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Sparse grids are tailored to the approximation of smooth high-dimensional functions. On a $d$-dimensional tensor product space, the number of grid points is $N = \mathcal O(h^{-1} |\log h|^{d-1})$, where $h$ is a mesh parameter. The…

Numerical Analysis · Mathematics 2011-06-09 Christoph Reisinger

A fully implicit numerical scheme is established for solving the time fractional Swift-Hohenberg (TFSH) equation with a Caputo time derivative of order $\alpha\in(0,1)$. The variable-step L1 formula and the finite difference method are…

Numerical Analysis · Mathematics 2023-03-08 Xuan Zhao , Ran Yang , Ren-jun Qi , Hong Sun

We study the use of the hybridizable discontinuous Galerkin (HDG) method for numerically solving fractional diffusion equations of order $-\alpha$ with $-1<\alpha<0$. For exact time-marching, we derive optimal algebraic error estimates…

Numerical Analysis · Mathematics 2014-09-26 Bernardo Cockburn , Kassem Mustapha

This paper develops a two-stage stochastic model to investigate evolution of random fields on the unit sphere $\bS^2$ in $\R^3$. The model is defined by a time-fractional stochastic diffusion equation on $\bS^2$ governed by a diffusion…

Probability · Mathematics 2024-03-05 T. Alodat , Q. T. Le Gia , I. H. Sloan

In this work, we calculate the convergence rate of the finite difference approximation for a class of nonlocal fracture models. We consider two point force interactions characterized by a double well potential. We show the existence of a…

Numerical Analysis · Mathematics 2018-07-03 Prashant K. Jha , Robert Lipton

Solutions exhibiting weak initial singularities arise in various equations, including diffusion and subdiffusion equations. When employing the well-known L1 scheme to solve subdiffusion equations with weak singularities, numerical…

Numerical Analysis · Mathematics 2024-02-06 Jiwei Zhang , Zhimin Zhang , Chengchao Zhao

A one dimensional fractional diffusion model with the Riemann-Liouville fractional derivative is studied. First, a second order discretization for this derivative is presented and then an unconditionally stable weighted average finite…

Numerical Analysis · Mathematics 2011-09-13 Ercília Sousa , Can Li

We consider a class of numerical approximations to the Caputo fractional derivative. Our assumptions permit the use of nonuniform time steps, such as is appropriate for accurately resolving the behavior of a solution whose derivatives are…

Numerical Analysis · Mathematics 2020-12-23 Hong-lin Liao , William McLean , Jiwei Zhang

We present error estimates of the fully semi-Lagrangian scheme with high-order interpolation operators, solving the initial value problems for the one-dimensional nonlinear diffusive conservation laws, including the Burgers equations. We…

Numerical Analysis · Mathematics 2025-09-22 Haruki Takemura

We consider the spectral definition of the fractional Laplace operator and study a basic linear problem involving this operator and singular forcing. In two dimensions, we introduce an appropriate weak formulation in fractional Sobolev…

Numerical Analysis · Mathematics 2026-02-13 Enrique Otarola , Abner J. Salgado

Finite difference schemes in the spatial variable for degenerate stochastic parabolic PDEs are investigated. Sharp results on the rate of $L_p$ and almost sure convergence of the finite difference approximations are presented and results on…

Probability · Mathematics 2013-10-01 Istvan Gyongy

This is the second part of study on the optimal convergence rate of the explicit Euler discretization in time for the convection-diffusion equations [Appl. Math. Lett. \textbf{131} (2022) 108048] which focuses on high-dimensional…

Numerical Analysis · Mathematics 2022-05-13 Qifeng Zhang , Jiyuan Zhang , Zhi-zhong Sun

In this work, we investigate a numerical procedure for recovering a space-dependent diffusion coefficient in a (sub)diffusion model from the given terminal data, and provide a rigorous numerical analysis of the procedure. By exploiting…

Numerical Analysis · Mathematics 2024-05-20 Bangti Jin , Xiliang Lu , Qimeng Quan , Zhi Zhou

The gradient discretisation method is a generic framework that is applicable to a number of schemes for diffusion equations, and provides in particular generic error estimates in $L^2$ and $H^1$-like norms. In this paper, we establish an…

Numerical Analysis · Mathematics 2018-10-09 Jerome Droniou , Neela Nataraj

Adaptive optics (AO) system performance is improved using post-processing techniques, such as point spread function (PSF) deconvolution. The PSF estimation involves characterization of the different wavefront (WF) error sources in the AO…

Instrumentation and Methods for Astrophysics · Physics 2018-08-29 Florian Ferreira , Eric Gendron , Gérard Rousset , Damien Gratadour

In this paper, a temporal nonuniform $L1$ type difference scheme is built up for the time fractional diffusion-wave equation with the help of the order reduction technique. The unconditional convergence of the nonuniform difference scheme…

Numerical Analysis · Mathematics 2023-03-01 Hong Sun , Yanping Chen , Xuan Zhao

An implicit variable-step BDF2 scheme is established for solving the space fractional Cahn-Hilliard equation, involving the fractional Laplacian, derived from a gradient flow in the negative order Sobolev space $H^{-\alpha}$,…

Numerical Analysis · Mathematics 2023-06-26 Xuan Zhao , Zhongqin Xue

We obtain a priori estimates with best constants for the solutions of the fractional fast diffusion equation $u_t+(-\Delta)^{\sigma/2}u^m=0$, posed in the whole space with $0<\sigma<2$, $0<m\le 1$. The estimates are expressed in terms of…

Analysis of PDEs · Mathematics 2013-10-14 Juan Luis Vázquez , Bruno Volzone

Diffusion maps is a manifold learning algorithm widely used for dimensionality reduction. Using a sample from a distribution, it approximates the eigenvalues and eigenfunctions of associated Laplace-Beltrami operators. Theoretical bounds on…

Statistics Theory · Mathematics 2021-04-09 Caroline L. Wormell , Sebastian Reich

In this work, we propose an efficient finite element method for solving fractional Sturm-Liouville problems involving either the Caputo or Riemann-Liouville derivative of order $\alpha\in(1,2)$ on the unit interval $(0,1)$. It is based on…

Numerical Analysis · Mathematics 2013-07-22 Bangti Jin , Raytcho Lazarov , Joseph Pasciak , William Rundell