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In this paper, a compact alternating direction implicit (ADI) finite difference scheme for the two-dimensional time fractional diffusion-wave equation is developed, with temporal and spatial accuracy order equal to two and four…

Numerical Analysis · Mathematics 2014-04-15 Zhibo Wang , Seakweng Vong

This paper presents a spatial two-grid (STG) compact difference scheme for a two-dimensional (2D) nonlinear diffusion-wave equation with variable exponent, which describes, e.g., the propagation of mechanical diffusive waves in viscoelastic…

Numerical Analysis · Mathematics 2025-10-15 Hao Zhang , Kexin Li , Wenlin Qiu

In this paper, we consider the initial boundary value problem of the two dimensional multi-term time fractional mixed diffusion and diffusion-wave equations. An alternating direction implicit (ADI) spectral method is developed based on…

Numerical Analysis · Mathematics 2018-09-03 Zeting Liu , Fawang Liu , Fanhai Zeng

In this paper, a compact alternating direction implicit (ADI) method has been developed for solving two-dimensional Riesz space fractional diffusion equation. The precision of the discretization method used in spatial directions is twice…

Numerical Analysis · Mathematics 2020-04-21 Sohrab Valizadeh , Alaeddin Malek , Abdollah Borhanifar

A new method is formulated and analyzed for the approximate solution of a two-dimensional time-fractional diffusion-wave equation. In this method, orthogonal spline collocation is used for the spatial discretization and, for the…

Numerical Analysis · Mathematics 2014-05-14 Graeme Fairweather , Xuehua Yang , Da Xu , Haixiang Zhang

In this paper, an alternating direction implicit (ADI) difference scheme for two-dimensional time-fractional wave equation of distributed-order with a nonlinear source term is presented. The unique solvability of the difference solution is…

Numerical Analysis · Mathematics 2017-04-11 Jiahui Hu , Jungang Wang , Zhanbin Yuan , Zongze Yang , Yufeng Nie

This work studies the parallelization and empirical convergence of two finite difference acoustic wave propagation methods on 2-D rectangular grids, that use the same alternating direction implicit (ADI) time integration. This ADI…

Numerical Analysis · Mathematics 2020-06-16 B. Otero , O. Rojas , F. Moya , J. Castillo

We present new high-order Alternating Direction Implicit (ADI) schemes for the numerical solution of initial-boundary value problems for convection-diffusion equations with mixed derivative terms. Our approach is based on the…

Numerical Analysis · Mathematics 2015-05-29 Bertram Düring , Michel Fournié , Alain Rigal

We investigate a local modification of a variable-order fractional wave equation, which describes the propagation of diffusive wave in viscoelastic media with evolving physical property. We incorporate an equivalent formulation to prove the…

Numerical Analysis · Mathematics 2025-11-11 Jinhong Jia , Chuanting Jiang , Yiqun Li , Mengmeng Liu , Wenlin Qiu

Efficient and accurate numerical simulation of seismic wave propagation is important in various Geophysical applications such as seismic full waveform inversion (FWI) problem. However, due to the large size of the physical domain and…

Numerical Analysis · Computer Science 2019-03-22 Keran Li , Wenyuan Liao , Yaoting Lin

In this paper, we derive two bound-preserving and mass-conserving schemes based on the fractional-step method and high-order compact (HOC) finite difference method for nonlinear convection-dominated diffusion equations. We split the…

Numerical Analysis · Mathematics 2024-09-16 Baolin Kuang , Hongfei Fu , Shusen Xie

The diffusive viscous wave equation describes wave propagation in diffusive and viscous media. Examples include seismic waves traveling through the Earth's crust, taking into account of both the elastic properties of rocks and the…

Numerical Analysis · Mathematics 2025-01-13 Siyang Wang

This study focuses on the numerical modeling of wave propagation in fractionally-dissipative media. These viscoelastic models are such that the attenuation is frequency dependent and follows a power law with non-integer exponent. As a…

Classical Physics · Physics 2013-12-18 Abderrahmin Ben Jazia , Bruno Lombard , Cédric Bellis

In several recent works \cite{Causley2013a}, \cite{Causley2013}, we developed a new second order, A-stable approach to wave propagation problems based on the method of lines transpose (MOL$^T$) formulation combined with alternating…

Numerical Analysis · Mathematics 2013-08-15 Matthew F. Causley , Andrew J. Christlieb

In this paper, compact finite difference schemes for the modified anomalous fractional sub-diffusion equation and fractional diffusion-wave equation are studied. Schemes proposed previously can at most achieve temporal accuracy of order…

Numerical Analysis · Mathematics 2015-06-17 Zhibo Wang , Seakweng Vong

This work considers the variable-exponent fractional diffusion-wave equation, which describes, e.g. the propagation of mechanical diffusive waves in viscoelastic media with varying material properties. Rigorous numerical analysis for this…

Numerical Analysis · Mathematics 2025-09-29 Wenlin Qiu , Xiangcheng Zheng

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

Space fractional convection diffusion equation describes physical phenomena where particles or energy (or other physical quantities) are transferred inside a physical system due to two processes: convection and superdiffusion. In this…

Numerical Analysis · Mathematics 2014-05-20 Minghua Chen , Weihua Deng

We develop a high order accurate numerical method for solving the elastic wave equation in second-order form. We hybridize the computationally efficient Cartesian grid formulation of finite differences with geometrically flexible…

Numerical Analysis · Mathematics 2025-02-04 Andreas Granath , Siyang Wang

We propose a new high-order alternating direction implicit (ADI) finite difference scheme for the solution of initial-boundary value problems of convection-diffusion type with mixed derivatives and non-constant coefficients, as they arise…

Computational Finance · Quantitative Finance 2017-02-07 Bertram Düring , James Miles
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