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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…
In this paper, we use an implicit two-derivative deferred correction time discretization approach and combine it with a spatial discretization of the discontinuous Galerkin spectral element method to solve (non-)linear PDEs. The resulting…
We use a concept of weak asymptotic solution for homogeneous as well as non-homogeneous fractional advection dispersion type equations. Using Legendre scaling functions as basis, a numerical method based on Galerkin approximation is…
We are interested in the numerical solution of coupled nonlinear partial differential equations (PDEs) in two and three dimensions. Under certain assumptions on the domain, we take advantage of the Kronecker structure arising in standard…
In this paper, a high-order approximation to Caputo-type time-fractional diffusion equations involving an initial-time singularity of the solution is proposed. At first, we employ a numerical algorithm based on the Lagrange polynomial…
A growing body of literature has been leveraging techniques of machine learning (ML) to build novel approaches to approximating the solutions to partial differential equations. Noticeably absent from the literature is a systematic…
The equation with the time fractional substantial derivative and space fractional derivative describes the distribution of the functionals of the L\'evy flights; and the equation is derived as the macroscopic limit of the continuous time…
A novel finite element method for the approximation of Maxwell's equations over hybrid two-dimensional grids is studied. The choice of appropriate basis functions and numerical quadrature leads to diagonal mass matrices which allow for…
This paper deals with the investigation of the solution of an unified fractional reaction-diffusion equation of distributed order associated with the Caputo derivatives as the time-derivative and Riesz-Feller fractional derivative as the…
The closest point method (Ruuth and Merriman, J. Comput. Phys. 227(3):1943-1961, [2008]) is an embedding method developed to solve a variety of partial differential equations (PDEs) on smooth surfaces, using a closest point representation…
We introduce a generalized finite difference method for solving a large range of fully nonlinear elliptic partial differential equations in three dimensions. Methods are based on Cartesian grids, augmented by additional points carefully…
In this work, a new collocation approach using a combination of a wavelet operational matrix method and the exponential spline interpolation is proposed to solve the time-fractional convection-diffusion equation with variable coefficients.…
In this paper we present a high-order kernel method for numerically solving diffusion and reaction-diffusion partial differential equations (PDEs) on smooth, closed surfaces embedded in $\mathbb{R}^d$. For two-dimensional surfaces embedded…
In this work, we use rational approximation to improve the accuracy of spectral solutions of differential equations. When working in the vicinity of solutions with singularities, spectral methods may fail their propagated spectral rate of…
Finite difference approximation, in addition to Taylor truncation errors, introduces numerical dispersion-and-dissipation errors into numerical solutions of partial differential equations. We analyze a class of finite difference schemes…
In this paper, we present numerical methods suitable for solving convex quadratic Fractional Differential Equation (FDE) constrained optimization problems, with box constraints on the state and/or control variables. We develop an…
In the past decades, the finite difference methods for space fractional operators develop rapidly; to the best of our knowledge, all the existing finite difference schemes, including the first and high order ones, just work on uniform…
Subsurface flows are commonly modeled by advection-diffusion equations. Insufficient measurements or uncertain material procurement may be accounted for by random coefficients. To represent, for example, transitions in heterogeneous media,…
This article develops how to generalize the invariant subspace method for deriving the analytical solutions of the multi-component (N+1)-dimensional coupled nonlinear time-fractional PDEs (NTFPDEs) in the sense of Caputo fractional-order…
In this paper, a high-order and fast numerical method is investigated for the time-fractional Black-Scholes equation. In order to deal with the typical weak initial singularities of the solution, we construct a finite difference scheme with…