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We deal with some extensions of the space-fractional diffusion equation, which is satisfied by the density of a stable process (see Mainardi, Luchko, Pagnini (2001)): the first equation considered here is obtained by adding an exponential…
Diffusion models have recently emerged as powerful stochastic frameworks for high-dimensional inference and generation. However, existing applications to partial differential equations (PDEs) predominantly rely on physics-informed training…
We present a high-order radial basis function finite difference (RBF-FD) framework for the solution of advection-diffusion equations on time-varying domains. Our framework is based on a generalization of the recently developed Overlapped…
When solving the time-dependent radiative transport equation (RTE), implicit time discretization is often employed for its robustness and stability. This results in a sequence of steady-state RTEs with identical cross-sections but varying…
In this paper, a high-order exponential scheme is developed to solve the 1D unsteady convection-diffusion equation with Neumann boundary conditions. The present method applies fourth-order compact exponential difference scheme in spatial…
A numerical scheme is presented for approximating fractional order Poisson problems in two and three dimensions. The scheme is based on reformulating the original problem posed over $\Omega$ on the extruded domain…
One of the major challenges of contemporary mathematics is numerical solving of various problems for functional differential equations (FDE), in particular Cauchy problem for delayed and neutral differential equations. Recently large…
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…
Second-order partial differential equations in non-divergence form are considered. Equations of this kind typically arise as subproblems for the solution of Hamilton-Jacobi-Bellman equations in the context of stochastic optimal control, or…
We present a finite element approach for diffusion problems with thermal fluctuations based on a fluctuating hydrodynamics model. The governing transport equations are stochastic partial differential equations with a fluctuating forcing…
We derive and analyze a fully computable discrete scheme for fractional partial differential equations posed on the full space $\mathbb{R}^d$ . Based on a reformulation using the well-known Caffarelli-Silvestre extension, we study a…
In this paper we consider an ESFEM method for the advection and diffusion of a scalar quantity on a moving closed curve. The diffusion process is controlled by a forcing term that may include a rough term (specifically a stochastic noise)…
A finite difference numerical method is investigated for fractional order diffusion problems in one space dimension. For this, a mathematical model is developed to incorporate homogeneous Dirichlet and Neumann type boundary conditions. The…
Fractional differential equations (FDEs) describe subdiffusion behavior of dynamical systems. Its non-local structure requires taking into account the whole evolution history during the time integration, which then possibly causes…
Recently, the fractional Fokker-Planck equations (FFPEs) with multiple internal states are built for the particles undergoing anomalous diffusion with different waiting time distributions for different internal states, which describe the…
This paper presents a novel methodology for fast simulation and analysis of transient heat transfer. The proposed methodology is suitable for real-time applications owing to (i) establishing the solution method from the viewpoint of…
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 Adomian decomposition method is a semi-analytical method for solving ordinary and partial nonlinear differential equations. The aim of this paper is to apply Adomian decomposition method to obtain approximate solutions of nonlinear…
In mathematical physics, the space-fractional diffusion equations are of particular interest in the studies of physical phenomena modelled by L\'{e}vy processes, which are sometimes called super-diffusion equations. In this article, we…
In this work, we develop a localized numerical scheme with low regularity requirements for solving time-fractional integro-differential equations. First, a fully discrete numerical scheme is constructed. Specifically, for temporal…