Related papers: Numerical analysis for subdiffusion problem with n…
Diffusion theory establishes a fundamental connection between stochastic differential equations and partial differential equations. The solution of a partial differential equation known as the Fokker-Planck equation describes the…
We present three schemes for the numerical approximation of fractional diffusion, which build on different definitions of such a non-local process. The first method is a PDE approach that applies to the spectral definition and exploits the…
We provide a numerical algorithm for the model characterizing anomalous diffusion in expanding media, which is derived in [F. Le Vot, E. Abad, and S. B. Yuste, Phys. Rev. E {\bf96} (2017) 032117]. The Sobolev regularity for the equation is…
Recently, we have proposed a new diffusive representation for fractional derivatives and, based on this representation, suggested an algorithm for their numerical computation. From the construction of the algorithm, it is immediately…
We consider the numerical approximation of the ill-posed data assimilation problem for stationary convection-diffusion equations and extend our previous analysis in [Numer. Math. 144, 451--477, 2020] to the convection-dominated regime.…
The effective, fast transport of matter through porous media is often characterized by complex dispersion effects. To describe in mathematical terms such situations, instead of a simple macroscopic equation (as in the classical Darcy's…
When considering fractional diffusion equation as model equation in analyzing anomalous diffusion processes, some important parameters in the model, for example, the orders of the fractional derivative or the source term, are often unknown,…
This paper is devoted to the error analysis of a time-spectral algorithm for fractional diffusion problems of order $\alpha$ ($0 < \alpha < 1$). The solution regularity in the Sobolev space is revisited, and new regularity results in the…
Diffusive representations of fractional derivatives have proven to be useful tools in the construction of fast and memory efficient numerical methods for solving fractional differential equations. A common challenge in many of the known…
We present the numerical dispersion effects in solving the convected Helmholtz equation by the conforming and nonconforming quadrilateral finite elements. Particularly, we evaluate the dispersion relations for the numerical schemes. The…
Recently, the fractional Fokker-Planck equations (FFPEs) with multiple internal states are built for the particles undergoing anomalous diffusion with different waiting time distributions for different internal states, which describe the…
We propose a kernel compression method for solving Distributed-Order (DO) Fractional Partial Differential Equations (DOFPDEs) at the cost of solving corresponding local-in-time PDEs. The key concepts are (1) discretization of the integral…
This paper investigates the simultaneous identification of a spatially dependent potential and the initial condition in a subdiffusion model based on two terminal observations. The existence, uniqueness, and conditional stability of the…
We show how the Stefan type free boundary problem with random diffusion in one space dimension can be approximated by the corresponding free boundary problem with nonlocal diffusion. The approximation problem is a slightly modified version…
In this paper we investigate a sub-diffusion equation for simulating the anomalous diffusion phenomenon in real physical environment. Based on an equivalent transformation of the original sub-diffusion equation followed by the use of a…
A class of evolution equations with nonlocal diffusion is considered in this work. These are integro-differential equations arising as models of propagation phenomena in continuum media with nonlocal interactions including neural tissue,…
We propose a novel numerical approach for nonlocal diffusion equations [8] with integrable kernels, based on the relationship between the backward Kolmogorov equation and backward stochastic differential equations (BSDEs) driven by L\`{e}vy…
Factor modeling is a powerful statistical technique that permits to capture the common dynamics in a large panel of data with a few latent variables, or factors, thus alleviating the curse of dimensionality. Despite its popularity and…
There has been considerable recent study in "sub-diffusion" models that replace the standard parabolic equation model by a one with a fractional derivative in the time variable. There are many ways to look at this newer approach and one…
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…