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The Fokker-Planck equation is a partial differential equation that describes the evolution of a probability distribution over time. It is used to model a wide range of physical and biological phenomena, such as diffusion, chemical…

Computational Physics · Physics 2023-11-29 Wisit Mangthas , Waipot Ngamsaad

The study of strongly out-of-equilibrium states and their time evolution towards thermalization is critical to the understanding of an ever widening range of physical processes. We present a numerical method that for the first time allows…

Computational Physics · Physics 2021-04-07 Michael Wais , Karsten Held , Marco Battiato

In this paper, we discuss the steady and time-dependent nonlinear convection-diffusion (advection-diffusion) equations with the Dirichlet boundary condition. For the steady nonlinear equation, we use an iteration method to reformulate the…

Numerical Analysis · Mathematics 2025-07-28 Qiwei Feng , Catalin Trenchea

We propose a Deep-Picard iteration framework for high-dimensional nonlinear space-time fractional diffusion equations.The method is based on a nonlinear fractional Feynman--Kac fixed-point formulation, which replaces direct discretization…

Numerical Analysis · Mathematics 2026-05-04 Zhijun Zeng , Zhitong Chen , Ling Qin , Yi Zhu

A finite difference numerical method is investigated for fractional order diffusion problems in one space dimension. For this, a mathematical model is developed to incorporate homogeneous Dirichlet and Neumann type boundary conditions. The…

Numerical Analysis · Mathematics 2014-11-07 Béla J. Szekeres , Ferenc Izsák

In this work, we have discretized a system of time-dependent nonlinear convection-diffusion-reaction equations with the virtual element method over the spatial domain and the Euler method for the temporal interval. For the nonlinear…

Numerical Analysis · Mathematics 2021-09-22 M. Arrutselvi , E. Natarajan

We study the numerical approximation of advection-diffusion equations with highly oscillatory coefficients and possibly dominant advection terms by means of the Multiscale Finite Element Method. The latter method is a now classical, finite…

Numerical Analysis · Mathematics 2024-11-12 Rutger A. Biezemans , Claude Le Bris , Frédéric Legoll , Alexei Lozinski

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…

Statistical Mechanics · Physics 2014-10-27 Robin Stern , Frederic Effenberger , Horst Fichtner , Tobias Schaefer

Over the past few decades, there has been substantial interest in evolution equations that involving a fractional-order derivative of order $\alpha\in(0,1)$ in time, due to their many successful applications in engineering, physics, biology…

Numerical Analysis · Mathematics 2019-01-30 Bangti Jin , Raytcho Lazarov , Zhi Zhou

In this paper, we study both the direct and inverse random source problems associated with the multi-term time-fractional diffusion-wave equation driven by a fractional Brownian motion. Regarding the direct problem, the well-posedness is…

Analysis of PDEs · Mathematics 2023-11-03 Xiaoli Feng , Qiang Yao , Peijun Li , Xu Wang

Diffusion is a fundamental physical phenomenon with critical applications in fields such as metallurgy, cell biology, and population dynamics. While standard diffusion is well-understood, anomalous diffusion often requires complex non-local…

Statistical Mechanics · Physics 2026-01-16 Gabriel Barreiro , Vladimir Pérez-Veloz

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…

Numerical Analysis · Mathematics 2019-02-28 Xiangcheng Zheng , V. J. Ervin , Hong Wang

We extend the recently proposed Time-Dependent Multi-Determinant approach (ref.[1]) to the description of fermionic propagators. The method hinges on equations of motions obtained using variational principles of Dirac type. In particular we…

Nuclear Theory · Physics 2013-12-03 Giovanni Puddu

A nonlinear diffusion equation is proposed to account for thermalization in fermionic and bosonic systems through analytical solutions. For constant transport coefficients, exact time-dependent solutions are derived through nonlinear…

High Energy Physics - Phenomenology · Physics 2022-11-28 Georg Wolschin

In this note, a numerical method based on finite differences to solve a class of nonlinear advection-diffusion fractional differential equation is proposed. The fractional operator considered here is the fractional Riemann-Liouville…

Analysis of PDEs · Mathematics 2020-10-09 Jocemar Q. Chagas , Giuliano G. La Guardia , Ervin K. Lenzi

In this paper, we study a linear convection-diffusion equation with time-dependent coefficients on a bounded interval. The problem includes inhomogeneous Dirichlet boundary conditions and is motivated by physical models where the…

Analysis of PDEs · Mathematics 2025-10-22 Konstantinos Kalimeris , Türker Özsarı

We present a novel energy-based numerical analysis of semilinear diffusion-reaction boundary value problems. Based on a suitable variational setting, the proposed computational scheme can be seen as an energy minimisation approach. More…

Numerical Analysis · Mathematics 2022-02-16 Mario Amrein , Pascal Heid , Thomas P. Wihler

We study solution techniques for an evolution equation involving second order derivative in time and the spectral fractional powers, of order $s \in (0,1)$, of symmetric, coercive, linear, elliptic, second-order operators in bounded domains…

Numerical Analysis · Mathematics 2018-06-18 Lehel Banjai , Enrique Otarola

A general analytic solution to the fractional advection diffusion equation is obtained in plane parallel geometry. The result is an infinite series of spatial Fourier modes which decay according to the Mittag-Leffler function, which is cast…

Statistical Mechanics · Physics 2011-11-01 Bronson Philippa , Ronald White , Robert Robson

We examine the short and long-time behaviors of time-fractional diffusion equations with variable space-dependent order. More precisely, we describe the time-evolution of the solution to these equations as the time parameter goes either to…

Analysis of PDEs · Mathematics 2019-01-11 Yavar Kian , Diomba Sambou , Eric Soccorsi