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The aim of this paper is to develop fast second-order accurate difference schemes for solving one- and two-dimensional time distributed-order and Riesz space fractional diffusion equations. We adopt the same measures for one- and…

Numerical Analysis · Mathematics 2019-07-12 Huan-Yan Jian , Ting-Zhu Huang , Xi-Le Zhao , Yong-Liang Zhao

Finite difference schemes, using Backward Differentiation Formula (BDF), are studied for the approximation of one-dimensional diffusion equations with an obstacle term, of the form $$\min(v_t - a(t,x) v_{xx} + b(t,x) v_x + r(t,x) v, v-…

Numerical Analysis · Mathematics 2021-05-14 Olivier Bokanowski , Kristian Debrabant

The variable two-step backward differentiation formula (BDF2) is revisited via a new theoretical framework using the positive semi-definiteness of BDF2 convolution kernels and a class of orthogonal convolution kernels. We prove that, if the…

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

Time-space fractional Bloch-Torrey equations (TSFBTEs) are developed by some researchers to investigate the relationship between diffusion and fractional-order dynamics. In this paper, we first propose a second-order implicit difference…

Numerical Analysis · Mathematics 2023-08-31 Yong-Liang Zhao , Xian-Ming Gu , Hu Li

In this paper, we analyze the spectra of the preconditioned matrices arising from discretized multi-dimensional Riesz spatial fractional diffusion equations. The finite difference method is employed to approximate the multi-dimensional…

Numerical Analysis · Mathematics 2022-06-07 Xin Huang , Xue-Lei Lin , Michael K. Ng , Hai-Wei Sun

This paper presents fast solvers for linear systems arising from the discretization of fractional nonlinear Schr\"odinger equations with Riesz derivatives and attractive nonlinearities. These systems are characterized by complex symmetry,…

Numerical Analysis · Mathematics 2024-10-07 Chao Chen , Xi Yang , Fei-Yan Zhang

In this paper, we propose a parallel-in-time algorithm for approximately solving parabolic equations. In particular, we apply the $k$-step backward differentiation formula, and then develop an iterative solver by using the waveform…

Numerical Analysis · Mathematics 2021-06-04 Shuonan Wu , Zhi Zhou

In this paper, a second order finite difference scheme is investigated for time-dependent one-side space fractional diffusion equations with variable coefficients. The existing schemes for the equation with variable coefficients have…

Numerical Analysis · Mathematics 2019-02-25 Xue-lei Lin , Pin Lyu , Michael K. Ng , Hai-Wei Sun , Seakweng Vong

In the present study, we consider the numerical method for Toeplitz-like linear systems arising from the $d$-dimensional Riesz space fractional diffusion equations (RSFDEs). We apply the Crank-Nicolson (CN) technique to discretize the…

Numerical Analysis · Mathematics 2024-04-17 Zi-Hang She , Xue Zhang , Xian-Ming Gu , Stefano Serra-Capizzano

A block lower triangular Toeplitz system arising from time-space fractional diffusion equation is discussed. For efficient solutions of such the linear system, the preconditioned biconjugate gradient stabilized method and flexible general…

Numerical Analysis · Mathematics 2019-05-28 Yong-Liang Zhao , Pei-Yong Zhu , Xian-Ming Gu , Xi-Le Zhao , Jianxiong Cao

In this paper, fast numerical methods are established for solving a class of time distributed-order and Riesz space fractional diffusion-wave equations. We derive new difference schemes by the weighted and shifted Gr$\ddot{\rm{u}}$nwald…

Numerical Analysis · Mathematics 2020-05-19 Huan-Yan Jian , Ting-Zhu Huang , Xian-Ming Gu , Xi-Le Zhao , Yong-Liang Zhao

In this paper, a second-order backward difference formula (abbr. BDF2) is used to approximate first-order time partial derivative, the Riesz fractional derivatives are approximated by fourth-order compact operators, a class of new…

Numerical Analysis · Mathematics 2019-09-06 Dongdong Hu , Xuenian Cao

A novel fourth-order finite difference formula coupling the Crank-Nicolson explicit linearized method is proposed to solve Riesz space fractional nonlinear reaction-diffusion equations in two dimensions. Theoretically, under the Lipschitz…

Numerical Analysis · Mathematics 2024-05-07 Wei Qu , Yuan-Yuan Huang , Sean Hon , Siu-Long Lei

In this paper, we develop a fast numerical method for solving the time-dependent Riesz space fractional diffusion equations with a nonlinear source term in the convex domain. An implicit finite difference method is employed to discretize…

Numerical Analysis · Mathematics 2021-02-24 Xin Huang , Hai-Wei Sun

We present a new approach to parallelization of the first-order backward difference discretization (BDF1) of the time derivative in partial differential equations, such as the nonlinear heat and viscous Burgers equations. The time…

Numerical Analysis · Mathematics 2024-06-04 Nail K. Yamaleev , Subhash Paudel

It is well known that the discretization of fractional diffusion equations (FDEs) with fractional derivatives $\alpha\in(1,2)$, using the so-called weighted and shifted Gr\"unwald formula, leads to linear systems whose coefficient matrices…

Numerical Analysis · Mathematics 2022-04-06 Nikos Barakitis , Sven-Erik Ekström , Paris Vassalos

By applying the linearly implicit conservative difference scheme proposed in [D.-L. Wang, A.-G. Xiao, W. Yang. J. Comput. Phys. 2014;272:670-681], the system of repulsive space fractional coupled nonlinear Schr\"odinger equations leads to a…

Numerical Analysis · Mathematics 2024-10-18 Fei-Yan Zhang , Xi Yang , Chao Chen

Based on the equivalence of A-stability and G-stability, the energy technique of the six-step BDF method for the heat equation has been discussed in [Akrivis, Chen, Yu, Zhou, Math. Comp., Revised]. Unfortunately, this theory is hard to…

Numerical Analysis · Mathematics 2023-06-27 Minghua Chen , Fan Yu , Zhi Zhou

In this paper, we propose an efficient method for solving multi-dimensional Riesz space fractional diffusion equations with variable coefficients. The Crank-Nicolson (CN) method is used for temporal discretization, while the fourth-order…

Numerical Analysis · Mathematics 2025-08-01 Yuan-Yuan Huang , Wei Qu , Sean Y. Hon , Siu-Long Lei

Integration of Ordinary Differential Equations (ODEs) using Backward Difference formula (BDF) methods with p backward steps achieves order p accuracy if specific conditions are met. This work extends the composition technique with complex…

Numerical Analysis · Mathematics 2026-05-11 Ahmad Deeb , Denys Dutykh , Maryam Al Zohbi
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