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A new method that enables easy and convenient discretization of partial differential equations with derivatives of arbitrary real order (so-called fractional derivatives) and delays is presented and illustrated on numerical solution of…

Numerical Analysis · Mathematics 2009-03-06 Igor Podlubny , Aleksei V. Chechkin , Tomas Skovranek , YangQuan Chen , Blas M. Vinagre Jara

A singularly perturbed linear system of second order partial differential equations of parabolic reaction-diffusion type with given initial and boundary conditions is considered. The leading term of each equation is multiplied by a small…

Numerical Analysis · Mathematics 2010-08-17 V. Franklin , M. Paramasivam , S. Valarmathi , J. J. H. Miller

A reduced-order model algorithm, based on approximations of Lax pairs, is proposed to solve nonlinear evolution partial differential equations. Contrary to other reduced-order methods, like Proper Orthogonal Decomposition, the space where…

Numerical Analysis · Mathematics 2012-11-20 Jean-Frédéric Gerbeau , Damiano Lombardi

A simple yet effective numerical method using orthogonal hybrid functions consisting of piecewise constant orthogonal sample-and-hold functions and piecewise linear orthogonal triangular functions is proposed to solve numerically fractional…

Numerical Analysis · Mathematics 2018-02-01 Seshu Kumar Damarla , Madhusree Kundu

In this paper, we investigate the diffusion least mean square (DLMS) algorithm over fading channel, where in addition to channel noise and path-loss the inter-node-interference (INI) among neighboring nodes of a host node is also taken into…

Signal Processing · Electrical Eng. & Systems 2023-03-21 Mohammadjavad Mirzazadeh Moallem , Mehdi Korki

The time discrete scheme of characteristics type is especially effective for convection-dominated diffusion problems. The scheme has been used in various engineering areas with different approximations in spatial direction. The lowest-order…

Numerical Analysis · Mathematics 2022-04-28 W. Sun

Computing the optimal solution to a spatial filtering problems in a Wireless Sensor Network can incur large bandwidth and computational requirements if an approach relying on data centralization is used. The so-called distributed adaptive…

Signal Processing · Electrical Eng. & Systems 2023-03-01 Charles Hovine , Alexander Bertrand

In this paper, we develop a numerical scheme for the space-time fractional parabolic equation, i.e., an equation involving a fractional time derivative and a fractional spatial operator. Both the initial value problem and the…

Numerical Analysis · Mathematics 2017-08-18 Andrea Bonito , Wenyu Lei , Joseph E. Pasciak

A new method for numerical solving of boundary problem for ordinary differential equations with slowly varying coefficients which is aimed at better representation of solutions in the regions of their rapid oscillations or exponential…

Computational Physics · Physics 2007-05-23 V. E. Moiseenko , V. V. Pilipenko

We introduce an efficient and accurate staggered-grid finite-difference (SGFD) method to solve the two-dimensional elastic wave equation. We use a coupled first-order stress-velocity formulation. In the standard implementation of SGFD…

Numerical Analysis · Mathematics 2020-12-15 Wenquan Liang , Yanfei Wang , Ursula Iturrarán-Viveros

Fractional equations have become the model of choice in several applications where heterogeneities at the microstructure result in anomalous diffusive behavior at the macroscale. In this work we introduce a new fractional operator…

Numerical Analysis · Mathematics 2021-01-29 Marta D'Elia , Christian Glusa

In mathematical physics, the space-fractional diffusion equations are of particular interest in the studies of physical phenomena modelled by L\'{e}vy processes, which are sometimes called super-diffusion equations. In this article, we…

Numerical Analysis · Mathematics 2018-01-03 X. G. Zhu , Z. B. Yuan , F. Liu , Y. F. Nie

In this paper, we consider a rather general linear evolution equation of fractional type, namely a diffusion type problem in which the diffusion operator is the $s$th power of a positive definite operator having a discrete spectrum in…

Analysis of PDEs · Mathematics 2016-06-09 Jürgen Sprekels , Enrico Valdinoci

Rendering highly scattering participating media using brute force path tracing is a challenge. The diffusion approximation reduces the problem to solving a simple linear partial differential equation. Flux-limited diffusion introduces…

Graphics · Computer Science 2018-07-03 David Koerner , Jamie Portsmouth , Wenzel Jakob

This paper is devoted to the numerical analysis of a piecewise constant discontinuous Galerkin method for time fractional subdiffusion problems. The regularity of weak solution is firstly established by using variational approach and…

Numerical Analysis · Mathematics 2022-02-22 Binjie Li , Hao Luo , Xiaoping Xie

In this paper we propose an algorithm for the numerical solution of arbitrary differential equations of fractional order. The algorithm is obtained by using the following decomposition of the differential equation into a system of…

Numerical Analysis · Mathematics 2025-10-20 Leszczynski Jacek , Ciesielski Mariusz

This paper, as the sequel to previous work, develops numerical schemes for fractional diffusion equations on a two-dimensional finite domain with triangular meshes. We adopt the nodal discontinuous Galerkin methods for the full spatial…

Numerical Analysis · Mathematics 2015-07-14 Liangliang Qiu , Weihua Deng , Jan Hesthaven

In this paper, a reduced-order model (ROM) based on the proper orthogonal decomposition and the discrete empirical interpolation method is proposed for efficiently simulating time-fractional partial differential equations (TFPDEs). Both…

Numerical Analysis · Mathematics 2024-02-07 Hongfei Fu , Hong Wang , Zhu Wang

We develop a new numerical scheme for solving the radiative transfer equation in a spherically symmetric system. This scheme does not rely on any kind of diffusion approximation and it is accurate for optically thin, thick, and intermediate…

Instrumentation and Methods for Astrophysics · Physics 2018-05-31 Torsten Stamer , Shu-ichiro Inutsuka

Numerical solutions to fractional differential equations can be extremely computationally intensive due to the effect of non-local derivatives in which all previous time points contribute to the current iteration. In finite difference…

Mathematical Physics · Physics 2010-04-30 Brian P. Sprouse , Christopher L. MacDonald , Gabriel A. Silva