Related papers: On a second order scheme for space fractional diff…
In this article we study solutions to second order linear difference equations with variable coefficients. Under mild conditions we provide closed form solutions using finite continued fraction representations. The proof of the results are…
Fourth-order accurate compact schemes for variable coefficient convection diffusion equations are considered. A sufficient condition for the stability of the fully discrete problem is derived using a difference equation based approach. The…
The time discretization of stochastic spectral fractional wave equation is studied by using the difference methods. Firstly, we exploit rectangle formula to get a low order time discretization, whose the strong convergence order is smaller…
We study an initial-boundary value problem of variable-order time-fractional diffusion equations in one space dimension. Based on the wellposedness of the proposed model and the smoothing properties of its solutions, which are shown to be…
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…
A uniform gradient for functions u which satisfy a system of N second-order partial differential inequalities is given in this paper. Some structure conditions are given for the coefficients of the matrices of second-order terms and of…
In this paper, we study numerical methods for the homogenization of linear second-order elliptic equations in nondivergence-form with periodic diffusion coefficients and large drift terms. Upon noting that the effective diffusion matrix can…
This paper, as the sequel to previous work, develops numerical schemes for fractional diffusion equations on a two-dimensional finite domain with triangular meshes. We adopt the nodal discontinuous Galerkin methods for the full spatial…
In this article we study the numerical approximation of a variable coefficient fractional diffusion equation. Using a change of variable, the variable coefficient fractional diffusion equation is transformed into a constant coefficient…
In this paper, an alternating direction implicit (ADI) difference scheme for two-dimensional time-fractional wave equation of distributed-order with a nonlinear source term is presented. The unique solvability of the difference solution is…
We introduce a variational multiscale closure modeling strategy for the numerical stabilization of proper orthogonal decomposition reduced-order models of convection-dominated equations. As a first step, the new model is analyzed and tested…
In this article, we have developed a higher order compact numerical method for variable coefficient parabolic problems with mixed derivatives. The finite difference scheme, presented here for two-dimensional domains, is based on fourth…
We provide explicit classical solutions and stochastic analogues for distributed-order space-time fractional diffusion equations on bounded domains with zero exterior boundary conditions. We also show that our results still hold when the…
In this paper, we introduce second order and fourth order space discretization via finite difference implementation of the finite element method for solving Fokker-Planck equations associated with irreversible processes. The proposed…
We derive and analyze a fully computable discrete scheme for fractional partial differential equations posed on the full space $\mathbb{R}^d$ . Based on a reformulation using the well-known Caffarelli-Silvestre extension, we study a…
We show that any second order linear ordinary diffrential equation with constant coefficients (including the damped and undumped harmonic oscillator equation) admits an exact discretization, i.e., there exists a difference equation whose…
In this paper, we propose third-order semi-discretized schemes in space based on the tempered weighted and shifted Gr\"unwald difference (tempered-WSGD) operators for the tempered fractional diffusion equation. We also show stability and…
We study two schemes for a time-fractional Fokker-Planck equation with space- and time-dependent forcing in one space dimension. The first scheme is continuous in time and is discretized in space using a piecewise-linear Galerkin finite…
In the present article an endeavor is made to solve the variable order fractional diffusion equations using a powerful method viz., Homotopy Analysis method. It is demonstrated how the method can be used while solving approximately two…
Motivated by the problem of solving the Einstein equations, we discuss high order finite difference discretizations of first order in time, second order in space hyperbolic systems.Particular attention is paid to the case when first order…