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A method for constructing first integral preserving numerical schemes for time-dependent partial differential equations on non-uniform grids is presented. The method can be used with both finite difference and partition of unity approaches,…

Numerical Analysis · Mathematics 2018-06-04 Sølve Eidnes , Brynjulf Owren , Torbjørn Ringholm

In this article, we prove Carleman estimates for the generalized time-fractional advection-diffusion equations by considering the fractional derivative as perturbation for the first order time-derivative. As a direct application of the…

Analysis of PDEs · Mathematics 2019-04-15 Zhiyuan Li , Xinchi Huang , Masahiro Yamamoto

Tracer tests in natural porous media sometimes show abnormalities that suggest considering a fractional variant of the Advection Diffusion Equation supplemented by a time derivative of non-integer order. We are describing an inverse method…

Classical Physics · Physics 2017-06-30 Boris Maryshev , Alain Cartalade , Christelle Latrille , Marie-Christine Néel

This paper deals with the investigation of the computational solutions of an unified fractional reaction-diffusion equation, which is obtained from the standard diffusion equation by replacing the time derivative of first order by the…

Analysis of PDEs · Mathematics 2012-10-05 R. K. Saxena , A. M. Mathai , H. J. Haubold

We consider the initial/boundary value problem for a diffusion equation involving multiple time-fractional derivatives on a bounded convex polyhedral domain. We analyze a space semidiscrete scheme based on the standard Galerkin finite…

Numerical Analysis · Mathematics 2015-06-18 Bangti Jin , Raytcho Lazarov , Yikan Liu , Zhi Zhou

Including the effect of thermal fluctuations in traditional computational fluid dynamics requires developing numerical techniques for solving the stochastic partial differential equations of fluctuating hydrodynamics. These Langevin…

Computational Physics · Physics 2015-06-12 S. Delong , B. E. Griffith , E. Vanden-Eijnden , A. Donev

This paper deals with fractional differential equations, with dependence on a Caputo fractional derivative of real order. The goal is to show, based on concrete examples and experimental data from several experiments, that fractional…

General Mathematics · Mathematics 2016-11-03 Ricardo Almeida , Nuno R. O. Bastos , M. Teresa T. Monteiro

In this paper, we investigate the existence and uniqueness of solutions for a fractional boundary value problem supplemented with nonlocal Riemann-Liouville fractional integral and Caputo fractional derivative boundary conditions. Our…

Classical Analysis and ODEs · Mathematics 2018-05-17 Faouzi Haddouchi

This paper investigates an inverse source problem for a multi-term time-fractional diffusion equation with Caputo derivatives. The source term is separable as \(f(x)g(t)\), with the unknown spatial component \(f(x)\) reconstructed from an…

Analysis of PDEs · Mathematics 2026-03-03 Ravshan Ashurov , Damir Shamuratov

We prove a fractional Noether's theorem for fractional Lagrangian systems invariant under a symmetry group both in the continuous and discrete cases. This provides an explicit conservation law (first integral) given by a closed formula…

Dynamical Systems · Mathematics 2016-01-14 Loïc Bourdin , Jacky Cresson , Isabelle Greff

We propose a general strategy for enforcing multiple conservation laws and dissipation inequalities in the numerical solution of initial value problems. The key idea is to represent each conservation law or dissipation inequality by means…

Numerical Analysis · Mathematics 2025-10-02 Boris D. Andrews , Patrick E. Farrell

In this paper, we develop fast procedures for solving linear systems arising from discretization of ordinary and partial differential equations with Caputo fractional derivative w.r.t time variable. First, we consider a finite difference…

Analysis of PDEs · Mathematics 2018-02-01 Zhengguang Liu , Aijie Cheng , Xiaoli Li , Hong Wang

In this work, we develop variational formulations of Petrov-Galerkin type for one-dimensional fractional boundary value problems involving either a Riemann-Liouville or Caputo derivative of order $\alpha\in(3/2, 2)$ in the leading term and…

Numerical Analysis · Mathematics 2015-12-18 Bangti Jin , Raytcho Lazarov , Zhi Zhou

In this paper we want to propose practical numerical methods to solve a class of initial-boundary problem of time-space fractional convection-diffusion equations (TSFCDEs). To start with, an implicit difference method based on two-sided…

Numerical Analysis · Mathematics 2021-07-26 Xian-Ming Gu , Ting-Zhu Huang , Cui-Cui Ji , Bruno Carpentieri , Anatoly A. Alikhanov

We present a new numerical tool to solve partial differential equations involving Caputo derivatives of fractional variable order. Three Caputo-type fractional operators are considered, and for each one of them an approximation formula is…

Classical Analysis and ODEs · Mathematics 2015-12-08 Dina Tavares , Ricardo Almeida , Delfim F. M. Torres

Structure-preserving particle methods have recently been proposed for a class of nonlinear continuity equations, including aggregation-diffusion equation in [J. Carrillo, K. Craig, F. Patacchini, Calc. Var., 58 (2019), pp. 53] and the…

Numerical Analysis · Mathematics 2025-06-19 Jingwei Hu , Samuel Q. Van Fleet , Andy T. S. Wan

For fractional derivatives and time-fractional differential equations, we construct a framework on the basis of the operator theory in fractional Sobolev spaces. Our framework provides a feasible extension of the classical Caputo and the…

Analysis of PDEs · Mathematics 2022-01-24 Masahiro Yamamoto

We provide and analyze a second order scheme for the model describing the functional distributions of particles performing anomalous motion with exponential Debye pattern and no-time-taking jumps eliminated, and power-law jump length. The…

Numerical Analysis · Mathematics 2020-06-30 Jiankang Shi , Minghua Chen

A fractional time derivative is introduced into the Burger's equation to model losses of nonlinear waves. This term amounts to a time convolution product, which greatly penalizes the numerical modeling. A diffusive representation of the…

Computational Physics · Physics 2016-06-14 Bruno Lombard , Denis Matignon

We present a method to solve fractional optimal control problems, where the dynamic depends on integer and Caputo fractional derivatives. Our approach consists to approximate the initial fractional order problem with a new one that involves…

Optimization and Control · Mathematics 2016-10-25 Ricardo Almeida , Delfim F. M. Torres