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Stability and optimal convergence analysis of a non-uniform implicit-explicit L1 finite element method (IMEX-L1-FEM) is studied for a class of time-fractional linear partial differential/integro-differential equations with non-self-adjoint…

Numerical Analysis · Mathematics 2024-03-19 Aditi Tomar , Lok Pati Tripathi , Amiya K. Pani

An initial-boundary value problem with a Caputo time derivative of fractional order $\alpha\in(0,1)$ is considered, solutions of which typically exhibit a singular behaviour at an initial time. An L2-type discrete fractional-derivative…

Numerical Analysis · Mathematics 2020-07-13 Natalia Kopteva

The Allen-Cahn equation is a fundamental model for phase transitions, offering critical insights into the dynamics of interface evolution in various physical systems. This paper investigates the stability and robustness of frequently…

Numerical Analysis · Mathematics 2025-04-11 Wenrui Hao , Sun Lee , Xiaofeng Xu , Zhiliang Xu

In this paper, a high-order approximation to Caputo-type time-fractional diffusion equations involving an initial-time singularity of the solution is proposed. At first, we employ a numerical algorithm based on the Lagrange polynomial…

Numerical Analysis · Mathematics 2023-09-26 Shweta Kumari , Abhishek Kumar Singh , Vaibhav Mehandiratta , Mani Mehra

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

We present an adaptive variational procedure for unstructured meshes to capture fluid-fluid interfaces in two-phase flows. The two phases are modeled by the phase-field finite element formulation, which involves the conservative Allen-Cahn…

Fluid Dynamics · Physics 2018-07-05 Vaibhav Joshi , Rajeev K. Jaiman

In this article, we propose numerical scheme for solving a multi-term time-fractional nonlocal parabolic partial differential equation (PDE). The scheme comprises $L2$-$1_{\sigma}$ scheme on a graded mesh in time and Galerkin finite element…

Numerical Analysis · Mathematics 2023-06-07 Pari J. Kundaliya

This article presents a finite element scheme with Newton's method for solving the time-fractional nonlinear diffusion equation. For time discretization, we use the fractional Crank-Nicolson scheme based on backward Euler convolution…

Analysis of PDEs · Mathematics 2018-11-26 Dileep Kumar , Sudhakar Chaudhary , V. V. K Srinivas Kumar

In this paper, we discretize the Caputo time derivative of order \alpha \in (0,1) using the Alikhanov scheme on a quasi-graded temporal mesh, and employ the Newton linearization method to approximate the nonlinear term. This yields a…

Numerical Analysis · Mathematics 2026-01-27 Chang Hou , Hu Chen , Jian Wang

This paper analyzes the well-known L1 scheme for fractional wave equations with nonsmooth data. A new stability estimate is obtained, and the temporal accuracy $ \mathcal O(\tau^{3-\alpha}) $ is derived for the nonsmooth initial data. In…

Numerical Analysis · Mathematics 2019-12-30 Binjie Li , Tao Wang , Xiaoping Xie

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

The present paper is devoted to constructing L2 type difference analog of the Caputo fractional derivative. The fundamental features of this difference operator are studied and it is used to construct difference schemes generating…

Numerical Analysis · Mathematics 2021-02-18 Anatoly A. Alikhanov , Chengming Huang

A method for constructing first integral preserving numerical schemes for time-dependent partial differential equations on non-uniform grids is presented. The method can be used with both finite difference and partition of unity approaches,…

Numerical Analysis · Mathematics 2018-06-04 Sølve Eidnes , Brynjulf Owren , Torbjørn Ringholm

The energy dissipation law and the maximum bound principle are two critical physical properties of the Allen--Cahn equations. While many existing time-stepping methods are known to preserve the energy dissipation law, most apply to a…

Numerical Analysis · Mathematics 2024-05-01 Chaoyu Quan , Xiaoming Wang , Pinzhong Zheng , Zhi Zhou

This work develops Monte Carlo Euler adaptive time stepping methods for the weak approximation problem of jump diffusion driven stochastic differential equations. The main result is the derivation of a new expansion for the omputational…

Numerical Analysis · Mathematics 2007-05-23 E. Mordecki , A. Szepessy , R. Tempone , G. E. Zouraris

We consider a time-fractional subdiffusion equation with a Caputo derivative in time, a general second-order elliptic spatial operator, and a right-hand side that is non-smooth in time. The presence of the latter may lead to locking…

Numerical Analysis · Mathematics 2024-01-04 Sebastian Franz , Natalia Kopteva

In this paper we consider an initial-boundary value problem with a Caputo time derivative of order $\alpha\in(0,1)$. The solution typically exhibits a weak singularity near the initial time and this causes a reduction in the orders of…

Numerical Analysis · Mathematics 2024-01-30 J. L. Gracia , E. O'Riordan , M. Stynes

This paper establishes and analyzes a second-order accurate numerical scheme for the nonlinear partial integrodifferential equation with a weakly singular kernel. In the time direction, we apply the Crank-Nicolson method for the time…

Numerical Analysis · Mathematics 2022-09-07 Wenlin Qiu , Xu Xiao , Kexin Li

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

This paper presents a convolution tensor decomposition based model reduction method for solving the Allen-Cahn equation. The Allen-Cahn equation is usually used to characterize phase separation or the motion of anti-phase boundaries in…

Numerical Analysis · Mathematics 2024-11-06 Ye Lu , Chaoqian Yuan , Han Guo
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