Related papers: Time stepping adaptation for subdiffusion problems…
Fractional diffusion and Fokker-Planck equations are widely used tools to describe anomalous diffusion in a large variety of complex systems. The equivalent formulations in terms of Caputo or Riemann-Liouville fractional derivatives can be…
We review some fractional free boundary problems that were recently considered for modeling anomalous phase-transitions. All problems are of Stefan type and involve fractional derivatives in time according to Caputo's definition. We survey…
In this paper, we consider a numerical method for the multi-term Caputo-Fabrizio time-fractional diffusion equations (with orders $\alpha_i\in(0,1)$, $i=1,2,\cdots,n$). The proposed method employs a fast finite difference scheme to…
In this chapter, we mainly review theoretical results on inverse source problems for diffusion equations with the Caputo time-fractional derivatives of order $\alpha\in(0,1)$. Our survey covers the following types of inverse problems: 1.…
The identification of the right order of the equation in applied fractional modeling plays an important role. In this paper we consider an inverse problem for determining the order of time fractional derivative in a subdiffusion equation…
In this paper we present numerical methods - finite differences and finite elements - for solution of partial differential equation of fractional order in time for one-dimensional space. This equation describes anomalous diffusion which is…
We consider a Cauchy problem for the inhomogeneous differential equation given in terms of an unbounded linear operator $A$ and the Caputo fractional derivative of order $\alpha \in (0, 2)$ in time. The previously known representation of…
We introduce an explicit, adaptive time-stepping scheme for the simulation of SPDEs with one-sided Lipschitz drift coefficients. Strong convergence rates are proven for the full space-time discretisation with multiplicative trace-class…
The computation time required by standard finite difference methods with fixed timesteps for solving fractional diffusion equations is usually very large because the number of operations required to find the solution scales as the square of…
Time-fractional parabolic equations with a Caputo time derivative of order $\alpha\in(0,1)$ are discretized in time using continuous collocation methods. For such discretizations, we give sufficient conditions for existence and uniqueness…
This work continues a line of works on developing partially explicit methods for multiscale problems. In our previous works, we have considered linear multiscale problems, where the spatial heterogeneities are at subgrid level and are not…
We consider the task of generating discrete-time realisations of a nonlinear multivariate diffusion process satisfying an It\^o stochastic differential equation conditional on an observation taken at a fixed future time-point. Such…
Taking into account the recent works \cite{RoTaVe:2020} and \cite{Rys:2020}, we consider a phase-change problem for a one dimensional material with a non-local flux, expressed in terms of the Caputo derivative, which derives in a…
This paper is devoted to the study of generalised time-fractional evolution equations involving Caputo type derivatives. Using analytical methods and probabilistic arguments we obtain well-posedness results and stochastic representations…
After reviewing the problematic behavior of some previously suggested finite interval spatial operators of the symmetric Riesz type, we create a wish list leading toward a new spatial operator suitable to use in the space-time fractional…
We prove uniqueness for weak solutions to abstract parabolic equations with the fractional Marchaud or Caputo time derivative. We consider weak solutions in time for divergence form equations when the fractional derivative is transferred to…
This paper develops a two-level fourth-order scheme for solving time-fractional convection-diffusion-reaction equation with variable coefficients subjected to suitable initial and boundary conditions. The basis properties of the new…
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…
In this paper we consider a sub-diffusion problem where the fractional time derivative is approximated either by the L1 scheme or by Convolution Quadrature. We propose new interpretations of the numerical schemes which lead to a posteriori…
An unsteady problem is considered for a space-fractional equation in a bounded domain. A first-order evolutionary equation involves the square root of an elliptic operator of second order. Finite element approximation in space is employed.…