the time fractional subdiffusion-normal transport equation, which depicts a crossover from sub-diffusion (as $t\rightarrow 0$) to normal diffusion (as $t\rightarrow \infty$). Firstly,…
In this article we study the numerical approximation of incompressible miscible displacement problems with a linearised Crank-Nicolson time discretisation, combined with a mixed finite element and discontinuous Galerkin method. At the heart…
The solution of a Caputo time fractional diffusion equation of order $0<\alpha<1$ is expressed in terms of the solution of a corresponding integer order diffusion equation. We demonstrate a linear time mapping between these solutions that…
In this article, we present a new second order finite difference discrete scheme for fractal mobile/immobile transport model based on equivalent transformative Caputo formulation. The new transformative formulation takes the singular kernel…
In this paper we want to propose practical numerical methods to solve a class of initial-boundary problem of time-space fractional convection-diffusion equations (TSFCDEs). To start with, an implicit difference method based on two-sided…
The main objective of this paper is to present an efficient structure-preserving scheme, which is based on the idea of the scalar auxiliary variable approach, for solving the space fractional nonlinear Schr\"{o}dinger equation. First, we…
This study presents an efficient, accurate, effective and unconditionally stable time stepping scheme for the Darcy-Brinkman equations in double-diffusive convection. The stabilization within the proposed method uses the idea of stabilizing…
In this paper, we study the Schr\"{o}dinger equation in the semiclassical regime and with multiscale potential function. We develop the so-called constraint energy minimization generalized multiscale finite element method (CEM-GMsFEM), in…
We consider a class of numerical approximations to the Caputo fractional derivative. Our assumptions permit the use of nonuniform time steps, such as is appropriate for accurately resolving the behavior of a solution whose derivatives are…
We propose a new probabilistic scheme which combines deep learning techniques with high order schemes for backward stochastic differential equations belonging to the class of Runge-Kutta methods to solve high-dimensional semi-linear…