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In this paper, we develop two fast implicit difference schemes for solving a class of variable-coefficient time-space fractional diffusion equations with integral fractional Laplacian (IFL). The proposed schemes utilize the graded $L1$…

Numerical Analysis · Mathematics 2021-07-26 Xian-Ming Gu , Hai-Wei Sun , Yanzhi Zhang , Yong-Liang Zhao

We consider the initial/boundary value problem for the fractional diffusion and diffusion-wave equations involving a Caputo fractional derivative in time. We develop two "simple" fully discrete schemes based on the Galerkin finite element…

Numerical Analysis · Mathematics 2015-10-13 Bangti Jin , Raytcho Lazarov , Zhi Zhou

In this paper a technique is suggested to integrate linear initial boundary value problems with exponential quadrature rules in such a way that the order in time is as high as possible. A thorough error analysis is given for both the…

Numerical Analysis · Mathematics 2017-04-05 Begoña Cano , Marí a Jesús Moreta

In this paper, we are interested in the study of a problem with fractional derivatives having boundary conditions of integral types. The problem represents a Caputo type advection-diffusion equation where the fractional order derivative…

Numerical Analysis · Mathematics 2021-02-23 Saadoune Brahimi , Ahcene Merad , Adem Kilicman

In this paper we are considering a semilinear singular perturbation reaction -- diffusion boundary value problem, which contains a small perturbation parameter that acts on the highest order derivative. We construct a difference scheme on…

Numerical Analysis · Mathematics 2015-09-25 Enes Duvnjaković , Samir Karasuljić , Vedad Pasic , Helena Zarin

The paper deals with an optimal control problem in a dynamical system described by a linear differential equation with the Caputo fractional derivative. The goal of control is to minimize a Bolza-type cost functional, which consists of two…

Optimization and Control · Mathematics 2019-09-25 Mikhail Gomoyunov

We establish uniform error bounds of the L1 discretization of the Caputo derivative of H\"older continuous functions. The result can be understood as: error = (degree of smoothness - order of the derivative). We present an elementary proof…

Numerical Analysis · Mathematics 2024-11-19 Félix del Teso , Łukasz Płociniczak

In this paper, we consider algorithms with integral action for solving online optimization problems characterized by quadratic cost functions with a time-varying optimal point described by an $(n-1)$th order polynomial. Using a version of…

Optimization and Control · Mathematics 2025-09-12 Alex Xinting Wu , Ian R. Petersen , Iman Shames

We study some inverse problems for time-fractional Schr\"odinger equations involving the Caputo derivative of fractional order $\alpha \in (0,1)$. We prove refined uniqueness results from sets of positive Lebesgue measure for various…

Analysis of PDEs · Mathematics 2025-11-13 S. E. Chorfi , F. Et-tahri , L. Maniar , M. Yamamoto

This work studies a posteriori error estimates and their use for time-dependent acoustic scattering problems, formulated as a time-dependent boundary integral equation based on a single-layer ansatz. The integral equation is discretized by…

Numerical Analysis · Mathematics 2025-09-05 Théophile Chaumont-Frelet , Heiko Gimperlein , Ignacio Labarca-Figueroa , Jörg Nick

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

A time-stepping L1 scheme for subdiffusion equation with a Riemann--Liouville time-fractional derivative is developed and analyzed. This is the first paper to show that the L1 scheme for the model problem under consideration is second-order…

Numerical Analysis · Mathematics 2019-09-17 Kassem Mustapha

In this paper the Green formula for the operator of fractional differentiation in Caputo sense is proved. By using this formula the integral representation of all regular in a rectangular domains solutions is obtained in the form of the…

Analysis of PDEs · Mathematics 2016-10-18 M. O. Mamchuev

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…

Numerical Analysis · Mathematics 2022-03-02 Lehel Banjai , Charalambos G. Makridakis

The parameter-uniform convergence of a fitted operator method for a singularly perturbed differential equation is normally available only for uniform meshes. Here we establish the parameter-uniform convergence of a fitted operator method on…

Numerical Analysis · Mathematics 2020-08-18 John J. H. Miller

This paper deals with the initial value problem for the multi-term fractional differential equation. The fractional derivative is defined in the Caputo sense. Firstly the initial value problem is transformed into a equivalent Volterra-type…

Classical Analysis and ODEs · Mathematics 2017-05-08 Chung-Sik Sin , Shusen Cheng , Gang-Il Ri , Mun-Chol Kim

This paper deals with a priori pointwise error estimates for the finite element solution of boundary value problems with Neumann boundary conditions in polygonal domains. Due to the corners of the domain, the convergence rate of the…

Numerical Analysis · Mathematics 2018-05-01 Thomas Apel , Johannes Pfefferer , Sergejs Rogovs , Max Winkler

We construct and study a time--semidiscretization scheme for the Cauchy problem associated with a linear homogeneous differential equation with the Caputo fractional time derivative of order $\alpha\in(0,1)$ and a spatial sectorial operator…

Numerical Analysis · Mathematics 2017-12-11 M. M. Kokurin

We examine initial-boundary value problems for diffusion equations with distributed order time-fractional derivatives. We prove existence and uniqueness results for the weak solution to these systems, together with its continuous dependency…

Analysis of PDEs · Mathematics 2017-09-21 Zhiyuan Li , Yavar Kian , Eric Soccorsi

In this paper, we employ a space-time finite element method to discretize the parabolic initial-boundary value problem and extend its error analysis with refined estimates on unstructured space-time meshes. We establish higher-order…

Numerical Analysis · Mathematics 2025-03-13 Thi Thanh Mai Ta , Quang Huy Nguyen , Phi Hung Pham