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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

Convergence of an adaptive collocation method for the stationary parametric diffusion equation with finite-dimensional affine coefficient is shown. The adaptive algorithm relies on a recently introduced residual-based reliable a posteriori…

Numerical Analysis · Mathematics 2021-06-17 Martin Eigel , Oliver Ernst , Björn Sprungk , Lorenzo Tamellini

In this work, we develop an efficient incomplete iterative scheme for the numerical solution of the subdiffusion model involving a Caputo derivative of order $\alpha\in(0,1)$ in time. It is based on piecewise linear Galerkin finite element…

Numerical Analysis · Mathematics 2020-06-11 Bangti Jin , Zhi Zhou

High-dimensional transport equations frequently occur in science and engineering. Computing their numerical solution, however, is challenging due to its high dimensionality. In this work we develop an algorithm to efficiently solve the…

Numerical Analysis · Mathematics 2023-08-02 Andreas Zeiser

In this work, we investigate a variational formulation for a time-fractional Fokker-Planck equation which arises in the study of complex physical systems involving anomalously slow diffusion. The model involves a fractional-order Caputo…

Numerical Analysis · Mathematics 2020-06-05 Manh Hong Duong , Bangti Jin

In this paper we investigate the solution of generalized distributed order diffusion equations with composite time fractional derivative by using the Fourier-Laplace transform method. We represent solutions in terms of infinite series in…

Mathematical Physics · Physics 2017-03-17 Trifce Sandev , Zivorad Tomovski , Bojan Crnkovic

This article devises a new primal-dual weak Galerkin finite element method for the convection-diffusion equation. Optimal order error estimates are established for the primal-dual weak Galerkin approximations in various discrete norms and…

Numerical Analysis · Mathematics 2020-01-22 Waixiang Cao , Chunmei Wang

The fundamental solution (Green function) for the Cauchy problem of the space-time fractional diffusion equation is investigated with respect to its scaling and similarity properties, starting from its Fourier-Laplace representation. Then,…

Probability · Mathematics 2007-10-02 Francesco Mainardi

The aim of this work is to devise and analyse an accurate numerical scheme to solve Erd\'elyi-Kober fractional diffusion equation. This solution can be thought as the marginal pdf of the stochastic process called the generalized grey…

Numerical Analysis · Mathematics 2022-02-15 Łukasz Płociniczak , Mateusz Świtała

We present and analyze a structure-preserving method for the approximation of solutions to nonlinear cross-diffusion systems, which combines a Local Discontinuous Galerkin spatial discretization with the backward Euler time-stepping scheme.…

Numerical Analysis · Mathematics 2025-11-18 Sergio Gómez , Ansgar Jüngel , Ilaria Perugia

A distributed order fractional diffusion equation is considered. Distributed order derivatives are fractional derivatives that have been integrated over the order of the derivative within a given range. In this paper sub-diffusive cases are…

Mathematical Physics · Physics 2007-05-23 Mark Naber

There has been considerable recent study in "sub-diffusion" models that replace the standard parabolic equation model by a one with a fractional derivative in the time variable. There are many ways to look at this newer approach and one…

Analysis of PDEs · Mathematics 2019-04-08 William Rundell , Zhidong Zhang

Near-optimal computational complexity of an adaptive stochastic Galerkin method with independently refined spatial meshes for elliptic partial differential equations is shown. The method takes advantage of multilevel structure in expansions…

Numerical Analysis · Mathematics 2025-03-25 Markus Bachmayr , Henrik Eisenmann , Igor Voulis

We study a fully discrete finite element method for variable-order time-fractional diffusion equations with a time-dependent variable order. Optimal convergence estimates are proved with the first-order accuracy in time (and second order…

Numerical Analysis · Mathematics 2019-05-15 Xiangcheng Zheng , Fanhai Zeng , Hong Wang

In this work, we study a new spectral Petrov-Galerkin approximation of space-time fractional reaction-diffusion equations with viscosity terms built by Riemann-Liouville fractional-order derivatives. The proposed method is reliant on…

Numerical Analysis · Mathematics 2019-11-26 Zhe Yu , Boying Wu , Jiebao Sun , Wenjie Liu

We propose a direct numerical method for the solution of an optimal control problem governed by a two-side space-fractional diffusion equation. The presented method contains two main steps. In the first step, the space variable is…

Optimization and Control · Mathematics 2019-01-29 Mushtaq Salh Ali , Mostafa Shamsi , Hassan Khosravian-Arab , Delfim F. M. Torres , Farid Bozorgnia

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 work, we explore a time-fractional diffusion equation of order $\alpha \in (0,1)$ with a stochastic diffusivity parameter. We focus on efficient estimation of the expected values (considered as an infinite dimensional integral on…

Numerical Analysis · Mathematics 2024-09-04 Josef Dick , Hecong Gao , William McLean , Kassem Mustapha

In this study, we consider the simulation of subsurface flow and solute transport processes in the stationary limit. In the convection-dominant case, the numerical solution of the transport problem may exhibit non-physical diffusion and…

Numerical Analysis · Mathematics 2023-07-19 A. Q. T. Ngo , P. Bastian , O. Ippisch

We consider a time-dependent linear diffusion equation together with a related inverse boundary value problem. The aim of the inverse problem is to determine, based on observations on the boundary, the non-homogeneous diffusion coefficient…

Numerical Analysis · Mathematics 2016-09-21 Lauri Mustonen
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