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This paper establishes and analyzes a second-order accurate numerical scheme for the nonlinear partial integrodifferential equation with a weakly singular kernel. In the time direction, we apply the Crank-Nicolson method for the time…

Numerical Analysis · Mathematics 2022-09-07 Wenlin Qiu , Xu Xiao , Kexin Li

We derive optimal order a posteriori error estimates in the $L^\infty(L^2)$ and $L^1(L^2)$-norms for the fully discrete approximations of time fractional parabolic differential equations. For the discretization in time, we use the $L1$…

Numerical Analysis · Mathematics 2023-11-14 Jiliang Cao , Wansheng Wang , Aiguo Xiao

Time-fractional parabolic equations with a Caputo time derivative of order $\alpha\in(0,1)$ are discretised in time using collocation methods, which assume that the Caputo derivative of the computed solution is piecewise-polynomial. For…

Numerical Analysis · Mathematics 2026-02-23 Sebastian Franz , Natalia Kopteva

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

Solutions to fractional models inherently exhibit non-smooth behavior, which significantly deteriorates the accuracy and therefore efficiency of existing numerical methods. We develop a two-stage data-infused computational framework for…

Numerical Analysis · Mathematics 2018-10-30 Jorge L. Suzuki , Mohsen Zayernouri

Due to the nonlocal feature of fractional differential operators, the numerical solution to fractional partial differential equations usually requires expensive memory and computation costs. This paper develops a fast scheme for fractional…

Numerical Analysis · Mathematics 2025-03-21 Hao Yuan , Xiaoping Xie

We present an accurate and efficient discretization approach for the adaptive discretization of typical model equations employed in numerical weather prediction. A semi-Lagrangian approach is combined with the TR-BDF2 semi-implicit time…

Numerical Analysis · Mathematics 2014-05-23 G. Tumolo , L. Bonaventura

We consider a discretization of Caputo derivatives resulted from deconvolving a scheme for the corresponding Volterra integral. Properties of this discretization, including signs of the coefficients, comparison principles, and stability of…

Numerical Analysis · Mathematics 2019-08-19 Lei Li , Jian-Guo Liu

In this paper, a linearized fully discrete scheme is proposed to solve the two-dimensional nonlinear time fractional Schr\"odinger equation with weakly singular solutions, which is constructed by using L1 scheme for Caputo fractional…

Numerical Analysis · Mathematics 2025-04-15 Jun Ma , Tao Sun , Hu Chen

In recent previous work [E. Hansen, T. Stillfjord and T. \r{A}berg, SIAM J. Numer. Anal., to appear], we analyzed the convergence of operator splitting methods applied to operator-valued differential Riccati equations (DRE). In this paper,…

Numerical Analysis · Mathematics 2026-04-29 Eskil Hansen , Tony Stillfjord , Teodor Åberg

We present improved $L^2$-error estimates on the time-integrated primal variable for the wave equation in its first-order formulation. The space discretization relies on a hybrid nonconforming method, such as the hybridizable discontinuous…

Numerical Analysis · Mathematics 2025-11-18 Bernardo Cockburn , Alexandre Ern , Rekha Khot

In this paper, we will present advanced discretization methods for solving retarded potential integral equations. We employ a $C^{\infty}$-partition of unity method in time and a conventional boundary element method for the spatial…

Numerical Analysis · Mathematics 2014-04-10 Stefan Sauter , Alexander Veit

In this paper, we study a fast and linearized finite difference method to solve the nonlinear time-fractional wave equation with multi fractional orders. We first propose a discretization to the multi-term Caputo derivative based on the…

Numerical Analysis · Mathematics 2019-02-22 Pin Lyu , Yuxiang Liang , Zhibo Wang

A high-accuracy time discretization is discussed to numerically solve the nonlinear fractional diffusion equation forced by a space-time white noise. The main purpose of this paper is to improve the temporal convergence rate by modifying…

Numerical Analysis · Mathematics 2021-05-04 Xing Liu

We introduce a novel spatio-temporal discretization for nonlinear Fokker-Planck equations on the multi-dimensional unit cube. This discretization is based on two structural properties of these equations: the first is the representation as a…

Numerical Analysis · Mathematics 2016-01-11 Oliver Junge , Daniel Matthes , Horst Osberger

Time-fractional semilinear and quasilinear parabolic equations with a Caputo time derivative of order $\alpha\in(0,1)$ are considered, solutions of which exhibit a singular behaviour at an initial time of type $t^\sigma$ for any fixed…

Numerical Analysis · Mathematics 2026-01-26 Natalia Kopteva , Sean Kelly

This paper develops and analyzes an optimal-order semi-discrete scheme and its fully discrete finite element approximation for nonlinear stochastic elastic wave equations with multiplicative noise. A non-standard time-stepping scheme is…

Numerical Analysis · Mathematics 2025-04-08 Xiaobing Feng , Yukun Li , Liet Vo

This paper presents an efficient and concise double fast algorithm to solve high dimensional time-space fractional diffusion problems with spectral fractional Laplacian. We first establish semi-discrete scheme of time-space fractional…

Numerical Analysis · Mathematics 2024-04-16 Yi Yang , Jin Huang

We present a new approach to parallelization of the first-order backward difference discretization (BDF1) of the time derivative in partial differential equations, such as the nonlinear heat and viscous Burgers equations. The time…

Numerical Analysis · Mathematics 2024-06-04 Nail K. Yamaleev , Subhash Paudel

In this paper, a semi-discrete spatial finite volume (FV) method is proposed and analyzed for approximating solutions of anomalous subdiffusion equations involving a temporal fractional derivative of order $\alpha \in (0,1)$ in a…

Numerical Analysis · Mathematics 2015-10-27 Samir Karaa , Kassem Mustapha , Amiya K. Pani