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Numerical methods for fractional calculus attract increasing interests due to its wide applications in various fields such as physics, mechanics, etc. In this paper, we focus on constructing high-order algorithms for Riesz derivatives,…

Numerical Analysis · Mathematics 2016-11-22 Hengfei Ding , Changpin Li

In this paper we want to propose practical numerical methods to solve a class of initial-boundary problem of space-time fractional advection-diffusion equations. To start with, an implicit method based on two-sided Gr\"unwald formulae is…

Numerical Analysis · Mathematics 2016-06-22 Zhi Zhao , Xiao-Qing Jin , Matthew M. Lin

In this note, a numerical method based on finite differences to solve a class of nonlinear advection-diffusion fractional differential equation is proposed. The fractional operator considered here is the fractional Riemann-Liouville…

Analysis of PDEs · Mathematics 2020-10-09 Jocemar Q. Chagas , Giuliano G. La Guardia , Ervin K. Lenzi

The present work provides a critical assessment of numerical solutions of the space-fractional diffusion-advection equation, which is of high significance for applications in various natural sciences. In view of the fact that, in contrast…

Statistical Mechanics · Physics 2014-10-27 Robin Stern , Frederic Effenberger , Horst Fichtner , Tobias Schaefer

In this paper we want to propose practical numerical methods to solve a class of initial-boundary problem of time-space fractional convection-diffusion equations (TSFCDEs). To start with, an implicit difference method based on two-sided…

Numerical Analysis · Mathematics 2021-07-26 Xian-Ming Gu , Ting-Zhu Huang , Cui-Cui Ji , Bruno Carpentieri , Anatoly A. Alikhanov

In this paper, we first propose an unconditionally stable implicit difference scheme for solving generalized time-space fractional diffusion equations (GTSFDEs) with variable coefficients. The numerical scheme utilizes the $L1$-type formula…

Numerical Analysis · Mathematics 2021-09-15 Xian-Ming Gu , Ting-Zhu Huang , Yong-Liang Zhao , Pin Lyu , Bruno Carpentieri

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…

Numerical Analysis · Mathematics 2022-06-08 Kamlesh Kumar , Rajesh K. Pandey

The paper aims to establish a fully discrete finite element (FE) scheme and provide cost-effective solutions for one-dimensional time-space Caputo-Riesz fractional diffusion equations on a bounded domain $\Omega$. Firstly, we construct a…

Numerical Analysis · Mathematics 2017-07-27 Xiaoqiang Yue , Weiping Bu , Shi Shu , Menghuan Liu , Shuai Wang

In this paper, a two-sided variable-coefficient space-fractional diffusion equation with fractional Neumann boundary condition is considered. To conquer the weak singularity caused by nonlocal space-fractional differential operators, a…

Numerical Analysis · Mathematics 2024-10-07 Meijie Kong , Hongfei Fu

It is well known that using high-order numerical algorithms to solve fractional differential equations leads to almost the same computational cost with low-order ones but the accuracy (or convergence order) is greatly improved, due to the…

Numerical Analysis · Mathematics 2017-05-25 Hengfei Ding , Changpin Li

In this research work, let us focus on the construction of numerical scheme based on radial basis functions finite difference (RBF-FD) method combined with the Laplace transform for the solution of fractional order dispersive wave…

Numerical Analysis · Mathematics 2025-08-15 Hameed Ullah Jan , Marjan Uddin , Irshad Ali Shah , Salam Ullah Khan

In the present study, we consider the numerical method for Toeplitz-like linear systems arising from the $d$-dimensional Riesz space fractional diffusion equations (RSFDEs). We apply the Crank-Nicolson (CN) technique to discretize the…

Numerical Analysis · Mathematics 2024-04-17 Zi-Hang She , Xue Zhang , Xian-Ming Gu , Stefano Serra-Capizzano

The space nonlocal Allen-Cahn equation is a famous example of fractional reaction-diffusion equations. It is also an extension of the classical Allen-Cahn equation, which is widely used in physics to describe the phenomenon of two-phase…

Numerical Analysis · Mathematics 2025-02-05 Yuxin Zhang , Hengfei Ding

In this paper, we study a $\tau$-matrix approximation based preconditioner for the linear systems arising from discretization of unsteady state Riesz space fractional diffusion equation with non-separable variable coefficients. The…

Numerical Analysis · Mathematics 2024-04-18 Xue-Lei Lin , Michael K. Ng

We give sufficient conditions under which the convergence of finite difference approximations in the space variable of the solution to the Cauchy problem for linear stochastic PDEs of parabolic type can be accelerated to any given order of…

Probability · Mathematics 2010-06-09 Istvan Gyongy , Nicolai Krylov

A new method that enables easy and convenient discretization of partial differential equations with derivatives of arbitrary real order (so-called fractional derivatives) and delays is presented and illustrated on numerical solution of…

Numerical Analysis · Mathematics 2009-03-06 Igor Podlubny , Aleksei V. Chechkin , Tomas Skovranek , YangQuan Chen , Blas M. Vinagre Jara

In this paper, a high-order exponential scheme is developed to solve the 1D unsteady convection-diffusion equation with Neumann boundary conditions. The present method applies fourth-order compact exponential difference scheme in spatial…

Fluid Dynamics · Physics 2018-05-16 Yucheng Fu , Zhenfu Tian , Yang Liu

In this paper, we analyze the spectra of the preconditioned matrices arising from discretized multi-dimensional Riesz spatial fractional diffusion equations. The finite difference method is employed to approximate the multi-dimensional…

Numerical Analysis · Mathematics 2022-06-07 Xin Huang , Xue-Lei Lin , Michael K. Ng , Hai-Wei Sun

Efficient and accurate numerical simulation of seismic wave propagation is important in various Geophysical applications such as seismic full waveform inversion (FWI) problem. However, due to the large size of the physical domain and…

Numerical Analysis · Computer Science 2019-03-22 Keran Li , Wenyuan Liao , Yaoting Lin

Meshfree radial basis function (RBF) methods are popular tools used to numerically solve partial differential equations (PDEs). They take advantage of being flexible with respect to geometry, easy to implement in higher dimensions, and can…

Numerical Analysis · Mathematics 2018-03-29 G. Garmanjani , R. Cavoretto , M. Esmaeilbeigi