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We propose a finite difference scheme for the numerical solution of a two-dimensional singularly perturbed convection-diffusion partial differential equation whose solution features interacting boundary and interior layers, the latter due…

Numerical Analysis · Mathematics 2024-01-05 Ram Shiromani , Niall Madden , V. Shanthi

In this paper, the one-dimensional time-fractional diffusion-wave equation with the fractional derivative of order $1 \le \alpha \le 2$ is revisited. This equation interpolates between the diffusion and the wave equations that behave quite…

Mathematical Physics · Physics 2016-01-14 Yuri Luchko , Francesco Mainardi , Yuriy Povstenko

In this article, we are concerned with the analysis on the numerical reconstruction of the spatial component in the source term of a time-fractional diffusion equation. This ill-posed problem is solved through a stabilized nonlinear…

Numerical Analysis · Mathematics 2020-05-06 Daijun Jiang , Yikan Liu , Dongling Wang

In this article a two-sided variable coefficient fractional diffusion equation (FDE) is investigated, where the variable coefficient occurs outside of the fractional integral operator. Under a suitable transformation the variable…

Numerical Analysis · Mathematics 2018-11-05 Xiangcheng Zheng , V. J. Ervin , Hong Wang

L\'{e}vy flight models whose jumps have infinite moments are mathematically used to describe the superdiffusion in complex systems. Exponentially tempering the Levy measure of L\'{e}vy flights leads to the tempered stable L\'{e}vy processes…

Computational Physics · Physics 2016-05-19 Can Li , Weihua Deng

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

The variable two-step backward differentiation formula (BDF2) is revisited via a new theoretical framework using the positive semi-definiteness of BDF2 convolution kernels and a class of orthogonal convolution kernels. We prove that, if the…

Numerical Analysis · Mathematics 2022-01-05 Hong-lin Liao , Zhimin Zhang

An initial-boundary value problem for a time-fractional subdiffusion equation with the Riemann-Liouville derivatives on N-dimensional torus is considered. The uniqueness and existence of the classical solution of the posed problem are…

Analysis of PDEs · Mathematics 2021-05-18 Ravshan Ashurov , Oqila Muhiddinova

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…

Numerical Analysis · Mathematics 2022-01-07 Binjie Li , Xiaoping Xie , Yubin Yan

In this paper, we investigate the well-posedness and the long-time asymptotic behavior for the initial-boundary value problem for multi-term time-fractional diffusion equations, where the time differentiation consists of a finite summation…

Analysis of PDEs · Mathematics 2023-01-02 Zhiyuan Li , Yikan Liu , Masahiro Yamamoto

We discuss the derivation and the solutions of integro-differential equations (variable-order time-fractional diffusion equations) following as continuous limits for lattice continuous time random walk schemes with power-law waiting-time…

Statistical Mechanics · Physics 2020-07-22 Philipp Roth , Igor M. Sokolov

In this paper, we concentrate on solving second-order singularly perturbed Fredholm integro-differential equations (SPFIDEs). It is well known that solving these equations analytically is a challenging endeavor because of the presence of…

Numerical Analysis · Mathematics 2024-01-30 Mehebub Alam , Rajni Kant Pandey

In this article, we propose a higher order approximation to Caputo fractional (C-F) derivative using graded mesh and standard central difference approximation for space derivatives, in order to obtain the approximate solution of time…

Numerical Analysis · Mathematics 2022-01-12 Gande Naga Raju , Harshita Madduri

This paper aims to develop and analyze a numerical scheme for solving the backward problem of semilinear subdiffusion equations. We establish the existence, uniqueness, and conditional stability of the solution to the inverse problem by…

Numerical Analysis · Mathematics 2025-05-07 Xu Wu , Jiang Yang , Zhi Zhou

In this work we investigate an inverse coefficient problem for the one-dimensional subdiffusion model, which involves a Caputo fractional derivative in time. The inverse problem is to determine two coefficients and multiple parameters (the…

Analysis of PDEs · Mathematics 2024-03-19 Siyu Cen , Bangti Jin , Yavar Kian , Eric Soccorsi , Rachid Zarouf , Zhi Zhou

We study a second order scheme for spatial fractional differential equations with variable coefficients. Previous results mainly concentrate on equations with diffusion coefficients that are proportional to each other. In this paper, by…

Numerical Analysis · Mathematics 2017-08-18 Seakweng Vong , Pin Lyu

Finite difference method as a popular numerical method has been widely used to solve fractional diffusion equations. In the general spatial error analyses, an assumption $u\in C^{4}(\bar{\Omega})$ is needed to preserve $\mathcal{O}(h^{2})$…

Numerical Analysis · Mathematics 2023-02-07 Daxin Nie , Jing Sun , Weihua Deng

We study a linear-quadratic optimal control problem involving a parabolic equation with fractional diffusion and Caputo fractional time derivative of orders $s \in (0,1)$ and $\gamma \in (0,1]$, respectively. The spatial fractional…

Optimization and Control · Mathematics 2015-04-02 Harbir Antil , Enrique Otarola , Abner J. Salgado

In this paper, some known and novel properties of the Cauchy and signaling problems for the one-dimensional time-fractional diffusion-wave equation with the Caputo fractional derivative of order $\beta,\ 1 \le \beta \le 2$ are investigated.…

Analysis of PDEs · Mathematics 2016-09-20 Yuri Luchko , Francesco Mainardi

In this paper we investigate the following fractional order in time Cauchy problem \begin{equation*} \begin{cases} \mathbb{D}_{t}^{\alpha }u(t)+Au(t)=f(u(t)), & 1<\alpha <2, u(0)=u_{0},\,\,\,u^{\prime }(0)=u_{1}. & \end{cases}%…

Analysis of PDEs · Mathematics 2018-08-08 Edgardo Alvarez , Ciprian Gal , Valentin Keyantuo , Mahamadi Warma