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In this article, we develop a cut finite element method for one-phase Stefan problems, with applications in laser manufacturing. The geometry of the workpiece is represented implicitly via a level set function. Material above the…

Numerical Analysis · Mathematics 2018-08-15 Susanne Claus , Samuel Bigot , Pierre Kerfriden

This paper presents a comparative study three numerical schemes such as Linear, Quadratic and Quadratic-Linear scheme for the fractional integro-differential equations defined in terms of the Caputo fractional derivatives. The error…

Numerical Analysis · Mathematics 2022-06-22 Kamlesh Kumar , Rajesh K. Pandey , Shiva Sharma

In this note, we present a new numerical method for solving backward stochastic differential equations. Our method can be viewed as an analogue of the classical finite element method solving deterministic partial differential equations.

Probability · Mathematics 2011-06-07 Penghui Wang , Xu Zhang

We present iterative solvers to approximate the solution of numerical schemes for stochastic Stefan problems. After briefly talking about the convergence results, we tackle the question of efficient strategies for solving the nonlinear…

Numerical Analysis · Mathematics 2025-08-12 Muhammad Awais Khan , Jérôme Droniou , Kim-Ngan Le , Iuliu Sorin Pop

In this article, a numerical scheme is introduced for solving the fractional partial differential equation (FPDE) arising from electromagnetic waves in dielectric media (EMWDM) by using an efficient class of finite difference methods. The…

Numerical Analysis · Mathematics 2022-05-02 Vijay Kumar Patel , Dhirendra Bahuguna

Phase field equations describe the novel approach to the Stefan problems. We calculate these equations numerically performed in two-dimensions. We take full advantage of the phase field parameter $\varphi$ to track the interface on which…

Analysis of PDEs · Mathematics 2016-02-09 Jun-ichi Koga

Two fast L1 time-stepping methods, including the backward Euler and stabilized semi-implicit schemes, are suggested for the time-fractional Allen-Cahn equation with Caputo's derivative. The time mesh is refined near the initial time to…

Numerical Analysis · Mathematics 2020-12-23 Bingquan Ji , Hong-lin Liao , Luming Zhang

The present article is dedicated to the forward and backward solution of a transient one-phase Stefan problem. In the forward problem, we compute the evolution of the initial domain for a Stefan problem where the melting temperature varies…

Numerical Analysis · Mathematics 2025-12-17 Marc Dambrine , Helmut Harbrecht

Free boundary problems appear naturally in numerous areas of mathematics, science and engineering. These problems present a great computational challenge because they necessitate numerical methods that can yield an accurate approximation of…

Numerical Analysis · Mathematics 2020-12-29 Sifan Wang , Paris Perdikaris

In this paper, an Artificial Neural Network (ANN) technique is developed to find solution of celebrated Fractional order Differential Equations (FDE). Compared to integer order differential equation, FDE has the advantage that it can better…

Analysis of PDEs · Mathematics 2018-10-15 Susmita Mall , S. Chakraverty

The classical Stefan problem is one of the most studied free boundary problems of evolution type. Recently, there has been interest in treating the corresponding free boundary problem with nonlocal diffusion. We start the paper by reviewing…

Analysis of PDEs · Mathematics 2020-02-05 Félix del Teso , Jørgen Endal , Juan Luis Vázquez

Two fractional Stefan problems are considered by using Riemann-Liouville and Caputo derivatives of order $\alpha \in (0,1)$ such that in the limit case ($\alpha =1$) both problems coincide with the same classical Stefan problem. For the one…

Analysis of PDEs · Mathematics 2018-10-25 Sabrina D. Roscani , Domingo A. Tarzia

In this paper, we approximate numerically the solution of Caputo-type advection-diffusion equations of the form $D_t^{\alpha} u(t,x) = a_1(x)u_{xx}(t,x) + a_2(x)u_x(t,x) + a_3u(t,x) + a_4(t,x)$, where $D_t^{\alpha} u$ denotes the Caputo…

Numerical Analysis · Mathematics 2025-01-17 Francisco de la Hoz , Peru Muniain

A numerical scheme for solving fractional initial value problems involving the Atangana-Baleanu fractional derivative is presented. Some examples for the proposed method are included, both for equations and systems of fractional initial…

Analysis of PDEs · Mathematics 2016-10-25 J. D. Djida , I. Area , A. Atangana

In this paper we present numerical methods - finite differences and finite elements - for solution of partial differential equation of fractional order in time for one-dimensional space. This equation describes anomalous diffusion which is…

Mathematical Physics · Physics 2007-05-23 Mariusz Ciesielski , Jacek Leszczynski

We present a parallel version of the well-known Split-Step Fourier method (SSF) for solving the Nonlinear Schr\"odinger equation, a mathematical model describing wave packet propagation in fiber optic lines. The algorithm is implemented…

Computational Physics · Physics 2007-05-23 S. M. Zoldi , V. Ruban , A. Zenchuk , S. Burtsev

In this work, we propose a numerical approach for simulations of large deformations of interfaces in a level set framework. To obtain a fast and viable numerical solution in both time and space, temporal discretization is based on the…

General Mathematics · Mathematics 2023-05-30 Aymen Laadhari , Ahmad Deeb

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…

Other Condensed Matter · Physics 2007-05-23 Katarzyna D. Lewandowska , Tadeusz Kosztołowicz

The application of the approximation-operational approach to solving linear differential equations of fractional order with variable coefficients is considered. It is shown that the method can also be applied to solving differential…

Dynamical Systems · Mathematics 2020-06-04 Oleksii V. Vasyliev

We develop a fully discrete scheme for time-fractional diffusion equations by using a finite difference method in time and a finite element method in space. The fractional derivatives are used in Caputo sense. Stability and error estimates…

Analysis of PDEs · Mathematics 2019-08-05 Moulay Rchid Sidi Ammi , Ismail Jamiai , Delfim F. M. Torres