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This work introduces and analyzes a finite element scheme for evolution problems involving fractional-in-time and in-space differentiation operators up to order two. The left-sided fractional-order derivative in time we consider is employed…

Numerical Analysis · Mathematics 2018-04-17 Gabriel Acosta , Francisco M. Bersetche , Juan Pablo Borthagaray

In this paper, we deal with the inverse source problem of determining a source in a time fractional diffusion equation where data are given at a fixed time. This problem is ill-posed, i.e., the solution does not depend continuously on the…

Probability · Mathematics 2016-11-29 Tuan Nguyen Huy , Erkan Nane

In this work, we design and investigate contrast-independent partially explicit time discretizations for wave equations in heterogeneous high-contrast media. We consider multiscale problems, where the spatial heterogeneities are at subgrid…

Numerical Analysis · Mathematics 2022-07-20 Eric T. Chung , Yalchin Efendiev , Wing Tat Leung , Petr N. Vabishchevich

In this paper we study some cases of time-fractional nonlinear dispersive equations (NDEs) involving Caputo derivatives, by means of the invariant subspace method. This method allows to find exact solutions to nonlinear time-fractional…

Mathematical Physics · Physics 2014-10-30 P. Artale Harris , R. Garra

This paper studies the nonlinear stochastic partial differential equation of fractional orders both in space and time variables: \[ \left(\partial^\beta+\frac{\nu}{2}(-\Delta)^{\alpha/2}\right)u(t,x) =…

Probability · Mathematics 2015-09-28 Le Chen , Yaozhong Hu , David Nualart

In a fractional Cauchy problem, the usual first order time derivative is replaced by a fractional derivative. The fractional derivative models time delays in a diffusion process. The order of the fractional derivative can be distributed…

Probability · Mathematics 2011-10-14 Mark M. Meerschaert , Erkan Nane , Palaniappan Vellaisamy

As a follow up to \cite{Causley2013}, we provide a detailed description of the numerical implementation of an O(N), A-stable, second order accurate solution of the wave equation, constructed from semi-discrete boundary value problems. We…

Numerical Analysis · Mathematics 2013-07-01 Matthew F. Causley , Andrew J. Christlieb , Yaman Guclu , Eric Wolf

Starting with the asymptotic expansion of the error equation of the shifted Gr\"{u}nwald--Letnikov formula, we derive a new modified weighted shifted Gr\"{u}nwald--Letnikov (WSGL) formula by introducing appropriate correction terms. We then…

Numerical Analysis · Mathematics 2018-02-14 Fanhai Zeng , Zhongqiang Zhang , George Em Karniadakis

A time-fractional Allen-Cahn equation with volume constraint is first proposed by introducing a nonlocal time-dependent Lagrange multiplier. Adaptive linear second-order energy stable schemes are developed for the proposed model by…

Numerical Analysis · Mathematics 2020-12-23 Bingquan Ji , Hong-lin Liao , Yuezheng Gong , Luming Zhang

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…

Numerical Analysis · Mathematics 2015-04-08 Bangti Jin , Raytcho Lazarov , Dongwoo Sheen , Zhi Zhou

The two-dimensional unsteady coupled Burgers' equations with moderate to severe gradients, are solved numerically using higher-order accurate finite difference schemes; namely the fourth-order accurate compact ADI scheme, and the…

Numerical Analysis · Mathematics 2025-10-20 Samir F. Radwan

The second order weighted and shifted Gr\"{u}nwald difference (WSGD) operators are developed in [Tian et al., arXiv:1201.5949] to solve space fractional partial differential equations. Along this direction, we further design a new family of…

Numerical Analysis · Mathematics 2017-01-12 Can Li , Weihua Deng

We propose second-order implicit-explicit (IMEX) time-stepping schemes for nonlinear fractional differential equations with fractional order $0<\beta<1$. From the known structure of the non-smooth solution and by introducing corresponding…

Numerical Analysis · Mathematics 2016-08-03 Wanrong Cao , Fanhai Zeng , Zhongqiang Zhang , George Em Karniadakis

In this paper we apply the boundary elements method (BEM) and the dual reciprocity boundary elements method (DRBEM) for the numerical solution of two-dimensional time-fractional partial differential equations (TFPDEs). The fractional…

Numerical Analysis · Mathematics 2023-05-23 Peyman Alipour

This chapter reviews and compares discontinuous Galerkin time-stepping methods for the numerical approximation of second-order ordinary differential equations, particularly those stemming from space finite element discretization of wave…

Numerical Analysis · Mathematics 2025-05-12 Paola F. Antonietti , Alberto Artoni , Gabriele Ciaramella , Ilario Mazzieri

In the theory and practice of inverse problems for partial differential equations (PDEs) much attention is paid to the problem of the identification of coefficients from some additional information. This work deals with the problem of…

Numerical Analysis · Computer Science 2013-04-23 P. N. Vabishchevich , V. I. Vasil'ev

In this paper the unconditional stability of four well-known ADI schemes is analyzed in the application to time-dependent multidimensional diffusion equations with mixed derivative terms. Necessary and sufficient conditions on the parameter…

Numerical Analysis · Mathematics 2012-05-08 Karel in 't Hout , Chittaranjan Mishra

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…

General Relativity and Quantum Cosmology · Physics 2010-01-18 M. Chirvasa , S. Husa

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…

Numerical Analysis · Mathematics 2024-04-16 Yi Yang , Jin Huang

In this article, for a two dimensional fractional diffusion equation, we study an inverse problem for simultaneous restoration of the fractional order and the source term from the sparse boundary measurements. By the adjoint system…

Analysis of PDEs · Mathematics 2020-12-02 Zhiyuan Li , Zhidong Zhang