Related papers: Sharp $H^1$-norm error estimates of two time-stepp…
We develop and analyze a numerical method for stochastic time-fractional diffusion driven by additive fractionally integrated Gaussian noise. The model involves two nonlocal terms in time, i.e., a Caputo fractional derivative of order…
We prove precise rates of convergence for monotone approximation schemes of fractional and nonlocal Hamilton-Jacobi-Bellman (HJB) equations. We consider diffusion corrected difference-quadrature schemes from the literature and new…
We are concerned in designing a suitable numerical scheme based on the equal-order hybrid high-order (HHO) method for the linear parabolic integro-differential equations. The spatial discretization is made using the equal-order HHO method…
Numerical solutions of stationary diffusion equations on the unit sphere with isotropic lognormal diffusion coefficients are considered. H\"older regularity in $L^p$ sense for isotropic Gaussian random fields is obtained and related to the…
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…
The main objective of this paper is analysis of the initial-boundary value problems for the linear time-fractional diffusion equations with a uniformly elliptic spatial differential operator of the second order and the Caputo type…
This paper focuses on providing the high order algorithms for the space-time tempered fractional diffusion-wave equation. The designed schemes are unconditionally stable and have the global truncation error $\mathcal{O}(\tau^2+h^2)$, being…
For the classical reaction diffusion equation, the priori speed of fronts is determined exactly in the pioneering paper (R.D. Benguria and M.C. Depassier, {\em Commun. Math. Phys.} 175:221--227, 1996) by variational characterization method.…
Space and time scales are not independent in diffusion. In fact, numerical simulations show that different patterns are obtained when space and time steps ($\Delta x$ and $\Delta t$) are varied independently. On the other hand, anisotropy…
We present a numerical procedure of solving the subdiffusion equation with Caputo fractional time derivative. On the basis of few examples we show that the subdiffusion is a 'long time memory' process and the short memory principle should…
This paper concerns a posteriori error analysis for the streamline diffusion (SD) finite element method for the one and one-half dimensional relativistic Vlasov-Maxwell system. The SD scheme yields a weak formulation, that corresponds to an…
We apply the piecewise constant, discontinuous Galerkin method to discretize a fractional diffusion equation with respect to time. Using Laplace transform techniques, we show that the method is first order accurate at the \$n\$th time level…
In this paper, we develop a numerical algorithm for an inverse problem on determining fractional orders of time derivatives simultaneously in a coupled subdiffusion system. Following the theoretical uniqueness, we reformulate the order…
We analyze monotone difference schemes for strongly degenerate convection-diffusion equations in one spatial dimension. These nonlinear equations are well-posed within a class of (discontinuous) entropy solutions. We prove that the L1…
Standard finite difference (SFD) schemes often suffer from limited stability regions, especially when applied in explicit setup to partial differential equations. To address this challenge, this study investigates the efficacy of…
Reflected diffusions in polyhedral domains are commonly used as approximate models for stochastic processing networks in heavy traffic. Stationary distributions of such models give useful information on the steady state performance of the…
A fractional derivative is a temporally nonlocal operation which is computationally intensive due to inclusion of the accumulated contribution of function values at past times. In order to lessen the computational load while maintaining the…
We introduce a high-order numerical scheme for fractional ordinary differential equations with the Caputo derivative. The method is developed by dividing the domain into a number of subintervals, and applying the quadratic interpolation on…
We show that, for any spatially discretized system of reaction-diffusion, the approximate solution given by the explicit Euler time-discretization scheme converges to the exact time-continuous solution, provided that diffusion coefficient…
In recent years, discrete fractional epidemic models with reaction-diffusion have become increasingly popular in the literature, not only for its necessity of numerical simulation, but also for its defined physical processes. In this paper,…