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In this paper we present numerical methods - finite differences and finite elements - for solution of partial differential equation of fractional order in time for one-dimensional space. This equation describes anomalous diffusion which is…
This paper aims at reviewing and analysing the method of reflections. The latter is an iterative procedure designed to linear boundary value problems set in multiply connected domains. Being based on a decomposition of the domain boundary,…
We study the asymptotic diffusion processes with (generally nonlocal) open boundaries in one dimension which are exactly solvable by means of the recently developed recursion formula. We investigate the stationary states, which cannot be…
This work presents the design of nonlinear stabilization techniques for the finite element discretization of Euler equations in both steady and transient form. Implicit time integration is used in the case of the transient form. A…
In this article, we present an extension of the splitting algorithm proposed in [22] to networks of conservation laws with piecewise linear discontinuous flux functions in the unknown. We start with the discussion of a suitable Riemann…
Exponential Runge-Kutta methods are a well-established tool for the numerical integration of parabolic evolution equations. However, these schemes are typically developed under the assumption of homogeneous boundary conditions. In this…
Fractional boundary value problems are often used to model complex systems and processes characterized by memory effects and anomalous diffusion. In this paper, we consider fractional boundary value problems involving the Riesz-Caputo…
In this paper, we develop a class of samplers for the diffusion model using the operator-splitting technique. The linear drift term and the nonlinear score-driven drift of the probability flow ordinary differential equation are split and…
We establish optimal error bounds on time-splitting methods for the nonlinear Schr\"odinger equation with low regularity potential and typical power-type nonlinearity $ f(\rho) = \rho^\sigma $, where $ \rho:=|\psi|^2 $ is the density with $…
Motivated by experimental studies on the anomalous diffusion of biological populations, we introduce a nonlocal differential operator which can be interpreted as the spectral square root of the Laplacian in bounded domains with Neumann…
We provide a both qualitative and quantitative comparison among different approaches aimed to solve the problem of non-linear diffusive acceleration of particles at shocks. In particular, we show that state-of-the-art models (numerical,…
This paper considers computational methods that split a vector field into three components in the case when both the vector field and the split components might be unbounded. We first employ classical Taylor expansion which, after some…
The present work provides a critical assessment of numerical solutions of the space-fractional diffusion-advection equation, which is of high significance for applications in various natural sciences. In view of the fact that, in contrast…
This paper deals with the two-dimensional incompressible, laminar, steady-state boundary layer equations.First, we determine a family of velocity distributions outside the boundary layer such that these problems may have similarity…
We propose and analyze a second-order Strang splitting method for a class of stiff matrix differential equations with Sylvester-type structure. The method splits the dynamics into a stiff linear part, treated exactly via matrix…
This article introduces the splitting method to systems responding to rough paths as external stimuli. The focus is on nonlinear partial differential equations with rough noise but we also cover rough differential equations. Applications to…
This work considers two boundary correction techniques to mitigate the reduction in the temporal order of convergence in PDE sense (i.e., when both the space and time resolutions tend to zero independently of each other) of $d$ dimension…
We use the perturbation method to approximately solve subdiffusion-reaction equations. Within this method we obtain the solutions of the zeroth and the first order. The comparison our analytical solutions with the numerical results shown…
Motivated by recent studies of bifurcations in liquid crystals cells [1,2] we consider a nonlinear pendulum ordinary differential equation in the bounded interval $(-L, L)$ with non-homogeneous mixed boundary conditions (Dirichlet an one…
In this paper, we consider initial-boundary value problems for two-component nonlinear systems of time-fractional diffusion equations with the homogeneous Neumann boundary condition and non-negative initial values. The main results are the…