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In this work, we revisit the adaptive L1 time-stepping scheme for solving the time-fractional Allen-Cahn equation in the Caputo's form. The L1 implicit scheme is shown to preserve a variational energy dissipation law on arbitrary nonuniform…

Numerical Analysis · Mathematics 2023-01-31 Hong-lin Liao , Xiaohan Zhu , Jindi Wang

In this paper we want to propose practical numerical methods to solve a class of initial-boundary problem of space-time fractional advection-diffusion equations. To start with, an implicit method based on two-sided Gr\"unwald formulae is…

Numerical Analysis · Mathematics 2016-06-22 Zhi Zhao , Xiao-Qing Jin , Matthew M. Lin

The finite difference scheme with the shifted Gr\"{u}nwarld formula is employed to semi-discrete the fractional diffusion equations. This spatial discretization can reduce to the large system of ordinary differential equations (ODEs) with…

Numerical Analysis · Mathematics 2013-05-30 Xian-Ming Gu , Ting-Zhu Huang , Xi-Le Zhao , Hou-Biao Li , Liang Li

Many subsurface engineering applications involve tight-coupling between fluid flow, solid deformation, fracturing, and similar processes. To better understand the complex interplay of different governing equations, and therefore design…

This papers deals with a construction and convergence analysis of a finite difference scheme for solving time-fractional porous medium equation. The governing equation exhibits both nonlocal and nonlinear behaviour making the numerical…

Numerical Analysis · Mathematics 2019-04-05 Łukasz Płociniczak

The discretization of robust quadratic optimal control problems under uncertainty using the finite element method and the stochastic collocation method leads to large saddle-point systems, which are fully coupled across the random…

Numerical Analysis · Mathematics 2021-10-15 Fabio Nobile , Tommaso Vanzan

In this paper, we consider a fast and second-order implicit difference method for approximation of a class of time-space fractional variable coefficients advection-diffusion equation. To begin with, we construct an implicit difference…

Numerical Analysis · Mathematics 2019-07-12 Yong-Liang Zhao , Ting-Zhu Huang , Xian-Ming Gu , Wei-Hua Luo

In arXiv:2305.03945 [math.NA], a first-order optimization algorithm has been introduced to solve time-implicit schemes of reaction-diffusion equations. In this research, we conduct theoretical studies on this first-order algorithm equipped…

Numerical Analysis · Mathematics 2025-04-01 Shu Liu , Xinzhe Zuo , Stanley Osher , Wuchen Li

We address in this paper a nonlinear parabolic system, which is built to retain the main mathematical difficulties of the P1 radiative diffusion physical model. We propose a finite volume fractional-step scheme for this problem enjoying the…

Numerical Analysis · Mathematics 2017-03-06 Raphaele Herbin , Thierry Gallouët , Jean-Claude Latché , Aurélien Larcher

This paper presents a novel space-time topology optimisation framework for time-dependent thermal conduction problems, aiming to significantly reduce the time-to-solution. By treating time as an additional spatial dimension, we discretise…

Computational Engineering, Finance, and Science · Computer Science 2025-08-14 Joe Alexandersen , Magnus Appel

We present a simple discretization scheme for the hypersingular integral representation of the fractional Laplace operator and solver for the corresponding fractional Laplacian problem. Through singularity subtraction, we obtain a…

Numerical Analysis · Mathematics 2020-01-29 Victor Minden , Lexing Ying

In this work, we present numerical analysis for a distributed optimal control problem, with box constraint on the control, governed by a subdiffusion equation which involves a fractional derivative of order $\alpha\in(0,1)$ in time. The…

Numerical Analysis · Mathematics 2017-12-22 Bangti Jin , Buyang Li , Zhi Zhou

We investigate a second-order accurate time-stepping scheme for solving a time-fractional diffusion equation with a Caputo derivative of order~$\alpha \in (0,1)$. The basic idea of our scheme is based on local integration followed by linear…

Numerical Analysis · Mathematics 2024-07-10 Kassem Mustapha , William McLean , Josef Dick

This article devotes to developing robust but simple correction techniques and efficient algorithms for a class of second-order time stepping methods, namely the shifted fractional trapezoidal rule (SFTR), for subdiffusion problems to…

Numerical Analysis · Mathematics 2020-10-26 Baoli Yin , Yang Liu , Hong Li , Zhimin Zhang

This work investigates the optimal error estimate of the fully discrete scheme for the variable-exponent subdiffusion model under the nonuniform temporal mesh. We apply the perturbation method to reformulate the original model into its…

Numerical Analysis · Mathematics 2026-01-13 Wenlin Qiu , Kexin Li , Yiqun Li , Hao Zhang

In this paper, we investigate and analyze numerical solutions for the Volterra integrodifferential equations with tempered multi-term kernels. Firstly we derive some regularity estimates of the exact solution. Then a temporal-discrete…

Numerical Analysis · Mathematics 2023-05-03 Wenlin Qiu

We design and compute first-order implicit-in-time variational schemes with high-order spatial discretization for initial value gradient flows in generalized optimal transport metric spaces. We first review some examples of gradient flows…

Numerical Analysis · Mathematics 2023-08-16 Guosheng Fu , Stanley Osher , Wuchen Li

A nonlinear adaptive procedure for optimising both the schemes in time and space is proposed in view of increasing the numerical efficiency and reducing the computational time. The method is based on a four-parameter family of schemes we…

Numerical Analysis · Mathematics 2021-01-05 Maria T. Malheiro , Gaspar J. Machado , Stéphane Clain

In this work, we develop an efficient incomplete iterative scheme for the numerical solution of the subdiffusion model involving a Caputo derivative of order $\alpha\in(0,1)$ in time. It is based on piecewise linear Galerkin finite element…

Numerical Analysis · Mathematics 2020-06-11 Bangti Jin , Zhi Zhou

Singular source terms in sub-diffusion equations may lead to the unboundedness of solutions, which will bring a severe reduction of convergence order of existing time-stepping schemes. In this work, we propose two efficient time-stepping…

Numerical Analysis · Mathematics 2022-07-27 Han Zhou , Wenyi Tian