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The purpose of this work is to introduce and analyze a numerical scheme to efficiently solve boundary value problems involving the spectral fractional Laplacian. The approach is based on a reformulation of the problem posed on a…

Numerical Analysis · Mathematics 2018-08-17 Dominik Meidner , Johannes Pfefferer , Klemens Schürholz , Boris Vexler

In this paper, we are interested in the study of a problem with fractional derivatives having boundary conditions of integral types. The problem represents a Caputo type advection-diffusion equation where the fractional order derivative…

Numerical Analysis · Mathematics 2021-02-23 Saadoune Brahimi , Ahcene Merad , Adem Kilicman

We consider a numerical scheme for the one dimensional time dependent Hamilton-Jacobi equation in the periodic setting. We present a new and simple proof of the rate of convergence of the approximations based on the adjoint method recently…

Analysis of PDEs · Mathematics 2013-07-30 Filippo Cagnetti , Diogo Gomes , Hung V. Tran

In this paper, we study the indirect boundary stability and exact controllability of a one-dimensional Timoshenko system. In the first part of the paper, we consider the Timoshenko system with only one boundary fractional damping. We first…

Analysis of PDEs · Mathematics 2019-01-29 Mohammad Akil , Yacine Chitour , Mouhammad Ghader , Ali Wehbe

A Carleman estimate and the unique continuation property of solutions for a multi-terms time fractional diffusion equation up to order $\alpha\,\,(0<\alpha<2)$ and general time dependent second order strongly elliptic time elliptic operator…

Analysis of PDEs · Mathematics 2017-10-09 Ching-Lung Lin , Gen Nakamura

Stochastic optimal control problems with constraints on the probability distribution of the final output are considered. Necessary conditions for optimality in the form of a coupled system of partial differential equations involving a…

Optimization and Control · Mathematics 2022-03-10 Samuel Daudin

The multi-term time-fractional mixed diffusion-wave equations (TFMDWEs) are considered and the numerical method with its error analysis is presented in this paper. First, a $L2$ approximation is proved with first order accuracy to the…

Numerical Analysis · Mathematics 2016-07-26 Zhao-peng Hao , Guang Lin

A Hamilton-Jacobi equation with Caputo's time-fractional derivative of order less than one is considered. The notion of a viscosity solution is introduced to prove unique existence of a solution to the initial value problem under periodic…

Analysis of PDEs · Mathematics 2017-04-20 Yoshikazu Giga , Tokinaga Namba

The first part of this paper introduces sufficient conditions to determine conservation laws of diffusion equations of arbitrary fractional order in time. Numerical methods that satisfy a discrete analogue of these conditions have…

Numerical Analysis · Mathematics 2022-03-07 Angelamaria Cardone , Gianluca Frasca-Caccia

We present a finite element (FE) scheme for the numerical approximation of the solution to a non-local Poisson equation involving the one-dimensional fractional Laplacian $(-d_x^2)^s$ on the interval $(-L,L)$. In particular, we include the…

Analysis of PDEs · Mathematics 2017-07-24 Umberto Biccari , Víctor Hernández-Santamaría

In this paper, we propose in a Hilbertian setting a second-order time-continuous dynamic system with fast convergence guarantees to solve structured convex minimization problems with an affine constraint. The system is associated with the…

Optimization and Control · Mathematics 2021-03-24 Hedy Attouch , Zaki Chbani , Jalal Fadili , Hassan Riahi

The time discretization of stochastic spectral fractional wave equation is studied by using the difference methods. Firstly, we exploit rectangle formula to get a low order time discretization, whose the strong convergence order is smaller…

Numerical Analysis · Mathematics 2021-06-08 Xing Liu

In this article, we are concerned with the analysis on the numerical reconstruction of the spatial component in the source term of a time-fractional diffusion equation. This ill-posed problem is solved through a stabilized nonlinear…

Numerical Analysis · Mathematics 2020-05-06 Daijun Jiang , Yikan Liu , Dongling Wang

We consider an extension of the well-known Hamilton-Jacobi-Bellman (HJB) equation for fractional order dynamical systems in which a generalized performance index is considered for the related optimal control problem. Owing to the…

Optimization and Control · Mathematics 2018-11-29 Abolhassan Razminia , Mehdi AsadiZadehShiraz , Delfim F. M. Torres

Mass transport problems are ubiquitous in diverse fields of physics and engineering. With the development of fractional calculus, many have taken to studying problems of fractional mass transport either through numerical simulations or…

Mathematical Physics · Physics 2025-06-18 Nathaniel G. Hermann , M. Shane Hutson

We explore the approximation of feedback control of integro-differential equations containing a fractional Laplacian term. To obtain feedback control for the state variable of this nonlocal equation we use the Hamilton--Jacobi--Bellman…

Optimization and Control · Mathematics 2022-10-19 Alessandro Alla , Marta D'Elia , Christian Glusa , Hugo Oliveira

Fractional Klein-Kramers equation can well describe subdiffusion in phase space. In this paper, we develop the fully discrete scheme for fractional Klein-Kramers equation based on the backward Euler convolution quadrature and local…

Numerical Analysis · Mathematics 2021-12-13 Jing Sun , Daxin Nie , Weihua Deng

We consider continuous-state and continuous-time control problems where the admissible trajectories of the system are constrained to remain on a union of half-planes which share a common straight line. This set will be named a junction. We…

Optimization and Control · Mathematics 2014-12-10 Salomé Oudet

A time-stepping L1 scheme for subdiffusion equation with a Riemann--Liouville time-fractional derivative is developed and analyzed. This is the first paper to show that the L1 scheme for the model problem under consideration is second-order…

Numerical Analysis · Mathematics 2019-09-17 Kassem Mustapha

An implicit finite difference method with non-uniform timesteps for solving the fractional diffusion equation in the Caputo form is proposed. The method allows one to build adaptive methods where the size of the timesteps is adjusted to the…

Numerical Analysis · Mathematics 2024-06-28 Santos B. Yuste , Joaquín Quintana-Murillo