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In this work, we consider the numerical solution of an initial boundary value problem for the distributed order time fractional diffusion equation. The model arises in the mathematical modeling of ultra-slow diffusion processes observed in…

Numerical Analysis · Mathematics 2015-04-08 Bangti Jin , Raytcho Lazarov , Dongwoo Sheen , Zhi Zhou

In this paper, we develop a second-order accurate time-stepping scheme for the tempered time-fractional advection-dispersion equation based on a sum-of-exponentials (SOE) approximation to the convolution kernel involved in the fractional…

Numerical Analysis · Mathematics 2026-02-10 Liangcai Huang , Lin Li , Shujuan Lü

Nonlinear differential equations are challenging to solve numerically and are important to understanding the dynamics of many physical systems. Deep neural networks have been applied to help alleviate the computational cost that is…

Numerical Analysis · Mathematics 2020-10-27 Bryce Chudomelka , Youngjoon Hong , Hyunwoo Kim , Jinyoung Park

We present a novel method to solve the Maxwell-Liouville-von Neumann (MLN) equations in an accurate and efficient way without invoking the rotating wave approximation (RWA). The method is a combination of two established concepts, namely…

Computational Physics · Physics 2017-10-27 Michael Riesch , Christian Jirauschek

We consider the initial/boundary value problem for the fractional diffusion and diffusion-wave equations involving a Caputo fractional derivative in time. We develop two "simple" fully discrete schemes based on the Galerkin finite element…

Numerical Analysis · Mathematics 2015-10-13 Bangti Jin , Raytcho Lazarov , Zhi Zhou

The work presents integral solutions of the fractional subdiffusion equation by an integral method, as an alternative approach to the solutions employing hypergeometric functions. The integral solution suggests a preliminary defined profile…

Mathematical Physics · Physics 2011-03-09 Jordan Hristov

A multiscale method is proposed for a parabolic stochastic partial differential equation with additive noise and highly oscillatory diffusion. The framework is based on the localized orthogonal decomposition (LOD) method and computes a…

Numerical Analysis · Mathematics 2023-04-28 Annika Lang , Per Ljung , Axel Målqvist

It is well known that using high-order numerical algorithms to solve fractional differential equations leads to almost the same computational cost with low-order ones but the accuracy (or convergence order) is greatly improved, due to the…

Numerical Analysis · Mathematics 2017-05-25 Hengfei Ding , Changpin Li

We present a semi-decision procedure to tackle first order differential equations, with Liouvillian functions in the solution (LFOODEs). As in the case of the Prelle-Singer procedure, this method is based on the knowledge of the integrating…

Mathematical Physics · Physics 2008-10-02 L. G. S. Duarte , S. E. S. Duarte , L. A. C. P. da Mota

We describe an efficient parallel implementation of the selected inversion algorithm for distributed memory computer systems, which we call \texttt{PSelInv}. The \texttt{PSelInv} method computes selected elements of a general sparse matrix…

Numerical Analysis · Mathematics 2015-06-01 Mathias Jacquelin , Lin Lin , Chao Yang

Solving partial differential equations (PDEs) efficiently is essential for analyzing complex physical systems. Recent advancements in leveraging deep learning for solving PDE have shown significant promise. However, machine learning…

Machine Learning · Computer Science 2024-02-16 Ruichen Li , Chuwei Wang , Haotian Ye , Di He , Liwei Wang

This paper presents an online algorithm for identification of partial differential equations (PDEs) based on the weak-form sparse identification of nonlinear dynamics algorithm (WSINDy). The algorithm is online in a sense that if performs…

Optimization and Control · Mathematics 2022-03-09 Daniel A. Messenger , Emiliano Dall'Anese , David M. Bortz

Tempered fractional derivatives originated from the tempered fractional diffusion equations (TFDEs) modeled on the whole space R (see [23]). For numerically solving TFDEs, two kinds of generalized Laguerre functions were defined and some…

Numerical Analysis · Mathematics 2017-03-16 Sheng Chen , Jie Shen , Lilian Wang

Diffusive representations of fractional differential and integral operators can provide a convenient means to construct efficient numerical algorithms for their approximate evaluation. In the current literature, many different variants of…

Numerical Analysis · Mathematics 2024-07-15 Kai Diethelm

We introduce the Optimizing a Discrete Loss (ODIL) framework for the numerical solution of Partial Differential Equations (PDE) using machine learning tools. The framework formulates numerical methods as a minimization of discrete residuals…

Numerical Analysis · Mathematics 2024-01-23 Petr Karnakov , Sergey Litvinov , Petros Koumoutsakos

The nonlinear weakly dispersive Serre equations contain higher-order dispersive terms. This includes a mixed derivative flux term which is difficult to handle numerically. The mix spatial and temporal derivative dispersive term is replaced…

Numerical Analysis · Mathematics 2016-07-28 Christopher Zoppou , Jordan Pitt , Stephen G. Roberts

The exponential trapezoidal rule is proposed and analyzed for the numerical integration of semilinear integro-differential equations. Although the method is implicit, the numerical solution is easily obtained by standard fixed-point…

Numerical Analysis · Mathematics 2024-03-12 Alexander Ostermann , Nasrin Vaisi

Diffuse Optical Tomography (DOT) is an emerging technology in medical imaging which employs light in the NIR spectrum to estimate the distribution of optical coefficients in biological tissues for diagnostic and monitoring purposes. DOT…

Numerical Analysis · Mathematics 2022-05-27 Alessandro Benfenati , Giuseppe Bisazza , Paola Causin

In this contribution, a wave equation with a time-dependent variable-order fractional damping term and a nonlinear source is considered. Avoiding the circumstances of expressing the nonlinear variable-order fractional wave equations via…

Numerical Analysis · Mathematics 2023-07-17 Karel Van Bockstal , Mahmoud A. Zaky , Ahmed S. Hendy

Here we present a new approach to search for first order invariants (first integrals) of rational second order ordinary differential equations. This method is an alternative to the Darbouxian and symmetry approaches. Our procedure can…

Mathematical Physics · Physics 2018-10-09 J. Avellar , M. S. Cardoso , L. G. S. Duarte , L. A. C. P. da Mota