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In multi-phase fluid flow, fluid-structure interaction, and other applications, partial differential equations (PDEs) often arise with discontinuous coefficients and singular sources (e.g., Dirac delta functions). These complexities arise…

Numerical Analysis · Mathematics 2019-07-24 Chung-Nan Tzou , Samuel Stechmann

We propose a novel finite-difference time-domain (FDTD) scheme for the solution of the Maxwell's equations in which linear dispersive effects are present. The method uses high-order accurate approximations in space and time for the…

Numerical Analysis · Mathematics 2017-06-15 Michael J. Jenkinson , Jeffrey W. Banks

This article presents a finite element scheme with Newton's method for solving the time-fractional nonlinear diffusion equation. For time discretization, we use the fractional Crank-Nicolson scheme based on backward Euler convolution…

Analysis of PDEs · Mathematics 2018-11-26 Dileep Kumar , Sudhakar Chaudhary , V. V. K Srinivas Kumar

We study solution techniques for parabolic equations with fractional diffusion and Caputo fractional time derivative, the latter being discretized and analyzed in a general Hilbert space setting. The spatial fractional diffusion is realized…

Numerical Analysis · Mathematics 2015-03-05 Ricardo H. Nochetto , Enrique Otarola , Abner J. Salgado

In this paper, we investigate a spectral Petrov-Galerkin method for an optimal control problem governed by a two-sided space-fractional diffusion-advection-reaction equation. Taking into account the effect of singularities near the boundary…

Numerical Analysis · Mathematics 2021-06-22 Shengyue Li , Wanrong Cao , Yibo Wang

Neural operators (NOs) struggle with high-contrast multiscale partial differential equations (PDEs), where fine-scale heterogeneities cause large errors. To address this, we use the Generalized Multiscale Finite Element Method (GMsFEM) that…

To extract the approximate solutions in the case of nonlinear fractional order differential equations with the homogeneous and nonhomogeneous boundary conditions, the weighted residual method is embedded here. We exploit three methods such…

Numerical Analysis · Mathematics 2024-04-05 Umme Ruman , Md. Shafiqul Islam

Finite Difference (FD) schemes are widely used in science and engineering for approximating solutions of partial differential equations (PDEs). Error analysis of FD schemes relies on estimating the truncation error at each time step. This…

Numerical Analysis · Mathematics 2021-02-17 Adi Ditkowski , Paz Fink Shustin

This article provides techniques of raising the regularity of fractional order equations and resolves fundamental questions on the one-dimensional homogeneous boundary-value problem of skewed (double-sided) fractional diffusion advection…

Classical Analysis and ODEs · Mathematics 2020-05-12 Yulong Li

In this paper, a linearized semi-implicit finite difference scheme is proposed for solving the two-dimensional (2D) space fractional nonlinear Schr\"{o}dinger equation (SFNSE).The scheme has the property of mass and energy conservation on…

Numerical Analysis · Mathematics 2021-07-27 Hongling Hu , Xianlin Jin , Dongdong He , Kejia Pan , Qifeng Zhang

Stochastic diffusion equations are crucial for modeling a range of physical phenomena influenced by uncertainties. We introduce the generalized finite difference method for solving these equations. Then, we examine its consistency,…

Numerical Analysis · Mathematics 2024-11-22 Faezeh Nassajian Mojarrad

We present a general framework for the rigorous numerical analysis of time-fractional nonlinear parabolic partial differential equations, with a fractional derivative of order $\alpha\in(0,1)$ in time. The framework relies on three…

Numerical Analysis · Mathematics 2017-12-05 Bangti Jin , Buyang Li , Zhi Zhou

The convolution method for the numerical solution of forward-backward stochastic differential equations (FBSDEs), introduced in [21], uses a uniform space grid. In this paper we utilize a tree-like spatial discretization that approximates…

Computational Finance · Quantitative Finance 2022-05-23 Polynice Oyono Ngou , Cody Hyndman

This paper introduces a novel approach for the construction of bulk--surface splitting schemes for semi-linear parabolic partial differential equations with dynamic boundary conditions. The proposed construction is based on a reformulation…

Numerical Analysis · Mathematics 2023-07-06 R. Altmann , C. Zimmer

In 1986, Dixon and McKee developed a discrete fractional Gr\"{o}nwall inequality [Z. Angew. Math. Mech., 66 (1986), pp. 535--544], which can be seen as a generalization of the classical discrete Gr\"{o}nwall inequality. However, this…

Numerical Analysis · Mathematics 2021-04-08 Hui Zhang , Fanhai Zeng , Xiaoyun Jiang , George Em Karniadakis

This article develops how to generalize the invariant subspace method for deriving the analytical solutions of the multi-component (N+1)-dimensional coupled nonlinear time-fractional PDEs (NTFPDEs) in the sense of Caputo fractional-order…

Analysis of PDEs · Mathematics 2024-06-18 K. S. Priyendhu , P. Prakash , M. Lakshmanan

An implicit Euler finite-volume scheme for general cross-diffusion systems with volume-filling constraints is proposed and analyzed. The diffusion matrix may be nonsymmetric and not positive semidefinite, but the diffusion system is assumed…

Numerical Analysis · Mathematics 2021-05-13 Ansgar Jüngel , Antoine Zurek

The convolution quadrature method originally developed for the Riemann-Liouville fractional calculus is extended in this work to the Hadamard fractional calculus by using the exponential type meshes. Local truncation error analysis is…

Numerical Analysis · Mathematics 2023-11-14 Baoli Yin , Guoyu Zhang , Yang Liu , Hong Li

A high-order finite element method is proposed to solve the nonlinear convection-diffusion equation on a time-varying domain whose boundary is implicitly driven by the solution of the equation. The method is semi-implicit in the sense that…

Numerical Analysis · Mathematics 2022-01-03 Chuwen Ma , Weiying Zheng

Finite difference methods (FDMs) are widely used for solving partial differential equations (PDEs) due to their relatively simple implementation. However, they face significant challenges when applied to non-rectangular domains and in…

Numerical Analysis · Mathematics 2025-07-08 Bin Han , Jiwoon Sim