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We derive closed-form expressions for the poles and zeros of approximate fractional integrator/differentiator filters, which correspond to spectral roll-off filters having any desired log-log slope to a controllable degree of accuracy over…

Computational Engineering, Finance, and Science · Computer Science 2016-06-21 Julius Orion Smith , Harrison Freeman Smith

This work is concerned with spectral collocation methods for fractional PDEs in unbounded domains. The method consists of expanding the solution with proper global basis functions and imposing collocation conditions on the Gauss-Hermite…

Numerical Analysis · Mathematics 2018-01-30 Tao Tang , Huifang Yuan , Tao Zhou

We consider finite element methods of multiscale type to approximate solutions for two-dimensional symmetric elliptic partial differential equations with heterogeneous $L^\infty$ coefficients. The methods are of Galerkin type and follow the…

Numerical Analysis · Mathematics 2025-05-20 Alexandre L. Madureira , Marcus Sarkis

The quasidiffusion (QD) method, also known as the Variable Eddington Factor (VEF) method in the astrophysical community, is an established iterative method for accelerating source iterations in SN calculations. A great advantage of the QD…

Numerical Analysis · Mathematics 2024-10-14 Dean Wang

We introduce a guided stochastic sampling method that augments sampling from diffusion models with physics-based guidance derived from partial differential equation (PDE) residuals and observational constraints, ensuring generated samples…

Machine Learning · Computer Science 2026-05-28 Andrew Millard , Fredrik Lindsten , Zheng Zhao

In this paper we present stochastic foundations of fractional dynamics driven by fractional material derivative of distributed order-type. Before stating our main result we present the stochastic scenario which underlies the dynamics given…

Probability · Mathematics 2015-10-02 Marcin Magdziarz , Marek Teuerle

The following document presents some novel numerical methods valid for one and several variables, which using the fractional derivative, allow to find solutions for some non-linear systems in the complex space using real initial conditions.…

Numerical Analysis · Mathematics 2024-04-25 A. Torres-Hernandez , F. Brambila-Paz

Mortar methods are widely used techniques for discretizations of partial differential equations and preconditioners for the algebraic systems resulting from the discretizations. For problems with high contrast and multiple scales, the…

Numerical Analysis · Mathematics 2016-09-12 Eric T. Chung , Shubin Fu , Yanfang Yang

We present a new tunably-accurate Laguerre Petrov-Galerkin spectral method for solving linear multi-term fractional initial value problems with derivative orders at most one and constant coefficients on the half line. Our method results in…

Numerical Analysis · Mathematics 2016-07-29 Anna Lischke , Mohsen Zayernouri , George Em Karniadakis

A kind of spatial fractional diffusion equations in this paper are studied. Firstly, an L1 formula is employed for the spatial discretization of the equations. Then, a second order scheme is derived based on the resulting semi-discrete…

Numerical Analysis · Mathematics 2020-01-08 Yong-Liang Zhao , Pei-Yong Zhu , Xian-Ming Gu , Xi-Le Zhao , Huan-Yan Jian

In this study, a novel semi-implicit second-order temporal scheme combined with the finite element method for space discretization is proposed to solve the coupled system of infiltration and solute transport in unsaturated porous media. The…

Numerical Analysis · Mathematics 2024-06-11 Nour-eddine Toutlini , Abdelaziz Beljadid , Azzeddine Soulaïmani

We present high-order, finite element-based Second Moment Methods (SMMs) for solving radiation transport problems in two spatial dimensions. We leverage the close connection between the Variable Eddington Factor (VEF) method and SMM to…

Numerical Analysis · Mathematics 2023-06-19 Samuel Olivier , Terry S. Haut

Maxwell equations are solved in a layer comprising a finite number of homogeneous isotropic dielectric regions ended by anisotropic perfectly matched layers (PMLs). The boundary-value problem is solved and the dispersion relation inside the…

Optics · Physics 2009-11-10 Diana C. Skigin

We use trivariate spline functions for the numerical solution of the Dirichlet problem of the 3D elliptic Monge-Amp\'ere equation. Mainly we use the spline collocation method introduced in [SIAM J. Numerical Analysis, 2405-2434,2022] to…

Numerical Analysis · Mathematics 2023-02-07 Ming-Jun Lai , Jinsil Lee

Convergence of an adaptive collocation method for the stationary parametric diffusion equation with finite-dimensional affine coefficient is shown. The adaptive algorithm relies on a recently introduced residual-based reliable a posteriori…

Numerical Analysis · Mathematics 2021-06-17 Martin Eigel , Oliver Ernst , Björn Sprungk , Lorenzo Tamellini

In this work, we propose a new semi-Lagrangian (SL) finite difference scheme for nonlinear advection-diffusion problems. To ensure conservation, which is fundamental for achieving physically consistent solutions, the governing equations are…

Numerical Analysis · Mathematics 2025-11-05 Silvia Preda , Walter Boscheri , Matteo Semplice , Maurizio Tavelli

The Method of Moments (MOM) has largely been applied to investigate sooting laminar and turbulent flames. However, the classical MOM is not able to characterize a continuous particle size distribution (PSD). Without access to information on…

Fluid Dynamics · Physics 2022-10-20 Federica Ferraro , Sandro Gierth , Steffen Salenbauch , Wang Han , Christian Hasse

A high-order finite element method is proposed to solve the nonlinear convection-diffusion equation on a time-varying domain whose boundary is implicitly driven by the solution of the equation. The method is semi-implicit in the sense that…

Numerical Analysis · Mathematics 2022-01-03 Chuwen Ma , Weiying Zheng

The present work proposes a second-order time splitting scheme for a linear dispersive equation with a variable advection coefficient subject to transparent boundary conditions. For its spatial discretization, a dual Petrov--Galerkin method…

Numerical Analysis · Mathematics 2021-06-09 Lukas Einkemmer , Alexander Ostermann , Mirko Residori

In this paper, a mixed high order finite difference scheme-Pad\'{e} approximation method is applied to obtain numerical solution of the Riesz fractional advection-dispersion equation. This method is based on the high order finite difference…

Numerical Analysis · Mathematics 2021-05-26 Sohrab Valizadeh , Abdollah Borhanifar