Related papers: Spectral approximation of a variable coefficient f…
Space fractional convection diffusion equation describes physical phenomena where particles or energy (or other physical quantities) are transferred inside a physical system due to two processes: convection and superdiffusion. In this…
A numerical scheme is presented for approximating fractional order Poisson problems in two and three dimensions. The scheme is based on reformulating the original problem posed over $\Omega$ on the extruded domain…
In this paper, a higher order finite difference scheme is proposed for Generalized Fractional Diffusion Equations (GFDEs). The fractional diffusion equation is considered in terms of the generalized fractional derivatives (GFDs) which uses…
In this work, we study the numerical approximation of a class of singular fully coupled forward backward stochastic differential equations. These equations have a degenerate forward component and non-smooth terminal condition. They are…
The paper presents a general strategy to solve ordinary differential equations (ODE), where some coefficient depend on the spatial variable and on additional random variables. The approach is based on the application of a recently developed…
In this paper we investigate the variable coefficient two-sided fractional diffusion, advection, reaction equations on a bounded interval. It is known that the fractional diffusion operator may lose coercivity due to the variable…
We consider spectral approximations to the conservative form of the two-sided Riemann-Liouville (R-L) and Caputo fractional differential equations (FDEs) with nonhomogeneous Dirichlet (fractional and classical, respectively) and Neumann…
Diffusive representations of fractional derivatives have proven to be useful tools in the construction of fast and memory efficient numerical methods for solving fractional differential equations. A common challenge in many of the known…
We study the nonlinear fractional equation $(-\Delta)^s u = f(u)$ in $\mathbb{R}^n$, for all fractions $0<s<1$ and all nonlinearities $f$. For every fractional power $s \in (0,1)$, we obtain sharp energy estimates for bounded global…
In this paper, we first propose an unconditionally stable implicit difference scheme for solving generalized time-space fractional diffusion equations (GTSFDEs) with variable coefficients. The numerical scheme utilizes the $L1$-type formula…
We present a spectral method for one-sided linear fractional integral equations on a closed interval that achieves exponentially fast convergence for a variety of equations, including ones with irrational order, multiple fractional orders,…
Fractional diffusion equations (FDEs) are a mathematical tool used for describing some special diffusion phenomena arising in many different applications like porous media and computational finance. In this paper, we focus on a…
A class of second order approximations, called the weighted and shifted Gr\"{u}nwald difference operators, are proposed for Riemann-Liouville fractional derivatives, with their effective applications to numerically solving space fractional…
We propose a compressive spectral collocation method for the numerical approximation of Partial Differential Equations (PDEs). The approach is based on a spectral Sturm-Liouville approximation of the solution and on the collocation of the…
A spectral decomposition method is used to obtain solutions to a class of nonlinear differential equations. We extend this approach to the analysis of the fractional form of these equations and demonstrate the method by applying it to the…
The problem of recovering a diffusion coefficient $a$ in a second-order elliptic partial differential equation from a corresponding solution $u$ for a given right-hand side $f$ is considered, with particular focus on the case where $f$ is…
Difference schemes for the time-fractional diffusion equation with variable coefficients and nonlocal boundary conditions containing real parameters $\alpha$ and $\beta$ are considered. By the method of energy inequalities, for the solution…
In this paper, a novel formula expressing explicitly the fractional-order derivatives, in the sense of Riesz-Feller operator, of Jacobi polynomials is presented. Jacobi spectral collocation method together with trapezoidal rule are used to…
We study solution techniques for an evolution equation involving second order derivative in time and the spectral fractional powers, of order $s \in (0,1)$, of symmetric, coercive, linear, elliptic, second-order operators in bounded domains…
In this paper, we consider the initial boundary value problem of the two dimensional multi-term time fractional mixed diffusion and diffusion-wave equations. An alternating direction implicit (ADI) spectral method is developed based on…