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Anomalous diffusion is a phenomenon that cannot be modeled accurately by second-order diffusion equations, but is better described by fractional diffusion models. The nonlocal nature of the fractional diffusion operators makes substantially…

Numerical Analysis · Mathematics 2018-03-08 K. Mustapha , K. Furati , O. M. Knio , O. Le Maitre

The molecular motion in heterogeneous media displays anomalous diffusion by the mean-squared displacement $\langle X^2(t) \rangle = 2 D t^\alpha$. Motivated by experiments reporting populations of the anomalous diffusion parameters $\alpha$…

Biological Physics · Physics 2025-10-09 Yann Lanoiselée , Gianni Pagnini , Agnieszka Wyłomańska

In this work, we consider the numerical recovery of a spatially dependent diffusion coefficient in a subdiffusion model from distributed observations. The subdiffusion model involves a Caputo fractional derivative of order $\alpha\in(0,1)$…

Numerical Analysis · Mathematics 2021-01-12 Bangti Jin , Zhi Zhou

In this work, we consider the numerical solution of an initial boundary value problem for the distributed order time fractional diffusion equation. The model arises in the mathematical modeling of ultra-slow diffusion processes observed in…

Numerical Analysis · Mathematics 2015-04-08 Bangti Jin , Raytcho Lazarov , Dongwoo Sheen , Zhi Zhou

The aim of this paper is to develop and analyze numerical schemes for approximately solving the backward problem of subdiffusion equation involving a fractional derivative in time with order $\alpha\in(0,1)$. After using quasi-boundary…

Numerical Analysis · Mathematics 2020-10-28 Zhengqi Zhang , Zhi Zhou

Fractional Fokker-Planck equation plays an important role in describing anomalous dynamics. To the best of our knowledge, the existing discussions mainly focus on this kind of equation involving one diffusion operator. In this paper, we…

Numerical Analysis · Mathematics 2021-09-08 Jing Sun , Weihua Deng , Daxin Nie

A one dimensional fractional diffusion model with the Riemann-Liouville fractional derivative is studied. First, a second order discretization for this derivative is presented and then an unconditionally stable weighted average finite…

Numerical Analysis · Mathematics 2011-09-13 Ercília Sousa , Can Li

We develop a unified and easy to use framework to study robust fully discrete numerical methods for nonlinear degenerate diffusion equations $$ \partial_t u-\mathfrak{L}^{\sigma,\mu}[\varphi(u)]=f \quad\quad\text{in}\quad\quad…

Numerical Analysis · Mathematics 2019-06-20 Félix del Teso , Jørgen Endal , Espen R. Jakobsen

In this paper we investigate a sub-diffusion equation for simulating the anomalous diffusion phenomenon in real physical environment. Based on an equivalent transformation of the original sub-diffusion equation followed by the use of a…

Numerical Analysis · Mathematics 2018-03-29 Zongze Yang , Jungang Wang , Yan Li , Yufeng Nie

A finite difference numerical method is investigated for fractional order diffusion problems in one space dimension. For this, a mathematical model is developed to incorporate homogeneous Dirichlet and Neumann type boundary conditions. The…

Numerical Analysis · Mathematics 2014-11-07 Béla J. Szekeres , Ferenc Izsák

This paper is devoted to the error analysis of a time-spectral algorithm for fractional diffusion problems of order $\alpha$ ($0 < \alpha < 1$). The solution regularity in the Sobolev space is revisited, and new regularity results in the…

Numerical Analysis · Mathematics 2021-06-08 Hao Luo , Xiaoping Xie

Uchaikin suggested a mathematical model of an anomalous diffusion in a space was suggested. This model origins in an investigation of processes in complex systems with variable structure: glasses, liquid crystals, biopolymers, proteins and…

Probability · Mathematics 2007-05-23 G. Sh. Tsitsiashvili , A. E. Yashin

This paper considers the numerical analysis of a semilinear fractional diffusion equation with nonsmooth initial data. A new Gr\"onwall's inequality and its discrete version are proposed. By the two inequalities, error estimates in three…

Numerical Analysis · Mathematics 2019-09-04 Binjie Li , Tao Wang , Xiaoping Xie

The paper considers an Euler discretization based numerical scheme for approximating functionals of invariant distribution of an ergodic diffusion. Convergence of the numerical scheme is shown for suitably chosen discretization step, and a…

Probability · Mathematics 2018-05-31 Arnab Ganguly , P. Sundar

In this paper, two kinds of high-order compact finite difference schemes for second-order derivative are developed. Then a second-order numerical scheme for Riemann-Liouvile derivative is established based on fractional center difference…

Numerical Analysis · Mathematics 2016-11-22 Hengfei Ding , Changpin Li

From the spread of pollutants in the atmosphere to the transmission of nutrients across cell membranes, anomalous diffusion processes are ubiquitous in natural systems. The ability to understand and control the mechanisms guiding such…

Statistical Mechanics · Physics 2021-01-04 E G Kostadinova , J L Padgett , C D Liaw , L S Matthews , T W Hyde

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 an analysis of existence, uniqueness, and smoothness of the solution to a class of fractional ordinary differential equations posed on the whole real line that models a steady state behavior of a certain anomalous diffusion,…

Classical Analysis and ODEs · Mathematics 2018-05-25 V. Ginting , Y. Li

We study the regularity of a porous medium equation with nonlocal diffusion effects given by an inverse fractional Laplacian operator. The precise model is $u_t=\nabla\cdot(u\nabla (-\Delta)^{-1/2}u).$ For definiteness, the problem is posed…

Analysis of PDEs · Mathematics 2014-09-30 Luis Caffarelli , Juan Luis Vázquez

Diffusion in nonhomogeneous media is described by a dynamical process driven by a general Levy noise and subordinated to a random time; the subordinator depends on the position. This problem is approximated by a multiplicative process…

Statistical Mechanics · Physics 2015-06-18 Tomasz Srokowski
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