Related papers: A fast linearized finite difference method for the…
The solution of the continuous time filtering problem can be represented as a ratio of two expectations of certain functionals of the signal process that are parametrized by the observation path. We introduce a class of discretization…
We establish sharp energy decay rates for a large class of nonlinearly first-order damped systems, and we design discretization schemes that inherit of the same energy decay rates, uniformly with respect to the space and/or time…
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…
We consider an inverse problem governed by the Westervelt equation with linear diffusivity and quadratic-type nonlinearity. The objective of this problem is to recover all the coefficients of this nonlinear partial differential equation. We…
In this paper we are concerned with Trefftz discretizations of the time-dependent linear wave equation in anisotropic media in arbitrary space dimensional domains $\Omega \subset \mathbb{R}^d~ (d\in \mathbb{N})$. We propose two variants of…
We present a new approach to parallelization of the first-order backward difference discretization (BDF1) of the time derivative in partial differential equations, such as the nonlinear heat and viscous Burgers equations. The time…
In this paper, based on the developed nonlinear fourth-order operator and method of order reduction, a novel fourth-order compact difference scheme is constructed for the mixed-type time-fractional Burgers' equation, from which…
This paper deals with the multi-term generalisation of the time-fractional diffusion-wave equation for general operators with discrete spectrum, as well as for positive hypoelliptic operators, with homogeneous multi-point time-nonlocal…
This paper presents an efficient and concise double fast algorithm to solve high dimensional time-space fractional diffusion problems with spectral fractional Laplacian. We first establish semi-discrete scheme of time-space fractional…
In this work, we present an efficient approach to solve nonlinear high-contrast multiscale diffusion problems. We incorporate the explicit-implicit-null (EIN) method to separate the nonlinear term into a linear term and a damping term, and…
In this article, we are concerned with the analysis on the numerical reconstruction of the spatial component in the source term of a time-fractional diffusion equation. This ill-posed problem is solved through a stabilized nonlinear…
We consider the mathematical analysis and numerical approximation of a system of nonlinear partial differential equations that arises in models that have relevance to steady isochoric flows of colloidal suspensions. The symmetric velocity…
In this paper invariant subspace method has been employed for solving linear and non-linear fractional partial differential equations involving Caputo derivative. A variety of illustrative examples are solved to demonstrate the…
The first part of this paper introduces sufficient conditions to determine conservation laws of diffusion equations of arbitrary fractional order in time. Numerical methods that satisfy a discrete analogue of these conditions have…
It is well-known that one-dimensional time fractional diffusion-wave equations with variable coefficients can be reduced to ordinary fractional differential equations and systems of linear fractional differential equations via scaling…
In this article, we propose a fully-discrete scheme for the numerical solution of a nonlinear time-fractional biharmonic problem. This problem is first converted into an equivalent system by introducing a new variable. Then spatial and…
We present four frequently used finite difference methods and establish the error bounds for the discretization of the Dirac equation in the massless and nonrelativistic regime, involving a small dimensionless parameter $0< \varepsilon \ll…
In this paper, a class of finite difference numerical techniques is presented to solve the second-order linear inhomogeneous damped wave equation. The consistency, stability, and convergences of these numerical schemes are discussed. The…
In recent years, non-Newtonian fluids have received much attention due to their numerous applications, such as plastic manufacture and extrusion of polymer fluids. They are more complex than Newtonian fluids because the relationship between…
We use high order finite difference methods to solve the wave equation in the second order form. The spatial discretization is performed by finite difference operators satisfying a summation-by-parts property. The focus of this work is on…