Related papers: A fitted scheme for a Caputo initial-boundary valu…
In this article, we deal with fractional stochastic differential equations, so-called Caputo type fractional backward stochastic differential equations (Caputo fBSDEs, for short), and study the well-posedness of an adapted solution to…
In this paper, we discretize the Caputo time derivative of order \alpha \in (0,1) using the Alikhanov scheme on a quasi-graded temporal mesh, and employ the Newton linearization method to approximate the nonlinear term. This yields a…
In this work, we propose an exponentially convergent numerical method for the Caputo fractional propagator $S_\alpha(t)$ and the associated mild solution of the Cauchy problem with time-independent sectorial operator coefficient $A$ and…
Various first order approaches have been proposed in the literature to solve Linear Programming (LP) problems, recently leading to practically efficient solvers for large-scale LPs. From a theoretical perspective, linear convergence rates…
We consider fourth order singularly perturbed boundary value problems with two small parameters, and the approximation of their solution by the $hp$ version of the Finite Element Method on the {\emph{Spectral Boundary Layer}} mesh from…
In this paper, we develop fast procedures for solving linear systems arising from discretization of ordinary and partial differential equations with Caputo fractional derivative w.r.t time variable. First, we consider a finite difference…
We develop a parametric cut finite element method for elliptic boundary value problems with corner singularities where we have weighted control of higher order derivatives of the solution to a neighborhood of a point at the boundary. Our…
In this paper, we propose a time-fractional molecular beam epitaxy (MBE) model with slope selection and its efficient, accurate, full discrete, linear numerical approximation. The numerical scheme utilizes the fast algorithm for the Caputo…
This report addresses the boundary value problem for a second-order linear singularly perturbed FIDE. Traditional methods for solving these equations often face stability issues when dealing with small perturbation parameters. We propose an…
In this paper, we consider the initial-boundary value problem for the time-dependent Maxwell--Schr\"{o}dinger equations in the Coulomb gauge. We first prove the global existence of weak solutions to the equations. Next we propose an…
In this paper, we design high order accurate and stable finite difference schemes for the initial-boundary value problem, associated with the magnetic induction equation with resistivity. We use Summation-By-Parts (SBP) finite difference…
The article proposes a Caputo fractional conjugate gradient (CFCG) method for unconstrained optimization problems which is applicable to smooth as well as non-smooth problmes. The proposed method uses a non-adaptive version of the Caputo…
This article deals with the initial-boundary value problem for a moderately coupled system of time-fractional diffusion equations. Defining the mild solution, we establish fundamental unique existence, limited smoothing property and…
The solution of time fractional partial differential equations in general exhibit a weak singularity near the initial time. In this article we propose a method for solving time fractional diffusion equation with nonlocal diffusion term. The…
Various classes of stable finite difference schemes can be constructed to obtain a numerical solution. It is important to select among all stable schemes such a scheme that is optimal in terms of certain additional criteria. In this study,…
Can graded meshes yield more accurate numerical solution than uniform meshes? A time-dependent nonlocal diffusion problem with a weakly singular kernel is considered using collocation method. For its steady-state counterpart, under the…
We investigate error bounds for numerical solutions of divergence structure linear elliptic PDEs on compact manifolds without boundary. Our focus is on a class of monotone finite difference approximations, which provide a strong form of…
In this work, we consider a time-fractional Allen-Cahn equation, where the conventional first order time derivative is replaced by a Caputo fractional derivative with order $\alpha\in(0,1)$. First, the well-posedness and (limited) smoothing…
We consider a class of "filtered" schemes for first order time dependent Hamilton-Jacobi equations and prove a general convergence result for this class of schemes. A typical filtered scheme is obtained mixing a high-order scheme and a…
This paper is concerned with the numerical analysis of the explicit upwind finite volume scheme for numerically solving continuity equations. We are interested in the case where the advecting velocity field has spatial Sobolev regularity…