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The paper aims to establish a fully discrete finite element (FE) scheme and provide cost-effective solutions for one-dimensional time-space Caputo-Riesz fractional diffusion equations on a bounded domain $\Omega$. Firstly, we construct a…

Numerical Analysis · Mathematics 2017-07-27 Xiaoqiang Yue , Weiping Bu , Shi Shu , Menghuan Liu , Shuai Wang

For time-dependent problems with high-contrast multiscale coefficients, the time step size for explicit methods is affected by the magnitude of the coefficient parameter. With a suitable construction of multiscale space, one can achieve a…

Numerical Analysis · Mathematics 2022-04-01 Wing Tat Leung , Yating Wang

We propose an easy-to-implement iterative method for resolving the implicit (or semi-implicit) schemes arising in solving reaction-diffusion (RD) type equations. We formulate the nonlinear time implicit scheme as a min-max saddle point…

Numerical Analysis · Mathematics 2023-05-09 Shu Liu , Siting Liu , Stanley Osher , Wuchen Li

Due to the intrinsically initial singularity of solution and the discrete convolution form in numerical Caputo derivatives, the traditional $H^1$-norm analysis (corresponding to the case for a classical diffusion equation) to the time…

Numerical Analysis · Mathematics 2022-01-05 Jincheng Ren , Hong-lin Liao , Jiwei Zhang , Zhimin Zhang

In this work, we extend the fractional linear multistep methods in [C. Lubich, SIAM J. Math. Anal., 17 (1986), pp.704--719] to the tempered fractional integral and derivative operators in the sense that the tempered fractional derivative…

Numerical Analysis · Mathematics 2018-12-11 Ling Guo , Fanhai Zeng , Ian Turner , Kevin Burrage , George Em Karniadakis

In this paper, we investigate the well-posedness and the long-time asymptotic behavior for the initial-boundary value problem for multi-term time-fractional diffusion equations, where the time differentiation consists of a finite summation…

Analysis of PDEs · Mathematics 2023-01-02 Zhiyuan Li , Yikan Liu , Masahiro Yamamoto

A novel H3N3-2$_\sigma$ interpolation approximation for the Caputo fractional derivative of order $\alpha\in(1,2)$ is derived in this paper, which improves the popular L2C formula with (3-$\alpha$)-order accuracy. By an interpolation…

Numerical Analysis · Mathematics 2024-02-01 Rui-lian Du , Changpin Li , Zhi-zhong Sun

In this study, we consider a class of non-autonomous time-fractional partial advection-diffusion-reaction (TF-ADR) equations with Caputo type fractional derivative. To obtain the numerical solution of the model problem, we apply the…

Numerical Analysis · Mathematics 2023-08-08 Sandip Maji , Srinivasan Natesan

We provide a preliminary comparison of the dispersion properties, specifically the time-amplification factor, the scaled group velocity and the error in the phase speed of four spatiotemporal discretization schemes utilized for solving the…

Numerical Analysis · Mathematics 2019-12-23 S. Singh , S. Sircar

We develop unified and easy to use framework to study robust fully discrete numerical methods for nonlinear degenerate diffusion equations $$ \partial_t u-\mathfrak{L}[\varphi(u)]=f(x,t) \qquad\text{in}\qquad \mathbb{R}^N\times(0,T), $$…

Numerical Analysis · Mathematics 2018-10-17 Félix del Teso , Jørgen Endal , Espen R. Jakobsen

Based on our recent results, in this paper, a compact finite difference scheme is derived for a time fractional differential equation subject to the Neumann boundary conditions. The proposed scheme is second order accurate in time and…

Numerical Analysis · Mathematics 2014-04-15 Seakweng Vong , Zhibo Wang

We focus here on a class of fourth-order parabolic equations that can be written as a system of second-order equations by introducing an auxiliary variable. We design a novel second-order fully discrete mixed finite element method to…

Numerical Analysis · Mathematics 2020-08-28 Sana Keita , Abdelaziz Beljadid , Yves Bourgault

In this paper, we present a sparse grid-based Monte Carlo method for solving high-dimensional semi-linear nonlocal diffusion equations with volume constraints. The nonlocal model is governed by a class of semi-linear partial…

Numerical Analysis · Mathematics 2025-07-08 Changtao Sheng , Bihao Su , Chenglong Xu

In this paper, a higher order finite difference scheme is proposed for Generalized Fractional Diffusion Equations (GFDEs). The fractional diffusion equation is considered in terms of the generalized fractional derivatives (GFDs) which uses…

Numerical Analysis · Mathematics 2022-06-08 Kamlesh Kumar , Rajesh K. Pandey

This paper proposes and analyzes an implicit-explicit BDF-Galerkin scheme of second order for the time-dependent nonlinear thermistor problem. For this, we combine the second-order backward differentiation formula with special extrapolation…

Numerical Analysis · Mathematics 2026-05-29 R. Altmann , A. Moradi

In this paper, we develop a class of high-order conservative methods for simulating non-equilibrium radiation diffusion problems. Numerically, this system poses significant challenges due to strong nonlinearity within the stiff source terms…

Numerical Analysis · Mathematics 2024-01-30 Shaoqin Zheng , Min Tang , Qiang Zhang , Tao Xiong

We propose a piecewise-linear, time-stepping discontinuous Galerkin method to solve numerically a time fractional diffusion equation involving Caputo derivative of order $\mu\in (0,1)$ with variable coefficients. For the spatial…

Numerical Analysis · Mathematics 2015-11-03 K. Mustapha , B. Abdallah , K. M. Furati , M. Nour

In this paper, we are interested in the study of a problem with fractional derivatives having boundary conditions of integral types. The problem represents a Caputo type advection-diffusion equation where the fractional order derivative…

Numerical Analysis · Mathematics 2021-02-23 Saadoune Brahimi , Ahcene Merad , Adem Kilicman

A high-accuracy time discretization is discussed to numerically solve the nonlinear fractional diffusion equation forced by a space-time white noise. The main purpose of this paper is to improve the temporal convergence rate by modifying…

Numerical Analysis · Mathematics 2021-05-04 Xing Liu

In this paper, we introduce and analyze a numerical scheme for solving the Cauchy-Dirichlet problem associated with fractional nonlinear diffusion equations. These equations generalize the porous medium equation and the fast diffusion…

Numerical Analysis · Mathematics 2024-09-30 Hélène Hivert , Florian Salin
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