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We derive explicit solutions for time-fractional anomalous diffusion equations with diffusivity coefficients that depend on both space and time variables. These solutions are expressed in Fox-H and generalized Wright functions, which are…

Analysis of PDEs · Mathematics 2024-05-14 Ganbileg Bat-Ochir , Khongorzul Dorjgotov , Uuganbayar Zunderiya

In this paper, we propose a dynamically low-dimensional approximation method to solve a class of time-dependent multiscale stochastic diffusion equations. A dynamically bi-orthogonal (DyBO) method was developed to explore low-dimensional…

Numerical Analysis · Mathematics 2019-02-05 Eric T. Chung , Sai-Mang Pun , Zhiwen Zhang

We explain how the invariant subspace method can be extended to a scalar and coupled system of time-space fractional partial differential equations. The effectiveness and applicability of the method have been illustrated through time-space…

Analysis of PDEs · Mathematics 2020-07-17 P Prakash

We propose a quantum algorithm to solve systems of nonlinear differential equations. Using a quantum feature map encoding, we define functions as expectation values of parametrized quantum circuits. We use automatic differentiation to…

Quantum Physics · Physics 2021-05-20 Oleksandr Kyriienko , Annie E. Paine , Vincent E. Elfving

In this paper, a higher order finite difference scheme is proposed for Generalized Fractional Diffusion Equations (GFDEs). The fractional diffusion equation is considered in terms of the generalized fractional derivatives (GFDs) which uses…

Numerical Analysis · Mathematics 2022-06-08 Kamlesh Kumar , Rajesh K. Pandey

Diffusion models have emerged as powerful generative tools with applications in computer vision and scientific machine learning (SciML), where they have been used to solve large-scale probabilistic inverse problems. Traditionally, these…

This paper provides a finite difference discretization for the backward Feynman-Kac equation, governing the distribution of functionals of the path for a particle undergoing both reaction and diffusion [Hou and Deng, J. Phys. A: Math.…

Numerical Analysis · Mathematics 2019-11-01 Daxin Nie , Jing Sun , Weihua Deng

In this chapter we provide an introduction to fractional dissipative partial differential equations (PDEs) with a focus on trying to understand their dynamics. The class of PDEs we focus on are reaction-diffusion equations but we also…

In this paper, we present a dimension reduction method to reduce the dimension of parameter space and state space and efficiently solve inverse problems. To this end, proper orthogonal decomposition (POD) and radial basis function (RBF) are…

Numerical Analysis · Mathematics 2016-10-18 Fuchen Chen , Lijian Jiang , Guanghui Zheng

We propose a direct numerical method for the solution of an optimal control problem governed by a two-side space-fractional diffusion equation. The presented method contains two main steps. In the first step, the space variable is…

Optimization and Control · Mathematics 2019-01-29 Mushtaq Salh Ali , Mostafa Shamsi , Hassan Khosravian-Arab , Delfim F. M. Torres , Farid Bozorgnia

In this paper, we propose a novel unstructured mesh control volume method to deal with the space fractional derivative on arbitrarily shaped convex domains, which to the best of our knowledge is a new contribution to the literature.…

Numerical Analysis · Mathematics 2024-12-20 Libo Feng , Fawang Liu , Ian Turner

In this paper, we consider a fast and second-order implicit difference method for approximation of a class of time-space fractional variable coefficients advection-diffusion equation. To begin with, we construct an implicit difference…

Numerical Analysis · Mathematics 2019-07-12 Yong-Liang Zhao , Ting-Zhu Huang , Xian-Ming Gu , Wei-Hua Luo

Tracer tests in natural porous media sometimes show abnormalities that suggest considering a fractional variant of the Advection Diffusion Equation supplemented by a time derivative of non-integer order. We are describing an inverse method…

Classical Physics · Physics 2017-06-30 Boris Maryshev , Alain Cartalade , Christelle Latrille , Marie-Christine Néel

This article provides techniques of raising the regularity of fractional order equations and resolves fundamental questions on the one-dimensional homogeneous boundary-value problem of skewed (double-sided) fractional diffusion advection…

Classical Analysis and ODEs · Mathematics 2020-05-12 Yulong Li

We propose a seamless multiscale method which approximates the macroscopic behavior of the passive advection-diffusion equations with steady incompressible velocity fields with multi-spatial scales. The method uses decompositions of the…

Numerical Analysis · Mathematics 2016-06-22 Yoonsang Lee , Bjorn Engquist

We present four quantum algorithms for solving a multidimensional drift-diffusion equation. They rely on a quantum linear system solver, a quantum Hamiltonian simulation, a quantum random walk, and the quantum Fourier transform. We compare…

Quantum Physics · Physics 2025-10-16 Ellen Devereux , Animesh Datta

A finite difference method is constructed to solve singularly perturbed convection-diffusion problems posed on smooth domains. Constraints are imposed on the data so that only regular exponential boundary layers appear in the solution. A…

Numerical Analysis · Mathematics 2021-12-23 Alan F. Hegarty , Eugene O'Riordan

This study investigates the ultraslow diffusion by a spatial structural derivative, in which the exponential function exp(x)is selected as the structural function to construct the local structural derivative diffusion equation model. The…

Statistical Mechanics · Physics 2017-06-14 Wei Xu , Wen Chen , Yingjie Liang , Jose Weberszpil

In the present article, we study the diffusion equations with fractional time derivatives. The aim of this paper is to investigate the best possible regularity for the initial value/boundary value problems with non-homogeneous Dirichlet…

Analysis of PDEs · Mathematics 2015-01-08 Kenichi Fujishiro

We develop a rapid and accurate contour method for the solution of time-fractional PDEs. The method inverts the Laplace transform via an optimised stable quadrature rule, suitable for infinite-dimensional operators, whose error decreases…

Numerical Analysis · Mathematics 2022-02-09 Matthew J. Colbrook , Lorna J. Ayton