Related papers: On a discrete scheme for time fractional fully non…
In this article, we consider discrete schemes for a fractional diffusion equation involving a tempered fractional derivative in time. We present a semi-discrete scheme by using the local discontinuous Galerkin (LDG) discretization in the…
We propose second-order implicit-explicit (IMEX) time-stepping schemes for nonlinear fractional differential equations with fractional order $0<\beta<1$. From the known structure of the non-smooth solution and by introducing corresponding…
In this study, we concern the multidimensional viscosity solutions theory of a kind of semi-linear partial differential equations (PDEs). A new definition of viscosity solution for this multidimensional semi-linear PDEs which is related to…
On the basis of additive schemes (splitting schemes) we construct efficient numerical algorithms to solve approximately the initial-boundary value problems for systems of time-dependent partial differential equations (PDEs). In many applied…
The multiscale complexity of modern problems in computational science and engineering can prohibit the use of traditional numerical methods in multi-dimensional simulations. Therefore, novel algorithms are required in these situations to…
This work introduces and rigorously analyzes a novel operator-splitting finite element scheme for approximating viscosity solutions of a broad class of constrained second-order partial differential equations. By decoupling the primary PDE…
We build a simple and general class of finite difference schemes for first order Hamilton-Jacobi (HJ) Partial Differential Equations. These filtered schemes are convergent to the unique viscosity solution of the equation. The schemes are…
An initial-boundary value problem with a Caputo time derivative of fractional order $\alpha\in(0,1)$ is considered, solutions of which typically exhibit a singular behaviour at an initial time. An L2-type discrete fractional-derivative…
We provide sufficient conditions for the existence of viscosity solutions of fractional semilinear elliptic PDEs of index $\alpha \in (1,2)$ with polynomial gradient nonlinearities on $d$-dimensional balls, $d\geq 2$. Our approach uses a…
We improve the time decay estimates of solutions to the one-dimensional fractional diffusion equation involving the Caputo derivative. The equation is considered on the half-line. Depending on the boundary condition, we show that solutions…
The present paper deals with the numerical solution of time-fractional advection-diffusion equations involving the Caputo derivative with source term by means of an unconditionally stable implicit finite difference method on quasi-uniform…
In this work we introduce a viscosity-based notion of solution for general approximation schemes associated with partial differential equations, such as dynamic programming principles~(DPPs). A key feature of our approach is that it…
Many applications involve partial differential equations which admits nontrivial steady state solutions. The design of schemes which are able to describe correctly these equilibrium states may be challenging for numerical methods, in…
A fully discrete Lagrangian scheme for solving a family of fourth order equations numerically is presented. The discretization is based on the equation's underlying gradient flow structure w.r.t. the $L^2$-Wasserstein distance, and adapts…
In this article, we have developed a higher order compact numerical method for variable coefficient parabolic problems with mixed derivatives. The finite difference scheme, presented here for two-dimensional domains, is based on fourth…
We investigate the geometric structure of adjoint systems associated with evolutionary partial differential equations at the fully continuous, semi-discrete, and fully discrete levels and the relations between these levels. We show that the…
We propose new machine learning schemes for solving high dimensional nonlinear partial differential equations (PDEs). Relying on the classical backward stochastic differential equation (BSDE) representation of PDEs, our algorithms estimate…
Using probabilistic methods, we establish a-priori estimates for two classes of quasilinear parabolic systems of partial differential equations (PDEs). We treat in particular the case of a nonlinearity which has quadratic growth in the…
We propose a finite element discretisation approach for the incompressible Euler equations which mimics their geometric structure and their variational derivation. In particular, we derive a finite element method that arises from a…
In this work, we investigate a variational formulation for a time-fractional Fokker-Planck equation which arises in the study of complex physical systems involving anomalously slow diffusion. The model involves a fractional-order Caputo…