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This paper explores the use of the multinode Shepard method for the numerical solution of the two-dimensional Black-Scholes equation. The proposed approach integrates a spatial approximation via the multinode Shepard operator with a…

Numerical Analysis · Mathematics 2025-08-12 Francesco Dell'Accio , Filomena Di Tommaso , Elisa Francomano , Clara Lorenzi

Partial differential equations can be used to model many problems in several fields of application including, e.g., fluid mechanics, heat and mass transfer, and electromagnetism. Accurate discretization methods (e.g., finite element or…

Numerical Analysis · Mathematics 2022-03-18 Pierfrancesco Siena , Michele Girfoglio , Gianluigi Rozza

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

The object of this paper is to present a computable solution of a fractional partial differential equation associated with a Riemann-Liouville derivative of fractional order as the time-derivative and Riesz-Feller fractional derivative as…

Mathematical Physics · Physics 2011-10-03 R. K. Saxena , A. M. Mathai , H. J. Haubold

Global radial basis function (RBF) collocation methods with inifinitely smooth basis functions for partial differential equations (PDEs) work in general geometries, and can have exponential convergence properties for smooth solution…

Numerical Analysis · Mathematics 2020-01-31 Elisabeth Larsson , Ulrika Sundin

In this work, we develop a high-order collocation method using radial basis function (RBF) for the incompressible Navier-Stokes equation (NSE) on the rotating sphere. The method is based on solving the projection of the NSE on the space of…

Numerical Analysis · Mathematics 2022-04-27 Tino Franz

This paper provides a summary of the fractal calculus framework. It presents higher-order homogeneous and nonhomogeneous linear fractal differential equations with $\alpha$-order. Solutions for these equations with constant coefficients are…

General Mathematics · Mathematics 2024-04-02 Alireza Khalili Golmankhaneh , Claude Depollier , Diana Pham

For describing the probability distribution of the positions and times of particles performing anomalous motion, fractional PDEs are derived from the continuous time random walk models with waiting time distribution having divergent first…

Numerical Analysis · Mathematics 2016-10-11 Zhijiang Zhang , Weihua Deng

A general and easy-to-code numerical method based on radial basis functions (RBFs) collocation is proposed for the solution of delay differential equations (DDEs). It relies on the interpolation properties of infinitely smooth RBFs, which…

Numerical Analysis · Mathematics 2017-01-03 Francisco Bernal , Gail Gutiérrez

While approaches to model the progression of fracture have received significant attention, methods to find the solution to the associated nonlinear equations have not. In general, nonlinear solution methods and optimization methods have a…

Numerical Analysis · Mathematics 2025-02-28 Alberto Cattaneo , Varun Shankar , M. Keith Ballard

Semi-lagrangian schemes for discretization of the dynamic programming principle are based on a time discretization projected on a state-space grid. The use of a structured grid makes this approach not feasible for high-dimensional problems…

Numerical Analysis · Mathematics 2023-06-09 Alessandro Alla , Hugo Oliveira , Gabriele Santin

We propose a deep learning based method, the Deep Ritz Method, for numerically solving variational problems, particularly the ones that arise from partial differential equations. The Deep Ritz method is naturally nonlinear, naturally…

Machine Learning · Computer Science 2017-10-03 Weinan E , Bing Yu

The Fractional Diffusion Equation (FDE) is a mathematical model that describes anomalous transport phenomena characterized by non-local and long-range dependencies which deviate from the traditional behavior of diffusion. Solving this…

Numerical Analysis · Mathematics 2023-11-14 Mohammad Partohaghighi , Emmanuel Asante-Asamani , Olaniyi S. Iyiola

The dispersive meshless method with scalar basis function has been successfully applied for analysis of frequency dependent media. However, as scalar based meshless methods are not always divergence-free in the absence of source,inaccurate…

Numerical Analysis · Mathematics 2020-12-21 Sheyda Shams , Masoud Movahhedi

We introduce a new numerical method, based on Bernoulli polynomials, for solving multiterm variable-order fractional differential equations. The variable-order fractional derivative was considered in the Caputo sense, while the…

Numerical Analysis · Mathematics 2021-11-18 Somayeh Nemati , Pedro M. Lima , Delfim F. M. Torres

In the present article an endeavor is made to solve the variable order fractional diffusion equations using a powerful method viz., Homotopy Analysis method. It is demonstrated how the method can be used while solving approximately two…

General Mathematics · Mathematics 2026-04-16 Vivek Mishra , S. Das

Over the past few decades, there has been substantial interest in evolution equations that involving a fractional-order derivative of order $\alpha\in(0,1)$ in time, due to their many successful applications in engineering, physics, biology…

Numerical Analysis · Mathematics 2019-01-30 Bangti Jin , Raytcho Lazarov , Zhi Zhou

The paper describes different approaches to generalize the trapezoidal method to fractional differential equations. We analyze the main theoretical properties and we discuss computational aspects to implement efficient algorithms. Numerical…

Numerical Analysis · Mathematics 2019-12-23 Roberto Garrappa

In the present paper invariant subspace method has been extended for solving systems of multi-term fractional partial differential equations (FPDEs) involving both time and space fractional derivatives. Further the method has also been…

Analysis of PDEs · Mathematics 2019-04-02 Sangita Choudhary , Varsha Daftardar-Gejji

Meshless methods are often used in numerical simulations of systems of partial differential equations (PDEs), particularly those which involve complex geometries or free surfaces. Here we present a novel compact scheme based on the local…

Numerical Analysis · Mathematics 2026-03-13 Henry M. Broadley , Steven J. Lind , Jack R. C. King