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We begin with a treatment of the Caputo time-fractional diffusion equation, by using the Laplace transform, to obtain a Volterra intego-differential equation where we may examine the weakly singular nature of this convolution…
The multi-term time-fractional mixed diffusion-wave equations (TFMDWEs) are considered and the numerical method with its error analysis is presented in this paper. First, a $L2$ approximation is proved with first order accuracy to the…
A singularly perturbed linear system of second order ordinary differential equations of reaction-diffusion type with given boundary conditions is considered. The leading term of each equation is multiplied by a small positive parameter.…
This paper introduces a numerical approach to solve singularly perturbed convection diffusion boundary value problems for second-order ordinary differential equations that feature a small positive parameter {\epsilon} multiplying the…
In this paper, we propose a new second-order fast finite difference scheme in time for solving the Tempered Time Fractional Advection-Dispersion Equation. Under the assumption that the solution is nonsmooth at the initial time, we…
For the singular integral definition of the fractional Laplacian, we consider an adaptive finite element method steered by two-level error indicators. For this algorithm, we show linear convergence in two and three space dimensions as well…
This paper presents an efficient and concise double fast algorithm to solve high dimensional time-space fractional diffusion problems with spectral fractional Laplacian. We first establish semi-discrete scheme of time-space fractional…
An implicit finite difference scheme based on the $L2$-$1_{\sigma}$ formula is presented for a class of one-dimensional time fractional reaction-diffusion equations with variable coefficients and time drift term. The unconditional stability…
We discuss invariance principles for autoregressive tempered fractionally integrated moving averages in $\alpha$-stable $(1< \alpha \le 2)$ i.i.d. innovations and related tempered linear processes with vanishing tempering parameter $\lambda…
We study a discretization technique for the parabolic fractional obstacle problem in bounded domains. The fractional Laplacian is realized as the Dirichlet-to-Neumann map for a nonuniformly elliptic equation posed on a semi-infinite…
In the finite difference approximation of the fractional Laplacian the stiffness matrix is typically dense and needs to be approximated numerically. The effect of the accuracy in approximating the stiffness matrix on the accuracy in the…
A numerical scheme is presented for approximating fractional order Poisson problems in two and three dimensions. The scheme is based on reformulating the original problem posed over $\Omega$ on the extruded domain…
A so-called grid-overlay finite difference method (GoFD) was proposed recently for the numerical solution of homogeneous Dirichlet boundary value problems of the fractional Laplacian on arbitrary bounded domains. It was shown to have…
We consider the discretization of the $1d$-integral Dirichlet fractional Laplacian by $hp$-finite elements. We present quadrature schemes to set up the stiffness matrix and load vector that preserve the exponential convergence of $hp$-FEM…
A time-stepping L1 scheme for subdiffusion equation with a Riemann--Liouville time-fractional derivative is developed and analyzed. This is the first paper to show that the L1 scheme for the model problem under consideration is second-order…
We develop all of the components needed to construct an adaptive finite element code that can be used to approximate fractional partial differential equations, on non-trivial domains in $d\geq 1$ dimensions. Our main approach consists of…
The aim of this paper is to develop fast second-order accurate difference schemes for solving one- and two-dimensional time distributed-order and Riesz space fractional diffusion equations. We adopt the same measures for one- and…
In this paper, we study the Cauchy problem for backward stochastic partial differential equations (BSPDEs) involving fractional Laplacian operator. Firstly, by employing the martingale representation theorem and the fractional heat kernel,…
The fractional Laplacian operator, $-(-\triangle)^{\frac{\alpha}{2}}$, appears in a wide class of physical systems, including L\'evy flights and stochastic interfaces. In this paper, we provide a discretized version of this operator which…
The present paper is devoted to constructing L2 type difference analog of the Caputo fractional derivative. The fundamental features of this difference operator are studied and it is used to construct difference schemes generating…