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Distributed order fractional operators offer a rigorous tool for mathematical modelling of multi-physics phenomena, where the differential orders are distributed over a range of values rather than being just a fixed integer/fraction as it…

Numerical Analysis · Mathematics 2016-05-02 Ehsan Kharazmi , Mohsen Zayernouri , George Em Karniadakis

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

In this paper we will consider distributed Linear-Quadratic Optimal Control Problems dealing with Advection-Diffusion PDEs for high values of the P\'eclet number. In this situation, computational instabilities occur, both for steady and…

Numerical Analysis · Mathematics 2024-05-03 Fabio Zoccolan , Maria Strazzullo , Gianluigi Rozza

We present the stability and error analysis of the unified Petrov-Galerkin spectral method, developed in \cite{samiee2017Unified}, for linear fractional partial differential equations with two-sided derivatives and constant coefficients in…

Computational Engineering, Finance, and Science · Computer Science 2019-09-24 Mehdi Samiee , Mohsen Zayernouri , Mark M. Meerschaert

We develop a unified Petrov-Galerkin spectral method for a class of fractional partial differential equations with two-sided derivatives and constant coefficients of the form $ _{0}{\mathcal{D}}_{t}^{2\tau}u^{} + \sum_{i=1}^{d}$ $[c_{l_i}$…

Computational Engineering, Finance, and Science · Computer Science 2019-10-02 M. Samiee , M. Zayernouri. Mark M. Meerschaert

In this paper, we investigate a spectral Petrov-Galerkin method for fractional initial value problems. Singularities of the solution at the origin inherited from the weakly singular kernel of the fractional derivative are considered, and…

Numerical Analysis · Mathematics 2021-09-07 Shengyue Li , Wanrong Cao , Zhaopeng Hao

We propose a Petrov--Galerkin spectral method for ODEs with variable coefficients. When the variable coefficients are smooth, the new method yields a strictly banded linear system, which can be efficiently constructed and solved in linear…

Numerical Analysis · Mathematics 2025-02-18 Ouyuan Qin , Lu Cheng , Kuan Xu

In the spectral Petrov-Galerkin methods, the trial and test functions are required to satisfy particular boundary conditions. By a suitable linear combination of orthogonal polynomials, a basis, that is called the modal basis, is obtained.…

Numerical Analysis · Mathematics 2018-02-14 Mostafa Jani , Esmail Babolian , Shahnam Javadi

We present a new tunably-accurate Laguerre Petrov-Galerkin spectral method for solving linear multi-term fractional initial value problems with derivative orders at most one and constant coefficients on the half line. Our method results in…

Numerical Analysis · Mathematics 2016-07-29 Anna Lischke , Mohsen Zayernouri , George Em Karniadakis

The discontinuous Petrov-Galerkin method is a minimal residual method with broken test spaces and is introduced for a nonlinear model problem in this paper. Its lowest-order version applies to a nonlinear uniformly convex model example and…

Numerical Analysis · Mathematics 2017-10-03 Carsten Carstensen , Philipp Bringmann , Friederike Hellwig , Peter Wriggers

We study regularity and numerical methods for two-sided fractional diffusion equations with a lower-order term. We show that the regularity of the solution in weighted Sobolev spaces can be greatly improved compared to that in standard…

Numerical Analysis · Mathematics 2017-05-23 Zhaopeng Hao , Guang Lin , Zhongqiang Zhang

Explicit, unconditionally stable, high-order schemes for the approximation of some first- andsecond-order linear, time-dependent partial differential equations (PDEs) are proposed.The schemes are based on a weak formulation of a…

Numerical Analysis · Mathematics 2017-11-15 Olivier Bokanowski , Giorevinus Simarmata

In this paper, we investigate a spectral Petrov-Galerkin method for an optimal control problem governed by a two-sided space-fractional diffusion-advection-reaction equation. Taking into account the effect of singularities near the boundary…

Numerical Analysis · Mathematics 2021-06-22 Shengyue Li , Wanrong Cao , Yibo Wang

Machine learning methods have been lately used to solve partial differential equations (PDEs) and dynamical systems. These approaches have been developed into a novel research field known as scientific machine learning in which techniques…

Machine Learning · Computer Science 2022-12-12 Junho Choi , Namjung Kim , Youngjoon Hong

We develop a geometric and analytic framework for polynomial partial differential equations posed on thin annuli in the plane. Using renormalized Sobolev inner products, we construct Sobolev orthogonal polynomial bases adapted to the thin…

Exactly Solvable and Integrable Systems · Physics 2026-02-16 Jean-Pierre Magnot

Fractional calculus provides a rigorous mathematical framework to describe anomalous stochastic processes by generalizing the notion of classical differential equations to their fractional-order counterparts. By introducing the fractional…

Numerical Analysis · Mathematics 2018-06-04 Ehsan Kharazmi , Mohsen Zayernouri

In this paper we formulate and analyze a Discontinuous Petrov Galerkin formulation of linear transport equations with variable convection fields. We show that a corresponding {\em infinite dimensional} mesh-dependent variational…

Numerical Analysis · Mathematics 2015-10-12 D. Broersen , W. Dahmen , R. P. Stevenson

In this work, we develop variational formulations of Petrov-Galerkin type for one-dimensional fractional boundary value problems involving either a Riemann-Liouville or Caputo derivative of order $\alpha\in(3/2, 2)$ in the leading term and…

Numerical Analysis · Mathematics 2015-12-18 Bangti Jin , Raytcho Lazarov , Zhi Zhou

We analyze Galerkin discretizations of a new well-posed mixed space-time variational formulation of parabolic PDEs. For suitable pairs of finite element trial spaces, the resulting Galerkin operators are shown to be uniformly stable. The…

Numerical Analysis · Mathematics 2020-02-07 Rob Stevenson , Jan Westerdiep

We consider ultraweak variational formulations for (parametrized) linear first order transport equations in time and/or space. Computationally feasible pairs of optimally stable trial and test spaces are presented, starting with a suitable…

Numerical Analysis · Mathematics 2019-02-27 Julia Brunken , Kathrin Smetana , Karsten Urban
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