English
Related papers

Related papers: High-order Time Stepping Schemes for Semilinear Su…

200 papers

In this work, we explore a time-fractional diffusion equation of order $\alpha \in (0,1)$ with a stochastic diffusivity parameter. We focus on efficient estimation of the expected values (considered as an infinite dimensional integral on…

Numerical Analysis · Mathematics 2024-09-04 Josef Dick , Hecong Gao , William McLean , Kassem Mustapha

We consider nonlocal nonlinear potentials and estimate the rate of convergence of time stepping schemes to the peridynamic equation of motion. We begin by establishing the existence of $H^2$ solutions over any finite time interval. Here…

Numerical Analysis · Mathematics 2018-10-04 Prashant K. Jha , Robert Lipton

We derive unconditionally stable and convergent variable-step BDF2 scheme for solving the MBE model with slope selection. The discrete orthogonal convolution kernels of the variable-step BDF2 method is commonly utilized recently for solving…

Numerical Analysis · Mathematics 2023-02-07 Xuan Zhao , Haifeng Zhang , Hong Sun

Nonlinear time fractional partial differential equations are widely used in modeling and simulations. In many applications, there are high contrast changes in media properties. For solving these problems, one often uses coarse spatial grid…

Numerical Analysis · Mathematics 2022-07-13 Wenyuan Li , Anatoly Alikhanov , Yalchin Efendiev , Wing Tat Leung

The solution of time fractional partial differential equations in general exhibit a weak singularity near the initial time. In this article we propose a method for solving time fractional diffusion equation with nonlocal diffusion term. The…

Numerical Analysis · Mathematics 2022-01-10 Sudhakar Chaudhary , Pari J. Kundaliya

We consider the numerical approximation of a generalized fractional Oldroyd-B fluid problem involving two Riemann-Liouville fractional derivatives in time. We establish regularity results for the exact solution which play an important role…

Numerical Analysis · Mathematics 2018-11-06 Mariam Al-Maskari , Samir Karaa

In this article, we addressed the numerical solution of a non-linear evolutionary variational inequality, which is encountered in the investigation of quasi-static contact problems. Our study encompasses both the semi-discrete and…

Numerical Analysis · Mathematics 2024-01-05 Kamana Porwal , Tanvi Wadhawan

This paper focuses on a nonlinear convection-diffusion equation with space and time-fractional Laplacian operators of orders $1<\beta<2$ and $0<\alpha\leq1$, respectively. We develop local discontinuous Galerkin methods, including Legendre…

Numerical Analysis · Mathematics 2026-02-11 Majid Rajabzadeh , Moein Khalighi

The reaction-diffusion model can generate a wide variety of spatial patterns, which has been widely applied in chemistry, biology, and physics, even used to explain self-regulated pattern formation in the developing animal embryo. In this…

Numerical Analysis · Mathematics 2020-01-29 Hui Zhang , Xiaoyun Jiang , Fanhai Zeng , George Em Karniadakis

We consider the initial/boundary value problem for a diffusion equation involving multiple time-fractional derivatives on a bounded convex polyhedral domain. We analyze a space semidiscrete scheme based on the standard Galerkin finite…

Numerical Analysis · Mathematics 2015-06-18 Bangti Jin , Raytcho Lazarov , Yikan Liu , Zhi Zhou

In this paper, we discuss the steady and time-dependent nonlinear convection-diffusion (advection-diffusion) equations with the Dirichlet boundary condition. For the steady nonlinear equation, we use an iteration method to reformulate the…

Numerical Analysis · Mathematics 2025-07-28 Qiwei Feng , Catalin Trenchea

This work aims to introduce a heuristic timestep-adaptive algorithm for Computational Fluid Dynamics (CFD) and Fluid-Structure Interaction (FSI) problems where the flow is dominated by the pressure. In such scenarios, many time-adaptive…

Numerical Analysis · Mathematics 2024-07-02 Ivan Prusak , Davide Torlo , Monica Nonino , Gianluigi Rozza

Error bounds for fully discrete schemes for the evolutionary incompressible Navier--Stokes equations are derived in this paper. For the time integration we apply BDF-$q$ methods, $q\le 5$, for which error bounds for $q\ge 3$ cannot be found…

Numerical Analysis · Mathematics 2025-06-23 Bosco García-Archilla , V. John , Julia Novo

We introduce a high-order numerical scheme for fractional ordinary differential equations with the Caputo derivative. The method is developed by dividing the domain into a number of subintervals, and applying the quadratic interpolation on…

Numerical Analysis · Mathematics 2020-02-25 Junying Cao , Zhenning Cai

We present directional operator splitting schemes for the numerical solution of a fourth-order, nonlinear partial differential evolution equation which arises in image processing. This equation constitutes the $H^{-1}$-gradient flow of the…

Numerical Analysis · Mathematics 2015-09-04 Luca Calatroni , Bertram Düring , Carola-Bibiane Schönlieb

We propose a discontinuous Galerkin method for convection-subdiffusion equations with a fractional operator of order $\alpha (1<\alpha<2)$ defined through the fractional Laplacian. The fractional operator of order $\alpha$ is expressed as a…

Numerical Analysis · Mathematics 2013-04-23 Q. Xu , J. S. Hesthaven

The Vlasov-Poisson system, modeling the evolution of non-collisional plasmas in the electrostatic limit, is approx- imated by a Semi-Lagrangian technique. Spectral methods of periodic type are implemented through a collocation approach.…

Numerical Analysis · Mathematics 2019-03-27 Lorella Fatone , Daniele Funaro , Gianmarco Manzini

A variable stepsize exponential multistep integrator, with contour integral approximation of the operator-valued exponential functions, is proposed for solving semilinear parabolic equations with nonsmooth initial data. By this approach,…

Numerical Analysis · Mathematics 2020-11-17 Buyang Li , Shu Ma

In this paper, we focus on the tempered subdiffusive Black-Scholes model. The main part of our work consists of the finite difference method as a numerical approach to the option pricing in the considered model. We derive the governing…

Numerical Analysis · Mathematics 2022-05-16 Grzegorz Krzyżanowski , Marcin Magdziarz

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…

Numerical Analysis · Mathematics 2021-06-29 Kassem Mustapha , Omar M. Knio , Olivier P. Le Maître