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This paper develops solutions of fractional Fokker-Planck equations describing subdiffusion of probability densities of stochastic dynamical systems driven by non-Gaussian L\'evy processes, with space-time-dependent drift, diffusion and…

Probability · Mathematics 2016-11-29 Erkan Nane , Yinan NI

We present a new analytic approach to describe large scale structure formation in the mildly non-linear regime. The central object of the method is the time-dependent probability distribution function generating correlators of the…

Cosmology and Nongalactic Astrophysics · Physics 2016-08-09 Diego Blas , Mathias Garny , Mikhail M. Ivanov , Sergey Sibiryakov

The numerical analysis of time fractional evolution equations with the second-order elliptic operator including general time-space dependent variable coefficients is challenging, especially when the classical weak initial singularities are…

Numerical Analysis · Mathematics 2021-03-02 Pin Lyu , Seakweng Vong

Convection-diffusion equations provide the basis for describing heat and mass transfer phenomena as well as processes of continuum mechanics. To handle flows in porous media, the fundamental issue is to model correctly the convective…

Numerical Analysis · Computer Science 2012-08-29 A. Churbanov , P. Vabishchevich

This paper systematically explains how to apply the invariant subspace method using variable transformation for finding the exact solutions of the (k+1)-dimensional nonlinear time-fractional PDEs in detail. More precisely, we have shown how…

Exactly Solvable and Integrable Systems · Physics 2023-04-06 K. S. Priyendhu , P. Prakash , M. Lakshmanan

We are concerned with the study of the well-posedness of a nonlinear diffusion equation with a monotonically increasing multivalued time-dependent nonlinearity derived from a convex continuous potential having a superlinear growth to…

Analysis of PDEs · Mathematics 2013-07-09 Gabriela Marinoschi

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

This contribution considers the time-fractional subdiffusion with a time-dependent variable-order fractional operator of order $\beta(t)$. It is assumed that $\beta(t)$ is a piecewise constant function with a finite number of jumps. A proof…

Analysis of PDEs · Mathematics 2025-04-04 Yavar Kian , Marián Slodička , Éric Soccorsi , Karel Van Bockstal

By using the Onsager principle as an approximation tool, we give a novel derivation for the moving finite element method for gradient flow equations. We show that the discretized problem has the same energy dissipation structure as the…

Numerical Analysis · Mathematics 2020-09-04 Xianmin Xu

Fractional diffusion has become a fundamental tool for the modeling of multiscale and heterogeneous phenomena. However, due to its nonlocal nature, its accurate numerical approximation is delicate. We survey our research program on the…

Numerical Analysis · Mathematics 2015-08-19 Ricardo H. Nochetto , Enrique Otarola , Abner J. Salgado

In this paper, we propose high order numerical methods to solve a 2D advection diffusion equation, in the highly oscillatory regime. We use an integrator strategy that allows the construction of arbitrary high-order schemes {leading} to an…

Numerical Analysis · Mathematics 2024-11-11 Clarissa Astuto

In this paper we investigate the variable coefficient two-sided fractional diffusion, advection, reaction equations on a bounded interval. It is known that the fractional diffusion operator may lose coercivity due to the variable…

Numerical Analysis · Mathematics 2022-03-23 Xiangcheng Zheng , V. J. Ervin , Hong Wang

A framework of finite-velocity model based Boltzmann equation has been developed for convection-diffusion equations. These velocities are kept flexible and adjusted to control numerical diffusion. A flux difference splitting based kinetic…

Numerical Analysis · Mathematics 2024-10-01 S. V. Raghurama Rao , K. S. Shrinath , Ankit Ruhi , Veeredhi Vasudeva Rao

The effective, fast transport of matter through porous media is often characterized by complex dispersion effects. To describe in mathematical terms such situations, instead of a simple macroscopic equation (as in the classical Darcy's…

Numerical Analysis · Mathematics 2025-05-06 Surendra Nepal , Vishnu Raveendran , Michael Eden , Rainey Lyons , Adrian Muntean

In this paper, we present a model based on a local thermodynamic equilibrium, weakly ionized plasma-mixture model used for medical and technical applications in etching processes. We consider a simplified model based on the Maxwell-Stefan…

Numerical Analysis · Mathematics 2015-01-26 Juergen Geiser

We consider a class of infinite-dimensional dynamical systems driven by non-linear parabolic partial differential equations with initial condition $\theta$ modelled by a Gaussian process `prior' probability measure. Given discrete samples…

Statistics Theory · Mathematics 2026-04-20 Richard Nickl

For describing the probability distribution of the positions and times of particles performing anomalous motion, fractional PDEs are derived from the continuous time random walk models with waiting time distribution having divergent first…

Numerical Analysis · Mathematics 2016-10-11 Zhijiang Zhang , Weihua Deng

A quasi-distribution function in phase space (based on Wigner functions) is used to write down the quantum version of Boltzmann equation (Wigner-Boltzmann transport equation). The relaxation time approximation is show to be a good approach…

Statistical Mechanics · Physics 2015-12-21 Aldo R. Fernandes Nt

We focus here on a class of fourth-order parabolic equations that can be written as a system of second-order equations by introducing an auxiliary variable. We design a novel second-order fully discrete mixed finite element method to…

Numerical Analysis · Mathematics 2020-08-28 Sana Keita , Abdelaziz Beljadid , Yves Bourgault

In this work, we investigate a variational formulation for a time-fractional Fokker-Planck equation which arises in the study of complex physical systems involving anomalously slow diffusion. The model involves a fractional-order Caputo…

Numerical Analysis · Mathematics 2020-06-05 Manh Hong Duong , Bangti Jin