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This paper deals with the multi-term generalisation of the time-fractional diffusion-wave equation for general operators with discrete spectrum, as well as for positive hypoelliptic operators, with homogeneous multi-point time-nonlocal…

Analysis of PDEs · Mathematics 2020-05-05 Michael Ruzhansky , Niyaz Tokmagambetov , Berikbol T. Torebek

The aim of this paper is to develop fast second-order accurate difference schemes for solving one- and two-dimensional time distributed-order and Riesz space fractional diffusion equations. We adopt the same measures for one- and…

Numerical Analysis · Mathematics 2019-07-12 Huan-Yan Jian , Ting-Zhu Huang , Xi-Le Zhao , Yong-Liang Zhao

We introduce a high-order numerical scheme for fractional ordinary differential equations with the Caputo derivative. The method is developed by dividing the domain into a number of subintervals, and applying the quadratic interpolation on…

Numerical Analysis · Mathematics 2020-02-25 Junying Cao , Zhenning Cai

This article deals with time-fractional diffusion equations with time-dependent singular source term. Whenever the order of the time-fractional derivative is either multi-term, distributed or space-dependent, we prove that the system admits…

Analysis of PDEs · Mathematics 2022-09-07 Yavar Kian , Eric Soccorsi

We determine the space-dependent source term for a two-parameter fractional diffusion problem subject to nonlocal non-self-adjoint boundary conditions and two local time-distinct datum. A bi-orthogonal pair of bases is used to construct a…

Classical Analysis and ODEs · Mathematics 2016-04-26 Khaled M. Furati , Olaniyi S. Iyiola , Kassem Mustapha

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…

Numerical Analysis · Mathematics 2020-09-17 Linlin Bu , Cornelis W. Oosterlee

We study a wave equation with a nonlocal time fractional damping term that models the effects of acoustic attenuation characterized by a frequency dependence power law. First we prove existence of a unique solution to this equation with…

Numerical Analysis · Mathematics 2021-03-26 Katherine Baker , Lehel Banjai

In this paper, fast numerical methods are established for solving a class of time distributed-order and Riesz space fractional diffusion-wave equations. We derive new difference schemes by the weighted and shifted Gr$\ddot{\rm{u}}$nwald…

Numerical Analysis · Mathematics 2020-05-19 Huan-Yan Jian , Ting-Zhu Huang , Xian-Ming Gu , Xi-Le Zhao , Yong-Liang Zhao

This paper develops a two-level fourth-order scheme for solving time-fractional convection-diffusion-reaction equation with variable coefficients subjected to suitable initial and boundary conditions. The basis properties of the new…

Numerical Analysis · Mathematics 2022-04-20 Eric Ngondiep

In this paper, a compact alternating direction implicit (ADI) method has been developed for solving two-dimensional Riesz space fractional diffusion equation. The precision of the discretization method used in spatial directions is twice…

Numerical Analysis · Mathematics 2020-04-21 Sohrab Valizadeh , Alaeddin Malek , Abdollah Borhanifar

The purpose of this paper is to propose a semi-analytical technique convenient for numerical approximation of solutions of the initial value problem for $p$-dimensional delayed and neutral differential systems with constant, proportional…

Classical Analysis and ODEs · Mathematics 2019-01-29 Josef Rebenda , Zdeněk Šmarda

We analyze solvability of a special form of distributed order fractional differential equations within the space of tempered distributions supported by the positive half-line.

Functional Analysis · Mathematics 2009-02-04 Teodor M. Atanackovic , Ljubica Oparnica , Stevan Pilipovic

In this paper we present in one-dimensional space a numerical solution of a partial differential equation of fractional order. This equation describes a process of anomalous diffusion. The process arises from the interactions within the…

Numerical Analysis · Mathematics 2007-05-23 Mariusz Ciesielski , Jacek Leszczynski

Recently, a nonlinear Poisson equation has been introduced to model nonlinear and nonlocal hyperpolarization effects in electrostatic solute-solvent interaction for biomolecular solvation analysis. Due to a strong nonlinearity associated…

Numerical Analysis · Mathematics 2018-01-17 Wufeng Tian

In this paper we investigate the effectiveness of Alternating Direction Implicit (ADI) time discretization schemes in the numerical solution of the three-dimensional Heston-Hull-White partial differential equation, which is semidiscretized…

Computational Finance · Quantitative Finance 2013-08-27 Tinne Haentjens , Karel J. in 't Hout

Fractional differential equations (FDEs) are an extension of the theory of fractional calculus. However, due to the difficulty in finding analytical solutions, there have not been extensive applications of FDEs until recent decades. With…

Numerical Analysis · Mathematics 2020-07-20 Nirupama Bhattacharya , Gabriel A. Silva

A reaction-diffusion problem with a Caputo time derivative is considered. An integral discretization scheme on a graded mesh along with a decomposition of the exact solution is proposed. The truncation error estimate of the discretization…

Numerical Analysis · Mathematics 2018-10-19 Zhongdi Cen , Jian Huang , Anbo Le , Aimin Xu

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…

Numerical Analysis · Mathematics 2026-01-29 Klaus Deckelnick , Robert Nürnberg

The equation with the time fractional substantial derivative and space fractional derivative describes the distribution of the functionals of the L\'evy flights; and the equation is derived as the macroscopic limit of the continuous time…

Numerical Analysis · Mathematics 2015-04-27 Minghua Chen , Weihua Deng

In this paper we consider the inverse problem of identifying the initial data in a fractionally damped wave equation from time trace measurements on a surface, as relevant in photoacoustic or thermoacoustic tomography. We derive and analyze…

Numerical Analysis · Mathematics 2021-11-24 Barbara Kaltenbacher , Anna Schlintl
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