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In this work, we explore a time-fractional diffusion equation of order $\alpha \in (0,1)$ with a stochastic diffusivity parameter. We focus on efficient estimation of the expected values (considered as an infinite dimensional integral on…

Numerical Analysis · Mathematics 2024-09-04 Josef Dick , Hecong Gao , William McLean , Kassem Mustapha

The present paper deals with the numerical solution of time-fractional advection-diffusion equations involving the Caputo derivative with source term by means of an unconditionally stable implicit finite difference method on quasi-uniform…

Numerical Analysis · Mathematics 2018-02-14 Riccardo Fazio , Alessandra Jannelli

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

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

The mean field limits of systems of interacting diffusions (also called stochastic interacting particle systems (SIPS)) have been intensively studied since McKean \cite{mckean1966class}. The interacting diffusions pave a way to…

Probability · Mathematics 2021-04-06 Lukasz Szpruch , Shuren Tan , Alvin Tse

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

We present a real-space formulation and higher-order finite-difference implementation of periodic Orbital-free Density Functional Theory (OF-DFT). Specifically, utilizing a local reformulation of the electrostatic and kernel terms, we…

Computational Physics · Physics 2015-12-23 Swarnava Ghosh , Phanish Suryanarayana

This work unifies pseudo-time and inexact regularization techniques for nonmonotone classes of partial differential equations, into a regularized pseudo-time framework. Convergence of the residual at the predicted rate is investigated…

Numerical Analysis · Mathematics 2016-11-29 Sara Pollock

We propose a seamless multiscale method which approximates the macroscopic behavior of the passive advection-diffusion equations with steady incompressible velocity fields with multi-spatial scales. The method uses decompositions of the…

Numerical Analysis · Mathematics 2016-06-22 Yoonsang Lee , Bjorn Engquist

In this paper, we propose a novel machine learning method based on adaptive tensor neural network subspace to solve linear time-fractional diffusion-wave equations and nonlinear time-fractional partial integro-differential equations. In…

Machine Learning · Computer Science 2025-10-10 Zhongshuo Lin , Qingkui Ma , Hehu Xie , Xiaobo Yin

We introduce an efficient variational hybrid quantum-classical algorithm designed for solving Caputo time-fractional partial differential equations. Our method employs an iterable cost function incorporating a linear combination of overlap…

We consider finite approximations of a fractal generated by an iterated function system of affine transformations on $\mathbb{R}^d$ as a discrete set of data points. Considering a signal supported on this finite approximation, we propose a…

Functional Analysis · Mathematics 2016-07-14 Calvin Hotchkiss , Eric S. Weber

In this paper, a two-sided variable-coefficient space-fractional diffusion equation with fractional Neumann boundary condition is considered. To conquer the weak singularity caused by nonlocal space-fractional differential operators, a…

Numerical Analysis · Mathematics 2024-10-07 Meijie Kong , Hongfei Fu

Due to the nonlocal feature of fractional differential operators, the numerical solution to fractional partial differential equations usually requires expensive memory and computation costs. This paper develops a fast scheme for fractional…

Numerical Analysis · Mathematics 2025-03-21 Hao Yuan , Xiaoping Xie

In this article, the existence and uniqueness about the solution for a class of stochastic fractional-order differential equation systems are investigated, where the fractional derivative is described in Caputo sense. The fractional…

Numerical Analysis · Mathematics 2016-11-24 Guang-an Zou , Bo Wang

In this work, we propose an easy-to-implement fixed-point algorithm for reconstructing a space-time dependent source in a subdiffusion model from lateral boundary measurements. The numerical scheme combines a Galerkin finite element method…

Numerical Analysis · Mathematics 2026-05-08 Siyu Cen , Bangti Jin , Yavar Kian , Zhi Zhou

In this paper, we study a fast and linearized finite difference method to solve the nonlinear time-fractional wave equation with multi fractional orders. We first propose a discretization to the multi-term Caputo derivative based on the…

Numerical Analysis · Mathematics 2019-02-22 Pin Lyu , Yuxiang Liang , Zhibo Wang

In this paper we investigate existence of solutions for the system: \begin{equation*} \left\{ \begin{array}{l} D^{\alpha}_tu=\textrm{div}(u \nabla p),\\ D^{\alpha}_tp=-(-\Delta)^{s}p+u^{2}, \end{array} \right. \end{equation*} in…

Analysis of PDEs · Mathematics 2021-06-24 Esther S. Daus , Maria Pia Gualdani , Jingjing Xu , Nicola Zamponi , Xinyu Zhang

In this paper, we develop an efficient numerical solver for unsteady diffusion-type partial differential equations with random coefficients. A major computational challenge in such problems lies in repeatedly handling large-scale linear…

Numerical Analysis · Mathematics 2026-01-19 Yujun Zhu , Min Li , Yulan Ning , Ju Ming

The study gives a brief overview of existing modifications of the method of functional separation of variables for nonlinear PDEs. It proposes a more general approach to the construction of exact solutions to nonlinear equations of applied…

Mathematical Physics · Physics 2020-01-07 Andrei D. Polyanin