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An important problem that arises in many engineering applications is the boundary value problem for ordinary differential equations. There have been many computational methods proposed for dealing with this problem. The convergence of the…

Numerical Analysis · Mathematics 2019-07-17 Duggirala Meher Krishna , Duggirala Ravi

In many recent applications when new materials and technologies are developed it is important to describe and simulate new nonlinear and nonlocal diffusion transport processes. A general class of such models deals with nonlocal fractional…

Numerical Analysis · Mathematics 2024-12-20 Raimondas Ciegis , Petr Vabishchevich

A spectral decomposition method is used to obtain solutions to a class of nonlinear differential equations. We extend this approach to the analysis of the fractional form of these equations and demonstrate the method by applying it to the…

Mathematical Physics · Physics 2015-08-14 Malgorzata Turalska , Bruce J. West

In this paper we consider approximations of Neumann problems for the integral fractional Laplacian by continuous, piecewise linear finite elements. We analyze the weak formulation of such problems, including their well-posedness and…

Numerical Analysis · Mathematics 2022-12-29 Francisco M. Bersetche , Juan Pablo Borthagaray

It is well known that using high-order numerical algorithms to solve fractional differential equations leads to almost the same computational cost with low-order ones but the accuracy (or convergence order) is greatly improved, due to the…

Numerical Analysis · Mathematics 2017-05-25 Hengfei Ding , Changpin Li

The application of the approximation-operational approach to solving linear differential equations of fractional order with variable coefficients is considered. It is shown that the method can also be applied to solving differential…

Dynamical Systems · Mathematics 2020-06-04 Oleksii V. Vasyliev

Fractional Gaussian fields provide a rich class of spatial models and have a long history of applications in multiple branches of science. However, estimation and inference for fractional Gaussian fields present significant challenges. This…

Methodology · Statistics 2022-02-22 Somak Dutta , Debashis Mondal

To extract the approximate solutions in the case of nonlinear fractional order differential equations with the homogeneous and nonhomogeneous boundary conditions, the weighted residual method is embedded here. We exploit three methods such…

Numerical Analysis · Mathematics 2024-04-05 Umme Ruman , Md. Shafiqul Islam

A functional differential equation related to the logistic equation is studied by a combination of numerical and perturbation methods. Parameter regions are identified where the solution to the nonlinear problem is approximated well by…

Classical Analysis and ODEs · Mathematics 2026-03-24 Nicholas Hale , Enrique Thomann , JAC Weideman

In this note, we develop Fourier approximation methods for the solutions of first-order nonlocal mean-field games (MFG) systems. Using Fourier expansion techniques, we approximate a given MFG system by a simpler one that is equivalent to a…

Analysis of PDEs · Mathematics 2019-01-21 Levon Nurbekyan , Joao Saude

The following document presents some novel numerical methods valid for one and several variables, which using the fractional derivative, allow to find solutions for some non-linear systems in the complex space using real initial conditions.…

Numerical Analysis · Mathematics 2024-04-25 A. Torres-Hernandez , F. Brambila-Paz

Systems of reaction-diffusion equations are commonly used in biological models of food chains. The populations and their complicated interactions present numerous challenges in theory and in numerical approximation. In particular,…

Numerical Analysis · Mathematics 2015-10-28 Matthew Beauregard , Joshua Padgett , Rana Parshad

The main goal of this paper is the study of two kinds of nonlinear problems depending on parameters in unbounded domains. Using a nonstandard variational approach, we first prove the existence of bounded solutions for nonlinear eigenvalue…

Analysis of PDEs · Mathematics 2016-04-04 Said El Manouni , Hichem Hajaiej , Patrick Winkert

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…

Numerical Analysis · Mathematics 2026-05-12 T. Catoe , V. J. Ervin

To estimate the smoothing distribution in a nonlinear state space model, we apply the conditional particle filter with ancestor sampling. This gives an iterative algorithm in a Markov chain Monte Carlo fashion, with asymptotic convergence…

Computation · Statistics 2015-09-17 Andreas Svensson , Thomas B. Schön , Manon Kok

We introduce a novel monotone discretization method for addressing obstacle problems involving the integral fractional Laplacian with homogeneous Dirichlet boundary conditions over bounded Lipschitz domains. This problem is prevalent in…

Numerical Analysis · Mathematics 2023-08-15 Rubing Han , Shuonan Wu , Hao Zhou

A Lagrangian numerical scheme for solving nonlinear degenerate Fokker-Planck equations in space dimensions $d\ge2$ is presented. It applies to a large class of nonlinear diffusion equations, whose dynamics are driven by internal energies…

Numerical Analysis · Mathematics 2018-06-18 José A. Carrillo , Bertram Düring , Daniel Matthes , David S. McCormick

The fractional Laplacian $(-\Delta)^{\alpha/2}$ is a non-local operator which depends on the parameter $\alpha$ and recovers the usual Laplacian as $\alpha \to 2$. A numerical method for the fractional Laplacian is proposed, based on the…

Numerical Analysis · Mathematics 2014-11-14 Yanghong Huang , Adam Oberman

The recent development of spectral method has been praised for its high-order convergence in simulating complex physical problems. The combination of embedded boundary method and spectral method becomes a mainstream way to tackle…

Numerical Analysis · Mathematics 2018-03-08 Po-Yi Wu , Cheng-Hong Robert Kao , Tony Wen-Hann Sheu

We consider the multidimensional space-fractional diffusion equations with spatially varying diffusivity and fractional order. Significant computational challenges are encountered when solving these equations due both to the kernel…

Numerical Analysis · Mathematics 2021-08-31 Hasnaa Alzahrani , George Turkiyyah , Omar Knio , David Keyes