Related papers: Numerical conservation laws of time fractional dif…
We investigate diffusion equations with time-fractional derivatives of space-dependent variable order. We examine the well-posedness issue and prove that the space-dependent variable order coefficient is uniquely determined among other…
We propose a probabilistic construction for the solution of a general class of fractional high order heat-type equations in the one-dimensional case, by using a sequence of random walks in the complex plane with a suitable scaling. A time…
Motivated by the statistical description of turbulence, we study statistical conservation laws in the form of kinetic-type PDEs for joint probability density functions (PDFs) and cumulative distribution functions (CDFs) associated with…
A new method that enables easy and convenient discretization of partial differential equations with derivatives of arbitrary real order (so-called fractional derivatives) and delays is presented and illustrated on numerical solution of…
In this article, we study the continuous and discrete fractional persistence problem which looks for the persistence of properties of a given classical ($\alpha=1$) differential equation in the fractional case (here using fractional…
We consider a class of porous medium type of equations with Caputo time derivative. The prototype problem reads as $\Dc u=-\A u^m$ and is posed on a bounded Euclidean domain $\Omega\subset\mathbb{R}^N$ with zero Dirichlet boundary…
In the paper we deal with linear fractional control problems with constant delays in the state. Single-order systems with fractional derivative in Caputo sense of orders between 0 and 1 are considered. The aim is to introduce a new…
We present a novel implicit scheme for the numerical solution of time-dependent conservation laws. The core idea of the presented method is to exploit and approximate the mixed spatial-temporal derivative of the solution that occurs…
In this paper, we develop two fast implicit difference schemes for solving a class of variable-coefficient time-space fractional diffusion equations with integral fractional Laplacian (IFL). The proposed schemes utilize the graded $L1$…
The generalized diffusion equations with fractional order derivatives have shown be quite efficient to describe the diffusion in complex systems, with the advantage of producing exact expressions for the underlying diffusive properties.…
We consider a class of nonlinear fractional equations having the Caputo fractional derivative of the time variable $t$, the fractional order of the self-adjoint positive definite unbounded operator in a Hilbert space and a singular…
In this work, we propose a novel framework for the numerical solution of time-dependent conservation laws with implicit schemes via primal-dual hybrid gradient methods. We solve an initial value problem (IVP) for the partial differential…
Preservation of linear and quadratic invariants by numerical integrators has been well studied. However, many systems have linear or quadratic observables that are not invariant, but which satisfy evolution equations expressing important…
A one dimensional fractional diffusion model with the Riemann-Liouville fractional derivative is studied. First, a second order discretization for this derivative is presented and then an unconditionally stable weighted average finite…
In this paper, we study a fast and linearized finite difference method to solve the nonlinear time-fractional wave equation with multi fractional orders. We first propose a discretization to the multi-term Caputo derivative based on the…
In this paper we investigate the following fractional order in time Cauchy problem \begin{equation*} \begin{cases} \mathbb{D}_{t}^{\alpha }u(t)+Au(t)=f(u(t)), & 1<\alpha <2, u(0)=u_{0},\,\,\,u^{\prime }(0)=u_{1}. & \end{cases}%…
We introduce a novel class of time integrators for dispersive equations which allow us to reproduce the dynamics of the solution from the classical $ \varepsilon = 1$ up to long wave limit regime $ \varepsilon \ll 1 $ on the natural time…
We propose and study a class of numerical schemes to approximate time fractional differential equations. The methods are based on the approximation of the Caputo fractional derivative by continuous piecewise polynomials, which is strongly…
The subdiffusion equation with a Caputo fractional derivative of order $\alpha\in(0,1)$ in time arises in a wide variety of practical applications, and it is often adopted to model anomalous subdiffusion processes in heterogeneous media.…
We study a scalar integro-differential conservation law. The equation was first derived in [2] as the slow erosion limit of granular flow. Considering a set of more general erosion functions, we study the initial boundary value problem for…