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This paper is concerned with numerical solution of transport problems in heterogeneous porous media. A semi-discrete continuous-in-time formulation of the linear advection-diffusion equation is obtained by using a mixed hybrid finite…
In this work, we apply a fast and accurate numerical method for solving fractional reaction-diffusion equations in unbounded domains. By using the Fourier-like spectral approach in space, this method can effectively handle the fractional…
Motivated by recent applications of superdiffusive transport models to shock-accelerated particle distributions in the heliosphere, we solve analytically a one-dimensional fractional diffusion-advection equation for the particle density. We…
In the present study, an advection-diffusion problem has been considered for the numerical solution. The continuum equation is discretized using both upwind and centered scheme. The linear system is solved using the ILU preconditioned…
The time-fractional diffusion equation is considered, where the time derivative is either of Caputo or Riemann-Liouville type. The solution of a general initial-boundary value problem with time-dependent boundary conditions over bounded and…
This article shows how to develop an efficient solver for a stabilized numerical space-time formulation of the advection-dominated diffusion transient equation. At the discrete space-time level, we approximate the solution by using…
The aim of this note is to propose a novel numerical scheme for drift-less one dimensional stochastic differential equations of It\^o's type driven by standard Brownian motion. Our approximation method is equivalent to the well known…
Variable order space-fractional diffusion equation derived as an important model to describe complex anomalous diffusion phenomenon. In this article, well-posedness theory has been constructed for equations with the "Dirichlet" or the…
We study two schemes for a time-fractional Fokker-Planck equation with space- and time-dependent forcing in one space dimension. The first scheme is continuous in time and is discretized in space using a piecewise-linear Galerkin finite…
We develop a unified framework for the design and analysis of high-order nonconforming virtual element methods for nonlinear fourth-order reaction--diffusion problems in two dimensions, with emphasis on clamped, Navier, and…
A combination of block-Jacobi and deflation preconditioning is used to solve a high-order discontinuous collocation-based discretization of the Schur complement of the Poisson-Neumann system as arises in the operator splitting of the…
We use a concept of weak asymptotic solution for homogeneous as well as non-homogeneous fractional advection dispersion type equations. Using Legendre scaling functions as basis, a numerical method based on Galerkin approximation is…
Physical laws governing population dynamics are generally expressed as differential equations. Research in recent decades has incorporated fractional-order (non-integer) derivatives into differential models of natural phenomena, such as…
We consider an advection-diffusion equation that is both non-coercive and advection-dominated. We present a possible numerical approach, to our best knowledge new, and based on the invariant measure associated to the original equation. The…
Explicit numerical finite difference schemes for partial differential equations are well known to be easy to implement but they are particularly problematic for solving equations whose solutions admit shocks, blowups and discontinuities.…
The numerical solution of time-dependent radiative transfer problems is challenging, both, due to the high dimension as well as the anisotropic structure of the underlying integro-partial differential equation. In this paper we propose a…
In this paper, we propose a model order reduction based adaptive parareal method for time-dependent partial differential equations. By using the data obtained by the fine propagator in each iteration of the plain parareal method together…
A fractional diffusion equation with advection term is rigorously derived from a kinetic transport model with a linear turning operator, featuring a fat-tailed equilibrium distribution and a small directional bias due to a given vector…
The Feynman-Kac equations are a type of partial differential equations describing the distribution of functionals of diffusive motion. The probability density function (PDF) of Brownian functionals satisfies the Feynman-Kac formula, being a…
A novel symmetry method for finding exact solutions to nonlinear PDEs is illustrated by applying it to a semilinear reaction-diffusion equation in multi-dimensions. The method uses a separation ansatz to solve an equivalent first-order…