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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 present a computational study of several preconditioning techniques for the GMRES algorithm applied to the stochastic diffusion equation with a lognormal coefficient discretized with the stochastic Galerkin method. The clear block…

Numerical Analysis · Mathematics 2022-08-12 Eugenio Aulisa , Giacomo Capodaglio , Guoyi Ke

It is known that the solution of a conservative steady-state two-sided fractional diffusion problem can exhibit singularities near the boundaries. As consequence of this, and due to the conservative nature of the problem, we adopt a finite…

Numerical Analysis · Mathematics 2022-09-20 Marco Donatelli , Rolf Krause , Mariarosa Mazza , Ken Trotti

An invariant ensemble of $N\times N$ random matrices can be characterised by a joint distribution for eigenvalues $P(\lambda_1,\cdots,\lambda_N)$. The study of the distribution of linear statistics, i.e. of quantities of the form…

Statistical Mechanics · Physics 2017-09-25 Aurélien Grabsch , Christophe Texier

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

In this paper, we develop two fast implicit difference schemes for solving a class of variable-coefficient time-space fractional diffusion equations with integral fractional Laplacian (IFL). The proposed schemes utilize the graded $L1$…

Numerical Analysis · Mathematics 2021-07-26 Xian-Ming Gu , Hai-Wei Sun , Yanzhi Zhang , Yong-Liang Zhao

Motivated by the discrete dipole approximation (DDA) for the scattering of electromagnetic waves by a dielectric obstacle that can be considered as a simple discretization of a Lippmann-Schwinger style volume integral equation for…

Numerical Analysis · Mathematics 2025-08-01 Martin Costabel , Monique Dauge , Khadijeh Nedaiasl

Motivated by a wide range of real-world problems whose solutions exhibit boundary and interior layers, the numerical analysis of discretizations of singularly perturbed differential equations is an established sub-discipline within the…

Numerical Analysis · Mathematics 2021-12-08 Scott P. MacLachlan , Niall Madden , Thái Anh Nhan

We are interested in the numerical solution of nonsymmetric linear systems arising from the discretization of convection-diffusion partial differential equations with separable coefficients and dominant convection. Preconditioners based on…

Numerical Analysis · Mathematics 2015-01-14 Davide Palitta , Valeria Simoncini

This paper concerns the preconditioning technique for discrete systems arising from time-harmonic Maxwell equations with absorptions, where the discrete systems are generated by N\'ed\'elec finite element methods of fixed order on meshes…

Numerical Analysis · Mathematics 2025-02-24 Ziyi Li , Qiya Hu

In recent years, there has been a renewed interest in preconditioning for multilevel Toeplitz systems, a research field that has been extensively explored over the past several decades. This work introduces novel preconditioning strategies…

Numerical Analysis · Mathematics 2024-10-01 Sean Y. Hon , Congcong Li , Rosita L. Sormani , Rolf Krause , Stefano Serra-Capizzano

The current study investigates the asymptotic spectral properties of a finite difference approximation of nonlocal Helmholtz equations with a Caputo fractional Laplacian and a variable coefficient wave number $\mu$, as it occurs when…

In this paper, we propose an efficient method for solving multi-dimensional Riesz space fractional diffusion equations with variable coefficients. The Crank-Nicolson (CN) method is used for temporal discretization, while the fourth-order…

Numerical Analysis · Mathematics 2025-08-01 Yuan-Yuan Huang , Wei Qu , Sean Y. Hon , Siu-Long Lei

We consider the discretization of time-space diffusion equations with fractional derivatives in space and either 1D or 2D spatial domains. The use of implicit Euler scheme in time and finite differences or finite elements in space, leads to…

Numerical Analysis · Mathematics 2019-08-13 Stefano Massei , Mariarosa Mazza , Leonardo Robol

A block lower triangular Toeplitz system arising from time-space fractional diffusion equation is discussed. For efficient solutions of such the linear system, the preconditioned biconjugate gradient stabilized method and flexible general…

Numerical Analysis · Mathematics 2019-05-28 Yong-Liang Zhao , Pei-Yong Zhu , Xian-Ming Gu , Xi-Le Zhao , Jianxiong Cao

The first focus of this paper is the characterization of the spectrum and the singular values of the coefficient matrix stemming from the discretization with space-time grid for a parabolic diffusion problem and from the approximation of…

Numerical Analysis · Mathematics 2023-02-17 Matthias Bolten , Sven-Erik Ekström , Isabella Furci , Stefano Serra-Capizzano

The linear nonhomogeneous fractional difference system with constant coefficients is introduced. An explicit solution to the system is acquired by proposing a newly discrete retarded perturbation of the nabla Mittag-Leffer-type function…

Dynamical Systems · Mathematics 2024-01-09 Mustafa Aydin , Nazim I. Mahmudov

The discrete dipole approximation (DDA) is a popular numerical method for calculating the scattering properties of atmospheric ice crystals. The standard DDA formulation involves the uniform discretization of the underlying volume integral…

Computational Physics · Physics 2019-03-26 Samuel P. Groth , Athanasios G. Polimeridis , Jacob K. White

In this paper, we study an evolution equation that involves a half-Laplacian operator derived from the Riesz fractional Laplacian, combined with a differential operator \(\mathcal{L}\). Using the identity $(-\Delta)^{1/2}=\mathcal…

Numerical Analysis · Mathematics 2026-03-18 Pu Yuan , Paul Zegeling , Xian-Ming Gu

By applying the linearly implicit conservative difference scheme proposed in [D.-L. Wang, A.-G. Xiao, W. Yang. J. Comput. Phys. 2014;272:670-681], the system of repulsive space fractional coupled nonlinear Schr\"odinger equations leads to a…

Numerical Analysis · Mathematics 2024-10-18 Fei-Yan Zhang , Xi Yang , Chao Chen