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This work is devoted to convergence analysis of an exponential integrator scheme for semi-discretization in time of nonlinear stochastic wave equation. A unified framework is first set forth, which covers important cases of additive and…

Numerical Analysis · Mathematics 2020-08-10 Xiaojie Wang

In the present article an endeavor is made to solve the variable order fractional diffusion equations using a powerful method viz., Homotopy Analysis method. It is demonstrated how the method can be used while solving approximately two…

General Mathematics · Mathematics 2026-04-16 Vivek Mishra , S. Das

In this paper, we propose and analyze a new stochastic homogenization method for diffusion equations with random and fast oscillatory coefficients. In the proposed method, the homogenized solutions are sought through a two-stage procedure.…

Numerical Analysis · Mathematics 2022-03-14 Zihao Yang , Jizu Huang , Xiaobing Feng , Xiaofei Guan

In this work, a new collocation approach using a combination of a wavelet operational matrix method and the exponential spline interpolation is proposed to solve the time-fractional convection-diffusion equation with variable coefficients.…

Numerical Analysis · Mathematics 2016-09-27 Xiaogang Zhu , Yufeng Nie

In this paper, we present a novel spectral renormalization exponential integrator method for solving gradient flow problems. Our method is specifically designed to simultaneously satisfy discrete analogues of the energy dissipation laws and…

Numerical Analysis · Mathematics 2023-10-03 Dianming Hou , Lili Ju , Zhonghua Qiao

A reaction-diffusion problem with a Caputo time derivative is considered. An integral discretization scheme on a graded mesh along with a decomposition of the exact solution is proposed. The truncation error estimate of the discretization…

Numerical Analysis · Mathematics 2018-10-19 Zhongdi Cen , Jian Huang , Anbo Le , Aimin Xu

This paper deals with the multi-term generalisation of the time-fractional diffusion-wave equation for general operators with discrete spectrum, as well as for positive hypoelliptic operators, with homogeneous multi-point time-nonlocal…

Analysis of PDEs · Mathematics 2020-05-05 Michael Ruzhansky , Niyaz Tokmagambetov , Berikbol T. Torebek

We study the use of the hybridizable discontinuous Galerkin (HDG) method for numerically solving fractional diffusion equations of order $-\alpha$ with $-1<\alpha<0$. For exact time-marching, we derive optimal algebraic error estimates…

Numerical Analysis · Mathematics 2014-09-26 Bernardo Cockburn , Kassem Mustapha

Coupled nonlinear system of reaction-diffusion equations describing multi-component (species) interactions with heterogeneous coefficients is considered. Finite volume method based approximation for the space is used to construct…

Numerical Analysis · Mathematics 2022-09-13 Maria Vasilyeva , Alexey Sadovski , D. Palaniappan

Time integration of advection dominated advection-diffusion problems on refined meshes can be a challenging task, since local refinement can lead to a severe time step restriction, whereas standard implicit time stepping is usually hardly…

Numerical Analysis · Mathematics 2020-10-13 M. A. Botchev

In this paper, a nonlinear system of fractional ordinary differential equations with multiple scales in time is investigated. We are interested in the effective long-term computation of the solution. The main challenge is how to obtain the…

Numerical Analysis · Mathematics 2022-01-07 Zhaoyang Wang , Ping Lin

Nonlinear time fractional partial differential equations are widely used in modeling and simulations. In many applications, there are high contrast changes in media properties. For solving these problems, one often uses coarse spatial grid…

Numerical Analysis · Mathematics 2022-07-13 Wenyuan Li , Anatoly Alikhanov , Yalchin Efendiev , Wing Tat Leung

This paper develops a high-accuracy algorithm for time fractional wave problems, which employs a spectral method in the temporal discretization and a finite element method in the spatial discretization. Moreover, stability and convergence…

Numerical Analysis · Mathematics 2017-08-10 Binjie Li , Hao Luo , Xiaoping Xie

Stochastic space-time fractional diffusion equations often appear in the modeling of the heat propagation in non-homogeneous medium. In this paper, we firstly investigate the Mittag--Leffler Euler integrator of a class of stochastic…

Numerical Analysis · Mathematics 2023-08-15 Xinjie Dai , Jialin Hong , Derui Sheng

In this paper, we develop a numerical resolution of the space-time fractional advection-dispersion equation. After time discretization, we utilize collocation technique and implement a product integration method in order to simplify the…

Numerical Analysis · Mathematics 2017-05-09 S. Javadi , M. Jani , E. Babolian

In this paper, we propose multicontinuum splitting schemes for multiscale problems, focusing on a parabolic equation with a high-contrast coefficient. Using the framework of multicontinuum homogenization, we introduce spatially smooth…

Numerical Analysis · Mathematics 2024-10-08 Yalchin Efendiev , Wing Tat Leung , Buzheng Shan , Min Wang

In this work, we extend the meshfree generalized multiscale exponential integration framework introduced in Nikiforov et al. (2025) to the simulation of three-dimensional advection--diffusion problems in heterogeneous and high-contrast…

We approximate a diffusion equation with highly oscillatory coefficients with a diffusion equation with constant coefficients. The approach is put in action in contexts where only partial information (namely the global energy stored in the…

Optimization and Control · Mathematics 2026-02-17 Claude Le Bris , Frédéric Legoll , Simon Ruget

This paper proposes a numerical upscaling procedure for elliptic boundary value problems with diffusion tensors that vary randomly on small scales. The resulting effective deterministic model is given through a quasilocal discrete integral…

Numerical Analysis · Mathematics 2019-01-24 Dietmar Gallistl , Daniel Peterseim

We study the hybridizable discontinuous Galerkin (HDG) method for the spatial discretization of time fractional diffusion models with Caputo derivative of order $0<\alpha<1$. For each time $t \in [0,T]$, the HDG approximations are taken to…

Numerical Analysis · Mathematics 2014-12-08 Kassem Mustapha , Maher Nour , Bernardo Cockburn