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We propose a short-memory operator splitting scheme for solving the constant-Q wave equation, where the fractional stress-strain relation contains multiple Caputo fractional derivatives with order much smaller than 1. The key is to exploit…

Numerical Analysis · Mathematics 2021-12-08 Yunfeng Xiong , Xu Guo

Considered here is an efficient technique to compute approximate profiles of solitary wave solutions of fractional Korteweg-de Vries equations. The numerical method is based on a fixed-point iterative algorithm along with extrapolation…

Numerical Analysis · Mathematics 2017-04-28 A. Duran

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…

Numerical Analysis · Mathematics 2022-04-12 Kai Diethelm

In this work we detail the application of a fast convolution algorithm computing high dimensional integrals to the context of multiplicative noise stochastic processes. The algorithm provides a numerical solution to the problem of…

Computational Finance · Quantitative Finance 2015-03-19 Giacomo Bormetti , Sofia Cazzaniga

The multi-term time-fractional mixed diffusion-wave equations (TFMDWEs) are considered and the numerical method with its error analysis is presented in this paper. First, a $L2$ approximation is proved with first order accuracy to the…

Numerical Analysis · Mathematics 2016-07-26 Zhao-peng Hao , Guang Lin

We consider a space-time variational formulation of the second-order wave equation, where integration by parts is also applied with respect to the time variable. Conforming tensor-product finite element discretisations with piecewise…

Numerical Analysis · Mathematics 2021-02-16 Marco Zank

We develop a rapid and accurate contour method for the solution of time-fractional PDEs. The method inverts the Laplace transform via an optimised stable quadrature rule, suitable for infinite-dimensional operators, whose error decreases…

Numerical Analysis · Mathematics 2022-02-09 Matthew J. Colbrook , Lorna J. Ayton

We develop a method for numerical time-domain wave propagation based on the model order reduction approach. The method is built with high-performance computing (HPC) implementation in mind that implies a high level of parallelism and…

Numerical Analysis · Mathematics 2014-06-27 Vladimir Druskin , Alexander V. Mamonov , Mikhail Zaslavsky

In this work we propose an efficient and accurate multi-scale optical simulation algorithm by applying a numerical version of slowly varying envelope approximation in FEM. Specifically, we employ the fast iterative method to quickly compute…

Optics · Physics 2024-12-03 Fan Xiao , Jingwei Wang , Zhongfei Xiong , Yuntian Chen

The purpose of this paper is the numerical analysis of a first order fractional-step time-scheme, using decomposition of theviscosity, and "inf-sup" stable finite element space-approximations for the Primitive Equations of the Ocean. The…

Numerical Analysis · Mathematics 2014-11-21 F. Guillén-González , M. V. Redondo-Neble

We focus here on a class of fourth-order parabolic equations that can be written as a system of second-order equations by introducing an auxiliary variable. We design a novel second-order fully discrete mixed finite element method to…

Numerical Analysis · Mathematics 2020-08-28 Sana Keita , Abdelaziz Beljadid , Yves Bourgault

Over the past few decades, there has been substantial interest in evolution equations that involving a fractional-order derivative of order $\alpha\in(0,1)$ in time, due to their many successful applications in engineering, physics, biology…

Numerical Analysis · Mathematics 2019-01-30 Bangti Jin , Raytcho Lazarov , Zhi Zhou

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…

Numerical Analysis · Mathematics 2026-05-12 T. Catoe , V. J. Ervin

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

This paper focuses on providing the high order algorithms for the space-time tempered fractional diffusion-wave equation. The designed schemes are unconditionally stable and have the global truncation error $\mathcal{O}(\tau^2+h^2)$, being…

Numerical Analysis · Mathematics 2017-01-31 Minghua Chen , Weihua Deng

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

We study waves in a viscoelastic rod whose constitutive equation is of generalized Zener type that contains fractional derivatives of complex order. The restrictions following from the Second Law of Thermodynamics are derived. The…

Analysis of PDEs · Mathematics 2017-02-01 Teodor M. Atanacković , Marko Janev , Sanja Konjik , Stevan Pilipović

Adding flexible polymers to a Newtonian solvent confers complex properties to the resulting solution. The additional complexity substantially increases the computational cost of numerical simulations, which often makes them prohibitively…

Fluid Dynamics · Physics 2026-04-30 Christian Amor , Adrián Corrochano , Marco Edoardo Rosti , Soledad Le Clainche

Variable-exponent fractional models attract increasing attentions in various applications, while the rigorous analysis is far from well developed. This work provides general tools to address these models. Specifically, we first develop a…

Numerical Analysis · Mathematics 2026-04-02 Xiangcheng Zheng

We consider an initial-boundary value problem for the $n$-dimensional wave equation with the variable sound speed, $n\geq 1$. We construct three-level implicit in time and compact in space (three-point in each space direction) 4th order…

Numerical Analysis · Mathematics 2026-01-01 Alexander Zlotnik , Raimondas Čiegis