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In this paper, we study a fast and linearized finite difference method to solve the nonlinear time-fractional wave equation with multi fractional orders. We first propose a discretization to the multi-term Caputo derivative based on the…

Numerical Analysis · Mathematics 2019-02-22 Pin Lyu , Yuxiang Liang , Zhibo Wang

In this paper we consider a class of fictitious domain finite element methods known from the literature. These methods use standard finite element spaces on a fixed unfitted triangulation combined with the Nitsche technique and a ghost…

Numerical Analysis · Mathematics 2021-07-05 Sven Gross , Arnold Reusken

In this study, the $\theta$-method is used for discretizing a class of evolutionary partial differential equations. Then, we transform the resultant all-at-once linear system and introduce a novel one-sided preconditioner, which can be fast…

Numerical Analysis · Mathematics 2024-08-08 Yuan-Yuan Huang , Po Yin Fung , Sean Y. Hon , Xue-Lei Lin

In this paper, we study an evolution equation that involves a half-Laplacian operator derived from the Riesz fractional Laplacian, combined with a differential operator \(\mathcal{L}\). Using the identity $(-\Delta)^{1/2}=\mathcal…

Numerical Analysis · Mathematics 2026-03-18 Pu Yuan , Paul Zegeling , Xian-Ming Gu

The fully discrete problem for convection-diffusion equation is considered. It comprises compact approximations for spatial discretization, and Crank-Nicolson scheme for temporal discretization. The expressions for the entries of inverse of…

Computational Finance · Quantitative Finance 2024-01-30 Anindya Goswami , Kuldip Singh Patel

Anomalous diffusion is a common phenomenon observed in underground solute transport, soil water infiltration and sediment movement, etc. Time and space fractional derivative advection-dispersion equation (FADE) has been widely employed as…

Numerical Analysis · Mathematics 2017-06-07 HongGuang Sun , Xiaoting Liu , Yong Zhang , Guofei Pang , Rhiannon Garrard

Many real-world machine learning tasks require outputs that satisfy hard constraints, such as physical conservation laws, structured dependencies in graphs, or column-level relationships in tabular data. Existing approaches rely either on…

Artificial Intelligence · Computer Science 2025-11-21 Pantelis Dogoulis , Fabien Bernier , Félix Fourreau , Karim Tit , Maxime Cordy

This paper contains construction and analysis a finite element approximation for convection dominated diffusion problems with full coefficient matrix on general simplicial partitions in $R^d$, $d=2,3$. This construction is quite close to…

Numerical Analysis · Mathematics 2012-11-07 Raytcho D. Lazarov , Ludmil T. Zikatanov

We propose a locally one dimensional (LOD) finite difference method for multidimensional Riesz fractional diffusion equation with variable coefficients on a finite domain. The numerical method is second-order convergent in both space and…

Numerical Analysis · Mathematics 2014-09-22 Minghua Chen , Yantao Wang , Xiao Cheng , Weihua Deng

Problems with localized nonhomogeneous material properties present well-known challenges for numerical simulations. In particular, such problems may feature large differences in length scales, causing difficulties with meshing and…

Numerical Analysis · Mathematics 2021-11-23 Alex Viguerie , Silvia Bertoluzza , Alessandro Veneziani , Ferdinando Auricchio

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

The numerical approximation for the Landau-Lifshitz equation, the dynamics of magnetization in a ferromagnetic material, is taken into consideration. This highly nonlinear equation, with a non-convex constraint, has several equivalent…

Analysis of PDEs · Mathematics 2019-07-05 Jingrun Chen , Cheng Wang , Changjian Xie

We introduce a space-time finite element method for the linear time-dependent Schr\"odinger equation with Dirichlet conditions in a bounded Lipschitz domain. The proposed discretization scheme is based on a space-time variational…

Numerical Analysis · Mathematics 2025-04-11 Marco Zank

This paper develops strong solutions and stochastic solutions for the tempered fractional diffusion equation on bounded domains. First the eigenvalue problem for tempered fractional derivatives is solved. Then a separation of variables, and…

Probability · Mathematics 2016-11-29 Erkan Nane , Mark M. Meerschaert , Palaniappan Vellaisamy

In the present study, an advection-diffusion problem has been considered for the numerical solution. The continuum equation is discretized using both upwind and centered scheme. The linear system is solved using the ILU preconditioned…

Computational Physics · Physics 2013-08-26 Dibakar Datta , Jacobo Carrasco Heres

We devise a stabilized method to weakly enforce bound constraints in the discrete solution of advection-dominated diffusion problems. This method combines a nonlinear penalty formulation with a discontinuous Galerkin-based residual…

Numerical Analysis · Mathematics 2020-11-24 Roberto J. Cier , Sergio Rojas , Victor M. Calo

This paper is concerned with the optimized Schwarz waveform relaxation method and Ventcel transmission conditions for the linear advection-diffusion equation. A mixed formulation is considered in which the flux variable represents both…

Numerical Analysis · Mathematics 2021-10-06 Thi-Thao-Phuong Hoang

Convection-diffusion equations arise in a variety of applications such as particle transport, electromagnetics, and magnetohydrodynamics. Simulation of the convection-dominated regime for these problems, even with high-fidelity techniques,…

Numerical Analysis · Mathematics 2023-05-24 James H. Adler , Casey Cavanaugh , Xiaozhe Hu , Andy Huang , Nathaniel Trask

This paper presents a spatial two-grid (STG) compact difference scheme for a two-dimensional (2D) nonlinear diffusion-wave equation with variable exponent, which describes, e.g., the propagation of mechanical diffusive waves in viscoelastic…

Numerical Analysis · Mathematics 2025-10-15 Hao Zhang , Kexin Li , Wenlin Qiu

We consider the reaction diffusion problem and present efficient ways to discretize and precondition in the singular perturbed case when the reaction term dominates the equation. Using the concepts of optimal test norm and saddle point…

Numerical Analysis · Mathematics 2021-04-26 Constantin Bacuta , Daniel Hayes , Jacob Jacavage