Related papers: A Unified Rational Krylov Method for Elliptic and …
We investigate properties of Markov quasi-diffusion processes corresponding to elliptic operators $L=a^{ij}D_{ij}+b^{i}D_{i}$, acting on functions on $\mathbb{R}^{d}$, with measurable coefficients, bounded and uniformly elliptic $a$ and…
This paper provides a new numerical strategy to solve fractional in space reaction-diffusion equations on bounded domains under homogeneous Dirichlet boundary conditions. Using the matrix transform method the fractional Laplacian operator…
We present the stability and error analysis of the unified Petrov-Galerkin spectral method, developed in \cite{samiee2017Unified}, for linear fractional partial differential equations with two-sided derivatives and constant coefficients in…
This paper is devoted to the numerical analysis of a piecewise constant discontinuous Galerkin method for time fractional subdiffusion problems. The regularity of weak solution is firstly established by using variational approach and…
We present a finite element scheme for fractional diffusion problems with varying diffusivity and fractional order. We consider a symmetric integral form of these nonlocal equations defined on general geometries and in arbitrary bounded…
In this work, we propose a novel preconditioned Krylov subspace method for solving an optimal control problem of wave equations, after explicitly identifying the asymptotic spectral distribution of the involved sequence of linear…
We solve the pointwise Landau-Kolmogorov problem on the interval $\mathbb{I} = [-1,1]$ on finding $\left|f^{(k)}(t)\right|\to\sup$ under constraints $\|f\|_2 \leqslant \delta$ and $\left\|f^{(r)}\right\|_2\leqslant 1$, where…
A fourth-order compact scheme is proposed for a fourth-order subdiffusion equation with the first Dirichlet boundary conditions. The fourth-order problem is firstly reduced into a couple of spatially second-order system and we use an…
We analyze backward step control globalization for finding zeros of G\^ateaux-differentiable functions that map from a Banach space to a Hilbert space. The results include global convergence to a distinctive solution characterized by…
Zolotarev proved a duality result that relates stable densities with different indices. In this paper, we show how Zolotarev duality leads to some interesting results on fractional diffusion. Fractional diffusion equations employ fractional…
This work is on a fast and accurate reduced basis method for solving discretized fractional elliptic partial differential equations (PDEs) of the form $\mathcal{A}^su=f$ by rational approximation. A direct computation of the action of such…
We develop unified and easy to use framework to study robust fully discrete numerical methods for nonlinear degenerate diffusion equations $$ \partial_t u-\mathfrak{L}[\varphi(u)]=f(x,t) \qquad\text{in}\qquad \mathbb{R}^N\times(0,T), $$…
The~numerical solutions to a non-linear Fractional Fokker--Planck (FFP) equation are studied estimating the generalized diffusion coefficients. The~aim is to model anomalous diffusion using an FFP description with fractional velocity…
Reflected diffusions in polyhedral domains are commonly used as approximate models for stochastic processing networks in heavy traffic. Stationary distributions of such models give useful information on the steady state performance of the…
Dynamic inverse problems are challenging to solve due to the need to identify and incorporate appropriate regularization in both space and time. Moreover, the very large scale nature of such problems in practice presents an enormous…
We investigate the existence, uniqueness, and $L^1$-contractivity of weak solutions to a porous medium equation with fractional diffusion on an evolving hypersurface. To settle the existence, we reformulate the equation as a local problem…
We present a new stabilization technique for multiscale convection diffusion problems. Stabilization for these problems has been a challenging task, especially for the case with high Peclet numbers. Our method is based on a constraint…
High frequency integral equation methodologies display the capability of reproducing single-scattering returns in frequency-independent computational times and employ a Neumann series formulation to handle multiple-scattering effects. This…
In his monograph Chebyshev and Fourier Spectral Methods, John Boyd claimed that, regarding Fourier spectral methods for solving differential equations, ``[t]he virtues of the Fast Fourier Transform will continue to improve as the relentless…
We show that, for any spatially discretized system of reaction-diffusion, the approximate solution given by the explicit Euler time-discretization scheme converges to the exact time-continuous solution, provided that diffusion coefficient…