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The exponential trapezoidal rule is proposed and analyzed for the numerical integration of semilinear integro-differential equations. Although the method is implicit, the numerical solution is easily obtained by standard fixed-point…

Numerical Analysis · Mathematics 2024-03-12 Alexander Ostermann , Nasrin Vaisi

A class of second order approximations, called the weighted and shifted Gr\"{u}nwald difference operators, are proposed for Riemann-Liouville fractional derivatives, with their effective applications to numerically solving space fractional…

Numerical Analysis · Mathematics 2015-04-27 WenYi Tian , Han Zhou , Weihua Deng

This paper detailedly discusses the locally one-dimensional numerical methods for efficiently solving the three-dimensional fractional partial differential equations, including fractional advection diffusion equation and Riesz fractional…

Numerical Analysis · Mathematics 2014-07-07 Weihua Deng , Minghua Chen

The Fractional Diffusion Equation (FDE) is a mathematical model that describes anomalous transport phenomena characterized by non-local and long-range dependencies which deviate from the traditional behavior of diffusion. Solving this…

Numerical Analysis · Mathematics 2023-11-14 Mohammad Partohaghighi , Emmanuel Asante-Asamani , Olaniyi S. Iyiola

In this paper, a second-order backward difference formula (abbr. BDF2) is used to approximate first-order time partial derivative, the Riesz fractional derivatives are approximated by fourth-order compact operators, a class of new…

Numerical Analysis · Mathematics 2019-09-06 Dongdong Hu , Xuenian Cao

The second order weighted and shifted Gr\"{u}nwald difference (WSGD) operators are developed in [Tian et al., arXiv:1201.5949] to solve space fractional partial differential equations. Along this direction, we further design a new family of…

Numerical Analysis · Mathematics 2017-01-12 Can Li , Weihua Deng

In this work, we show high order splitting methods of integration without negative steps, allowing us to solve numerically irreversible problems, like reaction-diffusion equations. The methods consist in a suitable affine combinations of…

Numerical Analysis · Mathematics 2014-10-21 Mariano De Leo , Diego Rial , Constanza Sanchez de la Vega

In this paper we propose a numerical method to solve a 2D advection-diffusion equation, in the highly oscillatory regime. We use an efficient and robust integrator which leads to an accurate approximation of the solution without any time…

Numerical Analysis · Mathematics 2023-07-27 Clarissa Astuto , Mohammed Lemou , Giovanni Russo

We present modifications of the second-order Douglas stabilizing corrections method, which is a splitting method based on the implicit trapezoidal rule. Inclusion of an explicit term in a forward Euler way is straightforward, but this will…

Numerical Analysis · Mathematics 2015-12-07 A. Arraras , K. J. in't Hout , W. Hundsdorfer , L. Portero

Recently, we have proposed a new diffusive representation for fractional derivatives and, based on this representation, suggested an algorithm for their numerical computation. From the construction of the algorithm, it is immediately…

Numerical Analysis · Mathematics 2022-04-12 Kai Diethelm

A detailed description and validation of a recently developed integration scheme is here reported for one- and two-dimensional reaction-diffusion models. As paradigmatic examples of this class of partial differential equations the complex…

Statistical Mechanics · Physics 2015-06-25 M. Nitti , A. Torcini , S. Ruffo

A kind of spatial fractional diffusion equations in this paper are studied. Firstly, an L1 formula is employed for the spatial discretization of the equations. Then, a second order scheme is derived based on the resulting semi-discrete…

Numerical Analysis · Mathematics 2020-01-08 Yong-Liang Zhao , Pei-Yong Zhu , Xian-Ming Gu , Xi-Le Zhao , Huan-Yan Jian

Reaction-diffusion equations are often used in epidemiological models. In this paper we generalize the algorithm of Meerschaert and Tadjeran for fractional advection-dispersion flow equations to a coupled system of fractional…

Numerical Analysis · Mathematics 2020-01-07 Wolfgang Bock , Yashika Jayathunga

We focus here on a class of fourth-order parabolic equations that can be written as a system of second-order equations by introducing an auxiliary variable. We design a novel second-order fully discrete mixed finite element method to…

Numerical Analysis · Mathematics 2020-08-28 Sana Keita , Abdelaziz Beljadid , Yves Bourgault

Multiphysics problems involving two or more coupled physical phenomena are ubiquitous in science and engineering. This work develops a new partitioned exponential approach for the time integration of multiphysics problems. After a possible…

Numerical Analysis · Mathematics 2019-09-09 Mahesh Narayanamurthi , Adrian Sandu

Space fractional convection diffusion equation describes physical phenomena where particles or energy (or other physical quantities) are transferred inside a physical system due to two processes: convection and superdiffusion. In this…

Numerical Analysis · Mathematics 2014-05-20 Minghua Chen , Weihua Deng

For diffusion-reaction equations employing a splitting procedure is attractive as it reduces the computational demand and facilitates a parallel implementation. Moreover, it opens up the possibility to construct second-order integrators…

Numerical Analysis · Mathematics 2017-01-06 Lukas Einkemmer , Alexander Ostermann

A new method that enables easy and convenient discretization of partial differential equations with derivatives of arbitrary real order (so-called fractional derivatives) and delays is presented and illustrated on numerical solution of…

Numerical Analysis · Mathematics 2009-03-06 Igor Podlubny , Aleksei V. Chechkin , Tomas Skovranek , YangQuan Chen , Blas M. Vinagre Jara

Splitting methods constitute a well-established class of numerical schemes for solving convection-diffusion-reaction problems. They have been shown to be effective in solving problems with periodic boundary conditions. However, in the case…

Numerical Analysis · Mathematics 2025-02-14 Thi Tam Dang , Lukas Einkemmer , Alexander Ostermann

In this paper, using a pseudospectral approach, we develop operational matrices based on the shifted Chebyshev polynomials to approximate numerically Caputo fractional derivatives and Riemann-Liouville fractional integrals. In order to make…

Numerical Analysis · Mathematics 2025-11-17 Francisco de la Hoz , Peru Muniain