Related papers: On a Difference Scheme for Solving Cauchy Problems…
In this paper we identify, for small $t$ and a fixed $T>0,$ the order $\alpha>0$ in the abstract fractional differential equation $$\partial^\alpha u(t)=Au(t),$$ where the time-fractional derivative $\partial^\alpha$ is understood in the…
Operator splitting is an effective technique for the numerical solution of nonlinear partial differential equations by decomposing a complex problem into simpler subproblems. In this study, we present and analyze a fully discrete scheme for…
Stability and convergence of a time-weighted discrete scheme with nonuniform time steps are established for linear reaction-subdiffusion equations. The Caupto derivative is approximated at an offset point by using linear and quadratic…
The main contribution of this work is to construct and analyze stable and high order schemes to efficiently solve the two-dimensional time Caputo-Fabrizio fractional diffusion equation. Based on a third-order finite difference method in…
In this article, we propose a linearized fully-discrete scheme for solving a time fractional nonlocal diffusion-wave equation of Kirchhoff type. The scheme is established by using the finite element method in space and the $L1$ scheme in…
Problem for the first order differential equation with an unbounded operator coefficient in Banach space and nonlinear nonlocal condition is considered. A numerical method is proposed and justified for the solution of this problem under…
In the first part of the paper we prove various results on regularity of Feynman-Kac functionals of Hunt processes associated with time dependent semi-Dirichlet forms. In the second part we study the Cauchy problem for semilinear parabolic…
In this paper, we develop a linearized fractional Crank-Nicolson-Galerkin FEM for Kirchhoff type quasilinear time-fractional integro-differential equation $\left(\mathcal{D}^{\alpha}\right)$. In general, the solutions to the time-fractional…
A high-accuracy time discretization is discussed to numerically solve the nonlinear fractional diffusion equation forced by a space-time white noise. The main purpose of this paper is to improve the temporal convergence rate by modifying…
We study a space-fractional diffusion problem, where the non-local diffusion flux involves the Caputo derivative of the diffusing quantity. We prove the unique existence of regular solutions to this problem by means of the semigroup theory.…
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…
In this paper, we are concerned with the numerical solution for the two-dimensional time fractional Fokker-Planck equation with tempered fractional derivative of order $\alpha$. Although some of its variants are considered in many recent…
This paper is about the fractional Schr\"{o}dinger equation (FSE) expressed in terms of the quantum Riesz-Feller space fractional and the Caputo time fractional derivatives. The main focus is on the case of time independent potential fields…
In this paper we construct a new difference analog of the Caputo fractional derivative (called the $L2$-$1_\sigma$ formula). The basic properties of this difference operator are investigated and on its basis some difference schemes…
We present a general framework for the rigorous numerical analysis of time-fractional nonlinear parabolic partial differential equations, with a fractional derivative of order $\alpha\in(0,1)$ in time. The framework relies on three…
In this paper, we consider a $L^\infty$ functional derivative estimate for the first spatial derivative of bounded classical solutions $u:\mathbb{R}\times [0,T]\to\mathbb{R}$ to the Cauchy problem for scalar semi-linear parabolic partial…
In this work, we analyze a Crank-Nicolson type time stepping scheme for the subdiffusion equation, which involves a Caputo fractional derivative of order $\alpha\in (0,1)$ in time. It hybridizes the backward Euler convolution quadrature…
We consider a class of numerical approximations to the Caputo fractional derivative. Our assumptions permit the use of nonuniform time steps, such as is appropriate for accurately resolving the behavior of a solution whose derivatives are…
An adaptive finite difference scheme for variable-order fractional-time subdiffusion equations in the Caputo form is studied. The fractional time derivative is discretized by the L1 procedure but using nonhomogeneous timesteps. The size of…
The well known Duhamel's principle allows to reduce the Cauchy problem for linear inhomogeneous partial differential equations to the Cauchy problem for the corresponding homogeneous equation. In the paper one of the possible…