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We consider the numerical solution of time-dependent space tempered fractional diffusion equations. The use of Crank-Nicolson in time and of second-order accurate tempered weighted and shifted Gr\"unwald difference in space leads to dense…

Numerical Analysis · Mathematics 2022-10-12 D. Ahmad , M. Donatelli , M. Mazza , S. Serra-Capizzano , K. Trotti

In this paper, we consider a fast and second-order implicit difference method for approximation of a class of time-space fractional variable coefficients advection-diffusion equation. To begin with, we construct an implicit difference…

Numerical Analysis · Mathematics 2019-07-12 Yong-Liang Zhao , Ting-Zhu Huang , Xian-Ming Gu , Wei-Hua Luo

We consider a model initial- and Dirichlet boundary- value problem for a fourth-order linear stochastic parabolic equation, in one space dimension, forced by an additive space-time white noise. First, we approximate its solution by the…

Numerical Analysis · Mathematics 2016-07-19 Georgios E. Zouraris

This article presents a finite element scheme with Newton's method for solving the time-fractional nonlinear diffusion equation. For time discretization, we use the fractional Crank-Nicolson scheme based on backward Euler convolution…

Analysis of PDEs · Mathematics 2018-11-26 Dileep Kumar , Sudhakar Chaudhary , V. V. K Srinivas Kumar

In this paper, a high-order exponential scheme is developed to solve the 1D unsteady convection-diffusion equation with Neumann boundary conditions. The present method applies fourth-order compact exponential difference scheme in spatial…

Fluid Dynamics · Physics 2018-05-16 Yucheng Fu , Zhenfu Tian , Yang Liu

In this work, fourth-order compact block-centered finite difference (CBCFD) schemes combined with the Crank-Nicolson discretization are constructed and analyzed for solving parabolic integro-differential type non-Fickian flows in…

Analysis of PDEs · Mathematics 2022-07-05 Xuan Zhao , Ziyan Li , Xiaoli Li

In this paper, a fast solver is studied for saddle point system arising from a second-order Crank-Nicolson discretization of an initial-valued parabolic PDE constrained optimal control problem, which is indefinite and ill-conditioned.…

Numerical Analysis · Mathematics 2023-12-21 Xue-Lei Lin , Shu-Lin Wu

Non-hydrostatic atmospheric models often use semi-implicit temporal discretisations in order to negate the time step limitation of explicitly resolving the fast acoustic and gravity waves. Solving the resulting system to machine precision…

Atmospheric and Oceanic Physics · Physics 2023-09-04 David Lee

This paper presents a new method to approximate the time-dependent convection-diffusion equations using conforming finite element methods, ensuring that the discrete solution respects the physical bounds imposed by the differential…

Numerical Analysis · Mathematics 2025-03-06 Abdolreza Amiri , Gabriel R. Barrenechea , Tristan Pryer

This paper presents fast solvers for linear systems arising from the discretization of fractional nonlinear Schr\"odinger equations with Riesz derivatives and attractive nonlinearities. These systems are characterized by complex symmetry,…

Numerical Analysis · Mathematics 2024-10-07 Chao Chen , Xi Yang , Fei-Yan Zhang

The numerical solution of a nonlinear and space-fractional anti-diffusive equation used to model dune morphodynamics is considered. Spatial discretization is effected using a finite element method whereas the Crank-Nicolson scheme is used…

Numerical Analysis · Mathematics 2016-09-01 Afaf Bouharguane

We present a novel numerical method and algorithm for the solution of the 3D axially symmetric time-dependent Schr\"odinger equation in cylindrical coordinates, involving singular Coulomb potential terms besides a smooth time-dependent…

Atomic Physics · Physics 2017-07-11 Szilárd Majorosi , Attila Czirják

This paper proposes and analyzes a finite difference method based on compact schemes for the Euler-Bernoulli beam equation with damping terms. The method achieves fourth-order accuracy in space and second-order accuracy in time, while…

Numerical Analysis · Mathematics 2025-07-01 Wenjie Huang , Hao Wang , Shiquan Zhang , Qinyi Zhang

The numerical solution of partial differential equations on high-dimensional domains gives rise to computationally challenging linear systems. When using standard discretization techniques, the size of the linear system grows exponentially…

Numerical Analysis · Mathematics 2015-08-13 Daniel Kressner , Michael Steinlechner , Bart Vandereycken

This paper establishes and analyzes a second-order accurate numerical scheme for the nonlinear partial integrodifferential equation with a weakly singular kernel. In the time direction, we apply the Crank-Nicolson method for the time…

Numerical Analysis · Mathematics 2022-09-07 Wenlin Qiu , Xu Xiao , Kexin Li

In this paper, by using Strang's second-order splitting method, the numerical procedure for the three-dimensional (3D) space fractional Allen-Cahn equation can be divided into three steps. The first and third steps involve an ordinary…

Numerical Analysis · Mathematics 2018-04-20 Dongdong He , Kejia Pan , Hongling Hu

This paper focusses on finite volume schemes for solving multilayer diffusion problems. We develop a finite volume method that addresses a deficiency of recently proposed finite volume/difference methods, which consider only a limited…

Numerical Analysis · Mathematics 2018-07-16 Nathan G. March , Elliot J. Carr

In this work, two Crank-Nicolson schemes without corrections are developed for sub-diffusion equations. First, we propose a Crank-Nicolson scheme without correction for problems with regularity assumptions only on the source term. Second,…

Numerical Analysis · Mathematics 2024-01-23 Han Zhou , Wenyi Tian

In this paper, we propose third-order semi-discretized schemes in space based on the tempered weighted and shifted Gr\"unwald difference (tempered-WSGD) operators for the tempered fractional diffusion equation. We also show stability and…

Numerical Analysis · Mathematics 2020-09-17 Linlin Bu , Cornelis W. Oosterlee

In this paper, we discuss the steady and time-dependent nonlinear convection-diffusion (advection-diffusion) equations with the Dirichlet boundary condition. For the steady nonlinear equation, we use an iteration method to reformulate the…

Numerical Analysis · Mathematics 2025-07-28 Qiwei Feng , Catalin Trenchea