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We present a variationally separable splitting technique for the generalized-$\alpha$ method for solving parabolic partial differential equations. We develop a technique for a tensor-product mesh which results in a solver with a linear cost…

Numerical Analysis · Mathematics 2018-11-26 Pouria Behnoudfar , Victor M. Calo , Quanling Deng , Peter D. Minev

The paper describes different approaches to generalize the trapezoidal method to fractional differential equations. We analyze the main theoretical properties and we discuss computational aspects to implement efficient algorithms. Numerical…

Numerical Analysis · Mathematics 2019-12-23 Roberto Garrappa

We propose a hierarchical splitting approach to differential equations that provides a design principle for constructing splitting methods for $N$-split systems by iteratively applying splitting methods for two-split systems. We analyze the…

Numerical Analysis · Mathematics 2026-01-21 Kevin Schäfers , Michael Günther

Many applications involve partial differential equations which admits nontrivial steady state solutions. The design of schemes which are able to describe correctly these equilibrium states may be challenging for numerical methods, in…

Analysis of PDEs · Mathematics 2016-02-09 Lorenzo Pareschi , Thomas Rey

We introduce a high-order numerical scheme for fractional ordinary differential equations with the Caputo derivative. The method is developed by dividing the domain into a number of subintervals, and applying the quadratic interpolation on…

Numerical Analysis · Mathematics 2020-02-25 Junying Cao , Zhenning Cai

We review recent results obtained to solve fractional order optimal control problems with free terminal time and a dynamic constraint involving integer and fractional order derivatives. Some particular cases are studied in detail. A…

Optimization and Control · Mathematics 2013-06-04 Shakoor Pooseh , Ricardo Almeida , Delfim F. M. Torres

We propose a multiscale method for elliptic problems on complex domains, e.g. domains with cracks or complicated boundary. For local singularities this paper also offers a discrete alternative to enrichment techniques such as XFEM. We…

Numerical Analysis · Mathematics 2016-11-01 Daniel Elfverson , Mats G. Larson , Axel Målqvist

Nonlocal models allow for the description of phenomena which cannot be captured by classical partial differential equations. The availability of efficient solvers is one of the main concerns for the use of nonlocal models in real world…

Numerical Analysis · Mathematics 2023-06-02 Manuel Klar , Giacomo Capodaglio , Marta D'Elia , Christian Glusa , Max Gunzburger , Christian Vollmann

We study a numerical approximation for a nonlinear variable-order fractional differential equation via an integral equation method. Due to the lack of the monotonicity of the discretization coefficients of the variable-order fractional…

Numerical Analysis · Mathematics 2021-10-12 Xiangcheng Zheng

In this paper, we delve into the fascinating realm of fractal calculus applied to fractal sets and fractal curves. Our study includes an exploration of the method analogues of the separable method and the integrating factor technique for…

General Mathematics · Mathematics 2023-10-26 Alireza Khalili Golmankhaneh , Donatella Bongiorno

Many real-world time series exhibit multiple seasonality with different lengths. The removal of seasonal components is crucial in numerous applications of time series, including forecasting and anomaly detection. However, many…

Applications · Statistics 2021-09-21 Linxiao Yang , Qingsong Wen , Bo Yang , Liang Sun

In this paper, we consider a numerical method for the multi-term Caputo-Fabrizio time-fractional diffusion equations (with orders $\alpha_i\in(0,1)$, $i=1,2,\cdots,n$). The proposed method employs a fast finite difference scheme to…

Numerical Analysis · Mathematics 2024-02-22 Bin Fan

This paper gives the existence and uniqueness results for solution of fractional differential equations with Hilfer derivative. Using some new techniques and generalizing the restrictive conditions imposed on considered function, the…

Classical Analysis and ODEs · Mathematics 2017-09-29 D. B. Dhaigude , Sandeep P. Bhairat

Fractional differential equations (FDEs) are an extension of the theory of fractional calculus. However, due to the difficulty in finding analytical solutions, there have not been extensive applications of FDEs until recent decades. With…

Numerical Analysis · Mathematics 2020-07-20 Nirupama Bhattacharya , Gabriel A. Silva

We propose a variational splitting technique for the generalized-$\alpha$ method to solve hyperbolic partial differential equations. We use tensor-product meshes to develop the splitting method, which has a computational cost that grows…

Numerical Analysis · Mathematics 2019-11-12 Pouria Behnoudfar , Quanling Deng , Victor M. Calo

A delayed term in a differential equation reflects the fact that information takes significant time to travel from one place to another within a process being studied. Despite de apparent similarity with ordinary differential equations,…

Dynamical Systems · Mathematics 2023-08-24 Gregory Kozyreff

This article generalizes a recently introduced procedure to solve nonlinear systems of equations, radically departing from the conventional Newton-Raphson scheme. The original nonlinear system is first unfolded into three simpler…

Numerical Analysis · Mathematics 2014-07-24 Antonio Gómez-Expósito

Conventional finite-difference schemes for solving partial differential equations are based on approximating derivatives by finite-differences. In this work, an alternative theory is proposed which view finite-difference schemes as…

Numerical Analysis · Mathematics 2013-09-23 Siu A. Chin

We introduce a new strategy for coupling the parallel in time (parareal) iterative methodology with multiscale integrators. Following the parareal framework, the algorithm computes a low-cost approximation of all slow variables in the…

Numerical Analysis · Mathematics 2015-11-19 Gil Ariel , Seong Jun Kim , Richard Tsai

Given a set of inelastic material models, a microstructure, a macroscopic structural geometry, and a set of boundary conditions, one can in principle always solve the governing equations to determine the system's mechanical response.…

Computational Engineering, Finance, and Science · Computer Science 2023-06-27 Ghina Jezdan , Sanjay Govindjee , Klaus Hackl