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In this note we develop a numerical method for partial differential equations with changing type. Our method is based on a unified solution theory found by Rainer Picard for several linear equations from mathematical physics. Parallel to…

Numerical Analysis · Mathematics 2021-01-06 Sebastian Franz , Sascha Trostorff , Marcus Waurick

The unified transform method is used to analyze the initial-boundary value problem for the coupled derivative nonlinear Schr\"odinger(CDNLS) equations on the half-line. In this paper, we assume that the solution $u(x,t)$ and $v(x,t)$ of…

Exactly Solvable and Integrable Systems · Physics 2018-12-19 Beibei Hu , Tiecheng Xia , Ning Zhang

This work investigates the application of the Newton's method for the numerical solution of a nonlinear boundary value problem formulated through an ordinary differential equation (ODE). Nonlinear ODEs arise in various mathematical modeling…

We show how to solve initial-boundary value problems for integrable nonlinear differential-difference equations on a finite set of integers. The method we employ is the discrete analogue of the unified transform (Fokas method). The…

Exactly Solvable and Integrable Systems · Physics 2018-07-02 Baoqiang Xia

A linearized numerical scheme is proposed to solve the nonlinear time fractional parabolic problems with time delay. The scheme is based on the standard Galerkin finite element method in the spatial direction, the fractional Crank-Nicolson…

Numerical Analysis · Mathematics 2021-09-10 Lili Li , Mianfu She , Yuanling Niu

Numerical solving differential equations with fractional derivatives requires elimination of the singularity which is inherent in the standard definition of fractional derivatives. The method of integration by parts to eliminate this…

Numerical Analysis · Mathematics 2022-01-26 Pavel B. Dubovski , Jeffrey A. Slepoi

This paper introduces a fast and numerically stable algorithm for the solution of fourth-order linear boundary value problems on an interval. This type of equation arises in a variety of settings in physics and signal processing. Our method…

Numerical Analysis · Computer Science 2020-01-13 William Leeb , Vladimir Rokhlin

We present a method to solve initial-boundary value problems for linear and integrable nonlinear differential-difference evolution equations. The method is the discrete version of the one developed by A. S. Fokas to solve initial-boundary…

Exactly Solvable and Integrable Systems · Physics 2009-11-13 Gino Biondini , Guenbo Hwang

This paper is concerned with an alternative analytical solution of time-fractional nonlinear Schrodinger equation and nonlinear coupled Schrodinger equation obtained by employing fractional reduced differential transform method. The…

Numerical Analysis · Mathematics 2016-11-23 Brajesh Kumar Singh , Pramod Kumar

We first review the convolution fast-Fourier-transform (CFFT) approach for the numerical solution of backward stochastic differential equations (BSDEs) introduced in (Hyndman and Oyono Ngou, 2017). We then propose a method for improving the…

Numerical Analysis · Mathematics 2026-01-01 Xiang Gao , Cody Hyndman

A spectral decomposition method is used to obtain solutions to a class of nonlinear differential equations. We extend this approach to the analysis of the fractional form of these equations and demonstrate the method by applying it to the…

Mathematical Physics · Physics 2015-08-14 Malgorzata Turalska , Bruce J. West

In this paper, modulating functions-based method is proposed for estimating space-time dependent unknowns in one-dimensional partial differential equations. The proposed method simplified the problem into a system of algebraic equations…

Numerical Analysis · Mathematics 2016-01-13 Sharefa Asiri , Taous-Meriem Laleg-Kirati

We study two schemes for a time-fractional Fokker-Planck equation with space- and time-dependent forcing in one space dimension. The first scheme is continuous in time and is discretized in space using a piecewise-linear Galerkin finite…

Numerical Analysis · Mathematics 2016-10-24 Kim Ngan Le , William McLean , Kassem Mustapha

Analytical and numerical techniques have been developed for solving fractional partial differential equations (FPDEs) and their systems with initial conditions. However, it is much more challenging to develop analytical or numerical…

Analysis of PDEs · Mathematics 2025-01-24 Qasim Khan , Anthony Suen

Fast Fourier transform (FFT) based methods have turned out to be an effective computational approach for numerical homogenisation. In particular, Fourier-Galerkin methods are computational methods for partial differential equations that are…

Numerical Analysis · Mathematics 2020-04-22 Jaroslav Vondřejc , Dishi Liu , Martin Ladecký , Hermann G. Matthies

In this paper we present in one-dimensional space a numerical solution of a partial differential equation of fractional order. This equation describes a process of anomalous diffusion. The process arises from the interactions within the…

Numerical Analysis · Mathematics 2007-05-23 Mariusz Ciesielski , Jacek Leszczynski

Time fractional advection-dispersion equations arise as generalizations of classical integer order advection-dispersion equations and are increasingly used to model fluid flow problems through porous media. In this paper we develop an…

Numerical Analysis · Mathematics 2019-05-16 Carlos E. Mejía , Alejandro Piedrahita

We present a new tunably-accurate Laguerre Petrov-Galerkin spectral method for solving linear multi-term fractional initial value problems with derivative orders at most one and constant coefficients on the half line. Our method results in…

Numerical Analysis · Mathematics 2016-07-29 Anna Lischke , Mohsen Zayernouri , George Em Karniadakis

In this paper, we present a numerical verification method of solutions for nonlinear parabolic initial boundary value problems. Decomposing the problem into a nonlinear part and an initial value part, we apply Nakao's projection method,…

Numerical Analysis · Mathematics 2020-01-16 Kouji Hashimoto , Takehiko Kinoshita , Mitsuhiro T. Nakao

We develop a numerical method for solving a system of nonlinear integral equations involving two integral terms: at the current time t, one integral is taken from 0 to t, and a different integral is taken from t to infinity. We prove the…

Numerical Analysis · Mathematics 2008-09-15 S. A. Belbas