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We study a fully discrete finite element method for variable-order time-fractional diffusion equations with a time-dependent variable order. Optimal convergence estimates are proved with the first-order accuracy in time (and second order…

Numerical Analysis · Mathematics 2019-05-15 Xiangcheng Zheng , Fanhai Zeng , Hong Wang

The aim of this paper is to develop a refined error estimate of L1/finite element scheme for a reaction-subdiffusion equation with constant delay $\tau$ and uniform time mesh. Under the non-uniform multi-singularity assumption of exact…

Numerical Analysis · Mathematics 2024-07-09 Weiping Bu , Xin Zheng

This paper is to investigate if the solution of a hybrid stochastic functional differential equation (SFDE) with infinite delay can be approximated by the solution of the corresponding hybrid SFDE with finite delay. A positive result is…

Probability · Mathematics 2025-12-23 Guozhen Li , Xiaoyue Li , Xuerong Mao , Guoting Song

We propose a novel family of asymptotically stable, implicit-explicit, adaptive, time integration method (denoted with the $\theta$-method) for the solution of the fractional advection-diffusion-reaction (FADR) equations. This family of…

Numerical Analysis · Mathematics 2023-01-18 Dipa Ghosh , Tanisha Chauhan , Sarthok Sircar

This paper investigates the well-posedness and small-noise asymptotics of a class of stochastic partial differential equations defined on a bounded domain of $\mathbb{R}^d$, where the diffusion coefficient depends nonlinearly and…

Probability · Mathematics 2025-06-23 Sandra Cerrai , Giuseppina Guatteri , Gianmario Tessitore

In this paper, we first propose an unconditionally stable implicit difference scheme for solving generalized time-space fractional diffusion equations (GTSFDEs) with variable coefficients. The numerical scheme utilizes the $L1$-type formula…

Numerical Analysis · Mathematics 2021-09-15 Xian-Ming Gu , Ting-Zhu Huang , Yong-Liang Zhao , Pin Lyu , Bruno Carpentieri

This paper investigates a numerical probabilistic method for the solution of some semilinear stochastic partial differential equations (SPDEs in short). The numerical scheme is based on discrete time approximation for solutions of systems…

Probability · Mathematics 2015-09-21 Achref Bachouch , Mohamed Anis Ben Lasmar , Anis Matoussi , Mohamed Mnif

In this paper, we use an implicit two-derivative deferred correction time discretization approach and combine it with a spatial discretization of the discontinuous Galerkin spectral element method to solve (non-)linear PDEs. The resulting…

Numerical Analysis · Mathematics 2022-07-13 Jonas Zeifang , Jochen Schuetz

Explicit numerical methods based on Lax-Friedrichs and Leap-Frog finite difference approximations are constructed to find the numerical solution of the first-order hyperbolic partial differential equation with point-wise delay or advance,…

Numerical Analysis · Mathematics 2010-12-07 Paramjeet Singh , Kapil K. Sharma

In this paper, we present an inverse problem of identifying the reaction coefficient for time fractional diffusion equations in two dimensional spaces by using boundary Neumann data. It is proved that the forward operator is continuous with…

Numerical Analysis · Mathematics 2018-06-14 Xiaoyan Song , Guanghui Zheng , Lijian Jiang

In this work, we present a machine learning approach for reducing the error when numerically solving time-dependent partial differential equations (PDE). We use a fully convolutional LSTM network to exploit the spatiotemporal dynamics of…

Machine Learning · Computer Science 2020-02-11 Ben Stevens , Tim Colonius

Multiscale and multiphysics problems need novel numerical methods in order for them to be solved correctly and predictively. To that end, we develop a wavelet based technique to solve a coupled system of nonlinear partial differential…

Numerical Analysis · Mathematics 2023-03-22 Cale Harnish , Luke Dalessandro , Karel Matous , Daniel Livescu

The reaction-diffusion equation is one of the cornerstones equations in applied science and engineering. In the present study, a deep neural network has been trained in order to predict the solution of the equation with different…

Machine Learning · Computer Science 2019-12-12 Amin Karimi Monsefi , Rana Bakhtiyarzade

The initial inverse problem of finding solutions and their initial values ($t = 0$) appearing in a general class of fractional reaction-diffusion equations from the knowledge of solutions at the final time ($t = T$). Our work focuses on the…

Analysis of PDEs · Mathematics 2021-03-29 Tran Bao Ngoc , Yavar Kian , Nguyen Huy Tuan

A delayed term in a differential equation reflects the fact that information takes significant time to travel from one place to another within a process being studied. Despite de apparent similarity with ordinary differential equations,…

Dynamical Systems · Mathematics 2023-08-24 Gregory Kozyreff

We give sufficient conditions under which the convergence of finite difference approximations in the space variable of the solution to the Cauchy problem for linear stochastic PDEs of parabolic type can be accelerated to any given order of…

Probability · Mathematics 2010-06-09 Istvan Gyongy , Nicolai Krylov

In this paper, we propose and analyze ETD-Multistep-Pad\'{e} (ETD-MS-Pad\'{e}) and ETD Implicit Multistep-Pad\'{e} (ETD-IMS-Pad\'{e}) for semilinear parabolic delay differential equations with smooth solutions. In our previous work [15], we…

Numerical Analysis · Mathematics 2025-07-02 Haishen Dai , Huan Lei

The time-fractional convection-diffusion equation is performed by Lie symmetry analysis method which involves the Riemann-Liouville time-fractional derivative of the order $\alpha\in(0,2)$. In eight cases, the symmetries are obtained and…

Exactly Solvable and Integrable Systems · Physics 2015-12-09 Junjun Zhang , Jun Zhang

The convergence of a family of AMF-Runge-Kutta methods (in short AMF-RK) for the time integration of evolutionary Partial Differential Equations (PDEs) of Advection Diffusion Reaction type semi-discretized in space is considered. The…

Numerical Analysis · Mathematics 2015-01-13 Severiano Gonzalez Pinto , Domingo Hernandez Abreu , Soledad Perez Rodriguez

This paper discusses a multi-term time-fractional delay differential equation in a real Hilbert space. An iterative scheme for a multi-term time-fractional differential equation is established using Rothe's method. The method of…

Numerical Analysis · Mathematics 2024-03-13 Areefa Khatoon , Abdur Raheem , Asma Afreen