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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…

Numerical Analysis · Mathematics 2024-09-20 Joaquín Quintana-Murillo , Santos Bravo Yuste

We provide and analyze a second order scheme for the model describing the functional distributions of particles performing anomalous motion with exponential Debye pattern and no-time-taking jumps eliminated, and power-law jump length. The…

Numerical Analysis · Mathematics 2020-06-30 Jiankang Shi , Minghua Chen

The present paper concerns a space-time homogenization problem for nonlinear diffusion equations with periodically oscillating (in space and time) coefficients. Main results consist of corrector results (i.e., strong convergences of…

Analysis of PDEs · Mathematics 2022-10-26 Tomoyuki Oka

In this contribution, we provide convergence rates for a finite volume scheme of the stochastic heat equation with multiplicative Lipschitz noise and homogeneous Neumann boundary conditions (SHE). More precisely, we give an error estimate…

Numerical Analysis · Mathematics 2025-04-07 Niklas Sapountzoglou , Aleksandra Zimmermann

In this paper, we develop a second-order accurate time-stepping scheme for the tempered time-fractional advection-dispersion equation based on a sum-of-exponentials (SOE) approximation to the convolution kernel involved in the fractional…

Numerical Analysis · Mathematics 2026-02-10 Liangcai Huang , Lin Li , Shujuan Lü

In a Hilbert setting we study the convergence properties of a second order in time dynamical system combining viscous and Hessian-driven damping with time scaling in relation with the minimization of a nonsmooth and convex function. The…

Optimization and Control · Mathematics 2022-03-03 Radu Ioan Bot , Mikhail A. Karapetyants

In this paper, we investigate the use of a mass lumped fully explicit time stepping scheme for the discretisation of the wave equation with underlying material parameters that vary at arbitrarily fine scales. We combine the leapfrog scheme…

Numerical Analysis · Mathematics 2021-09-08 Sjoerd Geevers , Roland Maier

This paper studies the nonlinear stochastic partial differential equation of fractional orders both in space and time variables: \[ \left(\partial^\beta+\frac{\nu}{2}(-\Delta)^{\alpha/2}\right)u(t,x) =…

Probability · Mathematics 2015-09-28 Le Chen , Yaozhong Hu , David Nualart

We study the rate of convergence of an explicit and an implicit-explicit finite difference scheme for linear stochastic integro-differential equations of parabolic type arising in non-linear filtering of jump-diffusion processes. We show…

Probability · Mathematics 2016-09-09 Konstantinos Dareiotis , James-Michael Leahy

This paper is concerned with backward problem for nonlinear space fractional diffusion with additive noise on the right-hand side and the final value. To regularize the instable solution, we develop some new regularized method for solving…

Analysis of PDEs · Mathematics 2016-12-19 Erkan Nane , Nguyen Huy Tuan

We present a new splitting method for time-dependent convection-dominated diffusion problems. The original convection diffusion system is split into two sub-systems: a pure convection system and a diffusion system. At each time step, a…

Mathematical Physics · Physics 2013-02-19 Feng Shi , Guoping Liang , Yubo Zhao , Jun Zou

In this work, we present numerical analysis for a distributed optimal control problem, with box constraint on the control, governed by a subdiffusion equation which involves a fractional derivative of order $\alpha\in(0,1)$ in time. The…

Numerical Analysis · Mathematics 2017-12-22 Bangti Jin , Buyang Li , Zhi Zhou

We develop a convergent variational perturbation theory for the frequency of time-periodic solutions of nonlinear dynamical systems. The power of the theory is illustrated by applying it to the Duffing oscillator.

Mathematical Physics · Physics 2009-11-07 Axel Pelster , Hagen Kleinert , Michael Schanz

In this paper, we construct a quadrature scheme to numerically solve the nonlocal diffusion equation $(\mathcal{A}^\alpha+b\mathcal{I})u=f$ with $\mathcal{A}^\alpha$ the $\alpha$-th power of the regularly accretive operator $\mathcal{A}$.…

Numerical Analysis · Mathematics 2023-04-13 Beiping Duan , Zongze Yang

We propose a finite volume scheme for convection-diffusion equations with nonlinear diffusion. Such equations arise in numerous physical contexts. We will particularly focus on the drift-diffusion system for semiconductors and the porous…

Numerical Analysis · Mathematics 2012-02-10 Marianne Bessemoulin-Chatard

In this work, we are concerned with the stability and convergence analysis of the second order BDF (BDF2) scheme with variable steps for the molecular beam epitaxial model without slope selection. We first show that the variable-step BDF2…

Numerical Analysis · Mathematics 2022-01-05 Hong-lin Liao , Xuehua Song , Tao Tang , Tao Zhou

This paper is devoted to the investigation of the backward problem for a multi-term time-fractional diffusion equation. Backward problems for fractional diffusion equations are typically studied using regularization methods due to their…

Analysis of PDEs · Mathematics 2026-04-13 Ravshan Ashurov , Damir Shamuratov

The nonlinear gyrokinetic equations describe plasma turbulence in laboratory and astrophysical plasmas. To solve these equations, massively parallel codes have been developed and run on present-day supercomputers. This paper describes…

Computational Physics · Physics 2014-03-31 H. Doerk , F. Jenko

In this paper we investigate a sub-diffusion equation for simulating the anomalous diffusion phenomenon in real physical environment. Based on an equivalent transformation of the original sub-diffusion equation followed by the use of a…

Numerical Analysis · Mathematics 2018-03-29 Zongze Yang , Jungang Wang , Yan Li , Yufeng Nie

We begin with a treatment of the Caputo time-fractional diffusion equation, by using the Laplace transform, to obtain a Volterra intego-differential equation where we may examine the weakly singular nature of this convolution…

Numerical Analysis · Mathematics 2020-01-27 Wesley Davis , Richard Noren , Ke Shi