Related papers: Error estimates for backward fractional Feynman-Ka…
A time-stepping $L1$ scheme for solving a time fractional Fokker-Planck equation of order $\alpha \in (0, 1)$, with a general driving force, is investigated. A stability bound for the semi-discrete solution is obtained for…
We provide a numerical algorithm for the model characterizing anomalous diffusion in expanding media, which is derived in [F. Le Vot, E. Abad, and S. B. Yuste, Phys. Rev. E {\bf96} (2017) 032117]. The Sobolev regularity for the equation is…
This paper is devoted to the numerical analysis of a piecewise constant discontinuous Galerkin method for time fractional subdiffusion problems. The regularity of weak solution is firstly established by using variational approach and…
This paper considers the backward Euler based linear time filtering method for the EMAC formulation of the incompressible Navier-Stokes equations. The time filtering is added as a modular step to the standard backward Euler code leading to…
We apply a composite idea of semi-discrete finite difference approximation in time and Galerkin finite element method in space to solve the Navier-Stokes equations with Caputo derivative of order 0 < {\alpha} < 1. The stability properties…
In this paper, both semidiscrete and completely discrete finite volume element methods (FVEMs) are analyzed for approximating solutions of a class of linear hyperbolic integro- differential equations in a two-dimensional convex polygonal…
This paper detailedly discusses the locally one-dimensional numerical methods for efficiently solving the three-dimensional fractional partial differential equations, including fractional advection diffusion equation and Riesz fractional…
We consider a finite element discretization for the reconstruction of the final state of the heat equation, when the initial data is unknown, but additional data is given in a sub domain in the space time. For the discretization in space we…
Optimization problems with $L^1$-control cost functional subject to an elliptic partial differential equation (PDE) are considered. However, different from the finite dimensional $l^1$-regularization optimization, the resulting discretized…
We study several numerical discretization techniques for the one-space plus one-time dimensional Dirac equation, including finite difference and space-time finite element methods. Two finite difference schemes and several space-time finite…
We consider the integral definition of the fractional Laplacian and analyze a linear-quadratic optimal control problem for the so-called fractional heat equation; control constraints are also considered. We derive existence and uniqueness…
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…
We derive optimal order a posteriori error estimates for fully discrete approximations of the initial-boundary value problem for the heat equation. For the discretization in time we apply the fractional-step $\vartheta$-scheme and for the…
We develop a rapid and accurate contour method for the solution of time-fractional PDEs. The method inverts the Laplace transform via an optimised stable quadrature rule, suitable for infinite-dimensional operators, whose error decreases…
In this article we propose a scheme for solving the coupled time-fractional nonlocal diffusion problem. The scheme consist of fractional Crank-Nicolson method with Galerkin finite element method (FEM) and Newton's method. We derive \emph{a…
We present an algorithm for the numerical solution of nonlinear parabolic partial differential equations. This algorithm extends the classical Feynman-Kac formula to fully nonlinear partial differential equations, by using random trees that…
This paper establishes a Feynman-Kac formula to represent the solution to general time inhomogeneous stochastic parabolic partial differential equations driven by multiplicative fractional Gaussian noises in bounded domain where L_t is a…
We present a general framework for the rigorous numerical analysis of time-fractional nonlinear parabolic partial differential equations, with a fractional derivative of order $\alpha\in(0,1)$ in time. The framework relies on three…
In this article, the piecewise-linear finite element method (FEM) is applied to approximate the solution of time-fractional diffusion equations on bounded convex domains. Standard energy arguments do not provide satisfactory results for…
This article provides a new theory for the analysis of forward and backward particle approximations of Feynman-Kac models. Such formulae are found in a wide variety of applications and their numerical (particle) approximation are required…