English
Related papers

Related papers: Fast second-order implicit difference schemes for …

200 papers

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

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

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 third-order semi-discretized schemes in space based on the tempered weighted and shifted Gr\"unwald difference (tempered-WSGD) operators for the tempered fractional diffusion equation. We also show stability and…

Numerical Analysis · Mathematics 2020-09-17 Linlin Bu , Cornelis W. Oosterlee

A class of high-order numerical algorithms for Riesz derivatives are established through constructing new generating functions. Such new high-order formulas can be regarded as the modification of the classical (or shifted) Lubich's…

Numerical Analysis · Mathematics 2016-11-23 Hengfei Ding , Changpin Li

In this paper, we consider two-dimensional Riesz space fractional diffusion equations with nonlinear source term on convex domains. Applying Galerkin finite element method in space and backward difference method in time, we present a fully…

Numerical Analysis · Mathematics 2016-12-07 Z. Yang , Z. Yuan , Y. Nie , J. Wang , X. Zhu , F. Liu

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 propose a new second-order fast finite difference scheme in time for solving the Tempered Time Fractional Advection-Dispersion Equation. Under the assumption that the solution is nonsmooth at the initial time, we…

Numerical Analysis · Mathematics 2025-12-22 Liangcai Huang , Shujuan Lü

In this paper, we discuss the time-space Caputo-Riesz fractional diffusion equation with variable coefficients on a finite domain. The finite difference schemes for this equation are provided. We theoretically prove and numerically verify…

Numerical Analysis · Mathematics 2013-04-16 Minghua Chen , Weihua Deng , Yujiang Wu

We propose two stable and one conditionally stable finite difference schemes of second-order in both time and space for the time-fractional diffusion-wave equation. In the first scheme, we apply the fractional trapezoidal rule in time and…

Numerical Analysis · Mathematics 2014-11-11 Fanhai Zeng

The second order weighted and shifted Gr\"{u}nwald difference (WSGD) operators are developed in [Tian et al., arXiv:1201.5949] to solve space fractional partial differential equations. Along this direction, we further design a new family of…

Numerical Analysis · Mathematics 2017-01-12 Can Li , Weihua Deng

In this paper, we establish even order compact numerical schemes (4th-order, 6th-order, 8th-order, 10th-order) for Riesz derivatives by using the symmetrical fractional centred difference operator. Then we apply the derived 4th-order…

Numerical Analysis · Mathematics 2017-05-25 Hengfei Ding , Changpin Li

This paper presents an efficient and concise double fast algorithm to solve high dimensional time-space fractional diffusion problems with spectral fractional Laplacian. We first establish semi-discrete scheme of time-space fractional…

Numerical Analysis · Mathematics 2024-04-16 Yi Yang , Jin Huang

This paper proposes and analyzes an efficient difference scheme for the nonlinear complex Ginzburg-Landau equation involving fractional Laplacian. The scheme is based on the implicit midpoint rule for the temporal discretization and a…

Numerical Analysis · Mathematics 2016-03-23 Pengde Wang , Chengming Huang

An implicit finite difference scheme based on the $L2$-$1_{\sigma}$ formula is presented for a class of one-dimensional time fractional reaction-diffusion equations with variable coefficients and time drift term. The unconditional stability…

Numerical Analysis · Mathematics 2020-02-12 Yong-Liang Zhao , Pei-Yong Zhu , Xian-Ming Gu , Xi-Le Zhao

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

A finite difference numerical method is investigated for fractional order diffusion problems in one space dimension. For this, a mathematical model is developed to incorporate homogeneous Dirichlet and Neumann type boundary conditions. The…

Numerical Analysis · Mathematics 2014-11-07 Béla J. Szekeres , Ferenc Izsák

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

In this paper, a mixed high order finite difference scheme-Pad\'{e} approximation method is applied to obtain numerical solution of the Riesz fractional advection-dispersion equation. This method is based on the high order finite difference…

Numerical Analysis · Mathematics 2021-05-26 Sohrab Valizadeh , Abdollah Borhanifar

A kind of spatial fractional diffusion equations in this paper are studied. Firstly, an L1 formula is employed for the spatial discretization of the equations. Then, a second order scheme is derived based on the resulting semi-discrete…

Numerical Analysis · Mathematics 2020-01-08 Yong-Liang Zhao , Pei-Yong Zhu , Xian-Ming Gu , Xi-Le Zhao , Huan-Yan Jian