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Volterra subdiffusion problems with weakly singular kernel describe the dynamics of subdiffusion processes well.The graded $L1$ scheme is often chosen to discretize such problems since it can handle the singularity of the solution near $t =…

Numerical Analysis · Mathematics 2024-03-20 Yong-Liang Zhao , Xian-Ming Gu , Alexander Ostermann

The $p$-step backwards difference formula (BDF) for solving the system of ODEs can result in a kind of all-at-once linear systems, which are solved via the parallel-in-time preconditioned Krylov subspace solvers (see McDonald, Pestana, and…

Numerical Analysis · Mathematics 2021-09-14 Xian-Ming Gu , Yong-Liang Zhao , Xi-Le Zhao , Bruno Carpentieri , Yu-Yun Huang

Generalized Locally Toeplitz (GLT) matrix sequences arise from large linear systems that approximate Partial Differential Equations (PDEs), Fractional Differential Equations (FDEs), and Integro-Differential Equations (IDEs). GLT sequences…

Numerical Analysis · Mathematics 2024-07-25 V. B. Kiran Kumar , N. S. Sarathkumar

A one dimensional fractional diffusion model with the Riemann-Liouville fractional derivative is studied. First, a second order discretization for this derivative is presented and then an unconditionally stable weighted average finite…

Numerical Analysis · Mathematics 2011-09-13 Ercília Sousa , Can Li

In this note, we study the fast solution of Toeplitz linear systems with coefficient matrix $T_n(f)$, where the generating function $f$ is nonnegative and has a unique zero at zero of any real positive order $\theta$. As preconditioner we…

Numerical Analysis · Mathematics 2014-04-23 D. Noutsos , S. Serra-Capizzano , P. Vassalos

Problems with localized nonhomogeneous material properties present well-known challenges for numerical simulations. In particular, such problems may feature large differences in length scales, causing difficulties with meshing and…

Numerical Analysis · Mathematics 2021-11-23 Alex Viguerie , Silvia Bertoluzza , Alessandro Veneziani , Ferdinando Auricchio

A novel fourth-order finite difference formula coupling the Crank-Nicolson explicit linearized method is proposed to solve Riesz space fractional nonlinear reaction-diffusion equations in two dimensions. Theoretically, under the Lipschitz…

Numerical Analysis · Mathematics 2024-05-07 Wei Qu , Yuan-Yuan Huang , Sean Hon , Siu-Long Lei

In this article we design and analyze a class of two-level non-overlapping additive Schwarz preconditioners for the solution of the linear system of equations stemming from discontinuous Galerkin discretizations of second-order elliptic…

Numerical Analysis · Mathematics 2019-03-28 P. F. Antonietti , P. Houston , G. Pennesi , E. Süli

Domain decomposition (DD) methods are widely used as preconditioner techniques. Their effectiveness relies on the choice of a locally constructed coarse space. Thus far, this construction was mostly achieved using non-assembled matrices…

Numerical Analysis · Mathematics 2021-09-14 Hussam Al Daas , Pierre Jolivet

This paper introduces a new boundary element formulation for transient electromagnetic scattering by homogeneous dielectric objects based on the time-domain PMCHWT equation. To address dense-mesh breakdown, a multiplicative Calderon…

Systems and Control · Electrical Eng. & Systems 2025-10-10 Van Chien Le , Cedric Munger , Francesco P. Andriulli , Kristof Cools

On a finite time interval $(0,T)$, we consider the multiresolution Galerkin discretization of a modified Hilbert transform $\mathcal H_T$ which arises in the space-time Galerkin discretization of the linear diffusion equation. To this end,…

Numerical Analysis · Mathematics 2025-06-05 Helmut Harbrecht , Christoph Schwab , Marco Zank

An exact discretization method is being developed for solving linear systems of ordinary fractional-derivative differential equations with constant matrix coefficients (LSOFDDECMC). It is shown that the obtained linear discrete system in…

Dynamical Systems · Mathematics 2019-03-18 Fikret A. Aliev , N. A. Aliev , N. I. Velieva , K. G. Gasimova , Y. V Mamedova

In this paper we want to propose practical numerical methods to solve a class of initial-boundary problem of time-space fractional convection-diffusion equations (TSFCDEs). To start with, an implicit difference method based on two-sided…

Numerical Analysis · Mathematics 2021-07-26 Xian-Ming Gu , Ting-Zhu Huang , Cui-Cui Ji , Bruno Carpentieri , Anatoly A. Alikhanov

The paper is devoted to the spectral analysis of effective preconditioners for linear systems obtained via a Finite Element approximation to diffusion-dominated convection-diffusion equations. We consider a model setting in which the…

Numerical Analysis · Mathematics 2012-09-12 Alessandro Russo , Stefano Serra Capizzano , Cristina Tablino Possio

Linear systems with large differences between coefficients ("discontinuous coefficients") arise in many cases in which partial differential equations(PDEs) model physical phenomena involving heterogeneous media. The standard approach to…

Mathematical Software · Computer Science 2009-05-04 Dan Gordon , Rachel Gordon

A method of estimating all eigenvalues of a preconditioned discretized scalar diffusion operator with Dirichlet boundary conditions has been recently introduced in T. Gergelits, K.A. Mardal, B.F. Nielsen, Z. Strako\v{s}: Laplacian…

Numerical Analysis · Mathematics 2022-03-08 Martin Ladecký , Ivana Pultarová , Jan Zeman

We develop a fast divided-and-conquer indirect collocation method for the homogeneous Dirichlet boundary value problem of variable-order space-fractional diffusion equations. Due to the impact of the space-dependent variable order, the…

Numerical Analysis · Mathematics 2019-07-09 Jinhong Jia , Xiangcheng Zheng , Hong Wang

We present a procedure for the systematic estimation of the dispersion properties of linear discrete systems with periodic time-varying coefficients. The approach relies on the analysis of a single unit cell, making use of Bloch theorem…

Classical Physics · Physics 2017-08-23 Javier Vila , Raj Kumar Pal , Massimo Ruzzene , Giuseppe Trainiti

In this work, a second-order approximation of the fractional substantial derivative is presented by considering a modified shifted substantial Gr\"{u}nwald formula and its asymptotic expansion. Moreover, the proposed approximation is…

Numerical Analysis · Mathematics 2016-07-26 Zhaopeng Hao , Wanrong Cao , Guang Lin

We present and analyze a structure-preserving method for the approximation of solutions to nonlinear cross-diffusion systems, which combines a Local Discontinuous Galerkin spatial discretization with the backward Euler time-stepping scheme.…

Numerical Analysis · Mathematics 2025-11-18 Sergio Gómez , Ansgar Jüngel , Ilaria Perugia