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The aim of this article is to provide a scheme for simulating diffusion processes evolving in one-dimensional discontinuous media. This scheme does not rely on smoothing the coefficients that appear in the infinitesimal generator of the…
Diffusive representations of fractional derivatives have proven to be useful tools in the construction of fast and memory efficient numerical methods for solving fractional differential equations. A common challenge in many of the known…
We consider the problem of making nonparametric inference in a class of multi-dimensional diffusions in divergence form, from low-frequency data. Statistical analysis in this setting is notoriously challenging due to the intractability of…
A robust and streamlined method is presented for efficiently extracting spectral diffusion from two-dimensional coherent spectra by employing the projection-slice theorem. The method is based on the optical Bloch equations for a single…
We propose a methodology that combines generative latent diffusion models with physics-informed machine learning to generate solutions of parametric partial differential equations (PDEs) conditioned on partial observations, which includes,…
We investigate evolution equations for anomalous diffusion employing fractional derivatives in space and time. Linkage between the space-time variables leads to a new type of fractional derivative operator. Fractional diffusion equations…
Of primary interest in this paper is the numerical approximation of a time dependent fractional, in space, diffusion equation where the domain is assumed to be nonhomogeneous, having different axial diffusion coefficients. This work is…
We present a stochastic method for efficiently computing the solution of time-fractional partial differential equations (fPDEs) that model anomalous diffusion problems of the subdiffusive type. After discretizing the fPDE in space, the…
This paper is concerned with analysis of coupled fractional reaction-diffusion equations. It provides analytical comparison for the fractional and regular reaction-diffusion systems. As an example, the reaction-diffusion model with cubic…
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…
This paper deals with numerical solutions to a partial differential equation of fractional order. Generally this type of equation describes a transition from anomalous diffusion to transport processes. From a phenomenological point of view,…
A kind of spatial fractional diffusion equations in this paper are studied. Firstly, an L1 formula is employed for the spatial discretization of the equations. Then, a second order scheme is derived based on the resulting semi-discrete…
A numerical method to solve the fractional diffusion equation, which could also be easily extended to many other fractional dynamics equations, is considered. These fractional equations have been proposed in order to describe anomalous…
This paper investigates quenching solutions of an one-dimensional, two-sided Riemann-Liouville fractional order convection-diffusion problem. Fractional order spatial derivatives are discretized using weighted averaging approximations in…
Fractional, anomalous diffusion in space-periodic potentials is investigated. The analytical solution for the effective, fractional diffusion coefficient in an arbitrary periodic potential is obtained in closed form in terms of two…
Numerical solutions to fractional differential equations can be extremely computationally intensive due to the effect of non-local derivatives in which all previous time points contribute to the current iteration. In finite difference…
This work proposes stochastic partial differential equations (SPDEs) as a practical tool to replicate clustering effects of more detailed particle-based dynamics. Inspired by membrane-mediated receptor dynamics on cell surfaces, we…
The work in this paper is four-fold. Firstly, we introduce an alternative approach to solve fractional ordinary differential equations as an expected value of a random time process. Using the latter, we present an interesting numerical…
In physics, phenomena of diffusion and wave propagation have great relevance; these physical processes are governed in the simplest cases by partial differential equations of order 1 and 2 in time, respectively. By replacing the time…
In this paper, a higher order finite difference scheme is proposed for Generalized Fractional Diffusion Equations (GFDEs). The fractional diffusion equation is considered in terms of the generalized fractional derivatives (GFDs) which uses…