Related papers: Difference methods for time discretization of stoc…
We study a second order scheme for spatial fractional differential equations with variable coefficients. Previous results mainly concentrate on equations with diffusion coefficients that are proportional to each other. In this paper, by…
We consider difference schemes for the time-fractional diffusion equation with variable coefficients and nonlocal boundary conditions containing real parameters $\alpha$, $\beta$ and $\gamma$. By the method of energy inequalities, for the…
This article concerns second-order time discretization of subdiffusion equations with time-dependent diffusion coefficients. High-order differentiability and regularity estimates are established for subdiffusion equations with…
This study investigates a class of initial-boundary value problems pertaining to the time-fractional mixed sub-diffusion and diffusion-wave equation (SDDWE). To facilitate the development of a numerical method and analysis, the original…
In backward error analysis, an approximate solution to an equation is compared to the exact solution to a nearby modified equation. In numerical ordinary differential equations, the two agree up to any power of the step size. If the…
In this paper, a temporal nonuniform $L1$ type difference scheme is built up for the time fractional diffusion-wave equation with the help of the order reduction technique. The unconditional convergence of the nonuniform difference scheme…
Of primary interest in this paper is the numerical approximation of a time dependent fractional, in space, diffusion equation where the domain is assumed to be nonhomogeneous, having different axial diffusion coefficients. This work is…
We develop a numerical method for solving the acoustic wave equation in covariant form on staggered curvilinear grids in an energy conserving manner. The use of a covariant basis decomposition leads to a rotationally invariant scheme that…
The solution of the continuous time filtering problem can be represented as a ratio of two expectations of certain functionals of the signal process that are parametrized by the observation path. We introduce a new time discretisation of…
In this paper, contrast-independent partially explicit time discretization for wave equations in heterogeneous high-contrast media via mass lumping is concerned. By employing a mass lumping scheme to diagonalize the mass matrix, the matrix…
A novel efficient and high accuracy numerical method for the time-fractional differential equations (TFDEs) is proposed in this work. We show the equivalence between TFDEs and the integer-order extended parametric differential equations…
We present a stochastic method for efficiently computing the solution of time-fractional partial differential equations (fPDEs) that model anomalous diffusion problems of the subdiffusive type. After discretizing the fPDE in space, the…
There has recently been considerable interest in using a nonstandard piecewise approximation to formulate fractional order differential equations as difference equations that describe the same dynamical behaviour and are more amenable to a…
In this paper, an alternating direction implicit (ADI) difference scheme for two-dimensional time-fractional wave equation of distributed-order with a nonlinear source term is presented. The unique solvability of the difference solution is…
Solutions to the stochastic wave equation on the unit sphere are approximated by spectral methods. Strong, weak, and almost sure convergence rates for the proposed numerical schemes are provided and shown to depend only on the smoothness of…
The $q$-fractional differential equation usually describe the physics process imposed on the time scale set $T_q$. In this paper, we first propose a difference formula for discretizing the fractional $q$-derivative $^cD_q^\alpha x(t)$ on…
The numerical analysis of time fractional evolution equations with the second-order elliptic operator including general time-space dependent variable coefficients is challenging, especially when the classical weak initial singularities are…
In this paper, we investigate the use of a mass lumped fully explicit time stepping scheme for the discretisation of the wave equation with underlying material parameters that vary at arbitrarily fine scales. We combine the leapfrog scheme…
We apply the ultraspherical spectral method to solving time-dependent PDEs by proposing two approaches to discretization based on the method of lines and show that these approaches produce approximately same results. We analyze the…
This work considers numerical methods for the time-dependent Schr\"{o}dinger equation of incommensurate systems. By using a plane wave method for spatial discretization, the incommensurate problem is lifted to a higher dimension that…