Related papers: A scale-dependent finite difference method for tim…
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 establish a notion of random entropy solution for degenerate fractional conservation laws incorporating randomness in the initial data, convective flux and diffusive flux. In order to quantify the solution uncertainty, we design a…
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…
In this paper, a linearized semi-implicit finite difference scheme is proposed for solving the two-dimensional (2D) space fractional nonlinear Schr\"{o}dinger equation (SFNSE).The scheme has the property of mass and energy conservation on…
Stochastic diffusion equations are crucial for modeling a range of physical phenomena influenced by uncertainties. We introduce the generalized finite difference method for solving these equations. Then, we examine its consistency,…
In this paper, we propose efficient quantum algorithms for solving nonlinear stochastic differential equations (SDE) via the associated Fokker-Planck equation (FPE). We discretize the FPE in space and time using two well-known numerical…
Fractional Fokker-Planck equation plays an important role in describing anomalous dynamics. To the best of our knowledge, the existing discussions mainly focus on this kind of equation involving one diffusion operator. In this paper, we…
Applying proper orthogonal decomposition to a usual finite element (FE) formulation for space fractional partial differential equation, we get a reduced FE model, which greatly reduces the complexity of computation. Then, the stability…
We consider difference schemes for the time-fractional diffusion equation with variable coefficients and nonlocal boundary conditions containing real parameters $\alpha$, $\beta$ and $\gamma$. By the method of energy inequalities, for the…
When solving partial differential equations using classical schemes such as finite difference or finite volume methods, sufficiently fine meshes and carefully designed schemes are required to achieve high-order accuracy of numerical…
A multiscale numerical solver called the seamless-domain method (SDM) is used in linear heat conduction analysis of nonperiodic simulated fields. The practical feasibility of the SDM has been verified for use with periodic fields but has…
In this paper, we develop a numerical resolution of the space-time fractional advection-dispersion equation. After time discretization, we utilize collocation technique and implement a product integration method in order to simplify the…
In this paper, a meshless Generalized Finite Difference Method (GFDM) is proposed to deal with the Stokes-Darcy coupled problem with the Beavers-Joseph-Saffman (BJS) interface conditions. Some high order GFDMs are proposed to show the…
In this article, a fast algorithm based on time two-mesh (TT-M) finite element (FE) scheme, which aims at solving nonlinear problems quickly, is considered to numerically solve the nonlinear space fractional Allen-Cahn equations with smooth…
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…
In this paper, we develop a second-order accurate time-stepping scheme for the tempered time-fractional advection-dispersion equation based on a sum-of-exponentials (SOE) approximation to the convolution kernel involved in the fractional…
We propose a new discretization method for PDEs on moving domains in the setting of unfitted finite element methods, which is provably higher-order accurate in space and time. In the considered setting, the physical domain that evolves…
We present a theoretical and computational framework based on fractional calculus for the analysis of the nonlocal static response of cylindrical shell panels. The differ-integral nature of fractional derivatives allows an efficient and…
In this paper, we propose a novel unstructured mesh control volume method to deal with the space fractional derivative on arbitrarily shaped convex domains, which to the best of our knowledge is a new contribution to the literature.…
We construct a three-point compact finite difference scheme on a non-uniform mesh for the time-fractional Black-Scholes equation. We show that for special graded meshes used in finance, the Tavella-Randall and the quadratic meshes the…