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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…
We introduce physically relevant new models of two-dimensional (2D) fractional lattice media accounting for the interplay of fractional intersite coupling and onsite self-focusing. Our approach features novel discrete fractional operators…
In this paper, uniformly unconditionally stable first and second order finite difference schemes are developed for kinetic transport equations in the diffusive scaling. We first derive an approximate evolution equation for the macroscopic…
This paper aims to develop and analyze a numerical scheme for solving the backward problem of semilinear subdiffusion equations. We establish the existence, uniqueness, and conditional stability of the solution to the inverse problem by…
One of the most computationally expensive steps of the low-rank ADI method for large-scale Lyapunov equations is the solution of a shifted linear system at each iteration. We propose the use of the extended Krylov subspace method for this…
The numerical solution of a nonlinear and space-fractional anti-diffusive equation used to model dune morphodynamics is considered. Spatial discretization is effected using a finite element method whereas the Crank-Nicolson scheme is used…
We study a second order scheme for spatial fractional differential equations with variable coefficients. Previous results mainly concentrate on equations with diffusion coefficients that are proportional to each other. In this paper, by…
Take a multidimensional normally or obliquely reflected diffusion in a smooth domain. Approximate it by solutions of stochastic differential equations without reflection using the penalty method. That is, we approximate the reflection term…
This paper, as the sequel to previous work, develops numerical schemes for fractional diffusion equations on a two-dimensional finite domain with triangular meshes. We adopt the nodal discontinuous Galerkin methods for the full spatial…
This article is in continuation of our earlier article [37] in which computational solution of an unified reaction-diffusion equation of distributed order associated with Caputo derivatives as the time-derivative and Riesz-Feller derivative…
This paper presents a novel method for solving the 2D advection-diffusion equation using fixed-depth symbolic regression and symbolic differentiation without expression trees. The method is applied to two cases with distinct initial and…
We propose a Deep-Picard iteration framework for high-dimensional nonlinear space-time fractional diffusion equations.The method is based on a nonlinear fractional Feynman--Kac fixed-point formulation, which replaces direct discretization…
Recent studies on inverse problems have proposed posterior samplers that leverage the pre-trained diffusion models as powerful priors. These attempts have paved the way for using diffusion models in a wide range of inverse problems.…
We derive and analyze the alternating direction explicit (ADE) method for time evolution equations with the time-dependent Dirichlet boundary condition and with the zero Neumann boundary condition. The original ADE method is an additive…
Tempered fractional diffusion equations are a crucial class of equations widely applied in many physical fields. In this paper, the Crank-Nicolson method and the tempered weighted and shifts Gr\"unwald formula are firstly applied to…
This article performs a unified convergence analysis of a variety of numerical methods for a model of the miscible displacement of one incompressible fluid by another through a porous medium. The unified analysis is enabled through the…
The anisotropic diffusion equation is imperative in understanding cosmic ray diffusion across the Galaxy, the heliosphere, and its interplay with the ambient magnetic field. This diffusion term contributes to the highly stiff nature of the…
We present and analyze in a unified setting two schemes for the numerical discretization of a Darcy-Forchheimer fluid flow model coupled with an advection-diffusion equation modeling the temperature distribution in the fluid. The first…
The low-rank alternating direction implicit (ADI) method is an efficient and effective solver for large-scale standard continuous-time algebraic Riccati equations that admit low-rank solutions. However, the existing low-rank ADI algorithm…
We study solution techniques for an evolution equation involving second order derivative in time and the spectral fractional powers, of order $s \in (0,1)$, of symmetric, coercive, linear, elliptic, second-order operators in bounded domains…