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This paper is concerned with developing and analyzing two novel implicit temporal discretization methods for the stochastic semilinear wave equations with multiplicative noise. The proposed methods are natural extensions of well-known…
We present a novel numerical method for solving the anisotropic diffusion equation in magnetic fields confined to a periodic box which is accurate and provably stable. We derive energy estimates of the solution of the continuous initial…
In this paper we present in one-dimensional space a numerical solution of a partial differential equation of fractional order. This equation describes a process of anomalous diffusion. The process arises from the interactions within the…
Simple finite differencing of the anisotropic diffusion equation, where diffusion is only along a given direction, does not ensure that the numerically calculated heat fluxes are in the correct direction. This can lead to negative…
We present a novel computational scheme to solve acoustic wave transmission problems over composite scatterers, i.e. penetrable obstacles possessing junctions or triple points. Our continuous problem is cast as a multiple traces time-domain…
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…
In this paper the unconditional stability of four well-known ADI schemes is analyzed in the application to time-dependent multidimensional diffusion equations with mixed derivative terms. Necessary and sufficient conditions on the parameter…
Anomalous diffusion is a common phenomenon observed in underground solute transport, soil water infiltration and sediment movement, etc. Time and space fractional derivative advection-dispersion equation (FADE) has been widely employed as…
Solutions of the Dirichlet and Robin boundary value problems for the multi-term variable-distributed order diffusion equation are studied. A priori estimates for the corresponding differential and difference problems are obtained by using…
In this paper, we derive two bound-preserving and mass-conserving schemes based on the fractional-step method and high-order compact (HOC) finite difference method for nonlinear convection-dominated diffusion equations. We split the…
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…
This paper focuses on a nonlinear convection-diffusion equation with space and time-fractional Laplacian operators of orders $1<\beta<2$ and $0<\alpha\leq1$, respectively. We develop local discontinuous Galerkin methods, including Legendre…
We present a novel artificial diffusion method to circumvent the instabilities associated with the standard finite element approximation of convection-diffusion equations. Motivated by the micromorphic approach, we introduce an auxiliary…
The aim of this paper is to develop and analyze numerical schemes for approximately solving the backward problem of subdiffusion equation involving a fractional derivative in time with order $\alpha\in(0,1)$. After using quasi-boundary…
The goal of the present work is to solve a linear dispersive equation with variable coefficient advection on an unbounded domain. In this setting, transparent boundary conditions are vital to allow waves to leave (or even re-enter) the,…
Based on our recent results, in this paper, a compact finite difference scheme is derived for a time fractional differential equation subject to the Neumann boundary conditions. The proposed scheme is second order accurate in time and…
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…
In this paper, a semi-discrete spatial finite volume (FV) method is proposed and analyzed for approximating solutions of anomalous subdiffusion equations involving a temporal fractional derivative of order $\alpha \in (0,1)$ in a…
Consider the scattering of a time-harmonic elastic plane wave by a bi-periodic rigid surface. The displacement of elastic wave motion is modeled by the three-dimensional Navier equation in an open domain above the surface. Based on the…
In this paper, we study an inverse problem for identifying the initial value in a space-time fractional diffusion equation from the final time data. We show the identifiability of this inverse problem by proving the existence of its unique…