Related papers: Robust fast method for variable-order time-fractio…
The equation with the time fractional substantial derivative and space fractional derivative describes the distribution of the functionals of the L\'evy flights; and the equation is derived as the macroscopic limit of the continuous time…
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…
In this work, a second-order approximation of the fractional substantial derivative is presented by considering a modified shifted substantial Gr\"{u}nwald formula and its asymptotic expansion. Moreover, the proposed approximation is…
The formation of the leading-edge vortex (LEV) is a key feature of unsteady flows past aerodynamic surfaces, but is expensive to model in high fidelity computations. Low-order methods based on discrete vortex elements are able to capture…
The solution of time fractional partial differential equations in general exhibit a weak singularity near the initial time. In this article we propose a method for solving time fractional diffusion equation with nonlocal diffusion term. The…
In this paper, we investigate tensor based nonintrusive reduced-order models (ROMs) for parametric cross-diffusion equations. The full-order model (FOM) consists of ordinary differential equations (ODEs) in matrix or tensor form resulting…
We introduce a novel explicit and stable numerical algorithm to solve the spatially discretized heat or diffusion equation. We compare the performance of the new method with analytical and numerical solutions. We show that the method is…
Computational biomechanics plays an important role in biomedical engineering: using modeling to understand pathophysiology, treatment and device design. While experimental evidence indicates that the mechanical response of most tissues is…
We introduce an automatic variationally stable analysis (AVS) for finite element (FE) computations of scalar-valued convection-diffusion equations with non-constant and highly oscillatory coefficients. In the spirit of least squares FE…
This paper investigates, a new class of fractional order Runge-Kutta (FORK) methods for numerical approximation to the solution of fractional differential equations (FDEs). By using the Caputo generalizedTaylor formula and the total…
The nonlocality of the fractional operator causes numerical difficulties for long time computation of the time-fractional evolution equations. This paper develops a high-order fast time-stepping discontinuous Galerkin finite element method…
In the current work we build a difference analog of the Caputo fractional derivative with generalized memory kernel ($_\lambda$L2-1$_\sigma$ formula). The fundamental features of this difference operator are studied and on its ground some…
The explicit two-stage fourth-order (TSFO) temporal-spatial coupling method is efficient and compact but suffers severe time-step restrictions for stiff problems with multiple scales. To address Professor Jiequan Li's call for an implicit…
A semidiscrete Galerkin finite element method applied to time-fractional diffusion equations with time-space dependent diffusivity on bounded convex spatial domains will be studied. The main focus is on achieving optimal error results with…
The increasing application of cardiorespiratory simulations for diagnosis and surgical planning necessitates the development of computational methods significantly faster than the current technology. To achieve this objective, we leverage…
We describe a newly developed hydrodynamic code for studying accretion disk processes. The numerical method uses a finite volume, nonlinear, Total Variation Diminishing (TVD) scheme to capture shocks and control spurious oscillations. It is…
This paper proposes a new class of mass or energy conservative numerical schemes for the generalized Benjamin-Ono (BO) equation on the whole real line with arbitrarily high-order accuracy in time. The spatial discretization is achieved by…
This paper introduces unified models for high-dimensional factor-based Ito process, which can accommodate both continuous-time Ito diffusion and discrete-time stochastic volatility (SV) models by embedding the discrete SV model in the…
This paper detailedly discusses the locally one-dimensional numerical methods for efficiently solving the three-dimensional fractional partial differential equations, including fractional advection diffusion equation and Riesz fractional…
In this paper, we develop and analyze a stochastic algorithm for solving space-time fractional diffusion models, which are widely used to describe anomalous diffusion dynamics. These models pose substantial numerical challenges due to the…