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In this paper, we propose an efficient high order semi-Lagrangian (SL) discontinuous Galerkin (DG) method for solving linear convection-diffusion equations. The method generalizes our previous work on developing the SLDG method for…

Numerical Analysis · Mathematics 2020-03-18 Mingchang Ding , Xiaofeng Cai , Wei Guo , Jing-Mei Qiu

In this contribution, a wave equation with a time-dependent variable-order fractional damping term and a nonlinear source is considered. Avoiding the circumstances of expressing the nonlinear variable-order fractional wave equations via…

Numerical Analysis · Mathematics 2023-07-17 Karel Van Bockstal , Mahmoud A. Zaky , Ahmed S. Hendy

In the present article an endeavor is made to solve the variable order fractional diffusion equations using a powerful method viz., Homotopy Analysis method. It is demonstrated how the method can be used while solving approximately two…

General Mathematics · Mathematics 2026-04-16 Vivek Mishra , S. Das

In this paper, a non-polynomial spectral Petrov-Galerkin method and associated collocation method for substantial fractional differential equations (FDEs) are proposed, analyzed, and tested. We extend a class of generalized Laguerre…

Numerical Analysis · Mathematics 2014-08-27 Can Huang , Qingshuo Song , Zhimin Zhang

We prove stability estimates for the spatially discrete, Galerkin solution of a fractional Fokker-Planck equation, improving on previous results in several respects. Our main goal is to establish that the stability constants are bounded…

Numerical Analysis · Mathematics 2022-08-09 William McLean , Kassem Mustapha

An unsteady problem is considered for a space-fractional diffusion equation in a bounded domain. A first-order evolutionary equation containing a fractional power of an elliptic operator of second order is studied for general boundary…

Numerical Analysis · Computer Science 2014-12-19 Petr N. Vabishchevich

We develop a hybrid spatial discretization for the wave equation in second order form, based on high-order accurate finite difference methods and discontinuous Galerkin methods. The hybridization combines computational efficiency of finite…

Numerical Analysis · Mathematics 2022-10-26 Siyang Wang , Gunilla Kreiss

This paper detailedly discusses the locally one-dimensional numerical methods for efficiently solving the three-dimensional fractional partial differential equations, including fractional advection diffusion equation and Riesz fractional…

Numerical Analysis · Mathematics 2014-07-07 Weihua Deng , Minghua Chen

Lie group method provides an efficient tool to solve a differential equation. This paper suggests a fractional partner for fractional partial differential equations using a fractional characteristic method. A space-time fractional diffusion…

Mathematical Physics · Physics 2010-09-22 Guo-cheng Wu

This is the first in a series of papers on implementing a discontinuous Galerkin method as a MATLAB / GNU Octave toolbox. The main goal is the development of techniques that deliver optimized computational performance combined with a…

Numerical Analysis · Mathematics 2018-06-12 Florian Frank , Balthasar Reuter , Vadym Aizinger , Peter Knabner

We study an approximation method for the one-dimensional nonlinear filtering problem, with discrete time and continuous time observation. We first present the method applied to the Fokker-Planck equation. The convergence of the…

Numerical Analysis · Mathematics 2023-03-29 Fabien F. Campillo

Fractional boundary value problems are often used to model complex systems and processes characterized by memory effects and anomalous diffusion. In this paper, we consider fractional boundary value problems involving the Riesz-Caputo…

Numerical Analysis · Mathematics 2026-05-18 Chiara Sorgentone , Enza Pellegrino , Francesca Pitolli

We review recent results obtained to solve fractional order optimal control problems with free terminal time and a dynamic constraint involving integer and fractional order derivatives. Some particular cases are studied in detail. A…

Optimization and Control · Mathematics 2013-06-04 Shakoor Pooseh , Ricardo Almeida , Delfim F. M. Torres

Time fractional advection-dispersion equations arise as generalizations of classical integer order advection-dispersion equations and are increasingly used to model fluid flow problems through porous media. In this paper we develop an…

Numerical Analysis · Mathematics 2019-05-16 Carlos E. Mejía , Alejandro Piedrahita

Nonlinear time fractional partial differential equations are widely used in modeling and simulations. In many applications, there are high contrast changes in media properties. For solving these problems, one often uses coarse spatial grid…

Numerical Analysis · Mathematics 2022-07-13 Wenyuan Li , Anatoly Alikhanov , Yalchin Efendiev , Wing Tat Leung

Over the past few decades, there has been substantial interest in evolution equations that involving a fractional-order derivative of order $\alpha\in(0,1)$ in time, due to their many successful applications in engineering, physics, biology…

Numerical Analysis · Mathematics 2019-01-30 Bangti Jin , Raytcho Lazarov , Zhi Zhou

We investigate numerical behaviour of a convection diffusion equation with random coefficients by approximating statistical moments of the solution. Stochastic Galerkin approach, turning the original stochastic problem to a system of…

Numerical Analysis · Mathematics 2021-10-19 Pelin Çiloğlu , Hamdullah Yücel

In this article, we are concerned with the analysis on the numerical reconstruction of the spatial component in the source term of a time-fractional diffusion equation. This ill-posed problem is solved through a stabilized nonlinear…

Numerical Analysis · Mathematics 2020-05-06 Daijun Jiang , Yikan Liu , Dongling Wang

The following document presents some novel numerical methods valid for one and several variables, which using the fractional derivative, allow to find solutions for some non-linear systems in the complex space using real initial conditions.…

Numerical Analysis · Mathematics 2024-04-25 A. Torres-Hernandez , F. Brambila-Paz

The solution of a Caputo time fractional diffusion equation of order $0<\alpha<1$ is expressed in terms of the solution of a corresponding integer order diffusion equation. We demonstrate a linear time mapping between these solutions that…

Computational Physics · Physics 2015-04-28 Peter W. Stokes , Bronson Philippa , Wayne Read , Ronald D. White