Related papers: A reduced conjugate gradient basis method for frac…
For describing the probability distribution of the positions and times of particles performing anomalous motion, fractional PDEs are derived from the continuous time random walk models with waiting time distribution having divergent first…
The large sparse linear systems arising from the finite element or finite difference discretization of elliptic PDEs can be solved directly via, e.g., nested dissection or multifrontal methods. Such techniques reorder the nodes in the grid…
Numerical solutions of partial differential equations (PDEs) on manifolds continues to generate a lot of interest among scientists in the natural and applied sciences. On the other hand, recent developments of 3D scanning and computer…
We propose a new, unified approach to solving jump-diffusion partial integro-differential equations (PIDEs) that often appear in mathematical finance. Our method consists of the following steps. First, a second-order operator splitting on…
The aim of this paper is to numerically solve a diffusion differential problem having time derivative of fractional order. To this end we propose a collocation-Galerkin method that uses the fractional splines as approximating functions. The…
We present novel model reduction methods for rapid solution of parametrized nonlinear partial differential equations (PDEs) in real-time or many-query contexts. Our approach combines reduced basis (RB) space for rapidly convergent…
Fractional differential equations (FDEs) are an extension of the theory of fractional calculus. However, due to the difficulty in finding analytical solutions, there have not been extensive applications of FDEs until recent decades. With…
Applying proper orthogonal decomposition to a usual finite element (FE) formulation for space fractional partial differential equation, we get a reduced FE model, which greatly reduces the complexity of computation. Then, the stability…
The gradient discretisation method (GDM) is a generic framework for designing and analysing numerical schemes for diffusion models. In this paper, we study the GDM for the porous medium equation, including fast diffusion and slow diffusion…
We study the numerical evaluation of the integral fractional Laplacian and its application in solving fractional diffusion equations. We derive a pseudo-spectral formula for the integral fractional Laplacian operator based on fractional…
Modelling partial differential equations (PDEs) is of crucial importance in science and engineering, and it includes tasks ranging from forecasting to inverse problems, such as data assimilation. However, most previous numerical and machine…
Given only a collection of points sampled from a Riemannian manifold embedded in a Euclidean space, in this paper we propose a new method to solve elliptic partial differential equations (PDEs) supplemented with boundary conditions. Notice…
We propose a novel numerical algorithm utilizing model reduction for computing solutions to stationary partial differential equations involving the spectral fractional Laplacian. Our approach utilizes a known characterization of the…
Reduced basis methods provide an efficient way of mapping out phase diagrams of strongly correlated many-body quantum systems. The method relies on using the exact solutions at select parameter values to construct a low-dimensional basis,…
In this paper, we develop a robust fast method for mobile-immobile variable-order (VO) time-fractional diffusion equations (tFDEs), superiorly handling the cases of small or vanishing lower bound of the VO function. The valid fast…
The article proposes a Caputo fractional conjugate gradient (CFCG) method for unconstrained optimization problems which is applicable to smooth as well as non-smooth problmes. The proposed method uses a non-adaptive version of the Caputo…
In this paper, we propose a model reduction method for solving multiscale elliptic PDEs with random coefficients in the multiquery setting using an optimization approach. The optimization approach enables us to construct a set of localized…
We overview a series of recent works addressing numerical simulations of partial differential equations in the presence of some elements of randomness. The specific equations manipulated are linear elliptic, and arise in the context of…
We approximate a diffusion equation with highly oscillatory coefficients with a diffusion equation with constant coefficients. The approach is put in action in contexts where only partial information (namely the global energy stored in the…
In this paper, we develop two fast implicit difference schemes for solving a class of variable-coefficient time-space fractional diffusion equations with integral fractional Laplacian (IFL). The proposed schemes utilize the graded $L1$…