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In this paper, we propose a novel numerical scheme for solving time-fractional reaction-diffusion problems with Robin boundary conditions, where the time derivative is in the Caputo sense of order $\alpha\in(0,1)$. The existence and…

Numerical Analysis · Mathematics 2025-09-23 Qian Luo , Aiguo Xiao , Xiaoqiang Yan , Jingmin Xia

The numerical analysis of time fractional evolution equations with the second-order elliptic operator including general time-space dependent variable coefficients is challenging, especially when the classical weak initial singularities are…

Numerical Analysis · Mathematics 2021-03-02 Pin Lyu , Seakweng Vong

The solution of time fractional partial differential equations in general exhibit a weak singularity near the initial time. In this article we propose a method for solving time fractional diffusion equation with nonlocal diffusion term. The…

Numerical Analysis · Mathematics 2022-01-10 Sudhakar Chaudhary , Pari J. Kundaliya

In this paper we study some cases of time-fractional nonlinear dispersive equations (NDEs) involving Caputo derivatives, by means of the invariant subspace method. This method allows to find exact solutions to nonlinear time-fractional…

Mathematical Physics · Physics 2014-10-30 P. Artale Harris , R. Garra

In this paper, we consider a fast and second-order implicit difference method for approximation of a class of time-space fractional variable coefficients advection-diffusion equation. To begin with, we construct an implicit difference…

Numerical Analysis · Mathematics 2019-07-12 Yong-Liang Zhao , Ting-Zhu Huang , Xian-Ming Gu , Wei-Hua Luo

In this work, we consider the numerical solution of an initial boundary value problem for the distributed order time fractional diffusion equation. The model arises in the mathematical modeling of ultra-slow diffusion processes observed in…

Numerical Analysis · Mathematics 2015-04-08 Bangti Jin , Raytcho Lazarov , Dongwoo Sheen , Zhi Zhou

We study solution techniques for parabolic equations with fractional diffusion and Caputo fractional time derivative, the latter being discretized and analyzed in a general Hilbert space setting. The spatial fractional diffusion is realized…

Numerical Analysis · Mathematics 2015-03-05 Ricardo H. Nochetto , Enrique Otarola , Abner J. Salgado

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

Different relaxation approximations to partial differential equations, including conservation laws, Hamilton-Jacobi equations, convection-diffusion problems, gas dynamics problems, have been recently proposed. The present paper focuses onto…

Numerical Analysis · Mathematics 2007-05-23 Fausto Cavalli , Matteo Semplice

In this paper we consider a sub-diffusion problem where the fractional time derivative is approximated either by the L1 scheme or by Convolution Quadrature. We propose new interpretations of the numerical schemes which lead to a posteriori…

Numerical Analysis · Mathematics 2022-03-02 Lehel Banjai , Charalambos G. Makridakis

The positive definiteness of discrete time-fractional derivatives is fundamental to the numerical stability (in the energy sense) for time-fractional phase-field models. A novel technique is proposed to estimate the minimum eigenvalue of…

Numerical Analysis · Mathematics 2023-11-23 Bingquan Ji , Xiaohan Zhu , Hong-lin Liao

We construct, analyse and assess various schemes of second order of accuracy in space and time for model advection-diffusion-reaction differential equations. The constructed schemes are meant to be of practical use in solving industrial…

Numerical Analysis · Mathematics 2023-01-25 Saray Busto , Eleuterio F. Toro , Maria Elena Vazquez-Cendon

We propose a nonlinear Discrete Duality Finite Volume scheme to approximate the solutions of drift diffusion equations. The scheme is built to preserve at the discrete level even on severely distorted meshes the energy / energy dissipation…

Analysis of PDEs · Mathematics 2017-05-31 Clément Cancès , Claire Chainais-Hillairet , Stella Krell

This paper provides a finite difference discretization for the backward Feynman-Kac equation, governing the distribution of functionals of the path for a particle undergoing both reaction and diffusion [Hou and Deng, J. Phys. A: Math.…

Numerical Analysis · Mathematics 2019-11-01 Daxin Nie , Jing Sun , Weihua Deng

We propose a second order, fully semi-Lagrangian method for the numerical solution of systems of advection-diffusion-reaction equations, which employs a semi-Lagrangian approach to approximate in time both the advective and the diffusive…

Numerical Analysis · Mathematics 2020-02-12 Luca Bonaventura , Elisabetta Carlini , Elisa Calzola , Roberto Ferretti

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

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

We propose a piecewise-linear, time-stepping discontinuous Galerkin method to solve numerically a time fractional diffusion equation involving Caputo derivative of order $\mu\in (0,1)$ with variable coefficients. For the spatial…

Numerical Analysis · Mathematics 2015-11-03 K. Mustapha , B. Abdallah , K. M. Furati , M. Nour

We propose and analyze a time-stepping discontinuous Petrov-Galerkin method combined with the continuous conforming finite element method in space for the numerical solution of time-fractional subdiffusion problems. We prove the existence,…

Numerical Analysis · Mathematics 2014-09-09 Kassem Mustapha , Basheer Abdallah , Khaled Furati

In this work, a second-order approximation of the fractional substantial derivative is presented by considering a modified shifted substantial Gr\"{u}nwald formula and its asymptotic expansion. Moreover, the proposed approximation is…

Numerical Analysis · Mathematics 2016-07-26 Zhaopeng Hao , Wanrong Cao , Guang Lin
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