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In this article, we consider discrete schemes for a fractional diffusion equation involving a tempered fractional derivative in time. We present a semi-discrete scheme by using the local discontinuous Galerkin (LDG) discretization in the…
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…
This paper provides a finite difference discretization for the backward Feynman-Kac equation, governing the distribution of functionals of the path for a particle undergoing both reaction and diffusion [Hou and Deng, J. Phys. A: Math.…
This paper considers the temporal discretization of an inverse problem subject to a time fractional diffusion equation. Firstly, the convergence of the L1 scheme is established with an arbitrary sectorial operator of spectral angle $< \pi/2…
We present a stochastic method for efficiently computing the solution of time-fractional partial differential equations (fPDEs) that model anomalous diffusion problems of the subdiffusive type. After discretizing the fPDE in space, the…
This paper detailedly discusses the locally one-dimensional numerical methods for efficiently solving the three-dimensional fractional partial differential equations, including fractional advection diffusion equation and Riesz fractional…
In this paper, we focus on designing a well-conditioned Glarkin spectral methods for solving a two-sided fractional diffusion equations with drift, in which the fractional operators are defined neither in Riemann-Liouville nor Caputo sense,…
In this paper, we first propose an unconditionally stable implicit difference scheme for solving generalized time-space fractional diffusion equations (GTSFDEs) with variable coefficients. The numerical scheme utilizes the $L1$-type formula…
For the fractional Laplacian of variable order, an efficient and accurate numerical evaluation in multi-dimension is a challenge for the nature of a singular integral. We propose a simple and easy-to-implement finite difference scheme for…
We consider the initial-boundary value problem for a quasilinear time-fractional diffusion equation, and develop a fully discrete solver combining the parareal algorithm in time with a L1 finite-difference approximation of the Caputo…
The paper is concerned with overlapping domain decomposition and exponential time differencing for the diffusion equation discretized in space by cell-centered finite differences. Two localized exponential time differencing methods are…
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…
This paper is devoted to the error analysis of a time-spectral algorithm for fractional diffusion problems of order $\alpha$ ($0 < \alpha < 1$). The solution regularity in the Sobolev space is revisited, and new regularity results in the…
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…
This paper provides a new numerical strategy to solve fractional in space reaction-diffusion equations on bounded domains under homogeneous Dirichlet boundary conditions. Using the matrix transform method the fractional Laplacian operator…
We introduce a novel discretization technique for both elliptic and parabolic fractional diffusion problems based on double exponential quadrature formulas and the Riesz-Dunford functional calculus. Compared to related schemes, the new…
The paper investigates a non-intrusive parallel time integration with multigrid for space-fractional diffusion equations in two spatial dimensions. We firstly obtain a fully discrete scheme via using the linear finite element method to…
This paper focuses on a nonlinear convection-diffusion equation with space and time-fractional Laplacian operators of orders $1<\beta<2$ and $0<\alpha\leq1$, respectively. We develop local discontinuous Galerkin methods, including Legendre…
We propose a direct numerical method for the solution of an optimal control problem governed by a two-side space-fractional diffusion equation. The presented method contains two main steps. In the first step, the space variable is…
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…