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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…

Numerical Analysis · Mathematics 2025-08-29 Tengteng Cui , Chengtao Sheng , Bihao Su , Zhi Zhou

The paper investigates solutions of the fractional hyperbolic diffusion equation in its most general form with two fractional derivatives of distinct orders. The solutions are given as spatial-temporal homogeneous and isotropic random…

Probability · Mathematics 2023-10-09 Nikolai Leonenko , Andriy Olenko , Jayme Vaz

In this paper, we consider a fast and second-order implicit difference method for approximation of a class of time-space fractional variable coefficients advection-diffusion equation. To begin with, we construct an implicit difference…

Numerical Analysis · Mathematics 2019-07-12 Yong-Liang Zhao , Ting-Zhu Huang , Xian-Ming Gu , Wei-Hua Luo

Considering fractional fast diffusion equations on bounded open polyhedral domains in $\mathbb{R}^N$, we give a fully Galerkin approximation of the solutions by $C^0$-piecewise linear finite elements in space and backward Euler…

Numerical Analysis · Mathematics 2019-12-18 Dongxue Li , Youquan Zheng

We describe and analyze a quasi-Trefftz DG method for solving boundary value problems for the homogeneous diffusion-advection-reaction equation with piecewise-smooth coefficients. Trefftz schemes are high-order Galerkin methods whose…

Numerical Analysis · Mathematics 2023-12-18 Chiara Perinati

A numerical method to solve the fractional diffusion equation, which could also be easily extended to many other fractional dynamics equations, is considered. These fractional equations have been proposed in order to describe anomalous…

Numerical Analysis · Mathematics 2025-10-20 S. B. Yuste , L. Acedo

This paper analyzes the convergence of a Petrov-Galerkin method for time fractional wave problems with nonsmooth data. Well-posedness and regularity of the weak solution to the time fractional wave problem are firstly established. Then an…

Numerical Analysis · Mathematics 2024-12-20 Hao Luo , Binjie Li , Xiaoping Xie

We introduce a multitree-based adaptive wavelet Galerkin algorithm {for} space-time discretized linear parabolic partial differential equations, focusing on time-periodic problems. It is shown that the method converges with the best…

Numerical Analysis · Mathematics 2014-01-23 Sebastian Kestler , Kristina Steih , Karsten Urban

We investigate a numerical behaviour of robust deterministic optimal control problem subject to a convection diffusion equation containing uncertain inputs. Stochastic Galerkin approach, turning the original optimization problem containing…

Numerical Analysis · Mathematics 2023-03-01 Pelin Çiloğlu , Hamdullah Yücel

We analyze a nonlocal diffusion operator having as special cases the fractional Laplacian and fractional differential operators that arise in several applications. In our analysis, a nonlocal vector calculus is exploited to define a weak…

Analysis of PDEs · Mathematics 2013-03-28 Marta D'Elia , Max Gunzburger

In this paper we propose a numerical method to solve a 2D advection-diffusion equation, in the highly oscillatory regime. We use an efficient and robust integrator which leads to an accurate approximation of the solution without any time…

Numerical Analysis · Mathematics 2023-07-27 Clarissa Astuto , Mohammed Lemou , Giovanni Russo

In this work, the existence of solutions (in a suitable sense) to a family of inclusion systems involving fractional, possibly competing, elliptic operators, fractional convection, and homogeneous Dirichlet boundary conditions is…

Analysis of PDEs · Mathematics 2025-05-13 Jinxia Cen , Salvatore A. Marano , Shengda Zeng

We present a detailed convergence analysis for an operator splitting scheme proposed in [C. Liu et al.,J. Comput. Phys., 436, 110253, 2021] for a reaction-diffusion system with detailed balance. The numerical scheme has been constructed…

Numerical Analysis · Mathematics 2021-05-21 Chun Liu , Cheng Wang , Yiwei Wang , Steven M. Wise

We study a second order scheme for spatial fractional differential equations with variable coefficients. Previous results mainly concentrate on equations with diffusion coefficients that are proportional to each other. In this paper, by…

Numerical Analysis · Mathematics 2017-08-18 Seakweng Vong , Pin Lyu

Reduction operators (called often nonclassical symmetries) of variable coefficient semilinear reaction-diffusion equations with power nonlinearity $f(x)u_t=(g(x)u_x)_x+h(x)u^m$ ($m\neq0,1,2$) are investigated using the algorithm suggested…

Exactly Solvable and Integrable Systems · Physics 2009-04-23 O. O. Vaneeva , R. O. Popovych , C. Sophocleous

We consider some (anisotropic and piecewise constant) convection-diffusion-reaction problems in domains of R2, approximated by a discontinuous Galerkin method with polynomials of any degree. We propose two a posteriori error estimators…

Numerical Analysis · Mathematics 2010-11-04 Emmanuel Creusé , Serge Nicaise

In this paper we study the randomized heat equation with homogeneous boundary conditions. The diffusion coeffcient is assumed to be a random variable and the initial condition is treated as a stochastic process. The solution of this…

Probability · Mathematics 2018-02-13 J. Calatayud , J. -C. Cortes , M. Jornet

In this research note we provide a variational basis for the optimal artificial diffusion method, which has been a cornerstone in developing many stabilized methods. The optimal artificial diffusion method produces exact nodal solutions…

Computational Engineering, Finance, and Science · Computer Science 2015-03-13 K. B. Nakshatrala , A. J. Valocchi

The problem of approximating the covariance operator of the mild solution to a linear stochastic partial differential equation is considered. An integral equation involving the semigroup of the mild solution is derived and a general error…

Numerical Analysis · Mathematics 2022-04-25 Mihály Kovács , Annika Lang , Andreas Petersson

We present and analyze an a posteriori error estimator for a space-time hybridizable discontinuous Galerkin discretization of the time-dependent advection-diffusion problem. The residual-based error estimator is proven to be reliable and…

Numerical Analysis · Mathematics 2024-04-08 Yuan Wang , Sander Rhebergen