Related papers: A Fast Semi-Implicit Finite Difference Method for …
In this paper, a linearized fully discrete scheme is proposed to solve the two-dimensional nonlinear time fractional Schr\"odinger equation with weakly singular solutions, which is constructed by using L1 scheme for Caputo fractional…
We propose a parallel algorithm for the numerical solution of a class of second order semi-linear equations coming from stochastic optimal control problems, by means of a dynamic domain decomposition technique. The new method is an…
We propose a second order, fully semi-Lagrangian method for the numerical solution of systems of advection-diffusion-reaction equations, which employs a semi-Lagrangian approach to approximate in time both the advective and the diffusive…
We consider a discretization of Caputo derivatives resulted from deconvolving a scheme for the corresponding Volterra integral. Properties of this discretization, including signs of the coefficients, comparison principles, and stability of…
A new class of semi-implicit numerical schemes for linear advection equation on Cartesian grids is derived that is inspired by so-called $\kappa$-schemes used with fully explicit discretizations for this type of problems. Opposite to fully…
This work introduces and analyzes a finite element scheme for evolution problems involving fractional-in-time and in-space differentiation operators up to order two. The left-sided fractional-order derivative in time we consider is employed…
This paper summarizes a research program that has been underway for a decade. The objective is to find a fast and accurate scheme for solving quantum problems which does not involve a Monte Carlo algorithm. We use an alternative strategy…
A second order accurate, linear numerical method is analyzed for the Landau-Lifshitz equation with large damping parameters. This equation describes the dynamics of magnetization, with a non-convexity constraint of unit length of the…
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…
We present and analyze a space-time Petrov-Galerkin finite element method for a time-fractional diffusion equation involving a Riemann-Liouville fractional derivative of order $\alpha\in(0,1)$ in time and zero initial data. We derive a…
We study two superconducting systems using the Landau-Ginzburg equations. The first is a superconducting half-space with an applied magnetic field parallel to the surface. We calculate the maximum applied field that still supports…
We introduce a high-order spline geometric approach for the initial boundary value problem for Maxwell's equations. The method is geometric in the sense that it discretizes in structure preserving fashion the two de Rham sequences of…
Time-fractional parabolic equations with a Caputo time derivative of order $\alpha\in(0,1)$ are discretized in time using continuous collocation methods. For such discretizations, we give sufficient conditions for existence and uniqueness…
We propose two stable and one conditionally stable finite difference schemes of second-order in both time and space for the time-fractional diffusion-wave equation. In the first scheme, we apply the fractional trapezoidal rule in time and…
We investigate a second-order accurate time-stepping scheme for solving a time-fractional diffusion equation with a Caputo derivative of order~$\alpha \in (0,1)$. The basic idea of our scheme is based on local integration followed by linear…
Singular source terms in sub-diffusion equations may lead to the unboundedness of solutions, which will bring a severe reduction of convergence order of existing time-stepping schemes. In this work, we propose two efficient time-stepping…
We prove first-order convergence of the semi-explicit Euler scheme combined with a finite element discretization in space for elliptic-parabolic problems which are weakly coupled. This setting includes poroelasticity, thermoelasticity, as…
In this paper, a second order finite difference scheme is investigated for time-dependent one-side space fractional diffusion equations with variable coefficients. The existing schemes for the equation with variable coefficients have…
We consider an initial/boundary value problem for one-dimensional fractional-order parabolic equations with a space fractional derivative of Riemann-Liouville type and order $\alpha\in (1,2)$. We study a spatial semidiscrete scheme with the…
In this work, we design and investigate contrast-independent partially explicit time discretizations for wave equations in heterogeneous high-contrast media. We consider multiscale problems, where the spatial heterogeneities are at subgrid…