Related papers: Finite difference schemes for the tempered fractio…
This article focuses on a nonlinear Neumann boundary feedback control formulation for the viscous Burgers' equation and develops a class of finite difference schemes to achieve global stabilization. The proposed procedure, known as the…
In this article, we introduce Mittag-Leffler L\'evy process and provide two alternative representations of this process. First, in terms of Laplace transform of the marginal densities and next as a subordinated stochastic process. Both…
Over the past decade, Finite Element Method (FEM) has served as a foundational numerical framework for approximating the terms of Time Series Expansion (TSE) as solutions to transient Partial Differential Equation (PDE). However, the…
In this article, we consider a semi discrete finite difference scheme for a degenerate parabolic-hyperbolic PDE driven by L\'evy noise in one space dimension. Using bounded variation estimations and a variant of classical Kru\v{z}kov's…
This paper develops a two-level fourth-order scheme for solving time-fractional convection-diffusion-reaction equation with variable coefficients subjected to suitable initial and boundary conditions. The basis properties of the new…
The fractional Laplacian $(- \Delta)^{\alpha /2}$, $\alpha \in (0,2)$ has many equivalent (albeit formally different) realizations as a nonlocal generator of a family of $\alpha $-stable stochastic processes in $R^n$. On the other hand, if…
In this paper, our primary focus lies in the thorough investigation of a specific category of nonlinear fully coupled forward-backward stochastic differential equations involving time delays and advancements with the incorporation of…
This papers deals with a construction and convergence analysis of a finite difference scheme for solving time-fractional porous medium equation. The governing equation exhibits both nonlocal and nonlinear behaviour making the numerical…
We propose and analyze a new stabilized cut finite element method for the Laplace-Beltrami operator on a closed surface. The new stabilization term provides control of the full $\mathbb{R}^3$ gradient on the active mesh consisting of the…
Fundamental solution of a space fractional convection equation of order $\alpha$ is the probability density function of L\'{e}vy flights with long-tailed $\alpha$-stable jump length distribution. By studying an upwind second-order implicit…
Parabolic partial differential equations (PDEs) are in ubiquitous, very effective use to model diffusion processes. However, there are many applications (e.g., such as in hydrology, animal foraging, biology, and light diffusion just do name…
Sticky diffusion models a Markovian particle experiencing reflection and temporary adhesion phenomena at the boundary. Numerous numerical schemes exist for approximating stopped or reflected stochastic differential equations (SDEs), but…
This paper develops an $\alpha$-parametrized framework for analyzing the strong convergence of the stochastic theta (ST) method for stochastic differential equations driven by time-changed L\'evy noise (TCSDEwLNs) with time-space-dependent…
Irregular multivariate time series impose a trade-off for long-horizon forecasting: discrete methods can distort temporal structure via re-gridding, while continuous-time models often require sequential solvers prone to drift. To bridge…
In this paper, a class of finite difference numerical techniques is presented to solve the second-order linear inhomogeneous damped wave equation. The consistency, stability, and convergences of these numerical schemes are discussed. The…
We consider a boundary value problem involving a Riemann-Liouville fractional derivative of order $\alpha\in (3/2,2)$ on the unit interval $(0,1)$. The standard Galerkin finite element approximation converges slowly due to the presence of…
The main purpose of the present paper is to solve the thermodynamic inconsistencies that result when deriving equivalent micropolar models of periodic beam-lattice materials through standard continualization schemes. In fact, this technique…
This work addresses an inverse reconstruction task for a time-fractional pseudo-parabolic model with a temporally varying coefficient. By imposing Dirichlet boundary conditions, we aim to recover the unknown initial state from observations…
In this article, we study the following fractional-Laplacian system with singular nonlinearity \begin{equation*} (P_{\lambda,\mu}) \left\{ \begin{array}{lr} (-\Delta)^s u = \lambda f(x) u^{-q}+ \frac{\alpha}{\alpha+\beta}b(x) u^{\alpha-1}…
We consider an initial and Dirichlet boundary value problem for a semilinear, two dimensional heat equation over a rectangular domain. The problem is discretized in time by a version of the Relaxation Scheme proposed by C. Besse (C. R.…