Related papers: Finite difference schemes for multi-term time-frac…
An initial-boundary value problem with a Caputo time derivative of fractional order $\alpha\in(0,1)$ is considered, solutions of which typically exhibit a singular behaviour at an initial time. For this problem, we give a simple framework…
Recently, we have proposed a new diffusive representation for fractional derivatives and, based on this representation, suggested an algorithm for their numerical computation. From the construction of the algorithm, it is immediately…
Staggered grid finite difference scheme is widely used for the first order elastic wave equation, which constitutes the basis for least-squares reverse time migration and full waveform inversion. It is of great importance to improve the…
This paper presents an efficient and concise double fast algorithm to solve high dimensional time-space fractional diffusion problems with spectral fractional Laplacian. We first establish semi-discrete scheme of time-space fractional…
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…
In this work, we consider the numerical solution of an initial boundary value problem for the distributed order time fractional diffusion equation. The model arises in the mathematical modeling of ultra-slow diffusion processes observed in…
In this article, an advanced differential quadrature (DQ) approach is proposed for the high-dimensional multi-term time-space-fractional partial differential equations (TSFPDEs) on convex domains. Firstly, a family of high-order difference…
This paper deals with fractional differential equations, with dependence on a Caputo fractional derivative of real order. The goal is to show, based on concrete examples and experimental data from several experiments, that fractional…
In this paper, we propose numerical scheme for the Riesz space fractional advection-dispersion equations with delay (RFADED). Firstly, analytical solution for RFADED in terms of the functions of Mittag-Leffler type is derived. Secondly, the…
The Black-Scholes (B-S) equation has been recently extended as a kind of tempered time-fractional B-S equations, which becomes an interesting mathematical model in option pricing. In this study, we provide a fast numerical method to…
The efficiency of exact simulation methods for the reaction-diffusion master equation (RDME) is severely limited by the large number of diffusion events if the mesh is fine or if diffusion constants are large. Furthermore, inherent…
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…
In this paper, a semi-discrete spatial finite volume (FV) method is proposed and analyzed for approximating solutions of anomalous subdiffusion equations involving a temporal fractional derivative of order $\alpha \in (0,1)$ in a…
In this paper, we consider the numerical approximation of time-fractional parabolic problems involving Caputo derivatives in time of order $\alpha$, $0< \alpha<1$. We derive optimal error estimates for semidiscrete Galerkin FE type…
We prove optimal error bounds for a second order in time finite element approximation of curve shortening flow in possibly higher codimension. In addition, we introduce a second order in time method for curve diffusion. Both schemes are…
Wave propagation problems have many applications in physics and engineering, and the stochastic effects are important in accurately modeling them due to the uncertainty of the media. This paper considers and analyzes a fully discrete finite…
A novel H3N3-2$_\sigma$ interpolation approximation for the Caputo fractional derivative of order $\alpha\in(1,2)$ is derived in this paper, which improves the popular L2C formula with (3-$\alpha$)-order accuracy. By an interpolation…
For the fractional Laplacian of variable order, an efficient and accurate numerical evaluation in multi-dimension is a challenge for the nature of a singular integral. We propose a simple and easy-to-implement finite difference scheme for…
In ordinary turbulence research it has been a long standing tradition to solve the equations in spectral space giving the best possible accuracy. This is indeed a natural choice for incompressible problems with periodic boundaries, but it…
We present and compare third- as well as fifth-order accurate finite difference schemes for the numerical solution of the compressible ideal MHD equations in multiple spatial dimensions. The selected methods lean on four different…