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A detailed description and validation of a recently developed integration scheme is here reported for one- and two-dimensional reaction-diffusion models. As paradigmatic examples of this class of partial differential equations the complex…

Statistical Mechanics · Physics 2015-06-25 M. Nitti , A. Torcini , S. Ruffo

Time fractional advection-dispersion equations arise as generalizations of classical integer order advection-dispersion equations and are increasingly used to model fluid flow problems through porous media. In this paper we develop an…

Numerical Analysis · Mathematics 2019-05-16 Carlos E. Mejía , Alejandro Piedrahita

In this paper, we develop and analyze a stochastic algorithm for solving space-time fractional diffusion models, which are widely used to describe anomalous diffusion dynamics. These models pose substantial numerical challenges due to the…

Numerical Analysis · Mathematics 2025-08-29 Tengteng Cui , Chengtao Sheng , Bihao Su , Zhi Zhou

We investigate the behavior of the time derivatives of the solution to a linear time-fractional, advection-diffusion-reaction equation, allowing space- and time-dependent coefficients as well as initial data that may have low regularity.…

Analysis of PDEs · Mathematics 2020-03-24 William McLean , Kassem Mustapha , Raed Ali , Omar M. Knio

This work considers to numerically solve a subdiffusion equation involving constant time delay $\tau$ and Riemann-Liouville fractional derivative. First, a fully discrete finite element scheme is developed for the considered problem under…

Numerical Analysis · Mathematics 2025-09-17 Weiping Bu , Chen Nie , Weizhi Liao

The macroscopic behavior of dissipative stochastic partial differential equations usually can be described by a finite dimensional system. This article proves that a macroscopic reduced model may be constructed for stochastic…

Mathematical Physics · Physics 2008-12-11 Wei Wang , A. J. Roberts

In this paper, we focus on designing a well-conditioned Glarkin spectral methods for solving a two-sided fractional diffusion equations with drift, in which the fractional operators are defined neither in Riemann-Liouville nor Caputo sense,…

Numerical Analysis · Mathematics 2019-09-13 Lijing Zhao , Xudong Wang

We consider here a model of accelerating fronts, introduced in [2], consisting of one equation with nonlocal diffusion on a line, coupled via the boundary condition with a reaction-diffusion equation of the Fisher-KPP type in the upper…

Analysis of PDEs · Mathematics 2019-11-11 Anne-Charline Chalmin , Jean-Michel Roquejoffre

We prove optimal estimates for the decay in time of solutions to a rather general class of non-local in time subdiffusion equations in $\mathbb{R}^d$. An important special case is the time-fractional diffusion equation, which has seen much…

Analysis of PDEs · Mathematics 2014-03-10 Jukka Kemppainen , Juhana Siljander , Vicente Vergara , Rico Zacher

We discuss the numerical solution of nonlinear parabolic partial differential equations, exhibiting finite speed of propagation, via a strongly implicit finite-difference scheme with formal truncation error $\mathcal{O}\left[(\Delta x)^2 +…

Fluid Dynamics · Physics 2022-03-30 Aditya A. Ghodgaonkar , Ivan C. Christov

We consider the initial/boundary value problem for a diffusion equation involving multiple time-fractional derivatives on a bounded convex polyhedral domain. We analyze a space semidiscrete scheme based on the standard Galerkin finite…

Numerical Analysis · Mathematics 2015-06-18 Bangti Jin , Raytcho Lazarov , Yikan Liu , Zhi Zhou

Lie group method provides an efficient tool to solve a differential equation. This paper suggests a fractional partner for fractional partial differential equations using a fractional characteristic method. A space-time fractional diffusion…

Mathematical Physics · Physics 2010-09-22 Guo-cheng Wu

In this paper, an alternating direction implicit (ADI) difference scheme for two-dimensional time-fractional wave equation of distributed-order with a nonlinear source term is presented. The unique solvability of the difference solution is…

Numerical Analysis · Mathematics 2017-04-11 Jiahui Hu , Jungang Wang , Zhanbin Yuan , Zongze Yang , Yufeng Nie

In this work, a complete error analysis is presented for fully discrete solutions of the subdiffusion equation with a time-dependent diffusion coefficient, obtained by the Galerkin finite element method with conforming piecewise linear…

Numerical Analysis · Mathematics 2018-09-24 Bangti Jin , Buyang Li , Zhi Zhou

An implicit finite difference method with non-uniform timesteps for solving the fractional diffusion equation in the Caputo form is proposed. The method allows one to build adaptive methods where the size of the timesteps is adjusted to the…

Numerical Analysis · Mathematics 2024-06-28 Santos B. Yuste , Joaquín Quintana-Murillo

In this paper, a second-order backward difference formula (abbr. BDF2) is used to approximate first-order time partial derivative, the Riesz fractional derivatives are approximated by fourth-order compact operators, a class of new…

Numerical Analysis · Mathematics 2019-09-06 Dongdong Hu , Xuenian Cao

The paper investigates a non-intrusive parallel time integration with multigrid for space-fractional diffusion equations in two spatial dimensions. We firstly obtain a fully discrete scheme via using the linear finite element method to…

Numerical Analysis · Mathematics 2018-05-18 Xiaoqiang Yue , Shi Shu , Xiaowen Xu , Weiping Bu , Kejia Pan

Fractional derivative relaxation type equations (FREs) including fractional diffusion equation and fractional relaxation equation, have been widely used to describe anomalous phenomena in physics. To utilize the characteristics of…

Numerical Analysis · Mathematics 2017-11-20 XiaoTing Liu , HongGuang Sun , Yong Zhang , Zhuojia Fu

In arXiv:2305.03945 [math.NA], a first-order optimization algorithm has been introduced to solve time-implicit schemes of reaction-diffusion equations. In this research, we conduct theoretical studies on this first-order algorithm equipped…

Numerical Analysis · Mathematics 2025-04-01 Shu Liu , Xinzhe Zuo , Stanley Osher , Wuchen Li

In this paper, we study a fast and linearized finite difference method to solve the nonlinear time-fractional wave equation with multi fractional orders. We first propose a discretization to the multi-term Caputo derivative based on the…

Numerical Analysis · Mathematics 2019-02-22 Pin Lyu , Yuxiang Liang , Zhibo Wang