Related papers: Numerical analysis for subdiffusion problem with n…
We consider the multidimensional space-fractional diffusion equations with spatially varying diffusivity and fractional order. Significant computational challenges are encountered when solving these equations due both to the kernel…
In this paper, we investigate the well-posedness of weak solutions to the time-fractional Fokker-Planck equation. Its dynamics is governed by anomalous diffusion, and we consider the most general case of space-time dependent forces.…
The focus of this paper is on the concurrent reconstruction of both the diffusion and potential coefficients present in an elliptic/parabolic equation, utilizing two internal measurements of the solutions. A decoupled algorithm is…
A space fractional diffusion-like equation is introduced, which embodies the nonlocality in time, represented by the memory kernel and the non-locality in space. A specific example of the nonlocal term is considered in combination with…
We investigate an optimization problem that arises when working within the paradigm of Data-Driven Computational Mechanics. In the context of the diffusion-reaction problem, such an optimization problem seeks for the continuous primal…
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…
We unify two paradigmatic mesoscopic mechanisms for the emergence of nonextensive statistics, namely the multiplicative noise mechanism leading to a {\it linear} Fokker-Planck (FP) equation with {\it inhomogenous} diffusion coefficient, and…
Of primary interest in this paper is the numerical approximation of a time dependent fractional, in space, diffusion equation where the domain is assumed to be nonhomogeneous, having different axial diffusion coefficients. This work is…
It is demonstrated that non-constant kernel solution, that can fit the spatial variations of the kernel can be obtained with minimum computing time. The CPU cost required with this new extension of the image subtraction method is almost the…
We consider a singularly perturbed convection-diffusion problem that has in addition a shift term. We show a solution decomposition using asymptotic expansions and a stability result. Based upon this we provide a numerical analysis of high…
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…
This work generalizes the subdiffusive Black-Scholes model by introducing the variable exponent in order to provide adequate descriptions for the option pricing, where the variable exponent may account for the variation of the memory…
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…
When considering fractional diffusion equation as model equation in analyzing anomalous diffusion processes, some important parameters in the model related to orders of the fractional derivatives, are often unknown and difficult to be…
Deriving evolution equations accounting for both anomalous diffusion and reactions is notoriously difficult, even in the simplest cases. In contrast to normal diffusion, reaction kinetics cannot be incorporated into evolution equations…
A kernel based procedure for correcting experimental data for distortions due to the finite resolution and limited detector acceptance is presented. The unfolding problem is known to be an ill-posed problem that can not be solved without…
We formulate a short-time expansion for one-dimensional Fokker-Planck equations with spatially dependent diffusion coefficients, derived from stochastic processes with Gaussian white noise, for general values of the discretization parameter…
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…
A kernel method is proposed to estimate the condensed density of the generalized eigenvalues of pencils of Hankel matrices whose elements have a joint noncentral Gaussian distribution with nonidentical covariance. These pencils arise when…
The subdiffusion equation with a Caputo fractional derivative of order $\alpha\in(0,1)$ in time arises in a wide variety of practical applications, and it is often adopted to model anomalous subdiffusion processes in heterogeneous media.…