Related papers: Two kinds of numerical algorithms for ultra-slow d…
Several relaxation approximations to partial differential equations have been recently proposed. Examples include conservation laws, Hamilton-Jacobi equations, convection-diffusion problems, gas dynamics problems. The present paper focuses…
In arXiv:2305.03945 [math.NA], a first-order optimization algorithm has been introduced to solve time-implicit schemes of reaction-diffusion equations. In this research, we conduct theoretical studies on this first-order algorithm equipped…
We study parameter estimation for univariate stochastic differential equations with locally Lipschitz drift and H\"older continuous multiplicative diffusion, a class commonly arising in several applications. Existing inference methods…
Different relaxation approximations to partial differential equations, including conservation laws, Hamilton-Jacobi equations, convection-diffusion problems, gas dynamics problems, have been recently proposed. The present paper focuses onto…
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…
In this article, we consider the space-time fractional (nonlocal) equation characterizing the so-called "double-scale" anomalous diffusion $$\partial_t^\beta u(t, x) = -(-\Delta)^{\alpha/2}u(t,x) - (-\Delta)^{\gamma/2}u(t,x) \ \ t> 0, \…
This work aims to construct an efficient and highly accurate numerical method to address the time singularity at $t=0$ involved in a class of time-fractional parabolic integro-partial differential equations in one and two dimensions. The…
We develop a numerical scheme for subdiffusion of variable exponent by combining the $L2-1_\sigma$ temporal discretization with finite element spatial approximation. In existing works, determining the superconvergence points requires…
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 work, we present numerical analysis for a distributed optimal control problem, with box constraint on the control, governed by a subdiffusion equation which involves a fractional derivative of order $\alpha\in(0,1)$ in time. The…
We improve the time decay estimates of solutions to the one-dimensional fractional diffusion equation involving the Caputo derivative. The equation is considered on the half-line. Depending on the boundary condition, we show that solutions…
In this paper, fast numerical methods are established for solving a class of time distributed-order and Riesz space fractional diffusion-wave equations. We derive new difference schemes by the weighted and shifted Gr$\ddot{\rm{u}}$nwald…
The equation with the time fractional substantial derivative and space fractional derivative describes the distribution of the functionals of the L\'evy flights; and the equation is derived as the macroscopic limit of the continuous time…
In this paper, we propose an accurate finite difference method to discretize the $d$-dimensional (for $d\ge 1$) tempered integral fractional Laplacian and apply it to study the tempered effects on the solution of problems arising in various…
In this paper, we propose a new class of operator factorization methods to discretize the integral fractional Laplacian $(-\Delta)^\frac{\alpha}{2}$ for $\alpha \in (0, 2)$. The main advantage of our method is to easily increase numerical…
In this paper, we consider the strong convergence of the time-space fractional diffusion equation driven by fractional Gaussion noise with Hurst index $H\in(\frac{1}{2},1)$. A sharp regularity estimate of the mild solution and the numerical…
We propose a Deep-Picard iteration framework for high-dimensional nonlinear space-time fractional diffusion equations.The method is based on a nonlinear fractional Feynman--Kac fixed-point formulation, which replaces direct discretization…
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…
This paper is in continuation of the authors' recently published paper (Journal of Mathematical Physics 55(2014)083519) in which computational solutions of an unified reaction-diffusion equation of distributed order associated with Caputo…
We construct a novel estimator for the diffusion coefficient of the limiting homogenized equation, when observing the slow dynamics of a multiscale model, in the case when the slow dynamics are of bounded variation. Previous research…